Added a trace() function.

--HG--
extra : convert_revision : svn%3Afdd8eb12-d10e-0410-9acb-85c331704f74/trunk%402881

dlib/matrix/matrix_la.h

@@ -1388,6 +1388,28 @@ convergence:
         w = diagm(W);
     }
 
+// ----------------------------------------------------------------------------------------
+
+    template <
+        typename EXP
+        >
+    const typename matrix_exp<EXP>::type trace (
+        const matrix_exp<EXP>& m
+    ) 
+    { 
+        COMPILE_TIME_ASSERT(matrix_exp<EXP>::NR == matrix_exp<EXP>::NC ||
+                            matrix_exp<EXP>::NR == 0 ||
+                            matrix_exp<EXP>::NC == 0 
+                            );
+        DLIB_ASSERT(m.nr() == m.nc(), 
+            "\tconst matrix_exp::type trace(const matrix_exp& m)"
+            << "\n\tYou can only apply trace() to a square matrix"
+            << "\n\tm.nr(): " << m.nr()
+            << "\n\tm.nc(): " << m.nc() 
+            );
+        return sum(diag(m));
+    }
+
 // ----------------------------------------------------------------------------------------
 
     template <

dlib/matrix/matrix_la_abstract.h

@@ -153,6 +153,19 @@ namespace dlib
             - returns the determinant of m
     !*/
 
+// ----------------------------------------------------------------------------------------
+
+    const matrix_exp::type trace (
+        const matrix_exp& m
+    );
+    /*!
+        requires
+            - m is a square matrix
+        ensures
+            - returns the trace of m
+              (i.e. returns sum(diag(m)))
+    !*/
+
 // ----------------------------------------------------------------------------------------
 
     const matrix_exp::matrix_type chol (