annotate liboctave/dMatrix.h @ 10350:12884915a8e4

merge MArray classes & improve Array interface
author Jaroslav Hajek <highegg@gmail.com>
date Sat, 23 Jan 2010 21:41:03 +0100
parents cbc402e64d83
children a3635bc1ea19
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1 /*
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2
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3 Copyright (C) 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2002, 2003,
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4 2004, 2005, 2006, 2007, 2008, 2009 John W. Eaton
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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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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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22 */
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23
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24 #if !defined (octave_Matrix_int_h)
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25 #define octave_Matrix_int_h 1
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26
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27 #include "MArray.h"
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28 #include "Array2.h"
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29 #include "MDiagArray2.h"
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30 #include "MatrixType.h"
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32 #include "mx-defs.h"
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33 #include "mx-op-decl.h"
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34 #include "DET.h"
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36 class
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37 OCTAVE_API
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38 Matrix : public MArray<double>
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39 {
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40 public:
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41
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42 typedef ColumnVector column_vector_type;
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43 typedef RowVector row_vector_type;
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44
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45 typedef void (*solve_singularity_handler) (double rcon);
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46
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47 Matrix (void) : MArray<double> () { }
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48
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49 Matrix (octave_idx_type r, octave_idx_type c) : MArray<double> (r, c) { }
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51 Matrix (octave_idx_type r, octave_idx_type c, double val) : MArray<double> (r, c, val) { }
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52
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53 Matrix (const dim_vector& dv) : MArray<double> (dv.redim (2)) { }
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55 Matrix (const dim_vector& dv, double val) : MArray<double> (dv.redim (2), val) { }
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57 Matrix (const Matrix& a) : MArray<double> (a) { }
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58
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59 template <class U>
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60 Matrix (const MArray<U>& a) : MArray<double> (a.as_matrix ()) { }
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62 template <class U>
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63 Matrix (const Array2<U>& a) : MArray<double> (a) { }
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64
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65 template <class U>
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66 Matrix (const Array<U>& a) : MArray<double> (a.as_matrix ()) { }
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67
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68 explicit Matrix (const RowVector& rv);
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70 explicit Matrix (const ColumnVector& cv);
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71
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72 explicit Matrix (const DiagMatrix& a);
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73
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74 explicit Matrix (const PermMatrix& a);
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75
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76 explicit Matrix (const boolMatrix& a);
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77
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78 explicit Matrix (const charMatrix& a);
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79
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80 Matrix& operator = (const Matrix& a)
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81 {
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82 MArray<double>::operator = (a);
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83 return *this;
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84 }
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85
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86 bool operator == (const Matrix& a) const;
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87 bool operator != (const Matrix& a) const;
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88
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89 bool is_symmetric (void) const;
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90
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91 // destructive insert/delete/reorder operations
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92
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93 Matrix& insert (const Matrix& a, octave_idx_type r, octave_idx_type c);
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94 Matrix& insert (const RowVector& a, octave_idx_type r, octave_idx_type c);
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95 Matrix& insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c);
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96 Matrix& insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c);
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97
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98 Matrix& fill (double val);
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99 Matrix& fill (double val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2);
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100
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101 Matrix append (const Matrix& a) const;
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102 Matrix append (const RowVector& a) const;
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103 Matrix append (const ColumnVector& a) const;
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104 Matrix append (const DiagMatrix& a) const;
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105
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106 Matrix stack (const Matrix& a) const;
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107 Matrix stack (const RowVector& a) const;
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108 Matrix stack (const ColumnVector& a) const;
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109 Matrix stack (const DiagMatrix& a) const;
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110
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111 friend OCTAVE_API Matrix real (const ComplexMatrix& a);
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112 friend OCTAVE_API Matrix imag (const ComplexMatrix& a);
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113
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114 friend class ComplexMatrix;
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115
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116 Matrix transpose (void) const { return MArray<double>::transpose (); }
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117
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118 // resize is the destructive equivalent for this one
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119
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120 Matrix extract (octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) const;
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121
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122 Matrix extract_n (octave_idx_type r1, octave_idx_type c1, octave_idx_type nr, octave_idx_type nc) const;
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123
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124 // extract row or column i.
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125
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126 RowVector row (octave_idx_type i) const;
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127
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128 ColumnVector column (octave_idx_type i) const;
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129
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130 private:
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131 Matrix tinverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
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132 int force, int calc_cond) const;
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133
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134 Matrix finverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
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135 int force, int calc_cond) const;
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136
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137 public:
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138 Matrix inverse (void) const;
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139 Matrix inverse (octave_idx_type& info) const;
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140 Matrix inverse (octave_idx_type& info, double& rcon, int force = 0,
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141 int calc_cond = 1) const;
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142
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143 Matrix inverse (MatrixType &mattype) const;
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144 Matrix inverse (MatrixType &mattype, octave_idx_type& info) const;
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145 Matrix inverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
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146 int force = 0, int calc_cond = 1) const;
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147
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148 Matrix pseudo_inverse (double tol = 0.0) const;
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149
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150 ComplexMatrix fourier (void) const;
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151 ComplexMatrix ifourier (void) const;
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152
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153 ComplexMatrix fourier2d (void) const;
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154 ComplexMatrix ifourier2d (void) const;
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155
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156 DET determinant (void) const;
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157 DET determinant (octave_idx_type& info) const;
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158 DET determinant (octave_idx_type& info, double& rcon, int calc_cond = 1) const;
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159 DET determinant (MatrixType &mattype, octave_idx_type& info,
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160 double& rcon, int calc_cond = 1) const;
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161
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162 double rcond (void) const;
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163 double rcond (MatrixType &mattype) const;
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164
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165 private:
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166 // Upper triangular matrix solvers
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167 Matrix utsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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168 double& rcon, solve_singularity_handler sing_handler,
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169 bool calc_cond = false, blas_trans_type transt = blas_no_trans) const;
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170
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171 // Lower triangular matrix solvers
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172 Matrix ltsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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173 double& rcon, solve_singularity_handler sing_handler,
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174 bool calc_cond = false, blas_trans_type transt = blas_no_trans) const;
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175
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176 // Full matrix solvers (lu/cholesky)
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177 Matrix fsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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178 double& rcon, solve_singularity_handler sing_handler,
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179 bool calc_cond = false) const;
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180
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181 public:
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182 // Generic interface to solver with no probing of type
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183 Matrix solve (MatrixType &typ, const Matrix& b) const;
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184 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const;
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185 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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186 double& rcon) const;
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187 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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188 double& rcon, solve_singularity_handler sing_handler,
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189 bool singular_fallback = true, blas_trans_type transt = blas_no_trans) const;
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190
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191 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const;
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192 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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193 octave_idx_type& info) const;
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194 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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195 octave_idx_type& info, double& rcon) const;
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196 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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197 octave_idx_type& info, double& rcon,
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198 solve_singularity_handler sing_handler,
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199 bool singular_fallback = true,
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200 blas_trans_type transt = blas_no_trans) const;
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201
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202 ColumnVector solve (MatrixType &typ, const ColumnVector& b) const;
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203 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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204 octave_idx_type& info) const;
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205 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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206 octave_idx_type& info, double& rcon) const;
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207 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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208 octave_idx_type& info, double& rcon,
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209 solve_singularity_handler sing_handler,
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210 blas_trans_type transt = blas_no_trans) const;
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211
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212 ComplexColumnVector solve (MatrixType &typ,
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213 const ComplexColumnVector& b) const;
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214 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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215 octave_idx_type& info) const;
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216 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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217 octave_idx_type& info, double& rcon) const;
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218 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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219 octave_idx_type& info, double& rcon,
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220 solve_singularity_handler sing_handler,
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221 blas_trans_type transt = blas_no_trans) const;
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222
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223 // Generic interface to solver with probing of type
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224 Matrix solve (const Matrix& b) const;
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225 Matrix solve (const Matrix& b, octave_idx_type& info) const;
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226 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon) const;
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227 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon,
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228 solve_singularity_handler sing_handler,
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229 blas_trans_type transt = blas_no_trans) const;
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230
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231 ComplexMatrix solve (const ComplexMatrix& b) const;
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232 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const;
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233 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon) const;
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234 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon,
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235 solve_singularity_handler sing_handler,
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236 blas_trans_type transt = blas_no_trans) const;
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237
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238 ColumnVector solve (const ColumnVector& b) const;
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239 ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const;
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240 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcon) const;
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241 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcon,
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242 solve_singularity_handler sing_handler,
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243 blas_trans_type transt = blas_no_trans) const;
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244
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245 ComplexColumnVector solve (const ComplexColumnVector& b) const;
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246 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const;
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247 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
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248 double& rcon) const;
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249 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
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250 double& rcon, solve_singularity_handler sing_handler,
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251 blas_trans_type transt = blas_no_trans) const;
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252
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253 // Singular solvers
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254 Matrix lssolve (const Matrix& b) const;
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255 Matrix lssolve (const Matrix& b, octave_idx_type& info) const;
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256 Matrix lssolve (const Matrix& b, octave_idx_type& info,
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257 octave_idx_type& rank) const;
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258 Matrix lssolve (const Matrix& b, octave_idx_type& info,
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259 octave_idx_type& rank, double& rcon) const;
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260
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261 ComplexMatrix lssolve (const ComplexMatrix& b) const;
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262 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const;
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263 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
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264 octave_idx_type& rank) const;
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265 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
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266 octave_idx_type& rank, double &rcon) const;
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267
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268 ColumnVector lssolve (const ColumnVector& b) const;
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269 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info) const;
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270 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
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271 octave_idx_type& rank) const;
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272 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
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273 octave_idx_type& rank, double& rcon) const;
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274
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275 ComplexColumnVector lssolve (const ComplexColumnVector& b) const;
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276 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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277 octave_idx_type& info) const;
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278 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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279 octave_idx_type& info,
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280 octave_idx_type& rank) const;
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281 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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282 octave_idx_type& info,
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283 octave_idx_type& rank, double& rcon) const;
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284
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285 Matrix& operator += (const DiagMatrix& a);
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286 Matrix& operator -= (const DiagMatrix& a);
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287
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288 // unary operations
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289
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290 boolMatrix operator ! (void) const;
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291
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292 // other operations
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293
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294 bool any_element_is_negative (bool = false) const;
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295 bool any_element_is_nan (void) const;
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296 bool any_element_is_inf_or_nan (void) const;
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297 bool any_element_not_one_or_zero (void) const;
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298 bool all_elements_are_int_or_inf_or_nan (void) const;
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299 bool all_integers (double& max_val, double& min_val) const;
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300 bool too_large_for_float (void) const;
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301
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302 boolMatrix all (int dim = -1) const;
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303 boolMatrix any (int dim = -1) const;
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304
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305 Matrix cumprod (int dim = -1) const;
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306 Matrix cumsum (int dim = -1) const;
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307 Matrix prod (int dim = -1) const;
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308 Matrix sum (int dim = -1) const;
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309 Matrix sumsq (int dim = -1) const;
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310 Matrix abs (void) const;
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311
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312 Matrix diag (octave_idx_type k = 0) const;
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313
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314 ColumnVector row_min (void) const;
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315 ColumnVector row_max (void) const;
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316
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317 ColumnVector row_min (Array<octave_idx_type>& index) const;
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318 ColumnVector row_max (Array<octave_idx_type>& index) const;
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319
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320 RowVector column_min (void) const;
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321 RowVector column_max (void) const;
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322
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323 RowVector column_min (Array<octave_idx_type>& index) const;
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324 RowVector column_max (Array<octave_idx_type>& index) const;
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325
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326 // i/o
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327
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328 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const Matrix& a);
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329 friend OCTAVE_API std::istream& operator >> (std::istream& is, Matrix& a);
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330
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331 static double resize_fill_value (void) { return 0; }
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332
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333 private:
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334
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335 Matrix (double *d, octave_idx_type r, octave_idx_type c) : MArray<double> (d, r, c) { }
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336 };
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337
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338 // Publish externally used friend functions.
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339
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340 extern OCTAVE_API Matrix real (const ComplexMatrix& a);
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341 extern OCTAVE_API Matrix imag (const ComplexMatrix& a);
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342
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343 // column vector by row vector -> matrix operations
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344
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345 extern OCTAVE_API Matrix operator * (const ColumnVector& a, const RowVector& b);
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346
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347 // Other functions.
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348
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349 extern OCTAVE_API Matrix Givens (double, double);
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350
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351 extern OCTAVE_API Matrix Sylvester (const Matrix&, const Matrix&, const Matrix&);
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352
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353 extern OCTAVE_API Matrix xgemm (const Matrix& a, const Matrix& b,
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354 blas_trans_type transa = blas_no_trans,
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355 blas_trans_type transb = blas_no_trans);
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356
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357 extern OCTAVE_API Matrix operator * (const Matrix& a, const Matrix& b);
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358
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359 extern OCTAVE_API Matrix min (double d, const Matrix& m);
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360 extern OCTAVE_API Matrix min (const Matrix& m, double d);
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361 extern OCTAVE_API Matrix min (const Matrix& a, const Matrix& b);
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362
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363 extern OCTAVE_API Matrix max (double d, const Matrix& m);
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364 extern OCTAVE_API Matrix max (const Matrix& m, double d);
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365 extern OCTAVE_API Matrix max (const Matrix& a, const Matrix& b);
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366
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367 extern OCTAVE_API Matrix linspace (const ColumnVector& x1,
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368 const ColumnVector& x2,
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369 octave_idx_type n);
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370
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371 MS_CMP_OP_DECLS (Matrix, double, OCTAVE_API)
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372 MS_BOOL_OP_DECLS (Matrix, double, OCTAVE_API)
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373
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374 SM_CMP_OP_DECLS (double, Matrix, OCTAVE_API)
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375 SM_BOOL_OP_DECLS (double, Matrix, OCTAVE_API)
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376
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377 MM_CMP_OP_DECLS (Matrix, Matrix, OCTAVE_API)
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378 MM_BOOL_OP_DECLS (Matrix, Matrix, OCTAVE_API)
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379
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380 MARRAY_FORWARD_DEFS (MArray, Matrix, double)
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381
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382 template <class T>
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383 void read_int (std::istream& is, bool swap_bytes, T& val);
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384
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385 #endif