我是C ++的新手,但这就是我想做的事情。我有一个4乘3的矩阵:
100 109.523 119.096
100 89.7169 76.256
100 96.0822 103.246
100 101.084 85.0639
我想计算每行的平均值并将其存储在某个向量中。我正在使用Eigen库。我无法想到有效地做到这一点。这是我到目前为止的代码:
MatrixXd SS(N,n+1);
MatrixXd Z = generateGaussianNoise(N,n);
for(int i = 0; i < N; i++){
SS(i,0) = S0;
for(int j = 1; j <= n; j++){
SS(i,j) = SS(i,j-1)*exp((double) (r - pow(sigma,2.0))*dt + sigma*sqrt(dt)*(double)Z(i,j-1));
}
}
cout << SS << endl;
cout << endl;
VectorXd S_A(3);
S_A = SS.row(1);
所以我所拥有的是一个4乘3矩阵SS
,现在我想取每行的均值并将其存储在向量S_A
中。我对此有很多困难,所以任何建议都会非常感激。
答案 0 :(得分:9)
你想要部分减少:
Vector3d S_A = SS.rowwise().mean();
答案 1 :(得分:0)
发现这一点非常简单:
Map<RowVectorXd> S_temp(SS.data(), SS.size());
答案 2 :(得分:0)
std::vector《double》S_A
double sum(0);
//Loop over SS by row:
for (size_t i=0; nRows < SS.rows(); ++i{
//clear sum to start over for a given row...
sum=0;
//sum all in a row...
for (size_t j=0; nCols < SS.cols(); ++j){
//increase some by matrix entry...
sum+=SS(i,j);
}
//Push average on vector by dividing sum by number of cols. Cast columns to double to divide properly, I think
S_A.push (sum/(double)SS.cols())
}
//S_A has 'row' entries where each is an average a row...