annotate liboctave/array/dSparse.h @ 19630:0e1f5a750d00

maint: Periodic merge of gui-release to default.
author John W. Eaton <jwe@octave.org>
date Tue, 20 Jan 2015 10:24:46 -0500
parents 65554f5847ac be7ac98fab43
children 4197fc428c7d
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1 /*
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2
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3 Copyright (C) 2004-2013 David Bateman
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4 Copyright (C) 1998-2004 Andy Adler
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5
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any later version.
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12
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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21
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22 */
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23
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24 #if !defined (octave_dSparse_h)
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25 #define octave_dSparse_h 1
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26
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27 #include "dMatrix.h"
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28 #include "dNDArray.h"
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29 #include "CMatrix.h"
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30 #include "dColVector.h"
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31 #include "CColVector.h"
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32
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33 #include "DET.h"
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34 #include "MSparse.h"
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35 #include "MSparse-defs.h"
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36
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37 #include "Sparse-op-decls.h"
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38
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39 #include "MatrixType.h"
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40
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41 class PermMatrix;
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42 class DiagMatrix;
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43 class SparseComplexMatrix;
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44 class SparseBoolMatrix;
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45
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46 class
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47 OCTAVE_API
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48 SparseMatrix : public MSparse<double>
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49 {
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50 public:
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51
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52 typedef void (*solve_singularity_handler) (double rcond);
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53
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54 SparseMatrix (void) : MSparse<double> () { }
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55
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56 SparseMatrix (octave_idx_type r, octave_idx_type c)
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57 : MSparse<double> (r, c) { }
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59 SparseMatrix (const dim_vector& dv, octave_idx_type nz = 0) :
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60 MSparse<double> (dv, nz) { }
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61
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62 explicit SparseMatrix (octave_idx_type r, octave_idx_type c, double val)
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63 : MSparse<double> (r, c, val) { }
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64
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65 SparseMatrix (const SparseMatrix& a) : MSparse<double> (a) { }
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66
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67 SparseMatrix (const SparseMatrix& a, const dim_vector& dv)
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68 : MSparse<double> (a, dv) { }
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69
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70 SparseMatrix (const MSparse<double>& a) : MSparse<double> (a) { }
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72 SparseMatrix (const Sparse<double>& a) : MSparse<double> (a) { }
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73
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74 explicit SparseMatrix (const SparseBoolMatrix& a);
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75
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76 explicit SparseMatrix (const Matrix& a) : MSparse<double> (a) { }
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77
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78 explicit SparseMatrix (const NDArray& a) : MSparse<double> (a) { }
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80 SparseMatrix (const Array<double>& a, const idx_vector& r,
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81 const idx_vector& c, octave_idx_type nr = -1,
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82 octave_idx_type nc = -1, bool sum_terms = true,
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83 octave_idx_type nzm = -1)
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84 : MSparse<double> (a, r, c, nr, nc, sum_terms, nzm) { }
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85
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86 explicit SparseMatrix (const DiagMatrix& a);
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87
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88 explicit SparseMatrix (const PermMatrix& a) : MSparse<double>(a) { }
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89
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90 SparseMatrix (octave_idx_type r, octave_idx_type c,
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91 octave_idx_type num_nz) : MSparse<double> (r, c, num_nz) { }
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92
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93 SparseMatrix& operator = (const SparseMatrix& a)
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94 {
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95 MSparse<double>::operator = (a);
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96 return *this;
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97 }
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98
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99 bool operator == (const SparseMatrix& a) const;
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100 bool operator != (const SparseMatrix& a) const;
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101
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102 bool is_symmetric (void) const;
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103
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104 SparseMatrix max (int dim = -1) const;
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105 SparseMatrix max (Array<octave_idx_type>& index, int dim = -1) const;
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106 SparseMatrix min (int dim = -1) const;
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107 SparseMatrix min (Array<octave_idx_type>& index, int dim = -1) const;
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108
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109 // destructive insert/delete/reorder operations
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110
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111 SparseMatrix& insert (const SparseMatrix& a, octave_idx_type r,
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112 octave_idx_type c);
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113
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114 SparseMatrix& insert (const SparseMatrix& a,
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115 const Array<octave_idx_type>& indx);
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116
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117 SparseMatrix concat (const SparseMatrix& rb,
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118 const Array<octave_idx_type>& ra_idx);
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119 SparseComplexMatrix concat (const SparseComplexMatrix& rb,
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120 const Array<octave_idx_type>& ra_idx);
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121
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122 friend OCTAVE_API SparseMatrix real (const SparseComplexMatrix& a);
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123 friend OCTAVE_API SparseMatrix imag (const SparseComplexMatrix& a);
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124
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125 friend OCTAVE_API SparseMatrix atan2 (const double& x, const SparseMatrix& y)
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126 GCC_ATTR_DEPRECATED ;
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127 friend OCTAVE_API SparseMatrix atan2 (const SparseMatrix& x, const double& y)
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128 GCC_ATTR_DEPRECATED ;
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129 friend OCTAVE_API SparseMatrix atan2 (const SparseMatrix& x,
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130 const SparseMatrix& y)
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131 GCC_ATTR_DEPRECATED ;
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132
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133 SparseMatrix transpose (void) const
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134 {
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135 return MSparse<double>::transpose ();
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136 }
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137 SparseMatrix hermitian (void) const { return transpose (); }
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138
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139 // extract row or column i.
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140
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141 RowVector row (octave_idx_type i) const;
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142
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143 ColumnVector column (octave_idx_type i) const;
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144
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145 private:
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146 SparseMatrix dinverse (MatrixType &mattyp, octave_idx_type& info,
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147 double& rcond, const bool force = false,
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148 const bool calccond = true) const;
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149
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150 SparseMatrix tinverse (MatrixType &mattyp, octave_idx_type& info,
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151 double& rcond, const bool force = false,
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152 const bool calccond = true) const;
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153
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154 public:
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155 SparseMatrix inverse (void) const;
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156 SparseMatrix inverse (MatrixType& mattype) const;
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157 SparseMatrix inverse (MatrixType& mattype, octave_idx_type& info) const;
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158 SparseMatrix inverse (MatrixType& mattype, octave_idx_type& info,
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159 double& rcond, int force = 0, int calc_cond = 1) const;
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160
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161 DET determinant (void) const;
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162 DET determinant (octave_idx_type& info) const;
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163 DET determinant (octave_idx_type& info, double& rcond,
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164 int calc_cond = 1) const;
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165
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166 private:
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167 // Diagonal matrix solvers
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168 Matrix dsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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169 double& rcond, solve_singularity_handler sing_handler,
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170 bool calc_cond = false) const;
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171
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172 ComplexMatrix dsolve (MatrixType &typ, const ComplexMatrix& b,
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173 octave_idx_type& info, double& rcond,
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174 solve_singularity_handler sing_handler,
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175 bool calc_cond = false) const;
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176
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177 SparseMatrix dsolve (MatrixType &typ, const SparseMatrix& b,
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178 octave_idx_type& info, double& rcond,
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179 solve_singularity_handler sing_handler,
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180 bool calc_cond = false) const;
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181
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182 SparseComplexMatrix dsolve (MatrixType &typ, const SparseComplexMatrix& b,
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183 octave_idx_type& info, double& rcond,
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184 solve_singularity_handler sing_handler,
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185 bool calc_cond = false) const;
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186
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187 // Upper triangular matrix solvers
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188 Matrix utsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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189 double& rcond, solve_singularity_handler sing_handler,
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190 bool calc_cond = false) const;
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191
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192 ComplexMatrix utsolve (MatrixType &typ, const ComplexMatrix& b,
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193 octave_idx_type& info, double& rcond,
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194 solve_singularity_handler sing_handler,
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195 bool calc_cond = false) const;
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196
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197 SparseMatrix utsolve (MatrixType &typ, const SparseMatrix& b,
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198 octave_idx_type& info, double& rcond,
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199 solve_singularity_handler sing_handler,
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200 bool calc_cond = false) const;
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201
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202 SparseComplexMatrix utsolve (MatrixType &typ, const SparseComplexMatrix& b,
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203 octave_idx_type& info, double& rcond,
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204 solve_singularity_handler sing_handler,
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205 bool calc_cond = false) const;
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206
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207 // Lower triangular matrix solvers
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208 Matrix ltsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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209 double& rcond, solve_singularity_handler sing_handler,
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210 bool calc_cond = false) const;
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211
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212 ComplexMatrix ltsolve (MatrixType &typ, const ComplexMatrix& b,
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213 octave_idx_type& info, double& rcond,
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214 solve_singularity_handler sing_handler,
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215 bool calc_cond = false) const;
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216
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217 SparseMatrix ltsolve (MatrixType &typ, const SparseMatrix& b,
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218 octave_idx_type& info, double& rcond,
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219 solve_singularity_handler sing_handler,
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220 bool calc_cond = false) const;
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221
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222 SparseComplexMatrix ltsolve (MatrixType &typ, const SparseComplexMatrix& b,
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223 octave_idx_type& info, double& rcond,
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224 solve_singularity_handler sing_handler,
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225 bool calc_cond = false) const;
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226
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227 // Tridiagonal matrix solvers
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228 Matrix trisolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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229 double& rcond, solve_singularity_handler sing_handler,
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230 bool calc_cond = false) const;
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231
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232 ComplexMatrix trisolve (MatrixType &typ, const ComplexMatrix& b,
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233 octave_idx_type& info, double& rcond,
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234 solve_singularity_handler sing_handler,
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235 bool calc_cond = false) const;
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236
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237 SparseMatrix trisolve (MatrixType &typ, const SparseMatrix& b,
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238 octave_idx_type& info, double& rcond,
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239 solve_singularity_handler sing_handler,
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240 bool calc_cond = false) const;
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241
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242 SparseComplexMatrix trisolve (MatrixType &typ, const SparseComplexMatrix& b,
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243 octave_idx_type& info, double& rcond,
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244 solve_singularity_handler sing_handler,
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245 bool calc_cond = false) const;
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246
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247 // Banded matrix solvers (umfpack/cholesky)
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248 Matrix bsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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249 double& rcond, solve_singularity_handler sing_handler,
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250 bool calc_cond = false) const;
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251
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252 ComplexMatrix bsolve (MatrixType &typ, const ComplexMatrix& b,
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253 octave_idx_type& info, double& rcond,
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254 solve_singularity_handler sing_handler,
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255 bool calc_cond = false) const;
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256
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257 SparseMatrix bsolve (MatrixType &typ, const SparseMatrix& b,
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258 octave_idx_type& info, double& rcond,
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259 solve_singularity_handler sing_handler,
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260 bool calc_cond = false) const;
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261
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262 SparseComplexMatrix bsolve (MatrixType &typ, const SparseComplexMatrix& b,
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263 octave_idx_type& info, double& rcond,
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264 solve_singularity_handler sing_handler,
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265 bool calc_cond = false) const;
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266
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267 // Full matrix solvers (umfpack/cholesky)
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268 void * factorize (octave_idx_type& err, double &rcond, Matrix &Control,
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269 Matrix &Info, solve_singularity_handler sing_handler,
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270 bool calc_cond = false) const;
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271
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272 Matrix fsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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273 double& rcond, solve_singularity_handler sing_handler,
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274 bool calc_cond = false) const;
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275
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276 ComplexMatrix fsolve (MatrixType &typ, const ComplexMatrix& b,
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277 octave_idx_type& info, double& rcond,
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278 solve_singularity_handler sing_handler,
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279 bool calc_cond = false) const;
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280
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281 SparseMatrix fsolve (MatrixType &typ, const SparseMatrix& b,
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282 octave_idx_type& info, double& rcond,
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283 solve_singularity_handler sing_handler,
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284 bool calc_cond = false) const;
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285
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286 SparseComplexMatrix fsolve (MatrixType &typ, const SparseComplexMatrix& b,
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287 octave_idx_type& info, double& rcond,
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288 solve_singularity_handler sing_handler,
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289 bool calc_cond = false) const;
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290
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291 public:
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292 // Generic interface to solver with no probing of type
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293 Matrix solve (MatrixType &typ, const Matrix& b) const;
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294 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const;
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295 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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296 double& rcond) const;
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297 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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298 double& rcond, solve_singularity_handler sing_handler,
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299 bool singular_fallback = true) const;
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300
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301 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const;
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302 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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303 octave_idx_type& info) const;
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304 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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305 octave_idx_type& info, double& rcond) const;
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306 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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307 octave_idx_type& info, double& rcond,
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308 solve_singularity_handler sing_handler,
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309 bool singular_fallback = true) const;
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310
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311 SparseMatrix solve (MatrixType &typ, const SparseMatrix& b) const;
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312 SparseMatrix solve (MatrixType &typ, const SparseMatrix& b,
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313 octave_idx_type& info) const;
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314 SparseMatrix solve (MatrixType &typ, const SparseMatrix& b,
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315 octave_idx_type& info, double& rcond) const;
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316 SparseMatrix solve (MatrixType &typ, const SparseMatrix& b,
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317 octave_idx_type& info, double& rcond,
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318 solve_singularity_handler sing_handler,
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319 bool singular_fallback = true) const;
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320
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321 SparseComplexMatrix solve (MatrixType &typ,
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322 const SparseComplexMatrix& b) const;
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323 SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b,
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324 octave_idx_type& info) const;
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325 SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b,
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326 octave_idx_type& info, double& rcond) const;
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327 SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b,
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328 octave_idx_type& info, double& rcond,
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329 solve_singularity_handler sing_handler,
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330 bool singular_fallabck = true) const;
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331
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332 ColumnVector solve (MatrixType &typ, const ColumnVector& b) const;
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333 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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334 octave_idx_type& info) const;
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335 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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336 octave_idx_type& info, double& rcond) const;
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337 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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338 octave_idx_type& info, double& rcond,
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339 solve_singularity_handler sing_handler) const;
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340
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341 ComplexColumnVector solve (MatrixType &typ,
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342 const ComplexColumnVector& b) const;
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343 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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344 octave_idx_type& info) const;
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345 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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346 octave_idx_type& info, double& rcond) const;
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347 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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348 octave_idx_type& info, double& rcond,
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349 solve_singularity_handler sing_handler) const;
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350
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351 // Generic interface to solver with probing of type
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352 Matrix solve (const Matrix& b) const;
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353 Matrix solve (const Matrix& b, octave_idx_type& info) const;
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354 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond) const;
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355 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond,
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356 solve_singularity_handler sing_handler) const;
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357
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358 ComplexMatrix solve (const ComplexMatrix& b) const;
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359 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const;
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360 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info,
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361 double& rcond) const;
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362 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info,
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363 double& rcond,
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364 solve_singularity_handler sing_handler) const;
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365
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366 SparseMatrix solve (const SparseMatrix& b) const;
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367 SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info) const;
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368 SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info,
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369 double& rcond) const;
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370 SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info,
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371 double& rcond,
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372 solve_singularity_handler sing_handler) const;
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373
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374 SparseComplexMatrix solve (const SparseComplexMatrix& b) const;
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375 SparseComplexMatrix solve (const SparseComplexMatrix& b,
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376 octave_idx_type& info) const;
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377 SparseComplexMatrix solve (const SparseComplexMatrix& b,
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378 octave_idx_type& info, double& rcond) const;
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379 SparseComplexMatrix solve (const SparseComplexMatrix& b,
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380 octave_idx_type& info, double& rcond,
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381 solve_singularity_handler sing_handler) const;
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382
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383 ColumnVector solve (const ColumnVector& b) const;
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384 ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const;
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385 ColumnVector solve (const ColumnVector& b, octave_idx_type& info,
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386 double& rcond) const;
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387 ColumnVector solve (const ColumnVector& b, octave_idx_type& info,
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388 double& rcond,
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389 solve_singularity_handler sing_handler) const;
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390
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391 ComplexColumnVector solve (const ComplexColumnVector& b) const;
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392 ComplexColumnVector solve (const ComplexColumnVector& b,
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393 octave_idx_type& info) const;
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394 ComplexColumnVector solve (const ComplexColumnVector& b,
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395 octave_idx_type& info, double& rcond) const;
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396 ComplexColumnVector solve (const ComplexColumnVector& b,
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397 octave_idx_type& info, double& rcond,
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398 solve_singularity_handler sing_handler) const;
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399
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400 // other operations
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401
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402 bool any_element_is_negative (bool = false) const;
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403 bool any_element_is_nan (void) const;
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404 bool any_element_is_inf_or_nan (void) const;
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405 bool any_element_not_one_or_zero (void) const;
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406 bool all_elements_are_zero (void) const;
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407 bool all_elements_are_int_or_inf_or_nan (void) const;
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408 bool all_integers (double& max_val, double& min_val) const;
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409 bool too_large_for_float (void) const;
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410
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411 SparseBoolMatrix operator ! (void) const;
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412
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413 SparseBoolMatrix all (int dim = -1) const;
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414 SparseBoolMatrix any (int dim = -1) const;
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415
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416 SparseMatrix cumprod (int dim = -1) const;
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417 SparseMatrix cumsum (int dim = -1) const;
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418 SparseMatrix prod (int dim = -1) const;
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419 SparseMatrix sum (int dim = -1) const;
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420 SparseMatrix sumsq (int dim = -1) const;
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421 SparseMatrix abs (void) const;
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422
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423 SparseMatrix diag (octave_idx_type k = 0) const;
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424
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425 Matrix matrix_value (void) const;
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426
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427 SparseMatrix squeeze (void) const;
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428
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429 SparseMatrix reshape (const dim_vector& new_dims) const;
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430
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431 SparseMatrix permute (const Array<octave_idx_type>& vec,
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432 bool inv = false) const;
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433
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434 SparseMatrix ipermute (const Array<octave_idx_type>& vec) const;
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435
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436 // i/o
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437
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438 friend OCTAVE_API std::ostream& operator << (std::ostream& os,
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439 const SparseMatrix& a);
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440 friend OCTAVE_API std::istream& operator >> (std::istream& is,
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441 SparseMatrix& a);
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442
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443 };
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444
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445 // Publish externally used friend functions.
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446
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447 extern OCTAVE_API SparseMatrix real (const SparseComplexMatrix& a);
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448 extern OCTAVE_API SparseMatrix imag (const SparseComplexMatrix& a);
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449
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450 // Other operators.
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451
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452 extern OCTAVE_API SparseMatrix operator * (const SparseMatrix& a,
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453 const SparseMatrix& b);
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454 extern OCTAVE_API Matrix operator * (const Matrix& a,
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455 const SparseMatrix& b);
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456 extern OCTAVE_API Matrix mul_trans (const Matrix& a,
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457 const SparseMatrix& b);
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458 extern OCTAVE_API Matrix operator * (const SparseMatrix& a,
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459 const Matrix& b);
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460 extern OCTAVE_API Matrix trans_mul (const SparseMatrix& a,
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461 const Matrix& b);
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462
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463 extern OCTAVE_API SparseMatrix operator * (const DiagMatrix&,
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464 const SparseMatrix&);
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465 extern OCTAVE_API SparseMatrix operator * (const SparseMatrix&,
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466 const DiagMatrix&);
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467
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468 extern OCTAVE_API SparseMatrix operator + (const DiagMatrix&,
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469 const SparseMatrix&);
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470 extern OCTAVE_API SparseMatrix operator + (const SparseMatrix&,
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471 const DiagMatrix&);
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472 extern OCTAVE_API SparseMatrix operator - (const DiagMatrix&,
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473 const SparseMatrix&);
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474 extern OCTAVE_API SparseMatrix operator - (const SparseMatrix&,
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475 const DiagMatrix&);
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476
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477 extern OCTAVE_API SparseMatrix operator * (const PermMatrix&,
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478 const SparseMatrix&);
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479 extern OCTAVE_API SparseMatrix operator * (const SparseMatrix&,
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480 const PermMatrix&);
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481
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482 extern OCTAVE_API SparseMatrix min (double d, const SparseMatrix& m);
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483 extern OCTAVE_API SparseMatrix min (const SparseMatrix& m, double d);
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484 extern OCTAVE_API SparseMatrix min (const SparseMatrix& a,
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485 const SparseMatrix& b);
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486
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487 extern OCTAVE_API SparseMatrix max (double d, const SparseMatrix& m);
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488 extern OCTAVE_API SparseMatrix max (const SparseMatrix& m, double d);
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489 extern OCTAVE_API SparseMatrix max (const SparseMatrix& a,
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490 const SparseMatrix& b);
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491
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492 SPARSE_SMS_CMP_OP_DECLS (SparseMatrix, double, OCTAVE_API)
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493 SPARSE_SMS_BOOL_OP_DECLS (SparseMatrix, double, OCTAVE_API)
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494
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495 SPARSE_SSM_CMP_OP_DECLS (double, SparseMatrix, OCTAVE_API)
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496 SPARSE_SSM_BOOL_OP_DECLS (double, SparseMatrix, OCTAVE_API)
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497
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498 SPARSE_SMSM_CMP_OP_DECLS (SparseMatrix, SparseMatrix, OCTAVE_API)
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499 SPARSE_SMSM_BOOL_OP_DECLS (SparseMatrix, SparseMatrix, OCTAVE_API)
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500
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501 SPARSE_FORWARD_DEFS (MSparse, SparseMatrix, Matrix, double)
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502
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503 #ifdef USE_64_BIT_IDX_T
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504 #define UMFPACK_DNAME(name) umfpack_dl_ ## name
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505 #else
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506 #define UMFPACK_DNAME(name) umfpack_di_ ## name
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507 #endif
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508
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509 #endif