view liboctave/array/dMatrix.h @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents 3e8bc8bee8e9
children 597f3ee61a48
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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1994-2022 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// This file is part of Octave.
//
// Octave is free software: you can redistribute it and/or modify it
// under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// Octave is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with Octave; see the file COPYING.  If not, see
// <https://www.gnu.org/licenses/>.
//
////////////////////////////////////////////////////////////////////////

#if ! defined (octave_dMatrix_h)
#define octave_dMatrix_h 1

#include "octave-config.h"

#include "DET.h"
#include "MArray.h"
#include "MDiagArray2.h"
#include "MatrixType.h"
#include "dNDArray.h"
#include "mx-defs.h"
#include "mx-op-decl.h"

class
OCTAVE_API
Matrix : public NDArray
{
public:

  typedef ColumnVector column_vector_type;
  typedef RowVector row_vector_type;

  typedef ColumnVector real_column_vector_type;
  typedef RowVector real_row_vector_type;

  typedef Matrix real_matrix_type;
  typedef ComplexMatrix complex_matrix_type;

  typedef DiagMatrix real_diag_matrix_type;
  typedef ComplexDiagMatrix complex_diag_matrix_type;

  typedef double real_elt_type;
  typedef Complex complex_elt_type;

  typedef void (*solve_singularity_handler) (double rcon);

  Matrix (void) = default;

  Matrix (const Matrix& a) = default;

  Matrix& operator = (const Matrix& a) = default;

  ~Matrix (void) = default;

  Matrix (octave_idx_type r, octave_idx_type c)
    : NDArray (dim_vector (r, c)) { }

  Matrix (octave_idx_type r, octave_idx_type c, double val)
    : NDArray (dim_vector (r, c), val) { }

  Matrix (const dim_vector& dv) : NDArray (dv.redim (2)) { }

  Matrix (const dim_vector& dv, double val)
    : NDArray (dv.redim (2), val) { }

  template <typename U>
  Matrix (const MArray<U>& a) : NDArray (a.as_matrix ()) { }

  template <typename U>
  Matrix (const Array<U>& a) : NDArray (a.as_matrix ()) { }

  explicit OCTAVE_API Matrix (const RowVector& rv);

  explicit OCTAVE_API Matrix (const ColumnVector& cv);

  explicit OCTAVE_API Matrix (const DiagMatrix& a);

  explicit OCTAVE_API Matrix (const MDiagArray2<double>& a);

  explicit OCTAVE_API Matrix (const DiagArray2<double>& a);

  explicit OCTAVE_API Matrix (const PermMatrix& a);

  explicit OCTAVE_API Matrix (const boolMatrix& a);

  explicit Matrix (const charMatrix& a);

  OCTAVE_API bool operator == (const Matrix& a) const;
  OCTAVE_API bool operator != (const Matrix& a) const;

  OCTAVE_API bool issymmetric (void) const;

  // destructive insert/delete/reorder operations

  OCTAVE_API Matrix&
  insert (const Matrix& a, octave_idx_type r, octave_idx_type c);
  OCTAVE_API Matrix&
  insert (const RowVector& a, octave_idx_type r, octave_idx_type c);
  OCTAVE_API Matrix&
  insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c);
  OCTAVE_API Matrix&
  insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c);

  OCTAVE_API Matrix& fill (double val);
  OCTAVE_API Matrix&
  fill (double val, octave_idx_type r1, octave_idx_type c1,
        octave_idx_type r2, octave_idx_type c2);

  OCTAVE_API Matrix append (const Matrix& a) const;
  OCTAVE_API Matrix append (const RowVector& a) const;
  OCTAVE_API Matrix append (const ColumnVector& a) const;
  OCTAVE_API Matrix append (const DiagMatrix& a) const;

  OCTAVE_API Matrix stack (const Matrix& a) const;
  OCTAVE_API Matrix stack (const RowVector& a) const;
  OCTAVE_API Matrix stack (const ColumnVector& a) const;
  OCTAVE_API Matrix stack (const DiagMatrix& a) const;

  friend OCTAVE_API Matrix real (const ComplexMatrix& a);
  friend OCTAVE_API Matrix imag (const ComplexMatrix& a);

  friend class ComplexMatrix;

  Matrix hermitian (void) const { return MArray<double>::transpose (); }
  Matrix transpose (void) const { return MArray<double>::transpose (); }

  // resize is the destructive equivalent for this one

  OCTAVE_API Matrix
  extract (octave_idx_type r1, octave_idx_type c1,
           octave_idx_type r2, octave_idx_type c2) const;

  OCTAVE_API Matrix
  extract_n (octave_idx_type r1, octave_idx_type c1,
             octave_idx_type nr, octave_idx_type nc) const;

  // extract row or column i.

  OCTAVE_API RowVector row (octave_idx_type i) const;

  OCTAVE_API ColumnVector column (octave_idx_type i) const;

  void resize (octave_idx_type nr, octave_idx_type nc, double rfv = 0)
  {
    MArray<double>::resize (dim_vector (nr, nc), rfv);
  }

private:
  Matrix tinverse (MatrixType& mattype, octave_idx_type& info, double& rcon,
                   bool force, bool calc_cond) const;

  Matrix finverse (MatrixType& mattype, octave_idx_type& info, double& rcon,
                   bool force, bool calc_cond) const;

public:
  OCTAVE_API Matrix inverse (void) const;
  OCTAVE_API Matrix inverse (octave_idx_type& info) const;
  OCTAVE_API Matrix
  inverse (octave_idx_type& info, double& rcon, bool force = false,
           bool calc_cond = true) const;

  OCTAVE_API Matrix inverse (MatrixType& mattype) const;
  OCTAVE_API Matrix inverse (MatrixType& mattype, octave_idx_type& info) const;
  OCTAVE_API Matrix
  inverse (MatrixType& mattype, octave_idx_type& info, double& rcon,
           bool force = false, bool calc_cond = true) const;

  OCTAVE_API Matrix pseudo_inverse (double tol = 0.0) const;

  OCTAVE_API ComplexMatrix fourier (void) const;
  OCTAVE_API ComplexMatrix ifourier (void) const;

  OCTAVE_API ComplexMatrix fourier2d (void) const;
  OCTAVE_API ComplexMatrix ifourier2d (void) const;

  OCTAVE_API DET determinant (void) const;
  OCTAVE_API DET determinant (octave_idx_type& info) const;
  OCTAVE_API DET
  determinant (octave_idx_type& info, double& rcon,
               bool calc_cond = true) const;
  OCTAVE_API DET
  determinant (MatrixType& mattype, octave_idx_type& info,
               double& rcon, bool calc_cond = true) const;

  OCTAVE_API double rcond (void) const;
  OCTAVE_API double rcond (MatrixType& mattype) const;

private:
  // Upper triangular matrix solvers
  Matrix utsolve (MatrixType& mattype, const Matrix& b, octave_idx_type& info,
                  double& rcon, solve_singularity_handler sing_handler,
                  bool calc_cond = false,
                  blas_trans_type transt = blas_no_trans) const;

  // Lower triangular matrix solvers
  Matrix ltsolve (MatrixType& mattype, const Matrix& b, octave_idx_type& info,
                  double& rcon, solve_singularity_handler sing_handler,
                  bool calc_cond = false,
                  blas_trans_type transt = blas_no_trans) const;

  // Full matrix solvers (lu/cholesky)
  Matrix fsolve (MatrixType& mattype, const Matrix& b, octave_idx_type& info,
                 double& rcon, solve_singularity_handler sing_handler,
                 bool calc_cond = false) const;

public:
  // Generic interface to solver with no probing of type
  OCTAVE_API Matrix solve (MatrixType& mattype, const Matrix& b) const;
  OCTAVE_API Matrix
  solve (MatrixType& mattype, const Matrix& b, octave_idx_type& info) const;
  OCTAVE_API Matrix
  solve (MatrixType& mattype, const Matrix& b, octave_idx_type& info,
         double& rcon) const;
  OCTAVE_API Matrix
  solve (MatrixType& mattype, const Matrix& b, octave_idx_type& info,
         double& rcon, solve_singularity_handler sing_handler,
         bool singular_fallback = true,
         blas_trans_type transt = blas_no_trans) const;

  OCTAVE_API ComplexMatrix
  solve (MatrixType& mattype, const ComplexMatrix& b) const;
  OCTAVE_API ComplexMatrix
  solve (MatrixType& mattype, const ComplexMatrix& b,
         octave_idx_type& info) const;
  OCTAVE_API ComplexMatrix
  solve (MatrixType& mattype, const ComplexMatrix& b,
         octave_idx_type& info, double& rcon) const;
  OCTAVE_API ComplexMatrix
  solve (MatrixType& mattype, const ComplexMatrix& b,
         octave_idx_type& info, double& rcon,
         solve_singularity_handler sing_handler,
         bool singular_fallback = true,
         blas_trans_type transt = blas_no_trans) const;

  OCTAVE_API ColumnVector
  solve (MatrixType& mattype, const ColumnVector& b) const;
  OCTAVE_API ColumnVector
  solve (MatrixType& mattype, const ColumnVector& b,
         octave_idx_type& info) const;
  OCTAVE_API ColumnVector
  solve (MatrixType& mattype, const ColumnVector& b,
         octave_idx_type& info, double& rcon) const;
  OCTAVE_API ColumnVector
  solve (MatrixType& mattype, const ColumnVector& b, octave_idx_type& info,
         double& rcon, solve_singularity_handler sing_handler,
         blas_trans_type transt = blas_no_trans) const;

  OCTAVE_API ComplexColumnVector
  solve (MatrixType& mattype, const ComplexColumnVector& b) const;
  OCTAVE_API ComplexColumnVector
  solve (MatrixType& mattype, const ComplexColumnVector& b,
         octave_idx_type& info) const;
  OCTAVE_API ComplexColumnVector
  solve (MatrixType& mattype, const ComplexColumnVector& b,
         octave_idx_type& info, double& rcon) const;
  OCTAVE_API ComplexColumnVector
  solve (MatrixType& mattype, const ComplexColumnVector& b,
         octave_idx_type& info, double& rcon,
         solve_singularity_handler sing_handler,
         blas_trans_type transt = blas_no_trans) const;

  // Generic interface to solver with probing of type
  OCTAVE_API Matrix solve (const Matrix& b) const;
  OCTAVE_API Matrix solve (const Matrix& b, octave_idx_type& info) const;
  OCTAVE_API Matrix
  solve (const Matrix& b, octave_idx_type& info, double& rcon) const;
  OCTAVE_API Matrix
  solve (const Matrix& b, octave_idx_type& info, double& rcon,
         solve_singularity_handler sing_handler,
         blas_trans_type transt = blas_no_trans) const;

  OCTAVE_API ComplexMatrix solve (const ComplexMatrix& b) const;
  OCTAVE_API ComplexMatrix
  solve (const ComplexMatrix& b, octave_idx_type& info) const;
  OCTAVE_API ComplexMatrix
  solve (const ComplexMatrix& b, octave_idx_type& info,
         double& rcon) const;
  OCTAVE_API ComplexMatrix
  solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon,
         solve_singularity_handler sing_handler,
         blas_trans_type transt = blas_no_trans) const;

  OCTAVE_API ColumnVector solve (const ColumnVector& b) const;
  OCTAVE_API ColumnVector
  solve (const ColumnVector& b, octave_idx_type& info) const;
  OCTAVE_API ColumnVector
  solve (const ColumnVector& b, octave_idx_type& info, double& rcon) const;
  OCTAVE_API ColumnVector
  solve (const ColumnVector& b, octave_idx_type& info, double& rcon,
         solve_singularity_handler sing_handler,
         blas_trans_type transt = blas_no_trans) const;

  OCTAVE_API ComplexColumnVector solve (const ComplexColumnVector& b) const;
  OCTAVE_API ComplexColumnVector
  solve (const ComplexColumnVector& b, octave_idx_type& info) const;
  OCTAVE_API ComplexColumnVector
  solve (const ComplexColumnVector& b, octave_idx_type& info,
         double& rcon) const;
  OCTAVE_API ComplexColumnVector
  solve (const ComplexColumnVector& b, octave_idx_type& info, double& rcon,
         solve_singularity_handler sing_handler,
         blas_trans_type transt = blas_no_trans) const;

  // Singular solvers
  OCTAVE_API Matrix lssolve (const Matrix& b) const;
  OCTAVE_API Matrix lssolve (const Matrix& b, octave_idx_type& info) const;
  OCTAVE_API Matrix
  lssolve (const Matrix& b, octave_idx_type& info,
           octave_idx_type& rank) const;
  OCTAVE_API Matrix
  lssolve (const Matrix& b, octave_idx_type& info, octave_idx_type& rank,
           double& rcon) const;

  OCTAVE_API ComplexMatrix lssolve (const ComplexMatrix& b) const;
  OCTAVE_API ComplexMatrix
  lssolve (const ComplexMatrix& b, octave_idx_type& info) const;
  OCTAVE_API ComplexMatrix
  lssolve (const ComplexMatrix& b, octave_idx_type& info,
           octave_idx_type& rank) const;
  OCTAVE_API ComplexMatrix
  lssolve (const ComplexMatrix& b, octave_idx_type& info,
           octave_idx_type& rank, double& rcon) const;

  OCTAVE_API ColumnVector lssolve (const ColumnVector& b) const;
  OCTAVE_API ColumnVector
  lssolve (const ColumnVector& b, octave_idx_type& info) const;
  OCTAVE_API ColumnVector
  lssolve (const ColumnVector& b, octave_idx_type& info,
           octave_idx_type& rank) const;
  OCTAVE_API ColumnVector
  lssolve (const ColumnVector& b, octave_idx_type& info,
           octave_idx_type& rank, double& rcon) const;

  OCTAVE_API ComplexColumnVector lssolve (const ComplexColumnVector& b) const;
  OCTAVE_API ComplexColumnVector
  lssolve (const ComplexColumnVector& b, octave_idx_type& info) const;
  OCTAVE_API ComplexColumnVector
  lssolve (const ComplexColumnVector& b, octave_idx_type& info,
           octave_idx_type& rank) const;
  OCTAVE_API ComplexColumnVector
  lssolve (const ComplexColumnVector& b, octave_idx_type& info,
           octave_idx_type& rank, double& rcon) const;

  OCTAVE_API Matrix& operator += (const DiagMatrix& a);
  OCTAVE_API Matrix& operator -= (const DiagMatrix& a);

  // unary operations

  // other operations

  OCTAVE_API boolMatrix all (int dim = -1) const;
  OCTAVE_API boolMatrix any (int dim = -1) const;

  OCTAVE_API Matrix cumprod (int dim = -1) const;
  OCTAVE_API Matrix cumsum (int dim = -1) const;
  OCTAVE_API Matrix prod (int dim = -1) const;
  OCTAVE_API Matrix sum (int dim = -1) const;
  OCTAVE_API Matrix sumsq (int dim = -1) const;
  OCTAVE_API Matrix abs (void) const;

  OCTAVE_API Matrix diag (octave_idx_type k = 0) const;

  OCTAVE_API DiagMatrix diag (octave_idx_type m, octave_idx_type n) const;

  OCTAVE_API ColumnVector row_min (void) const;
  OCTAVE_API ColumnVector row_max (void) const;

  OCTAVE_API ColumnVector row_min (Array<octave_idx_type>& index) const;
  OCTAVE_API ColumnVector row_max (Array<octave_idx_type>& index) const;

  OCTAVE_API RowVector column_min (void) const;
  OCTAVE_API RowVector column_max (void) const;

  OCTAVE_API RowVector column_min (Array<octave_idx_type>& index) const;
  OCTAVE_API RowVector column_max (Array<octave_idx_type>& index) const;

  // i/o

  friend OCTAVE_API std::ostream&
  operator << (std::ostream& os, const Matrix& a);
  friend OCTAVE_API std::istream&
  operator >> (std::istream& is, Matrix& a);
};

// Publish externally used friend functions.

extern OCTAVE_API Matrix real (const ComplexMatrix& a);
extern OCTAVE_API Matrix imag (const ComplexMatrix& a);

// column vector by row vector -> matrix operations

extern OCTAVE_API Matrix operator * (const ColumnVector& a,
                                     const RowVector& b);

// Other functions.

extern OCTAVE_API Matrix Givens (double, double);

extern OCTAVE_API Matrix Sylvester (const Matrix&, const Matrix&,
                                    const Matrix&);

extern OCTAVE_API Matrix xgemm (const Matrix& a, const Matrix& b,
                                blas_trans_type transa = blas_no_trans,
                                blas_trans_type transb = blas_no_trans);

extern OCTAVE_API Matrix operator * (const Matrix& a, const Matrix& b);

extern OCTAVE_API Matrix min (double d, const Matrix& m);
extern OCTAVE_API Matrix min (const Matrix& m, double d);
extern OCTAVE_API Matrix min (const Matrix& a, const Matrix& b);

extern OCTAVE_API Matrix max (double d, const Matrix& m);
extern OCTAVE_API Matrix max (const Matrix& m, double d);
extern OCTAVE_API Matrix max (const Matrix& a, const Matrix& b);

extern OCTAVE_API Matrix linspace (const ColumnVector& x1,
                                   const ColumnVector& x2,
                                   octave_idx_type n);

MS_CMP_OP_DECLS (Matrix, double, OCTAVE_API)
MS_BOOL_OP_DECLS (Matrix, double, OCTAVE_API)

SM_CMP_OP_DECLS (double, Matrix, OCTAVE_API)
SM_BOOL_OP_DECLS (double, Matrix, OCTAVE_API)

MM_CMP_OP_DECLS (Matrix, Matrix, OCTAVE_API)
MM_BOOL_OP_DECLS (Matrix, Matrix, OCTAVE_API)

MARRAY_FORWARD_DEFS (MArray, Matrix, double)

template <typename T>
void read_int (std::istream& is, bool swap_bytes, T& val);

#endif