1993
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1 // Matrix manipulations. |
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2 /* |
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3 |
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4 Copyright (C) 1996, 1997 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 2, or (at your option) any |
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11 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, write to the Free |
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20 Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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21 02110-1301, USA. |
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22 |
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23 */ |
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24 |
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25 #ifdef HAVE_CONFIG_H |
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26 #include <config.h> |
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27 #endif |
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28 |
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29 #include <cfloat> |
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30 |
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31 #include <iostream> |
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32 #include <vector> |
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33 |
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34 // FIXME |
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35 #ifdef HAVE_SYS_TYPES_H |
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36 #include <sys/types.h> |
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37 #endif |
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38 |
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39 #include "Array-util.h" |
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40 #include "CMatrix.h" |
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41 #include "CmplxAEPBAL.h" |
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42 #include "CmplxDET.h" |
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43 #include "CmplxSCHUR.h" |
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44 #include "CmplxSVD.h" |
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45 #include "CmplxCHOL.h" |
1847
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46 #include "f77-fcn.h" |
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47 #include "lo-error.h" |
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48 #include "lo-ieee.h" |
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49 #include "lo-mappers.h" |
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50 #include "lo-utils.h" |
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51 #include "mx-base.h" |
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52 #include "mx-cm-dm.h" |
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53 #include "mx-dm-cm.h" |
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54 #include "mx-cm-s.h" |
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55 #include "mx-inlines.cc" |
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56 #include "oct-cmplx.h" |
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57 |
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58 #if defined (HAVE_FFTW3) |
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59 #include "oct-fftw.h" |
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60 #endif |
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61 |
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62 // Fortran functions we call. |
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63 |
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64 extern "C" |
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65 { |
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66 F77_RET_T |
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67 F77_FUNC (zgebal, ZGEBAL) (F77_CONST_CHAR_ARG_DECL, |
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68 const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type&, |
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69 octave_idx_type&, double*, octave_idx_type& |
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70 F77_CHAR_ARG_LEN_DECL); |
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71 |
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72 F77_RET_T |
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73 F77_FUNC (dgebak, DGEBAK) (F77_CONST_CHAR_ARG_DECL, |
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74 F77_CONST_CHAR_ARG_DECL, |
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75 const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, double*, |
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76 const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type& |
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77 F77_CHAR_ARG_LEN_DECL |
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78 F77_CHAR_ARG_LEN_DECL); |
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79 |
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80 F77_RET_T |
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81 F77_FUNC (zgemm, ZGEMM) (F77_CONST_CHAR_ARG_DECL, |
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82 F77_CONST_CHAR_ARG_DECL, |
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83 const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, |
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84 const Complex&, const Complex*, const octave_idx_type&, |
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85 const Complex*, const octave_idx_type&, const Complex&, |
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86 Complex*, const octave_idx_type& |
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87 F77_CHAR_ARG_LEN_DECL |
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88 F77_CHAR_ARG_LEN_DECL); |
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89 |
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90 F77_RET_T |
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91 F77_FUNC (zgemv, ZGEMV) (F77_CONST_CHAR_ARG_DECL, |
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92 const octave_idx_type&, const octave_idx_type&, const Complex&, |
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93 const Complex*, const octave_idx_type&, const Complex*, |
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94 const octave_idx_type&, const Complex&, Complex*, const octave_idx_type& |
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95 F77_CHAR_ARG_LEN_DECL); |
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96 |
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97 F77_RET_T |
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98 F77_FUNC (xzdotu, XZDOTU) (const octave_idx_type&, const Complex*, const octave_idx_type&, |
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99 const Complex*, const octave_idx_type&, Complex&); |
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100 |
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101 F77_RET_T |
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102 F77_FUNC (zgetrf, ZGETRF) (const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, |
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103 octave_idx_type*, octave_idx_type&); |
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104 |
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105 F77_RET_T |
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106 F77_FUNC (zgetrs, ZGETRS) (F77_CONST_CHAR_ARG_DECL, |
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107 const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, |
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108 const octave_idx_type*, Complex*, const octave_idx_type&, octave_idx_type& |
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109 F77_CHAR_ARG_LEN_DECL); |
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110 |
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111 F77_RET_T |
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112 F77_FUNC (zgetri, ZGETRI) (const octave_idx_type&, Complex*, const octave_idx_type&, const octave_idx_type*, |
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113 Complex*, const octave_idx_type&, octave_idx_type&); |
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114 |
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115 F77_RET_T |
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116 F77_FUNC (zgecon, ZGECON) (F77_CONST_CHAR_ARG_DECL, |
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117 const octave_idx_type&, Complex*, |
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118 const octave_idx_type&, const double&, double&, |
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119 Complex*, double*, octave_idx_type& |
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120 F77_CHAR_ARG_LEN_DECL); |
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121 |
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122 F77_RET_T |
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123 F77_FUNC (zgelss, ZGELSS) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, |
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124 Complex*, const octave_idx_type&, Complex*, |
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125 const octave_idx_type&, double*, double&, octave_idx_type&, |
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126 Complex*, const octave_idx_type&, double*, octave_idx_type&); |
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127 |
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128 F77_RET_T |
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129 F77_FUNC (zpotrf, ZPOTRF) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, |
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130 Complex*, const octave_idx_type&, |
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131 octave_idx_type& F77_CHAR_ARG_LEN_DECL); |
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132 |
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133 F77_RET_T |
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134 F77_FUNC (zpocon, ZPOCON) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, |
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135 Complex*, const octave_idx_type&, const double&, |
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136 double&, Complex*, double*, |
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137 octave_idx_type& F77_CHAR_ARG_LEN_DECL); |
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138 |
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139 F77_RET_T |
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140 F77_FUNC (zpotrs, ZPOTRS) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, |
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141 const octave_idx_type&, const Complex*, |
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142 const octave_idx_type&, Complex*, |
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143 const octave_idx_type&, octave_idx_type& |
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144 F77_CHAR_ARG_LEN_DECL); |
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145 |
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146 F77_RET_T |
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147 F77_FUNC (ztrtri, ZTRTRI) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, |
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148 const octave_idx_type&, const Complex*, |
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149 const octave_idx_type&, octave_idx_type& |
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150 F77_CHAR_ARG_LEN_DECL |
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151 F77_CHAR_ARG_LEN_DECL); |
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152 |
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153 F77_RET_T |
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154 F77_FUNC (ztrcon, ZTRCON) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, |
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155 F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, |
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156 const Complex*, const octave_idx_type&, double&, |
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157 Complex*, double*, octave_idx_type& |
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158 F77_CHAR_ARG_LEN_DECL |
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159 F77_CHAR_ARG_LEN_DECL |
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160 F77_CHAR_ARG_LEN_DECL); |
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161 |
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162 F77_RET_T |
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163 F77_FUNC (ztrtrs, ZTRTRS) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, |
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164 F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, |
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165 const octave_idx_type&, const Complex*, |
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166 const octave_idx_type&, Complex*, |
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167 const octave_idx_type&, octave_idx_type& |
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168 F77_CHAR_ARG_LEN_DECL |
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169 F77_CHAR_ARG_LEN_DECL |
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170 F77_CHAR_ARG_LEN_DECL); |
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171 |
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172 // Note that the original complex fft routines were not written for |
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173 // double complex arguments. They have been modified by adding an |
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174 // implicit double precision (a-h,o-z) statement at the beginning of |
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175 // each subroutine. |
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176 |
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177 F77_RET_T |
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178 F77_FUNC (cffti, CFFTI) (const octave_idx_type&, Complex*); |
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179 |
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180 F77_RET_T |
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181 F77_FUNC (cfftf, CFFTF) (const octave_idx_type&, Complex*, Complex*); |
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182 |
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183 F77_RET_T |
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184 F77_FUNC (cfftb, CFFTB) (const octave_idx_type&, Complex*, Complex*); |
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185 |
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186 F77_RET_T |
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187 F77_FUNC (zlartg, ZLARTG) (const Complex&, const Complex&, |
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188 double&, Complex&, Complex&); |
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189 |
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190 F77_RET_T |
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191 F77_FUNC (ztrsyl, ZTRSYL) (F77_CONST_CHAR_ARG_DECL, |
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192 F77_CONST_CHAR_ARG_DECL, |
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193 const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, |
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194 const Complex*, const octave_idx_type&, |
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195 const Complex*, const octave_idx_type&, |
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196 const Complex*, const octave_idx_type&, double&, octave_idx_type& |
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197 F77_CHAR_ARG_LEN_DECL |
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198 F77_CHAR_ARG_LEN_DECL); |
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199 |
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200 F77_RET_T |
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201 F77_FUNC (xzlange, XZLANGE) (F77_CONST_CHAR_ARG_DECL, |
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202 const octave_idx_type&, const octave_idx_type&, const Complex*, |
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203 const octave_idx_type&, double*, double& |
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204 F77_CHAR_ARG_LEN_DECL); |
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205 } |
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206 |
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207 static const Complex Complex_NaN_result (octave_NaN, octave_NaN); |
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208 |
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209 // Complex Matrix class |
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210 |
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211 ComplexMatrix::ComplexMatrix (const Matrix& a) |
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212 : MArray2<Complex> (a.rows (), a.cols ()) |
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213 { |
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214 for (octave_idx_type j = 0; j < cols (); j++) |
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215 for (octave_idx_type i = 0; i < rows (); i++) |
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216 elem (i, j) = a.elem (i, j); |
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217 } |
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218 |
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219 ComplexMatrix::ComplexMatrix (const RowVector& rv) |
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220 : MArray2<Complex> (1, rv.length (), 0.0) |
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221 { |
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222 for (octave_idx_type i = 0; i < rv.length (); i++) |
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223 elem (0, i) = rv.elem (i); |
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224 } |
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225 |
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226 ComplexMatrix::ComplexMatrix (const ColumnVector& cv) |
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227 : MArray2<Complex> (cv.length (), 1, 0.0) |
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228 { |
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229 for (octave_idx_type i = 0; i < cv.length (); i++) |
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230 elem (i, 0) = cv.elem (i); |
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231 } |
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232 |
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233 ComplexMatrix::ComplexMatrix (const DiagMatrix& a) |
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234 : MArray2<Complex> (a.rows (), a.cols (), 0.0) |
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235 { |
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236 for (octave_idx_type i = 0; i < a.length (); i++) |
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237 elem (i, i) = a.elem (i, i); |
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238 } |
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239 |
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240 ComplexMatrix::ComplexMatrix (const ComplexRowVector& rv) |
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241 : MArray2<Complex> (1, rv.length (), 0.0) |
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242 { |
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243 for (octave_idx_type i = 0; i < rv.length (); i++) |
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244 elem (0, i) = rv.elem (i); |
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245 } |
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246 |
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247 ComplexMatrix::ComplexMatrix (const ComplexColumnVector& cv) |
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248 : MArray2<Complex> (cv.length (), 1, 0.0) |
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249 { |
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250 for (octave_idx_type i = 0; i < cv.length (); i++) |
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251 elem (i, 0) = cv.elem (i); |
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252 } |
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253 |
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254 ComplexMatrix::ComplexMatrix (const ComplexDiagMatrix& a) |
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255 : MArray2<Complex> (a.rows (), a.cols (), 0.0) |
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256 { |
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257 for (octave_idx_type i = 0; i < a.length (); i++) |
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258 elem (i, i) = a.elem (i, i); |
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259 } |
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260 |
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261 // FIXME -- could we use a templated mixed-type copy function |
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262 // here? |
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263 |
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264 ComplexMatrix::ComplexMatrix (const boolMatrix& a) |
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265 : MArray2<Complex> (a.rows (), a.cols (), 0.0) |
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266 { |
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267 for (octave_idx_type i = 0; i < a.rows (); i++) |
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268 for (octave_idx_type j = 0; j < a.cols (); j++) |
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269 elem (i, j) = a.elem (i, j); |
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270 } |
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271 |
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272 ComplexMatrix::ComplexMatrix (const charMatrix& a) |
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273 : MArray2<Complex> (a.rows (), a.cols (), 0.0) |
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274 { |
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275 for (octave_idx_type i = 0; i < a.rows (); i++) |
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276 for (octave_idx_type j = 0; j < a.cols (); j++) |
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277 elem (i, j) = a.elem (i, j); |
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278 } |
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279 |
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280 bool |
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281 ComplexMatrix::operator == (const ComplexMatrix& a) const |
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282 { |
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283 if (rows () != a.rows () || cols () != a.cols ()) |
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284 return false; |
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285 |
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286 return mx_inline_equal (data (), a.data (), length ()); |
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287 } |
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288 |
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289 bool |
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290 ComplexMatrix::operator != (const ComplexMatrix& a) const |
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291 { |
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292 return !(*this == a); |
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293 } |
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294 |
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295 bool |
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296 ComplexMatrix::is_hermitian (void) const |
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297 { |
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298 octave_idx_type nr = rows (); |
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299 octave_idx_type nc = cols (); |
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300 |
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301 if (is_square () && nr > 0) |
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302 { |
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303 for (octave_idx_type i = 0; i < nr; i++) |
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304 for (octave_idx_type j = i; j < nc; j++) |
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305 if (elem (i, j) != conj (elem (j, i))) |
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306 return false; |
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307 |
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308 return true; |
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309 } |
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310 |
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311 return false; |
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312 } |
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313 |
458
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314 // destructive insert/delete/reorder operations |
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315 |
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316 ComplexMatrix& |
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317 ComplexMatrix::insert (const Matrix& a, octave_idx_type r, octave_idx_type c) |
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318 { |
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319 octave_idx_type a_nr = a.rows (); |
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320 octave_idx_type a_nc = a.cols (); |
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321 |
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322 if (r < 0 || r + a_nr > rows () || c < 0 || c + a_nc > cols ()) |
458
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323 { |
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324 (*current_liboctave_error_handler) ("range error for insert"); |
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325 return *this; |
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326 } |
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327 |
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328 if (a_nr >0 && a_nc > 0) |
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329 { |
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330 make_unique (); |
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331 |
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332 for (octave_idx_type j = 0; j < a_nc; j++) |
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333 for (octave_idx_type i = 0; i < a_nr; i++) |
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334 xelem (r+i, c+j) = a.elem (i, j); |
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335 } |
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336 |
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337 return *this; |
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338 } |
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339 |
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340 ComplexMatrix& |
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341 ComplexMatrix::insert (const RowVector& a, octave_idx_type r, octave_idx_type c) |
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342 { |
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343 octave_idx_type a_len = a.length (); |
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344 |
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345 if (r < 0 || r >= rows () || c < 0 || c + a_len > cols ()) |
458
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346 { |
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347 (*current_liboctave_error_handler) ("range error for insert"); |
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348 return *this; |
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349 } |
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350 |
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351 if (a_len > 0) |
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352 { |
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353 make_unique (); |
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354 |
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355 for (octave_idx_type i = 0; i < a_len; i++) |
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356 xelem (r, c+i) = a.elem (i); |
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357 } |
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358 |
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359 return *this; |
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360 } |
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361 |
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362 ComplexMatrix& |
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363 ComplexMatrix::insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c) |
458
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364 { |
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365 octave_idx_type a_len = a.length (); |
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366 |
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367 if (r < 0 || r + a_len > rows () || c < 0 || c >= cols ()) |
458
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368 { |
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369 (*current_liboctave_error_handler) ("range error for insert"); |
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370 return *this; |
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371 } |
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372 |
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373 if (a_len > 0) |
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374 { |
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375 make_unique (); |
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376 |
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377 for (octave_idx_type i = 0; i < a_len; i++) |
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378 xelem (r+i, c) = a.elem (i); |
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379 } |
458
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380 |
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381 return *this; |
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382 } |
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383 |
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384 ComplexMatrix& |
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385 ComplexMatrix::insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c) |
458
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386 { |
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387 octave_idx_type a_nr = a.rows (); |
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388 octave_idx_type a_nc = a.cols (); |
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389 |
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390 if (r < 0 || r + a_nr > rows () || c < 0 || c + a_nc > cols ()) |
458
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391 { |
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392 (*current_liboctave_error_handler) ("range error for insert"); |
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393 return *this; |
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394 } |
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395 |
1699
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396 fill (0.0, r, c, r + a_nr - 1, c + a_nc - 1); |
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397 |
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398 octave_idx_type a_len = a.length (); |
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399 |
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400 if (a_len > 0) |
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401 { |
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402 make_unique (); |
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403 |
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404 for (octave_idx_type i = 0; i < a_len; i++) |
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405 xelem (r+i, c+i) = a.elem (i, i); |
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406 } |
458
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407 |
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408 return *this; |
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409 } |
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410 |
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411 ComplexMatrix& |
5275
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412 ComplexMatrix::insert (const ComplexMatrix& a, octave_idx_type r, octave_idx_type c) |
458
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413 { |
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414 Array2<Complex>::insert (a, r, c); |
458
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415 return *this; |
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416 } |
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417 |
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418 ComplexMatrix& |
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419 ComplexMatrix::insert (const ComplexRowVector& a, octave_idx_type r, octave_idx_type c) |
458
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420 { |
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421 octave_idx_type a_len = a.length (); |
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422 if (r < 0 || r >= rows () || c < 0 || c + a_len > cols ()) |
458
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423 { |
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424 (*current_liboctave_error_handler) ("range error for insert"); |
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425 return *this; |
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426 } |
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427 |
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428 for (octave_idx_type i = 0; i < a_len; i++) |
458
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429 elem (r, c+i) = a.elem (i); |
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430 |
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431 return *this; |
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432 } |
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433 |
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434 ComplexMatrix& |
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435 ComplexMatrix::insert (const ComplexColumnVector& a, octave_idx_type r, octave_idx_type c) |
458
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436 { |
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437 octave_idx_type a_len = a.length (); |
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438 |
1699
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439 if (r < 0 || r + a_len > rows () || c < 0 || c >= cols ()) |
458
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440 { |
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441 (*current_liboctave_error_handler) ("range error for insert"); |
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442 return *this; |
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443 } |
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444 |
4316
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445 if (a_len > 0) |
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446 { |
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447 make_unique (); |
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448 |
5275
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449 for (octave_idx_type i = 0; i < a_len; i++) |
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450 xelem (r+i, c) = a.elem (i); |
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451 } |
458
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452 |
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453 return *this; |
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454 } |
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455 |
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456 ComplexMatrix& |
5275
|
457 ComplexMatrix::insert (const ComplexDiagMatrix& a, octave_idx_type r, octave_idx_type c) |
458
|
458 { |
5275
|
459 octave_idx_type a_nr = a.rows (); |
|
460 octave_idx_type a_nc = a.cols (); |
1699
|
461 |
|
462 if (r < 0 || r + a_nr > rows () || c < 0 || c + a_nc > cols ()) |
458
|
463 { |
|
464 (*current_liboctave_error_handler) ("range error for insert"); |
|
465 return *this; |
|
466 } |
|
467 |
1699
|
468 fill (0.0, r, c, r + a_nr - 1, c + a_nc - 1); |
|
469 |
5275
|
470 octave_idx_type a_len = a.length (); |
4316
|
471 |
|
472 if (a_len > 0) |
|
473 { |
|
474 make_unique (); |
|
475 |
5275
|
476 for (octave_idx_type i = 0; i < a_len; i++) |
4316
|
477 xelem (r+i, c+i) = a.elem (i, i); |
|
478 } |
458
|
479 |
|
480 return *this; |
|
481 } |
|
482 |
|
483 ComplexMatrix& |
|
484 ComplexMatrix::fill (double val) |
|
485 { |
5275
|
486 octave_idx_type nr = rows (); |
|
487 octave_idx_type nc = cols (); |
4316
|
488 |
458
|
489 if (nr > 0 && nc > 0) |
4316
|
490 { |
|
491 make_unique (); |
|
492 |
5275
|
493 for (octave_idx_type j = 0; j < nc; j++) |
|
494 for (octave_idx_type i = 0; i < nr; i++) |
4316
|
495 xelem (i, j) = val; |
|
496 } |
458
|
497 |
|
498 return *this; |
|
499 } |
|
500 |
|
501 ComplexMatrix& |
|
502 ComplexMatrix::fill (const Complex& val) |
|
503 { |
5275
|
504 octave_idx_type nr = rows (); |
|
505 octave_idx_type nc = cols (); |
4316
|
506 |
458
|
507 if (nr > 0 && nc > 0) |
4316
|
508 { |
|
509 make_unique (); |
|
510 |
5275
|
511 for (octave_idx_type j = 0; j < nc; j++) |
|
512 for (octave_idx_type i = 0; i < nr; i++) |
4316
|
513 xelem (i, j) = val; |
|
514 } |
458
|
515 |
|
516 return *this; |
|
517 } |
|
518 |
|
519 ComplexMatrix& |
5275
|
520 ComplexMatrix::fill (double val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) |
458
|
521 { |
5275
|
522 octave_idx_type nr = rows (); |
|
523 octave_idx_type nc = cols (); |
4316
|
524 |
458
|
525 if (r1 < 0 || r2 < 0 || c1 < 0 || c2 < 0 |
|
526 || r1 >= nr || r2 >= nr || c1 >= nc || c2 >= nc) |
|
527 { |
|
528 (*current_liboctave_error_handler) ("range error for fill"); |
|
529 return *this; |
|
530 } |
|
531 |
5275
|
532 if (r1 > r2) { octave_idx_type tmp = r1; r1 = r2; r2 = tmp; } |
|
533 if (c1 > c2) { octave_idx_type tmp = c1; c1 = c2; c2 = tmp; } |
458
|
534 |
4316
|
535 if (r2 >= r1 && c2 >= c1) |
|
536 { |
|
537 make_unique (); |
|
538 |
5275
|
539 for (octave_idx_type j = c1; j <= c2; j++) |
|
540 for (octave_idx_type i = r1; i <= r2; i++) |
4316
|
541 xelem (i, j) = val; |
|
542 } |
458
|
543 |
|
544 return *this; |
|
545 } |
|
546 |
|
547 ComplexMatrix& |
5275
|
548 ComplexMatrix::fill (const Complex& val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) |
458
|
549 { |
5275
|
550 octave_idx_type nr = rows (); |
|
551 octave_idx_type nc = cols (); |
4316
|
552 |
458
|
553 if (r1 < 0 || r2 < 0 || c1 < 0 || c2 < 0 |
|
554 || r1 >= nr || r2 >= nr || c1 >= nc || c2 >= nc) |
|
555 { |
|
556 (*current_liboctave_error_handler) ("range error for fill"); |
|
557 return *this; |
|
558 } |
|
559 |
5275
|
560 if (r1 > r2) { octave_idx_type tmp = r1; r1 = r2; r2 = tmp; } |
|
561 if (c1 > c2) { octave_idx_type tmp = c1; c1 = c2; c2 = tmp; } |
458
|
562 |
4316
|
563 if (r2 >= r1 && c2 >=c1) |
|
564 { |
|
565 make_unique (); |
|
566 |
5275
|
567 for (octave_idx_type j = c1; j <= c2; j++) |
|
568 for (octave_idx_type i = r1; i <= r2; i++) |
4316
|
569 xelem (i, j) = val; |
|
570 } |
458
|
571 |
|
572 return *this; |
|
573 } |
|
574 |
|
575 ComplexMatrix |
|
576 ComplexMatrix::append (const Matrix& a) const |
|
577 { |
5275
|
578 octave_idx_type nr = rows (); |
|
579 octave_idx_type nc = cols (); |
458
|
580 if (nr != a.rows ()) |
|
581 { |
|
582 (*current_liboctave_error_handler) ("row dimension mismatch for append"); |
|
583 return *this; |
|
584 } |
|
585 |
5275
|
586 octave_idx_type nc_insert = nc; |
458
|
587 ComplexMatrix retval (nr, nc + a.cols ()); |
|
588 retval.insert (*this, 0, 0); |
|
589 retval.insert (a, 0, nc_insert); |
|
590 return retval; |
|
591 } |
|
592 |
|
593 ComplexMatrix |
|
594 ComplexMatrix::append (const RowVector& a) const |
|
595 { |
5275
|
596 octave_idx_type nr = rows (); |
|
597 octave_idx_type nc = cols (); |
458
|
598 if (nr != 1) |
|
599 { |
|
600 (*current_liboctave_error_handler) ("row dimension mismatch for append"); |
|
601 return *this; |
|
602 } |
|
603 |
5275
|
604 octave_idx_type nc_insert = nc; |
458
|
605 ComplexMatrix retval (nr, nc + a.length ()); |
|
606 retval.insert (*this, 0, 0); |
|
607 retval.insert (a, 0, nc_insert); |
|
608 return retval; |
|
609 } |
|
610 |
|
611 ComplexMatrix |
|
612 ComplexMatrix::append (const ColumnVector& a) const |
|
613 { |
5275
|
614 octave_idx_type nr = rows (); |
|
615 octave_idx_type nc = cols (); |
458
|
616 if (nr != a.length ()) |
|
617 { |
|
618 (*current_liboctave_error_handler) ("row dimension mismatch for append"); |
|
619 return *this; |
|
620 } |
|
621 |
5275
|
622 octave_idx_type nc_insert = nc; |
458
|
623 ComplexMatrix retval (nr, nc + 1); |
|
624 retval.insert (*this, 0, 0); |
|
625 retval.insert (a, 0, nc_insert); |
|
626 return retval; |
|
627 } |
|
628 |
|
629 ComplexMatrix |
|
630 ComplexMatrix::append (const DiagMatrix& a) const |
|
631 { |
5275
|
632 octave_idx_type nr = rows (); |
|
633 octave_idx_type nc = cols (); |
458
|
634 if (nr != a.rows ()) |
|
635 { |
|
636 (*current_liboctave_error_handler) ("row dimension mismatch for append"); |
|
637 return *this; |
|
638 } |
|
639 |
5275
|
640 octave_idx_type nc_insert = nc; |
458
|
641 ComplexMatrix retval (nr, nc + a.cols ()); |
|
642 retval.insert (*this, 0, 0); |
|
643 retval.insert (a, 0, nc_insert); |
|
644 return retval; |
|
645 } |
|
646 |
|
647 ComplexMatrix |
|
648 ComplexMatrix::append (const ComplexMatrix& a) const |
|
649 { |
5275
|
650 octave_idx_type nr = rows (); |
|
651 octave_idx_type nc = cols (); |
458
|
652 if (nr != a.rows ()) |
|
653 { |
|
654 (*current_liboctave_error_handler) ("row dimension mismatch for append"); |
|
655 return *this; |
|
656 } |
|
657 |
5275
|
658 octave_idx_type nc_insert = nc; |
458
|
659 ComplexMatrix retval (nr, nc + a.cols ()); |
|
660 retval.insert (*this, 0, 0); |
|
661 retval.insert (a, 0, nc_insert); |
|
662 return retval; |
|
663 } |
|
664 |
|
665 ComplexMatrix |
|
666 ComplexMatrix::append (const ComplexRowVector& a) const |
|
667 { |
5275
|
668 octave_idx_type nr = rows (); |
|
669 octave_idx_type nc = cols (); |
458
|
670 if (nr != 1) |
|
671 { |
|
672 (*current_liboctave_error_handler) ("row dimension mismatch for append"); |
|
673 return *this; |
|
674 } |
|
675 |
5275
|
676 octave_idx_type nc_insert = nc; |
458
|
677 ComplexMatrix retval (nr, nc + a.length ()); |
|
678 retval.insert (*this, 0, 0); |
|
679 retval.insert (a, 0, nc_insert); |
|
680 return retval; |
|
681 } |
|
682 |
|
683 ComplexMatrix |
|
684 ComplexMatrix::append (const ComplexColumnVector& a) const |
|
685 { |
5275
|
686 octave_idx_type nr = rows (); |
|
687 octave_idx_type nc = cols (); |
458
|
688 if (nr != a.length ()) |
|
689 { |
|
690 (*current_liboctave_error_handler) ("row dimension mismatch for append"); |
|
691 return *this; |
|
692 } |
|
693 |
5275
|
694 octave_idx_type nc_insert = nc; |
458
|
695 ComplexMatrix retval (nr, nc + 1); |
|
696 retval.insert (*this, 0, 0); |
|
697 retval.insert (a, 0, nc_insert); |
|
698 return retval; |
|
699 } |
|
700 |
|
701 ComplexMatrix |
|
702 ComplexMatrix::append (const ComplexDiagMatrix& a) const |
|
703 { |
5275
|
704 octave_idx_type nr = rows (); |
|
705 octave_idx_type nc = cols (); |
458
|
706 if (nr != a.rows ()) |
|
707 { |
|
708 (*current_liboctave_error_handler) ("row dimension mismatch for append"); |
|
709 return *this; |
|
710 } |
|
711 |
5275
|
712 octave_idx_type nc_insert = nc; |
458
|
713 ComplexMatrix retval (nr, nc + a.cols ()); |
|
714 retval.insert (*this, 0, 0); |
|
715 retval.insert (a, 0, nc_insert); |
|
716 return retval; |
|
717 } |
|
718 |
|
719 ComplexMatrix |
|
720 ComplexMatrix::stack (const Matrix& a) const |
|
721 { |
5275
|
722 octave_idx_type nr = rows (); |
|
723 octave_idx_type nc = cols (); |
458
|
724 if (nc != a.cols ()) |
|
725 { |
|
726 (*current_liboctave_error_handler) |
|
727 ("column dimension mismatch for stack"); |
|
728 return *this; |
|
729 } |
|
730 |
5275
|
731 octave_idx_type nr_insert = nr; |
458
|
732 ComplexMatrix retval (nr + a.rows (), nc); |
|
733 retval.insert (*this, 0, 0); |
|
734 retval.insert (a, nr_insert, 0); |
|
735 return retval; |
|
736 } |
|
737 |
|
738 ComplexMatrix |
|
739 ComplexMatrix::stack (const RowVector& a) const |
|
740 { |
5275
|
741 octave_idx_type nr = rows (); |
|
742 octave_idx_type nc = cols (); |
458
|
743 if (nc != a.length ()) |
|
744 { |
|
745 (*current_liboctave_error_handler) |
|
746 ("column dimension mismatch for stack"); |
|
747 return *this; |
|
748 } |
|
749 |
5275
|
750 octave_idx_type nr_insert = nr; |
458
|
751 ComplexMatrix retval (nr + 1, nc); |
|
752 retval.insert (*this, 0, 0); |
|
753 retval.insert (a, nr_insert, 0); |
|
754 return retval; |
|
755 } |
|
756 |
|
757 ComplexMatrix |
|
758 ComplexMatrix::stack (const ColumnVector& a) const |
|
759 { |
5275
|
760 octave_idx_type nr = rows (); |
|
761 octave_idx_type nc = cols (); |
458
|
762 if (nc != 1) |
|
763 { |
|
764 (*current_liboctave_error_handler) |
|
765 ("column dimension mismatch for stack"); |
|
766 return *this; |
|
767 } |
|
768 |
5275
|
769 octave_idx_type nr_insert = nr; |
458
|
770 ComplexMatrix retval (nr + a.length (), nc); |
|
771 retval.insert (*this, 0, 0); |
|
772 retval.insert (a, nr_insert, 0); |
|
773 return retval; |
|
774 } |
|
775 |
|
776 ComplexMatrix |
|
777 ComplexMatrix::stack (const DiagMatrix& a) const |
|
778 { |
5275
|
779 octave_idx_type nr = rows (); |
|
780 octave_idx_type nc = cols (); |
458
|
781 if (nc != a.cols ()) |
|
782 { |
|
783 (*current_liboctave_error_handler) |
|
784 ("column dimension mismatch for stack"); |
|
785 return *this; |
|
786 } |
|
787 |
5275
|
788 octave_idx_type nr_insert = nr; |
458
|
789 ComplexMatrix retval (nr + a.rows (), nc); |
|
790 retval.insert (*this, 0, 0); |
|
791 retval.insert (a, nr_insert, 0); |
|
792 return retval; |
|
793 } |
|
794 |
|
795 ComplexMatrix |
|
796 ComplexMatrix::stack (const ComplexMatrix& a) const |
|
797 { |
5275
|
798 octave_idx_type nr = rows (); |
|
799 octave_idx_type nc = cols (); |
458
|
800 if (nc != a.cols ()) |
|
801 { |
|
802 (*current_liboctave_error_handler) |
|
803 ("column dimension mismatch for stack"); |
|
804 return *this; |
|
805 } |
|
806 |
5275
|
807 octave_idx_type nr_insert = nr; |
458
|
808 ComplexMatrix retval (nr + a.rows (), nc); |
|
809 retval.insert (*this, 0, 0); |
|
810 retval.insert (a, nr_insert, 0); |
|
811 return retval; |
|
812 } |
|
813 |
|
814 ComplexMatrix |
|
815 ComplexMatrix::stack (const ComplexRowVector& a) const |
|
816 { |
5275
|
817 octave_idx_type nr = rows (); |
|
818 octave_idx_type nc = cols (); |
458
|
819 if (nc != a.length ()) |
|
820 { |
|
821 (*current_liboctave_error_handler) |
|
822 ("column dimension mismatch for stack"); |
|
823 return *this; |
|
824 } |
|
825 |
5275
|
826 octave_idx_type nr_insert = nr; |
458
|
827 ComplexMatrix retval (nr + 1, nc); |
|
828 retval.insert (*this, 0, 0); |
|
829 retval.insert (a, nr_insert, 0); |
|
830 return retval; |
|
831 } |
|
832 |
|
833 ComplexMatrix |
|
834 ComplexMatrix::stack (const ComplexColumnVector& a) const |
|
835 { |
5275
|
836 octave_idx_type nr = rows (); |
|
837 octave_idx_type nc = cols (); |
458
|
838 if (nc != 1) |
|
839 { |
|
840 (*current_liboctave_error_handler) |
|
841 ("column dimension mismatch for stack"); |
|
842 return *this; |
|
843 } |
|
844 |
5275
|
845 octave_idx_type nr_insert = nr; |
458
|
846 ComplexMatrix retval (nr + a.length (), nc); |
|
847 retval.insert (*this, 0, 0); |
|
848 retval.insert (a, nr_insert, 0); |
|
849 return retval; |
|
850 } |
|
851 |
|
852 ComplexMatrix |
|
853 ComplexMatrix::stack (const ComplexDiagMatrix& a) const |
|
854 { |
5275
|
855 octave_idx_type nr = rows (); |
|
856 octave_idx_type nc = cols (); |
458
|
857 if (nc != a.cols ()) |
|
858 { |
|
859 (*current_liboctave_error_handler) |
|
860 ("column dimension mismatch for stack"); |
|
861 return *this; |
|
862 } |
|
863 |
5275
|
864 octave_idx_type nr_insert = nr; |
458
|
865 ComplexMatrix retval (nr + a.rows (), nc); |
|
866 retval.insert (*this, 0, 0); |
|
867 retval.insert (a, nr_insert, 0); |
|
868 return retval; |
|
869 } |
|
870 |
|
871 ComplexMatrix |
|
872 ComplexMatrix::hermitian (void) const |
|
873 { |
5275
|
874 octave_idx_type nr = rows (); |
|
875 octave_idx_type nc = cols (); |
458
|
876 ComplexMatrix result; |
|
877 if (length () > 0) |
|
878 { |
|
879 result.resize (nc, nr); |
5275
|
880 for (octave_idx_type j = 0; j < nc; j++) |
|
881 for (octave_idx_type i = 0; i < nr; i++) |
458
|
882 result.elem (j, i) = conj (elem (i, j)); |
|
883 } |
|
884 return result; |
|
885 } |
|
886 |
|
887 ComplexMatrix |
|
888 conj (const ComplexMatrix& a) |
|
889 { |
5275
|
890 octave_idx_type a_len = a.length (); |
458
|
891 ComplexMatrix retval; |
|
892 if (a_len > 0) |
3769
|
893 retval = ComplexMatrix (mx_inline_conj_dup (a.data (), a_len), |
|
894 a.rows (), a.cols ()); |
458
|
895 return retval; |
|
896 } |
|
897 |
|
898 // resize is the destructive equivalent for this one |
|
899 |
|
900 ComplexMatrix |
5275
|
901 ComplexMatrix::extract (octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) const |
458
|
902 { |
5275
|
903 if (r1 > r2) { octave_idx_type tmp = r1; r1 = r2; r2 = tmp; } |
|
904 if (c1 > c2) { octave_idx_type tmp = c1; c1 = c2; c2 = tmp; } |
|
905 |
|
906 octave_idx_type new_r = r2 - r1 + 1; |
|
907 octave_idx_type new_c = c2 - c1 + 1; |
458
|
908 |
|
909 ComplexMatrix result (new_r, new_c); |
|
910 |
5275
|
911 for (octave_idx_type j = 0; j < new_c; j++) |
|
912 for (octave_idx_type i = 0; i < new_r; i++) |
4316
|
913 result.xelem (i, j) = elem (r1+i, c1+j); |
|
914 |
|
915 return result; |
|
916 } |
|
917 |
|
918 ComplexMatrix |
5275
|
919 ComplexMatrix::extract_n (octave_idx_type r1, octave_idx_type c1, octave_idx_type nr, octave_idx_type nc) const |
4316
|
920 { |
|
921 ComplexMatrix result (nr, nc); |
|
922 |
5275
|
923 for (octave_idx_type j = 0; j < nc; j++) |
|
924 for (octave_idx_type i = 0; i < nr; i++) |
4316
|
925 result.xelem (i, j) = elem (r1+i, c1+j); |
458
|
926 |
|
927 return result; |
|
928 } |
|
929 |
|
930 // extract row or column i. |
|
931 |
|
932 ComplexRowVector |
5275
|
933 ComplexMatrix::row (octave_idx_type i) const |
458
|
934 { |
5275
|
935 octave_idx_type nc = cols (); |
458
|
936 if (i < 0 || i >= rows ()) |
|
937 { |
|
938 (*current_liboctave_error_handler) ("invalid row selection"); |
|
939 return ComplexRowVector (); |
|
940 } |
|
941 |
|
942 ComplexRowVector retval (nc); |
5275
|
943 for (octave_idx_type j = 0; j < cols (); j++) |
4316
|
944 retval.xelem (j) = elem (i, j); |
458
|
945 |
|
946 return retval; |
|
947 } |
|
948 |
|
949 ComplexColumnVector |
5275
|
950 ComplexMatrix::column (octave_idx_type i) const |
458
|
951 { |
5275
|
952 octave_idx_type nr = rows (); |
458
|
953 if (i < 0 || i >= cols ()) |
|
954 { |
|
955 (*current_liboctave_error_handler) ("invalid column selection"); |
|
956 return ComplexColumnVector (); |
|
957 } |
|
958 |
|
959 ComplexColumnVector retval (nr); |
5275
|
960 for (octave_idx_type j = 0; j < nr; j++) |
4316
|
961 retval.xelem (j) = elem (j, i); |
458
|
962 |
|
963 return retval; |
|
964 } |
|
965 |
|
966 ComplexMatrix |
|
967 ComplexMatrix::inverse (void) const |
|
968 { |
5275
|
969 octave_idx_type info; |
479
|
970 double rcond; |
6207
|
971 MatrixType mattype (*this); |
|
972 return inverse (mattype, info, rcond, 0, 0); |
|
973 } |
|
974 |
|
975 ComplexMatrix |
|
976 ComplexMatrix::inverse (MatrixType &mattype) const |
|
977 { |
|
978 octave_idx_type info; |
|
979 double rcond; |
|
980 return inverse (mattype, info, rcond, 0, 0); |
|
981 } |
|
982 |
|
983 ComplexMatrix |
|
984 ComplexMatrix::inverse (MatrixType &mattype, octave_idx_type& info) const |
|
985 { |
|
986 double rcond; |
|
987 return inverse (mattype, info, rcond, 0, 0); |
458
|
988 } |
|
989 |
|
990 ComplexMatrix |
6207
|
991 ComplexMatrix::tinverse (MatrixType &mattype, octave_idx_type& info, |
|
992 double& rcond, int force, int calc_cond) const |
458
|
993 { |
6207
|
994 ComplexMatrix retval; |
|
995 |
|
996 octave_idx_type nr = rows (); |
|
997 octave_idx_type nc = cols (); |
|
998 |
|
999 if (nr != nc || nr == 0 || nc == 0) |
|
1000 (*current_liboctave_error_handler) ("inverse requires square matrix"); |
|
1001 else |
|
1002 { |
|
1003 int typ = mattype.type (); |
|
1004 char uplo = (typ == MatrixType::Lower ? 'L' : 'U'); |
|
1005 char udiag = 'N'; |
|
1006 retval = *this; |
|
1007 Complex *tmp_data = retval.fortran_vec (); |
|
1008 |
|
1009 F77_XFCN (ztrtri, ZTRTRI, (F77_CONST_CHAR_ARG2 (&uplo, 1), |
|
1010 F77_CONST_CHAR_ARG2 (&udiag, 1), |
|
1011 nr, tmp_data, nr, info |
|
1012 F77_CHAR_ARG_LEN (1) |
|
1013 F77_CHAR_ARG_LEN (1))); |
|
1014 |
|
1015 if (f77_exception_encountered) |
|
1016 (*current_liboctave_error_handler) ("unrecoverable error in ztrtri"); |
|
1017 else |
|
1018 { |
|
1019 // Throw-away extra info LAPACK gives so as to not change output. |
|
1020 rcond = 0.0; |
|
1021 if (info != 0) |
|
1022 info = -1; |
|
1023 else if (calc_cond) |
|
1024 { |
|
1025 octave_idx_type ztrcon_info = 0; |
|
1026 char job = '1'; |
|
1027 |
|
1028 OCTAVE_LOCAL_BUFFER (Complex, cwork, 2 * nr); |
|
1029 OCTAVE_LOCAL_BUFFER (double, rwork, nr); |
|
1030 |
|
1031 F77_XFCN (ztrcon, ZTRCON, (F77_CONST_CHAR_ARG2 (&job, 1), |
|
1032 F77_CONST_CHAR_ARG2 (&uplo, 1), |
|
1033 F77_CONST_CHAR_ARG2 (&udiag, 1), |
|
1034 nr, tmp_data, nr, rcond, |
|
1035 cwork, rwork, ztrcon_info |
|
1036 F77_CHAR_ARG_LEN (1) |
|
1037 F77_CHAR_ARG_LEN (1) |
|
1038 F77_CHAR_ARG_LEN (1))); |
|
1039 |
|
1040 if (f77_exception_encountered) |
|
1041 (*current_liboctave_error_handler) |
|
1042 ("unrecoverable error in ztrcon"); |
|
1043 |
|
1044 if (ztrcon_info != 0) |
|
1045 info = -1; |
|
1046 } |
|
1047 } |
|
1048 |
|
1049 if (info == -1 && ! force) |
|
1050 retval = *this; // Restore matrix contents. |
|
1051 } |
|
1052 |
|
1053 return retval; |
458
|
1054 } |
|
1055 |
|
1056 ComplexMatrix |
6207
|
1057 ComplexMatrix::finverse (MatrixType &mattype, octave_idx_type& info, |
|
1058 double& rcond, int force, int calc_cond) const |
458
|
1059 { |
1948
|
1060 ComplexMatrix retval; |
|
1061 |
5275
|
1062 octave_idx_type nr = rows (); |
|
1063 octave_idx_type nc = cols (); |
1948
|
1064 |
458
|
1065 if (nr != nc) |
1948
|
1066 (*current_liboctave_error_handler) ("inverse requires square matrix"); |
458
|
1067 else |
|
1068 { |
5275
|
1069 Array<octave_idx_type> ipvt (nr); |
|
1070 octave_idx_type *pipvt = ipvt.fortran_vec (); |
1948
|
1071 |
|
1072 retval = *this; |
|
1073 Complex *tmp_data = retval.fortran_vec (); |
|
1074 |
4329
|
1075 Array<Complex> z(1); |
5275
|
1076 octave_idx_type lwork = -1; |
4330
|
1077 |
|
1078 // Query the optimum work array size. |
4329
|
1079 |
|
1080 F77_XFCN (zgetri, ZGETRI, (nc, tmp_data, nr, pipvt, |
|
1081 z.fortran_vec (), lwork, info)); |
|
1082 |
|
1083 if (f77_exception_encountered) |
|
1084 { |
|
1085 (*current_liboctave_error_handler) |
|
1086 ("unrecoverable error in zgetri"); |
|
1087 return retval; |
|
1088 } |
|
1089 |
5315
|
1090 lwork = static_cast<octave_idx_type> (std::real(z(0))); |
4329
|
1091 lwork = (lwork < 2 *nc ? 2*nc : lwork); |
|
1092 z.resize (lwork); |
|
1093 Complex *pz = z.fortran_vec (); |
|
1094 |
|
1095 info = 0; |
|
1096 |
4330
|
1097 // Calculate the norm of the matrix, for later use. |
4329
|
1098 double anorm; |
|
1099 if (calc_cond) |
5275
|
1100 anorm = retval.abs().sum().row(static_cast<octave_idx_type>(0)).max(); |
4329
|
1101 |
|
1102 F77_XFCN (zgetrf, ZGETRF, (nc, nc, tmp_data, nr, pipvt, info)); |
1948
|
1103 |
|
1104 if (f77_exception_encountered) |
4329
|
1105 (*current_liboctave_error_handler) ("unrecoverable error in zgetrf"); |
1948
|
1106 else |
|
1107 { |
4330
|
1108 // Throw-away extra info LAPACK gives so as to not change output. |
4509
|
1109 rcond = 0.0; |
|
1110 if (info != 0) |
1948
|
1111 info = -1; |
4329
|
1112 else if (calc_cond) |
|
1113 { |
4330
|
1114 // Now calculate the condition number for non-singular matrix. |
5275
|
1115 octave_idx_type zgecon_info = 0; |
4329
|
1116 char job = '1'; |
|
1117 Array<double> rz (2 * nc); |
|
1118 double *prz = rz.fortran_vec (); |
4552
|
1119 F77_XFCN (zgecon, ZGECON, (F77_CONST_CHAR_ARG2 (&job, 1), |
|
1120 nc, tmp_data, nr, anorm, |
5061
|
1121 rcond, pz, prz, zgecon_info |
4552
|
1122 F77_CHAR_ARG_LEN (1))); |
4329
|
1123 |
|
1124 if (f77_exception_encountered) |
|
1125 (*current_liboctave_error_handler) |
|
1126 ("unrecoverable error in zgecon"); |
|
1127 |
5061
|
1128 if (zgecon_info != 0) |
4329
|
1129 info = -1; |
|
1130 } |
1948
|
1131 |
|
1132 if (info == -1 && ! force) |
|
1133 retval = *this; // Restore contents. |
|
1134 else |
|
1135 { |
5275
|
1136 octave_idx_type zgetri_info = 0; |
5061
|
1137 |
4329
|
1138 F77_XFCN (zgetri, ZGETRI, (nc, tmp_data, nr, pipvt, |
5061
|
1139 pz, lwork, zgetri_info)); |
1948
|
1140 |
|
1141 if (f77_exception_encountered) |
|
1142 (*current_liboctave_error_handler) |
4329
|
1143 ("unrecoverable error in zgetri"); |
|
1144 |
5061
|
1145 if (zgetri_info != 0) |
4329
|
1146 info = -1; |
1948
|
1147 } |
|
1148 } |
6207
|
1149 |
|
1150 if (info != 0) |
|
1151 mattype.mark_as_rectangular(); |
458
|
1152 } |
4329
|
1153 |
1948
|
1154 return retval; |
458
|
1155 } |
|
1156 |
|
1157 ComplexMatrix |
6207
|
1158 ComplexMatrix::inverse (MatrixType &mattype, octave_idx_type& info, |
|
1159 double& rcond, int force, int calc_cond) const |
|
1160 { |
|
1161 int typ = mattype.type (false); |
|
1162 ComplexMatrix ret; |
|
1163 |
|
1164 if (typ == MatrixType::Unknown) |
|
1165 typ = mattype.type (*this); |
|
1166 |
|
1167 if (typ == MatrixType::Upper || typ == MatrixType::Lower) |
|
1168 ret = tinverse (mattype, info, rcond, force, calc_cond); |
|
1169 else if (typ != MatrixType::Rectangular) |
|
1170 { |
|
1171 if (mattype.is_hermitian ()) |
|
1172 { |
|
1173 ComplexCHOL chol (*this, info); |
|
1174 if (info == 0) |
|
1175 ret = chol.inverse (); |
|
1176 else |
|
1177 mattype.mark_as_unsymmetric (); |
|
1178 } |
|
1179 |
|
1180 if (!mattype.is_hermitian ()) |
|
1181 ret = finverse(mattype, info, rcond, force, calc_cond); |
|
1182 } |
|
1183 |
|
1184 return ret; |
|
1185 } |
|
1186 |
|
1187 ComplexMatrix |
4384
|
1188 ComplexMatrix::pseudo_inverse (double tol) const |
740
|
1189 { |
1549
|
1190 ComplexMatrix retval; |
|
1191 |
3480
|
1192 ComplexSVD result (*this, SVD::economy); |
740
|
1193 |
|
1194 DiagMatrix S = result.singular_values (); |
|
1195 ComplexMatrix U = result.left_singular_matrix (); |
|
1196 ComplexMatrix V = result.right_singular_matrix (); |
|
1197 |
|
1198 ColumnVector sigma = S.diag (); |
|
1199 |
5275
|
1200 octave_idx_type r = sigma.length () - 1; |
|
1201 octave_idx_type nr = rows (); |
|
1202 octave_idx_type nc = cols (); |
740
|
1203 |
|
1204 if (tol <= 0.0) |
|
1205 { |
|
1206 if (nr > nc) |
|
1207 tol = nr * sigma.elem (0) * DBL_EPSILON; |
|
1208 else |
|
1209 tol = nc * sigma.elem (0) * DBL_EPSILON; |
|
1210 } |
|
1211 |
|
1212 while (r >= 0 && sigma.elem (r) < tol) |
|
1213 r--; |
|
1214 |
|
1215 if (r < 0) |
1549
|
1216 retval = ComplexMatrix (nc, nr, 0.0); |
740
|
1217 else |
|
1218 { |
|
1219 ComplexMatrix Ur = U.extract (0, 0, nr-1, r); |
|
1220 DiagMatrix D = DiagMatrix (sigma.extract (0, r)) . inverse (); |
|
1221 ComplexMatrix Vr = V.extract (0, 0, nc-1, r); |
1549
|
1222 retval = Vr * D * Ur.hermitian (); |
740
|
1223 } |
1549
|
1224 |
|
1225 return retval; |
740
|
1226 } |
|
1227 |
4773
|
1228 #if defined (HAVE_FFTW3) |
3827
|
1229 |
|
1230 ComplexMatrix |
|
1231 ComplexMatrix::fourier (void) const |
|
1232 { |
|
1233 size_t nr = rows (); |
|
1234 size_t nc = cols (); |
|
1235 |
|
1236 ComplexMatrix retval (nr, nc); |
|
1237 |
|
1238 size_t npts, nsamples; |
|
1239 |
|
1240 if (nr == 1 || nc == 1) |
|
1241 { |
|
1242 npts = nr > nc ? nr : nc; |
|
1243 nsamples = 1; |
|
1244 } |
|
1245 else |
|
1246 { |
|
1247 npts = nr; |
|
1248 nsamples = nc; |
|
1249 } |
|
1250 |
|
1251 const Complex *in (data ()); |
|
1252 Complex *out (retval.fortran_vec ()); |
|
1253 |
4773
|
1254 octave_fftw::fft (in, out, npts, nsamples); |
3827
|
1255 |
|
1256 return retval; |
|
1257 } |
|
1258 |
|
1259 ComplexMatrix |
|
1260 ComplexMatrix::ifourier (void) const |
|
1261 { |
|
1262 size_t nr = rows (); |
|
1263 size_t nc = cols (); |
|
1264 |
|
1265 ComplexMatrix retval (nr, nc); |
|
1266 |
|
1267 size_t npts, nsamples; |
|
1268 |
|
1269 if (nr == 1 || nc == 1) |
|
1270 { |
|
1271 npts = nr > nc ? nr : nc; |
|
1272 nsamples = 1; |
|
1273 } |
|
1274 else |
|
1275 { |
|
1276 npts = nr; |
|
1277 nsamples = nc; |
|
1278 } |
|
1279 |
|
1280 const Complex *in (data ()); |
|
1281 Complex *out (retval.fortran_vec ()); |
|
1282 |
4773
|
1283 octave_fftw::ifft (in, out, npts, nsamples); |
3827
|
1284 |
|
1285 return retval; |
|
1286 } |
|
1287 |
|
1288 ComplexMatrix |
|
1289 ComplexMatrix::fourier2d (void) const |
|
1290 { |
4773
|
1291 dim_vector dv(rows (), cols ()); |
|
1292 |
|
1293 ComplexMatrix retval (rows (), cols ()); |
|
1294 const Complex *in (data ()); |
|
1295 Complex *out (retval.fortran_vec ()); |
|
1296 |
|
1297 octave_fftw::fftNd (in, out, 2, dv); |
3827
|
1298 |
|
1299 return retval; |
|
1300 } |
|
1301 |
|
1302 ComplexMatrix |
|
1303 ComplexMatrix::ifourier2d (void) const |
|
1304 { |
4773
|
1305 dim_vector dv(rows (), cols ()); |
|
1306 |
|
1307 ComplexMatrix retval (rows (), cols ()); |
|
1308 const Complex *in (data ()); |
|
1309 Complex *out (retval.fortran_vec ()); |
|
1310 |
|
1311 octave_fftw::ifftNd (in, out, 2, dv); |
3827
|
1312 |
|
1313 return retval; |
|
1314 } |
|
1315 |
|
1316 #else |
|
1317 |
740
|
1318 ComplexMatrix |
458
|
1319 ComplexMatrix::fourier (void) const |
|
1320 { |
1948
|
1321 ComplexMatrix retval; |
|
1322 |
5275
|
1323 octave_idx_type nr = rows (); |
|
1324 octave_idx_type nc = cols (); |
|
1325 |
|
1326 octave_idx_type npts, nsamples; |
1948
|
1327 |
458
|
1328 if (nr == 1 || nc == 1) |
|
1329 { |
|
1330 npts = nr > nc ? nr : nc; |
|
1331 nsamples = 1; |
|
1332 } |
|
1333 else |
|
1334 { |
|
1335 npts = nr; |
|
1336 nsamples = nc; |
|
1337 } |
|
1338 |
5275
|
1339 octave_idx_type nn = 4*npts+15; |
1948
|
1340 |
|
1341 Array<Complex> wsave (nn); |
|
1342 Complex *pwsave = wsave.fortran_vec (); |
|
1343 |
|
1344 retval = *this; |
|
1345 Complex *tmp_data = retval.fortran_vec (); |
|
1346 |
3887
|
1347 F77_FUNC (cffti, CFFTI) (npts, pwsave); |
458
|
1348 |
5275
|
1349 for (octave_idx_type j = 0; j < nsamples; j++) |
4153
|
1350 { |
|
1351 OCTAVE_QUIT; |
|
1352 |
|
1353 F77_FUNC (cfftf, CFFTF) (npts, &tmp_data[npts*j], pwsave); |
|
1354 } |
1948
|
1355 |
|
1356 return retval; |
458
|
1357 } |
|
1358 |
|
1359 ComplexMatrix |
|
1360 ComplexMatrix::ifourier (void) const |
|
1361 { |
1948
|
1362 ComplexMatrix retval; |
|
1363 |
5275
|
1364 octave_idx_type nr = rows (); |
|
1365 octave_idx_type nc = cols (); |
|
1366 |
|
1367 octave_idx_type npts, nsamples; |
1948
|
1368 |
458
|
1369 if (nr == 1 || nc == 1) |
|
1370 { |
|
1371 npts = nr > nc ? nr : nc; |
|
1372 nsamples = 1; |
|
1373 } |
|
1374 else |
|
1375 { |
|
1376 npts = nr; |
|
1377 nsamples = nc; |
|
1378 } |
|
1379 |
5275
|
1380 octave_idx_type nn = 4*npts+15; |
1948
|
1381 |
|
1382 Array<Complex> wsave (nn); |
|
1383 Complex *pwsave = wsave.fortran_vec (); |
|
1384 |
|
1385 retval = *this; |
|
1386 Complex *tmp_data = retval.fortran_vec (); |
|
1387 |
3887
|
1388 F77_FUNC (cffti, CFFTI) (npts, pwsave); |
458
|
1389 |
5275
|
1390 for (octave_idx_type j = 0; j < nsamples; j++) |
4153
|
1391 { |
|
1392 OCTAVE_QUIT; |
|
1393 |
|
1394 F77_FUNC (cfftb, CFFTB) (npts, &tmp_data[npts*j], pwsave); |
|
1395 } |
458
|
1396 |
5275
|
1397 for (octave_idx_type j = 0; j < npts*nsamples; j++) |
3572
|
1398 tmp_data[j] = tmp_data[j] / static_cast<double> (npts); |
458
|
1399 |
1948
|
1400 return retval; |
458
|
1401 } |
|
1402 |
677
|
1403 ComplexMatrix |
|
1404 ComplexMatrix::fourier2d (void) const |
|
1405 { |
1948
|
1406 ComplexMatrix retval; |
|
1407 |
5275
|
1408 octave_idx_type nr = rows (); |
|
1409 octave_idx_type nc = cols (); |
|
1410 |
|
1411 octave_idx_type npts, nsamples; |
1948
|
1412 |
677
|
1413 if (nr == 1 || nc == 1) |
|
1414 { |
|
1415 npts = nr > nc ? nr : nc; |
|
1416 nsamples = 1; |
|
1417 } |
|
1418 else |
|
1419 { |
|
1420 npts = nr; |
|
1421 nsamples = nc; |
|
1422 } |
|
1423 |
5275
|
1424 octave_idx_type nn = 4*npts+15; |
1948
|
1425 |
|
1426 Array<Complex> wsave (nn); |
|
1427 Complex *pwsave = wsave.fortran_vec (); |
|
1428 |
|
1429 retval = *this; |
|
1430 Complex *tmp_data = retval.fortran_vec (); |
|
1431 |
3887
|
1432 F77_FUNC (cffti, CFFTI) (npts, pwsave); |
677
|
1433 |
5275
|
1434 for (octave_idx_type j = 0; j < nsamples; j++) |
4153
|
1435 { |
|
1436 OCTAVE_QUIT; |
|
1437 |
|
1438 F77_FUNC (cfftf, CFFTF) (npts, &tmp_data[npts*j], pwsave); |
|
1439 } |
677
|
1440 |
|
1441 npts = nc; |
|
1442 nsamples = nr; |
|
1443 nn = 4*npts+15; |
1948
|
1444 |
|
1445 wsave.resize (nn); |
|
1446 pwsave = wsave.fortran_vec (); |
|
1447 |
4773
|
1448 Array<Complex> tmp (npts); |
|
1449 Complex *prow = tmp.fortran_vec (); |
1948
|
1450 |
3887
|
1451 F77_FUNC (cffti, CFFTI) (npts, pwsave); |
677
|
1452 |
5275
|
1453 for (octave_idx_type j = 0; j < nsamples; j++) |
677
|
1454 { |
4153
|
1455 OCTAVE_QUIT; |
|
1456 |
5275
|
1457 for (octave_idx_type i = 0; i < npts; i++) |
1948
|
1458 prow[i] = tmp_data[i*nr + j]; |
|
1459 |
3887
|
1460 F77_FUNC (cfftf, CFFTF) (npts, prow, pwsave); |
677
|
1461 |
5275
|
1462 for (octave_idx_type i = 0; i < npts; i++) |
1948
|
1463 tmp_data[i*nr + j] = prow[i]; |
677
|
1464 } |
|
1465 |
1948
|
1466 return retval; |
677
|
1467 } |
|
1468 |
|
1469 ComplexMatrix |
|
1470 ComplexMatrix::ifourier2d (void) const |
|
1471 { |
1948
|
1472 ComplexMatrix retval; |
|
1473 |
5275
|
1474 octave_idx_type nr = rows (); |
|
1475 octave_idx_type nc = cols (); |
|
1476 |
|
1477 octave_idx_type npts, nsamples; |
1948
|
1478 |
677
|
1479 if (nr == 1 || nc == 1) |
|
1480 { |
|
1481 npts = nr > nc ? nr : nc; |
|
1482 nsamples = 1; |
|
1483 } |
|
1484 else |
|
1485 { |
|
1486 npts = nr; |
|
1487 nsamples = nc; |
|
1488 } |
|
1489 |
5275
|
1490 octave_idx_type nn = 4*npts+15; |
1948
|
1491 |
|
1492 Array<Complex> wsave (nn); |
|
1493 Complex *pwsave = wsave.fortran_vec (); |
|
1494 |
|
1495 retval = *this; |
|
1496 Complex *tmp_data = retval.fortran_vec (); |
|
1497 |
3887
|
1498 F77_FUNC (cffti, CFFTI) (npts, pwsave); |
677
|
1499 |
5275
|
1500 for (octave_idx_type j = 0; j < nsamples; j++) |
4153
|
1501 { |
|
1502 OCTAVE_QUIT; |
|
1503 |
|
1504 F77_FUNC (cfftb, CFFTB) (npts, &tmp_data[npts*j], pwsave); |
|
1505 } |
677
|
1506 |
5275
|
1507 for (octave_idx_type j = 0; j < npts*nsamples; j++) |
3572
|
1508 tmp_data[j] = tmp_data[j] / static_cast<double> (npts); |
677
|
1509 |
|
1510 npts = nc; |
|
1511 nsamples = nr; |
|
1512 nn = 4*npts+15; |
1948
|
1513 |
|
1514 wsave.resize (nn); |
|
1515 pwsave = wsave.fortran_vec (); |
|
1516 |
4773
|
1517 Array<Complex> tmp (npts); |
|
1518 Complex *prow = tmp.fortran_vec (); |
1948
|
1519 |
3887
|
1520 F77_FUNC (cffti, CFFTI) (npts, pwsave); |
677
|
1521 |
5275
|
1522 for (octave_idx_type j = 0; j < nsamples; j++) |
677
|
1523 { |
4153
|
1524 OCTAVE_QUIT; |
|
1525 |
5275
|
1526 for (octave_idx_type i = 0; i < npts; i++) |
1948
|
1527 prow[i] = tmp_data[i*nr + j]; |
|
1528 |
3887
|
1529 F77_FUNC (cfftb, CFFTB) (npts, prow, pwsave); |
677
|
1530 |
5275
|
1531 for (octave_idx_type i = 0; i < npts; i++) |
3572
|
1532 tmp_data[i*nr + j] = prow[i] / static_cast<double> (npts); |
677
|
1533 } |
|
1534 |
1948
|
1535 return retval; |
677
|
1536 } |
|
1537 |
3827
|
1538 #endif |
|
1539 |
458
|
1540 ComplexDET |
|
1541 ComplexMatrix::determinant (void) const |
|
1542 { |
5275
|
1543 octave_idx_type info; |
458
|
1544 double rcond; |
4329
|
1545 return determinant (info, rcond, 0); |
458
|
1546 } |
|
1547 |
|
1548 ComplexDET |
5275
|
1549 ComplexMatrix::determinant (octave_idx_type& info) const |
458
|
1550 { |
|
1551 double rcond; |
4329
|
1552 return determinant (info, rcond, 0); |
458
|
1553 } |
|
1554 |
|
1555 ComplexDET |
5275
|
1556 ComplexMatrix::determinant (octave_idx_type& info, double& rcond, int calc_cond) const |
458
|
1557 { |
|
1558 ComplexDET retval; |
|
1559 |
5275
|
1560 octave_idx_type nr = rows (); |
|
1561 octave_idx_type nc = cols (); |
458
|
1562 |
|
1563 if (nr == 0 || nc == 0) |
|
1564 { |
5634
|
1565 retval = ComplexDET (1.0, 0); |
458
|
1566 } |
|
1567 else |
|
1568 { |
5275
|
1569 Array<octave_idx_type> ipvt (nr); |
|
1570 octave_idx_type *pipvt = ipvt.fortran_vec (); |
1948
|
1571 |
|
1572 ComplexMatrix atmp = *this; |
|
1573 Complex *tmp_data = atmp.fortran_vec (); |
|
1574 |
4329
|
1575 info = 0; |
|
1576 |
4330
|
1577 // Calculate the norm of the matrix, for later use. |
4329
|
1578 double anorm = 0; |
|
1579 if (calc_cond) |
5275
|
1580 anorm = atmp.abs().sum().row(static_cast<octave_idx_type>(0)).max(); |
4329
|
1581 |
|
1582 F77_XFCN (zgetrf, ZGETRF, (nr, nc, tmp_data, nr, pipvt, info)); |
1948
|
1583 |
|
1584 if (f77_exception_encountered) |
4329
|
1585 (*current_liboctave_error_handler) ("unrecoverable error in zgetrf"); |
458
|
1586 else |
|
1587 { |
4330
|
1588 // Throw-away extra info LAPACK gives so as to not change output. |
4509
|
1589 rcond = 0.0; |
|
1590 if (info != 0) |
1948
|
1591 { |
|
1592 info = -1; |
|
1593 retval = ComplexDET (); |
4329
|
1594 } |
|
1595 else |
1948
|
1596 { |
4329
|
1597 if (calc_cond) |
|
1598 { |
4330
|
1599 // Now calc the condition number for non-singular matrix. |
4329
|
1600 char job = '1'; |
|
1601 Array<Complex> z (2*nr); |
|
1602 Complex *pz = z.fortran_vec (); |
|
1603 Array<double> rz (2*nr); |
|
1604 double *prz = rz.fortran_vec (); |
|
1605 |
4552
|
1606 F77_XFCN (zgecon, ZGECON, (F77_CONST_CHAR_ARG2 (&job, 1), |
|
1607 nc, tmp_data, nr, anorm, |
|
1608 rcond, pz, prz, info |
|
1609 F77_CHAR_ARG_LEN (1))); |
4329
|
1610 |
|
1611 if (f77_exception_encountered) |
|
1612 (*current_liboctave_error_handler) |
|
1613 ("unrecoverable error in zgecon"); |
|
1614 } |
|
1615 |
4509
|
1616 if (info != 0) |
4329
|
1617 { |
|
1618 info = -1; |
|
1619 retval = ComplexDET (); |
|
1620 } |
|
1621 else |
|
1622 { |
5634
|
1623 Complex c = 1.0; |
|
1624 int e = 0; |
|
1625 |
|
1626 for (octave_idx_type i = 0; i < nc; i++) |
4329
|
1627 { |
5634
|
1628 if (ipvt(i) != (i+1)) |
|
1629 c = -c; |
|
1630 |
|
1631 c *= atmp(i,i); |
|
1632 |
|
1633 if (c == 0.0) |
|
1634 break; |
|
1635 |
|
1636 while (std::abs(c) < 0.5) |
4329
|
1637 { |
5634
|
1638 c *= 2.0; |
|
1639 e--; |
4329
|
1640 } |
5634
|
1641 |
|
1642 while (std::abs(c) >= 2.0) |
4329
|
1643 { |
5634
|
1644 c /= 2.0; |
|
1645 e++; |
4329
|
1646 } |
|
1647 } |
5634
|
1648 |
|
1649 retval = ComplexDET (c, e); |
4329
|
1650 } |
1948
|
1651 } |
458
|
1652 } |
|
1653 } |
4329
|
1654 |
458
|
1655 return retval; |
|
1656 } |
|
1657 |
|
1658 ComplexMatrix |
5785
|
1659 ComplexMatrix::utsolve (MatrixType &mattype, const ComplexMatrix& b, |
|
1660 octave_idx_type& info, double& rcond, |
|
1661 solve_singularity_handler sing_handler, |
|
1662 bool calc_cond) const |
|
1663 { |
|
1664 ComplexMatrix retval; |
|
1665 |
|
1666 octave_idx_type nr = rows (); |
|
1667 octave_idx_type nc = cols (); |
|
1668 |
|
1669 if (nr == 0 || nc == 0 || nr != b.rows ()) |
|
1670 (*current_liboctave_error_handler) |
|
1671 ("matrix dimension mismatch solution of linear equations"); |
|
1672 else |
|
1673 { |
|
1674 volatile int typ = mattype.type (); |
|
1675 |
|
1676 if (typ == MatrixType::Permuted_Upper || |
|
1677 typ == MatrixType::Upper) |
|
1678 { |
|
1679 octave_idx_type b_nc = b.cols (); |
|
1680 rcond = 1.; |
|
1681 info = 0; |
|
1682 |
|
1683 if (typ == MatrixType::Permuted_Upper) |
|
1684 { |
|
1685 (*current_liboctave_error_handler) |
|
1686 ("Permuted triangular matrix not implemented"); |
|
1687 } |
|
1688 else |
|
1689 { |
|
1690 const Complex *tmp_data = fortran_vec (); |
|
1691 |
|
1692 if (calc_cond) |
|
1693 { |
|
1694 char norm = '1'; |
|
1695 char uplo = 'U'; |
|
1696 char dia = 'N'; |
|
1697 |
|
1698 Array<Complex> z (2 * nc); |
|
1699 Complex *pz = z.fortran_vec (); |
|
1700 Array<double> rz (nc); |
|
1701 double *prz = rz.fortran_vec (); |
|
1702 |
|
1703 F77_XFCN (ztrcon, ZTRCON, (F77_CONST_CHAR_ARG2 (&norm, 1), |
|
1704 F77_CONST_CHAR_ARG2 (&uplo, 1), |
|
1705 F77_CONST_CHAR_ARG2 (&dia, 1), |
|
1706 nr, tmp_data, nr, rcond, |
|
1707 pz, prz, info |
|
1708 F77_CHAR_ARG_LEN (1) |
|
1709 F77_CHAR_ARG_LEN (1) |
|
1710 F77_CHAR_ARG_LEN (1))); |
|
1711 |
|
1712 if (f77_exception_encountered) |
|
1713 (*current_liboctave_error_handler) |
|
1714 ("unrecoverable error in ztrcon"); |
|
1715 |
|
1716 if (info != 0) |
|
1717 info = -2; |
|
1718 |
|
1719 volatile double rcond_plus_one = rcond + 1.0; |
|
1720 |
|
1721 if (rcond_plus_one == 1.0 || xisnan (rcond)) |
|
1722 { |
|
1723 info = -2; |
|
1724 |
|
1725 if (sing_handler) |
|
1726 sing_handler (rcond); |
|
1727 else |
|
1728 (*current_liboctave_error_handler) |
|
1729 ("matrix singular to machine precision, rcond = %g", |
|
1730 rcond); |
|
1731 } |
|
1732 } |
|
1733 |
|
1734 if (info == 0) |
|
1735 { |
|
1736 retval = b; |
|
1737 Complex *result = retval.fortran_vec (); |
|
1738 |
|
1739 char uplo = 'U'; |
|
1740 char trans = 'N'; |
|
1741 char dia = 'N'; |
|
1742 |
|
1743 F77_XFCN (ztrtrs, ZTRTRS, (F77_CONST_CHAR_ARG2 (&uplo, 1), |
|
1744 F77_CONST_CHAR_ARG2 (&trans, 1), |
|
1745 F77_CONST_CHAR_ARG2 (&dia, 1), |
|
1746 nr, b_nc, tmp_data, nr, |
|
1747 result, nr, info |
|
1748 F77_CHAR_ARG_LEN (1) |
|
1749 F77_CHAR_ARG_LEN (1) |
|
1750 F77_CHAR_ARG_LEN (1))); |
|
1751 |
|
1752 if (f77_exception_encountered) |
|
1753 (*current_liboctave_error_handler) |
|
1754 ("unrecoverable error in dtrtrs"); |
|
1755 } |
|
1756 } |
|
1757 } |
|
1758 else |
|
1759 (*current_liboctave_error_handler) ("incorrect matrix type"); |
|
1760 } |
|
1761 |
|
1762 return retval; |
|
1763 } |
|
1764 |
|
1765 ComplexMatrix |
|
1766 ComplexMatrix::ltsolve (MatrixType &mattype, const ComplexMatrix& b, |
|
1767 octave_idx_type& info, double& rcond, |
|
1768 solve_singularity_handler sing_handler, |
|
1769 bool calc_cond) const |
|
1770 { |
|
1771 ComplexMatrix retval; |
|
1772 |
|
1773 octave_idx_type nr = rows (); |
|
1774 octave_idx_type nc = cols (); |
|
1775 |
|
1776 if (nr == 0 || nc == 0 || nr != b.rows ()) |
|
1777 (*current_liboctave_error_handler) |
|
1778 ("matrix dimension mismatch solution of linear equations"); |
|
1779 else |
|
1780 { |
|
1781 volatile int typ = mattype.type (); |
|
1782 |
|
1783 if (typ == MatrixType::Permuted_Lower || |
|
1784 typ == MatrixType::Lower) |
|
1785 { |
|
1786 octave_idx_type b_nc = b.cols (); |
|
1787 rcond = 1.; |
|
1788 info = 0; |
|
1789 |
|
1790 if (typ == MatrixType::Permuted_Lower) |
|
1791 { |
|
1792 (*current_liboctave_error_handler) |
|
1793 ("Permuted triangular matrix not implemented"); |
|
1794 } |
|
1795 else |
|
1796 { |
|
1797 const Complex *tmp_data = fortran_vec (); |
|
1798 |
|
1799 if (calc_cond) |
|
1800 { |
|
1801 char norm = '1'; |
|
1802 char uplo = 'L'; |
|
1803 char dia = 'N'; |
|
1804 |
|
1805 Array<Complex> z (2 * nc); |
|
1806 Complex *pz = z.fortran_vec (); |
|
1807 Array<double> rz (nc); |
|
1808 double *prz = rz.fortran_vec (); |
|
1809 |
|
1810 F77_XFCN (ztrcon, ZTRCON, (F77_CONST_CHAR_ARG2 (&norm, 1), |
|
1811 F77_CONST_CHAR_ARG2 (&uplo, 1), |
|
1812 F77_CONST_CHAR_ARG2 (&dia, 1), |
|
1813 nr, tmp_data, nr, rcond, |
|
1814 pz, prz, info |
|
1815 F77_CHAR_ARG_LEN (1) |
|
1816 F77_CHAR_ARG_LEN (1) |
|
1817 F77_CHAR_ARG_LEN (1))); |
|
1818 |
|
1819 if (f77_exception_encountered) |
|
1820 (*current_liboctave_error_handler) |
|
1821 ("unrecoverable error in ztrcon"); |
|
1822 |
|
1823 if (info != 0) |
|
1824 info = -2; |
|
1825 |
|
1826 volatile double rcond_plus_one = rcond + 1.0; |
|
1827 |
|
1828 if (rcond_plus_one == 1.0 || xisnan (rcond)) |
|
1829 { |
|
1830 info = -2; |
|
1831 |
|
1832 if (sing_handler) |
|
1833 sing_handler (rcond); |
|
1834 else |
|
1835 (*current_liboctave_error_handler) |
|
1836 ("matrix singular to machine precision, rcond = %g", |
|
1837 rcond); |
|
1838 } |
|
1839 } |
|
1840 |
|
1841 if (info == 0) |
|
1842 { |
|
1843 retval = b; |
|
1844 Complex *result = retval.fortran_vec (); |
|
1845 |
|
1846 char uplo = 'L'; |
|
1847 char trans = 'N'; |
|
1848 char dia = 'N'; |
|
1849 |
|
1850 F77_XFCN (ztrtrs, ZTRTRS, (F77_CONST_CHAR_ARG2 (&uplo, 1), |
|
1851 F77_CONST_CHAR_ARG2 (&trans, 1), |
|
1852 F77_CONST_CHAR_ARG2 (&dia, 1), |
|
1853 nr, b_nc, tmp_data, nr, |
|
1854 result, nr, info |
|
1855 F77_CHAR_ARG_LEN (1) |
|
1856 F77_CHAR_ARG_LEN (1) |
|
1857 F77_CHAR_ARG_LEN (1))); |
|
1858 |
|
1859 if (f77_exception_encountered) |
|
1860 (*current_liboctave_error_handler) |
|
1861 ("unrecoverable error in dtrtrs"); |
|
1862 } |
|
1863 } |
|
1864 } |
|
1865 else |
|
1866 (*current_liboctave_error_handler) ("incorrect matrix type"); |
|
1867 } |
|
1868 |
|
1869 return retval; |
|
1870 } |
|
1871 |
|
1872 ComplexMatrix |
|
1873 ComplexMatrix::fsolve (MatrixType &mattype, const ComplexMatrix& b, |
|
1874 octave_idx_type& info, double& rcond, |
|
1875 solve_singularity_handler sing_handler, |
|
1876 bool calc_cond) const |
|
1877 { |
|
1878 ComplexMatrix retval; |
|
1879 |
|
1880 octave_idx_type nr = rows (); |
|
1881 octave_idx_type nc = cols (); |
|
1882 |
|
1883 if (nr == 0 || nc == 0 || nr != nc || nr != b.rows ()) |
|
1884 (*current_liboctave_error_handler) |
|
1885 ("matrix dimension mismatch in solution of linear equations"); |
|
1886 else |
|
1887 { |
|
1888 volatile int typ = mattype.type (); |
|
1889 |
|
1890 // Calculate the norm of the matrix, for later use. |
|
1891 double anorm = -1.; |
|
1892 |
|
1893 if (typ == MatrixType::Hermitian) |
|
1894 { |
|
1895 info = 0; |
|
1896 char job = 'L'; |
|
1897 ComplexMatrix atmp = *this; |
|
1898 Complex *tmp_data = atmp.fortran_vec (); |
|
1899 anorm = atmp.abs().sum().row(static_cast<octave_idx_type>(0)).max(); |
|
1900 |
|
1901 F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 (&job, 1), nr, |
|
1902 tmp_data, nr, info |
|
1903 F77_CHAR_ARG_LEN (1))); |
|
1904 |
|
1905 if (f77_exception_encountered) |
|
1906 (*current_liboctave_error_handler) |
|
1907 ("unrecoverable error in zpotrf"); |
|
1908 else |
|
1909 { |
|
1910 // Throw-away extra info LAPACK gives so as to not change output. |
|
1911 rcond = 0.0; |
|
1912 if (info != 0) |
|
1913 { |
|
1914 info = -2; |
|
1915 |
|
1916 mattype.mark_as_unsymmetric (); |
|
1917 typ = MatrixType::Full; |
|
1918 } |
|
1919 else |
|
1920 { |
|
1921 if (calc_cond) |
|
1922 { |
|
1923 Array<Complex> z (2 * nc); |
|
1924 Complex *pz = z.fortran_vec (); |
|
1925 Array<double> rz (nc); |
|
1926 double *prz = rz.fortran_vec (); |
|
1927 |
|
1928 F77_XFCN (zpocon, ZPOCON, (F77_CONST_CHAR_ARG2 (&job, 1), |
|
1929 nr, tmp_data, nr, anorm, |
|
1930 rcond, pz, prz, info |
|
1931 F77_CHAR_ARG_LEN (1))); |
|
1932 |
|
1933 if (f77_exception_encountered) |
|
1934 (*current_liboctave_error_handler) |
|
1935 ("unrecoverable error in zpocon"); |
|
1936 |
|
1937 if (info != 0) |
|
1938 info = -2; |
|
1939 |
|
1940 volatile double rcond_plus_one = rcond + 1.0; |
|
1941 |
|
1942 if (rcond_plus_one == 1.0 || xisnan (rcond)) |
|
1943 { |
|
1944 info = -2; |
|
1945 |
|
1946 if (sing_handler) |
|
1947 sing_handler (rcond); |
|
1948 else |
|
1949 (*current_liboctave_error_handler) |
|
1950 ("matrix singular to machine precision, rcond = %g", |
|
1951 rcond); |
|
1952 } |
|
1953 } |
|
1954 |
|
1955 if (info == 0) |
|
1956 { |
|
1957 retval = b; |
|
1958 Complex *result = retval.fortran_vec (); |
|
1959 |
|
1960 octave_idx_type b_nc = b.cols (); |
|
1961 |
|
1962 F77_XFCN (zpotrs, ZPOTRS, (F77_CONST_CHAR_ARG2 (&job, 1), |
|
1963 nr, b_nc, tmp_data, nr, |
|
1964 result, b.rows(), info |
|
1965 F77_CHAR_ARG_LEN (1))); |
|
1966 |
|
1967 if (f77_exception_encountered) |
|
1968 (*current_liboctave_error_handler) |
|
1969 ("unrecoverable error in zpotrs"); |
|
1970 } |
|
1971 else |
|
1972 { |
|
1973 mattype.mark_as_unsymmetric (); |
|
1974 typ = MatrixType::Full; |
|
1975 } |
|
1976 } |
|
1977 } |
|
1978 } |
|
1979 |
|
1980 if (typ == MatrixType::Full) |
|
1981 { |
|
1982 info = 0; |
|
1983 |
|
1984 Array<octave_idx_type> ipvt (nr); |
|
1985 octave_idx_type *pipvt = ipvt.fortran_vec (); |
|
1986 |
|
1987 ComplexMatrix atmp = *this; |
|
1988 Complex *tmp_data = atmp.fortran_vec (); |
|
1989 |
|
1990 Array<Complex> z (2 * nc); |
|
1991 Complex *pz = z.fortran_vec (); |
|
1992 Array<double> rz (2 * nc); |
|
1993 double *prz = rz.fortran_vec (); |
|
1994 |
|
1995 // Calculate the norm of the matrix, for later use. |
|
1996 if (anorm < 0.) |
|
1997 anorm = atmp.abs().sum().row(static_cast<octave_idx_type>(0)).max(); |
|
1998 |
|
1999 F77_XFCN (zgetrf, ZGETRF, (nr, nr, tmp_data, nr, pipvt, info)); |
|
2000 |
|
2001 if (f77_exception_encountered) |
|
2002 (*current_liboctave_error_handler) |
|
2003 ("unrecoverable error in zgetrf"); |
|
2004 else |
|
2005 { |
|
2006 // Throw-away extra info LAPACK gives so as to not change output. |
|
2007 rcond = 0.0; |
|
2008 if (info != 0) |
|
2009 { |
|
2010 info = -2; |
|
2011 |
|
2012 if (sing_handler) |
|
2013 sing_handler (rcond); |
|
2014 else |
|
2015 (*current_liboctave_error_handler) |
|
2016 ("matrix singular to machine precision"); |
|
2017 |
|
2018 mattype.mark_as_rectangular (); |
|
2019 } |
|
2020 else |
|
2021 { |
|
2022 if (calc_cond) |
|
2023 { |
|
2024 // Now calculate the condition number for |
|
2025 // non-singular matrix. |
|
2026 char job = '1'; |
|
2027 F77_XFCN (zgecon, ZGECON, (F77_CONST_CHAR_ARG2 (&job, 1), |
|
2028 nc, tmp_data, nr, anorm, |
|
2029 rcond, pz, prz, info |
|
2030 F77_CHAR_ARG_LEN (1))); |
|
2031 |
|
2032 if (f77_exception_encountered) |
|
2033 (*current_liboctave_error_handler) |
|
2034 ("unrecoverable error in zgecon"); |
|
2035 |
|
2036 if (info != 0) |
|
2037 info = -2; |
|
2038 |
|
2039 volatile double rcond_plus_one = rcond + 1.0; |
|
2040 |
|
2041 if (rcond_plus_one == 1.0 || xisnan (rcond)) |
|
2042 { |
|
2043 info = -2; |
|
2044 |
|
2045 if (sing_handler) |
|
2046 sing_handler (rcond); |
|
2047 else |
|
2048 (*current_liboctave_error_handler) |
|
2049 ("matrix singular to machine precision, rcond = %g", |
|
2050 rcond); |
|
2051 } |
|
2052 } |
|
2053 |
|
2054 if (info == 0) |
|
2055 { |
|
2056 retval = b; |
|
2057 Complex *result = retval.fortran_vec (); |
|
2058 |
|
2059 octave_idx_type b_nc = b.cols (); |
|
2060 |
|
2061 char job = 'N'; |
|
2062 F77_XFCN (zgetrs, ZGETRS, (F77_CONST_CHAR_ARG2 (&job, 1), |
|
2063 nr, b_nc, tmp_data, nr, |
|
2064 pipvt, result, b.rows(), info |
|
2065 F77_CHAR_ARG_LEN (1))); |
|
2066 |
|
2067 if (f77_exception_encountered) |
|
2068 (*current_liboctave_error_handler) |
|
2069 ("unrecoverable error in zgetrs"); |
|
2070 } |
|
2071 else |
|
2072 mattype.mark_as_rectangular (); |
|
2073 } |
|
2074 } |
|
2075 } |
|
2076 } |
|
2077 |
|
2078 return retval; |
|
2079 } |
|
2080 |
|
2081 ComplexMatrix |
|
2082 ComplexMatrix::solve (MatrixType &typ, const Matrix& b) const |
|
2083 { |
|
2084 octave_idx_type info; |
|
2085 double rcond; |
|
2086 return solve (typ, b, info, rcond, 0); |
|
2087 } |
|
2088 |
|
2089 ComplexMatrix |
|
2090 ComplexMatrix::solve (MatrixType &typ, const Matrix& b, |
|
2091 octave_idx_type& info) const |
|
2092 { |
|
2093 double rcond; |
|
2094 return solve (typ, b, info, rcond, 0); |
|
2095 } |
|
2096 |
|
2097 ComplexMatrix |
|
2098 ComplexMatrix::solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, |
|
2099 double& rcond) const |
|
2100 { |
|
2101 return solve (typ, b, info, rcond, 0); |
|
2102 } |
|
2103 |
|
2104 ComplexMatrix |
|
2105 ComplexMatrix::solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, |
|
2106 double& rcond, solve_singularity_handler sing_handler, |
|
2107 bool singular_fallback) const |
|
2108 { |
|
2109 ComplexMatrix tmp (b); |
|
2110 return solve (typ, tmp, info, rcond, sing_handler, singular_fallback); |
|
2111 } |
|
2112 |
|
2113 ComplexMatrix |
|
2114 ComplexMatrix::solve (MatrixType &typ, const ComplexMatrix& b) const |
|
2115 { |
|
2116 octave_idx_type info; |
|
2117 double rcond; |
|
2118 return solve (typ, b, info, rcond, 0); |
|
2119 } |
|
2120 |
|
2121 ComplexMatrix |
|
2122 ComplexMatrix::solve (MatrixType &typ, const ComplexMatrix& b, |
|
2123 octave_idx_type& info) const |
|
2124 { |
|
2125 double rcond; |
|
2126 return solve (typ, b, info, rcond, 0); |
|
2127 } |
|
2128 |
|
2129 ComplexMatrix |
|
2130 ComplexMatrix::solve (MatrixType &typ, const ComplexMatrix& b, |
|
2131 octave_idx_type& info, double& rcond) const |
|
2132 { |
|
2133 return solve (typ, b, info, rcond, 0); |
|
2134 } |
|
2135 |
|
2136 ComplexMatrix |
|
2137 ComplexMatrix::solve (MatrixType &mattype, const ComplexMatrix& b, |
|
2138 octave_idx_type& info, double& rcond, |
|
2139 solve_singularity_handler sing_handler, |
|
2140 bool singular_fallback) const |
|
2141 { |
|
2142 ComplexMatrix retval; |
|
2143 int typ = mattype.type (); |
|
2144 |
|
2145 if (typ == MatrixType::Unknown) |
|
2146 typ = mattype.type (*this); |
|
2147 |
|
2148 // Only calculate the condition number for LU/Cholesky |
|
2149 if (typ == MatrixType::Upper || typ == MatrixType::Permuted_Upper) |
|
2150 retval = utsolve (mattype, b, info, rcond, sing_handler, false); |
|
2151 else if (typ == MatrixType::Lower || typ == MatrixType::Permuted_Lower) |
|
2152 retval = ltsolve (mattype, b, info, rcond, sing_handler, false); |
|
2153 else if (typ == MatrixType::Full || typ == MatrixType::Hermitian) |
|
2154 retval = fsolve (mattype, b, info, rcond, sing_handler, true); |
|
2155 else if (typ != MatrixType::Rectangular) |
|
2156 { |
|
2157 (*current_liboctave_error_handler) ("unknown matrix type"); |
|
2158 return ComplexMatrix (); |
|
2159 } |
|
2160 |
|
2161 // Rectangular or one of the above solvers flags a singular matrix |
|
2162 if (singular_fallback && mattype.type () == MatrixType::Rectangular) |
|
2163 { |
|
2164 octave_idx_type rank; |
|
2165 retval = lssolve (b, info, rank); |
|
2166 } |
|
2167 |
|
2168 return retval; |
|
2169 } |
|
2170 |
|
2171 ComplexColumnVector |
|
2172 ComplexMatrix::solve (MatrixType &typ, const ColumnVector& b) const |
|
2173 { |
|
2174 octave_idx_type info; |
|
2175 double rcond; |
|
2176 return solve (typ, ComplexColumnVector (b), info, rcond, 0); |
|
2177 } |
|
2178 |
|
2179 ComplexColumnVector |
|
2180 ComplexMatrix::solve (MatrixType &typ, const ColumnVector& b, |
|
2181 octave_idx_type& info) const |
|
2182 { |
|
2183 double rcond; |
|
2184 return solve (typ, ComplexColumnVector (b), info, rcond, 0); |
|
2185 } |
|
2186 |
|
2187 ComplexColumnVector |
|
2188 ComplexMatrix::solve (MatrixType &typ, const ColumnVector& b, |
|
2189 octave_idx_type& info, double& rcond) const |
|
2190 { |
|
2191 return solve (typ, ComplexColumnVector (b), info, rcond, 0); |
|
2192 } |
|
2193 |
|
2194 ComplexColumnVector |
|
2195 ComplexMatrix::solve (MatrixType &typ, const ColumnVector& b, |
|
2196 octave_idx_type& info, double& rcond, |
|
2197 solve_singularity_handler sing_handler) const |
|
2198 { |
|
2199 return solve (typ, ComplexColumnVector (b), info, rcond, sing_handler); |
|
2200 } |
|
2201 |
|
2202 ComplexColumnVector |
|
2203 ComplexMatrix::solve (MatrixType &typ, const ComplexColumnVector& b) const |
|
2204 { |
|
2205 octave_idx_type info; |
|
2206 double rcond; |
|
2207 return solve (typ, b, info, rcond, 0); |
|
2208 } |
|
2209 |
|
2210 ComplexColumnVector |
|
2211 ComplexMatrix::solve (MatrixType &typ, const ComplexColumnVector& b, |
|
2212 octave_idx_type& info) const |
|
2213 { |
|
2214 double rcond; |
|
2215 return solve (typ, b, info, rcond, 0); |
|
2216 } |
|
2217 |
|
2218 ComplexColumnVector |
|
2219 ComplexMatrix::solve (MatrixType &typ, const ComplexColumnVector& b, |
|
2220 octave_idx_type& info, double& rcond) const |
|
2221 { |
|
2222 return solve (typ, b, info, rcond, 0); |
|
2223 } |
|
2224 |
|
2225 ComplexColumnVector |
|
2226 ComplexMatrix::solve (MatrixType &typ, const ComplexColumnVector& b, |
|
2227 octave_idx_type& info, double& rcond, |
|
2228 solve_singularity_handler sing_handler) const |
|
2229 { |
|
2230 |
|
2231 ComplexMatrix tmp (b); |
|
2232 return solve (typ, tmp, info, rcond, sing_handler).column(static_cast<octave_idx_type> (0)); |
|
2233 } |
|
2234 |
|
2235 ComplexMatrix |
458
|
2236 ComplexMatrix::solve (const Matrix& b) const |
|
2237 { |
5275
|
2238 octave_idx_type info; |
458
|
2239 double rcond; |
3480
|
2240 return solve (b, info, rcond, 0); |
458
|
2241 } |
|
2242 |
|
2243 ComplexMatrix |
5275
|
2244 ComplexMatrix::solve (const Matrix& b, octave_idx_type& info) const |
458
|
2245 { |
|
2246 double rcond; |
3480
|
2247 return solve (b, info, rcond, 0); |
458
|
2248 } |
|
2249 |
|
2250 ComplexMatrix |
5275
|
2251 ComplexMatrix::solve (const Matrix& b, octave_idx_type& info, double& rcond) const |
458
|
2252 { |
3480
|
2253 return solve (b, info, rcond, 0); |
|
2254 } |
|
2255 |
|
2256 ComplexMatrix |
5275
|
2257 ComplexMatrix::solve (const Matrix& b, octave_idx_type& info, double& rcond, |
3480
|
2258 solve_singularity_handler sing_handler) const |
|
2259 { |
458
|
2260 ComplexMatrix tmp (b); |
3480
|
2261 return solve (tmp, info, rcond, sing_handler); |
458
|
2262 } |
|
2263 |
|
2264 ComplexMatrix |
|
2265 ComplexMatrix::solve (const ComplexMatrix& b) const |
|
2266 { |
5275
|
2267 octave_idx_type info; |
458
|
2268 double rcond; |
3480
|
2269 return solve (b, info, rcond, 0); |
458
|
2270 } |
|
2271 |
|
2272 ComplexMatrix |
5275
|
2273 ComplexMatrix::solve (const ComplexMatrix& b, octave_idx_type& info) const |
458
|
2274 { |
|
2275 double rcond; |
3480
|
2276 return solve (b, info, rcond, 0); |
458
|
2277 } |
3480
|
2278 |
458
|
2279 ComplexMatrix |
5275
|
2280 ComplexMatrix::solve (const ComplexMatrix& b, octave_idx_type& info, double& rcond) const |
458
|
2281 { |
3480
|
2282 return solve (b, info, rcond, 0); |
|
2283 } |
|
2284 |
|
2285 ComplexMatrix |
5275
|
2286 ComplexMatrix::solve (const ComplexMatrix& b, octave_idx_type& info, double& rcond, |
3480
|
2287 solve_singularity_handler sing_handler) const |
|
2288 { |
5785
|
2289 MatrixType mattype (*this); |
6060
|
2290 return solve (mattype, b, info, rcond, sing_handler); |
458
|
2291 } |
|
2292 |
|
2293 ComplexColumnVector |
3585
|
2294 ComplexMatrix::solve (const ColumnVector& b) const |
|
2295 { |
5275
|
2296 octave_idx_type info; |
3585
|
2297 double rcond; |
|
2298 return solve (ComplexColumnVector (b), info, rcond, 0); |
|
2299 } |
|
2300 |
|
2301 ComplexColumnVector |
5275
|
2302 ComplexMatrix::solve (const ColumnVector& b, octave_idx_type& info) const |
3585
|
2303 { |
|
2304 double rcond; |
|
2305 return solve (ComplexColumnVector (b), info, rcond, 0); |
|
2306 } |
|
2307 |
|
2308 ComplexColumnVector |
5785
|
2309 ComplexMatrix::solve (const ColumnVector& b, octave_idx_type& info, |
|
2310 double& rcond) const |
3585
|
2311 { |
|
2312 return solve (ComplexColumnVector (b), info, rcond, 0); |
|
2313 } |
|
2314 |
|
2315 ComplexColumnVector |
5785
|
2316 ComplexMatrix::solve (const ColumnVector& b, octave_idx_type& info, |
|
2317 double& rcond, |
3585
|
2318 solve_singularity_handler sing_handler) const |
|
2319 { |
|
2320 return solve (ComplexColumnVector (b), info, rcond, sing_handler); |
|
2321 } |
|
2322 |
|
2323 ComplexColumnVector |
458
|
2324 ComplexMatrix::solve (const ComplexColumnVector& b) const |
|
2325 { |
5275
|
2326 octave_idx_type info; |
458
|
2327 double rcond; |
3480
|
2328 return solve (b, info, rcond, 0); |
458
|
2329 } |
|
2330 |
|
2331 ComplexColumnVector |
5275
|
2332 ComplexMatrix::solve (const ComplexColumnVector& b, octave_idx_type& info) const |
458
|
2333 { |
|
2334 double rcond; |
3480
|
2335 return solve (b, info, rcond, 0); |
458
|
2336 } |
|
2337 |
|
2338 ComplexColumnVector |
5275
|
2339 ComplexMatrix::solve (const ComplexColumnVector& b, octave_idx_type& info, |
532
|
2340 double& rcond) const |
458
|
2341 { |
3480
|
2342 return solve (b, info, rcond, 0); |
|
2343 } |
|
2344 |
|
2345 ComplexColumnVector |
5275
|
2346 ComplexMatrix::solve (const ComplexColumnVector& b, octave_idx_type& info, |
3480
|
2347 double& rcond, |
|
2348 solve_singularity_handler sing_handler) const |
|
2349 { |
5785
|
2350 MatrixType mattype (*this); |
|
2351 return solve (mattype, b, info, rcond, sing_handler); |
458
|
2352 } |
|
2353 |
|
2354 ComplexMatrix |
3585
|
2355 ComplexMatrix::lssolve (const Matrix& b) const |
|
2356 { |
5275
|
2357 octave_idx_type info; |
|
2358 octave_idx_type rank; |
3585
|
2359 return lssolve (ComplexMatrix (b), info, rank); |
|
2360 } |
|
2361 |
|
2362 ComplexMatrix |
5275
|
2363 ComplexMatrix::lssolve (const Matrix& b, octave_idx_type& info) const |
3585
|
2364 { |
5275
|
2365 octave_idx_type rank; |
3585
|
2366 return lssolve (ComplexMatrix (b), info, rank); |
|
2367 } |
|
2368 |
|
2369 ComplexMatrix |
5275
|
2370 ComplexMatrix::lssolve (const Matrix& b, octave_idx_type& info, octave_idx_type& rank) const |
3585
|
2371 { |
|
2372 return lssolve (ComplexMatrix (b), info, rank); |
|
2373 } |
|
2374 |
|
2375 ComplexMatrix |
458
|
2376 ComplexMatrix::lssolve (const ComplexMatrix& b) const |
|
2377 { |
5275
|
2378 octave_idx_type info; |
|
2379 octave_idx_type rank; |
458
|
2380 return lssolve (b, info, rank); |
|
2381 } |
|
2382 |
|
2383 ComplexMatrix |
5275
|
2384 ComplexMatrix::lssolve (const ComplexMatrix& b, octave_idx_type& info) const |
458
|
2385 { |
5275
|
2386 octave_idx_type rank; |
458
|
2387 return lssolve (b, info, rank); |
|
2388 } |
|
2389 |
|
2390 ComplexMatrix |
5275
|
2391 ComplexMatrix::lssolve (const ComplexMatrix& b, octave_idx_type& info, octave_idx_type& rank) const |
458
|
2392 { |
1948
|
2393 ComplexMatrix retval; |
|
2394 |
5275
|
2395 octave_idx_type nrhs = b.cols (); |
|
2396 |
|
2397 octave_idx_type m = rows (); |
|
2398 octave_idx_type n = cols (); |
458
|
2399 |
|
2400 if (m == 0 || n == 0 || m != b.rows ()) |
1948
|
2401 (*current_liboctave_error_handler) |
|
2402 ("matrix dimension mismatch solution of linear equations"); |
|
2403 else |
458
|
2404 { |
1948
|
2405 ComplexMatrix atmp = *this; |
|
2406 Complex *tmp_data = atmp.fortran_vec (); |
|
2407 |
5275
|
2408 octave_idx_type nrr = m > n ? m : n; |
1948
|
2409 ComplexMatrix result (nrr, nrhs); |
|
2410 |
5275
|
2411 for (octave_idx_type j = 0; j < nrhs; j++) |
|
2412 for (octave_idx_type i = 0; i < m; i++) |
1948
|
2413 result.elem (i, j) = b.elem (i, j); |
|
2414 |
|
2415 Complex *presult = result.fortran_vec (); |
|
2416 |
5275
|
2417 octave_idx_type len_s = m < n ? m : n; |
1948
|
2418 Array<double> s (len_s); |
|
2419 double *ps = s.fortran_vec (); |
2563
|
2420 |
1948
|
2421 double rcond = -1.0; |
2563
|
2422 |
5275
|
2423 octave_idx_type lrwork = (5 * (m < n ? m : n)) - 4; |
1948
|
2424 lrwork = lrwork > 1 ? lrwork : 1; |
|
2425 Array<double> rwork (lrwork); |
|
2426 double *prwork = rwork.fortran_vec (); |
|
2427 |
3752
|
2428 // Ask ZGELSS what the dimension of WORK should be. |
|
2429 |
5275
|
2430 octave_idx_type lwork = -1; |
3752
|
2431 |
|
2432 Array<Complex> work (1); |
|
2433 |
1948
|
2434 F77_XFCN (zgelss, ZGELSS, (m, n, nrhs, tmp_data, m, presult, |
3752
|
2435 nrr, ps, rcond, rank, |
|
2436 work.fortran_vec (), lwork, prwork, |
|
2437 info)); |
1948
|
2438 |
|
2439 if (f77_exception_encountered) |
|
2440 (*current_liboctave_error_handler) ("unrecoverable error in zgelss"); |
|
2441 else |
|
2442 { |
5315
|
2443 lwork = static_cast<octave_idx_type> (std::real (work(0))); |
3752
|
2444 work.resize (lwork); |
|
2445 |
|
2446 F77_XFCN (zgelss, ZGELSS, (m, n, nrhs, tmp_data, m, presult, |
|
2447 nrr, ps, rcond, rank, |
|
2448 work.fortran_vec (), lwork, |
|
2449 prwork, info)); |
|
2450 |
|
2451 if (f77_exception_encountered) |
|
2452 (*current_liboctave_error_handler) |
|
2453 ("unrecoverable error in zgelss"); |
|
2454 else |
|
2455 { |
|
2456 retval.resize (n, nrhs); |
5275
|
2457 for (octave_idx_type j = 0; j < nrhs; j++) |
|
2458 for (octave_idx_type i = 0; i < n; i++) |
3752
|
2459 retval.elem (i, j) = result.elem (i, j); |
|
2460 } |
1948
|
2461 } |
458
|
2462 } |
|
2463 |
|
2464 return retval; |
|
2465 } |
|
2466 |
|
2467 ComplexColumnVector |
3585
|
2468 ComplexMatrix::lssolve (const ColumnVector& b) const |
|
2469 { |
5275
|
2470 octave_idx_type info; |
|
2471 octave_idx_type rank; |
3585
|
2472 return lssolve (ComplexColumnVector (b), info, rank); |
|
2473 } |
|
2474 |
|
2475 ComplexColumnVector |
5275
|
2476 ComplexMatrix::lssolve (const ColumnVector& b, octave_idx_type& info) const |
3585
|
2477 { |
5275
|
2478 octave_idx_type rank; |
3585
|
2479 return lssolve (ComplexColumnVector (b), info, rank); |
|
2480 } |
|
2481 |
|
2482 ComplexColumnVector |
5275
|
2483 ComplexMatrix::lssolve (const ColumnVector& b, octave_idx_type& info, octave_idx_type& rank) const |
3585
|
2484 { |
|
2485 return lssolve (ComplexColumnVector (b), info, rank); |
|
2486 } |
|
2487 |
|
2488 ComplexColumnVector |
458
|
2489 ComplexMatrix::lssolve (const ComplexColumnVector& b) const |
|
2490 { |
5275
|
2491 octave_idx_type info; |
|
2492 octave_idx_type rank; |
458
|
2493 return lssolve (b, info, rank); |
|
2494 } |
|
2495 |
|
2496 ComplexColumnVector |
5275
|
2497 ComplexMatrix::lssolve (const ComplexColumnVector& b, octave_idx_type& info) const |
458
|
2498 { |
5275
|
2499 octave_idx_type rank; |
458
|
2500 return lssolve (b, info, rank); |
|
2501 } |
|
2502 |
|
2503 ComplexColumnVector |
5275
|
2504 ComplexMatrix::lssolve (const ComplexColumnVector& b, octave_idx_type& info, |
|
2505 octave_idx_type& rank) const |
458
|
2506 { |
1948
|
2507 ComplexColumnVector retval; |
|
2508 |
5275
|
2509 octave_idx_type nrhs = 1; |
|
2510 |
|
2511 octave_idx_type m = rows (); |
|
2512 octave_idx_type n = cols (); |
458
|
2513 |
|
2514 if (m == 0 || n == 0 || m != b.length ()) |
1948
|
2515 (*current_liboctave_error_handler) |
|
2516 ("matrix dimension mismatch solution of least squares problem"); |
|
2517 else |
458
|
2518 { |
1948
|
2519 ComplexMatrix atmp = *this; |
|
2520 Complex *tmp_data = atmp.fortran_vec (); |
|
2521 |
5275
|
2522 octave_idx_type nrr = m > n ? m : n; |
1948
|
2523 ComplexColumnVector result (nrr); |
|
2524 |
5275
|
2525 for (octave_idx_type i = 0; i < m; i++) |
1948
|
2526 result.elem (i) = b.elem (i); |
|
2527 |
|
2528 Complex *presult = result.fortran_vec (); |
|
2529 |
5275
|
2530 octave_idx_type len_s = m < n ? m : n; |
1948
|
2531 Array<double> s (len_s); |
|
2532 double *ps = s.fortran_vec (); |
|
2533 |
|
2534 double rcond = -1.0; |
|
2535 |
5275
|
2536 octave_idx_type lrwork = (5 * (m < n ? m : n)) - 4; |
1948
|
2537 lrwork = lrwork > 1 ? lrwork : 1; |
|
2538 Array<double> rwork (lrwork); |
|
2539 double *prwork = rwork.fortran_vec (); |
|
2540 |
3752
|
2541 // Ask ZGELSS what the dimension of WORK should be. |
|
2542 |
5275
|
2543 octave_idx_type lwork = -1; |
3752
|
2544 |
|
2545 Array<Complex> work (1); |
|
2546 |
1948
|
2547 F77_XFCN (zgelss, ZGELSS, (m, n, nrhs, tmp_data, m, presult, |
3752
|
2548 nrr, ps, rcond, rank, |
|
2549 work.fortran_vec (), lwork, prwork, |
|
2550 info)); |
1948
|
2551 |
|
2552 if (f77_exception_encountered) |
|
2553 (*current_liboctave_error_handler) ("unrecoverable error in zgelss"); |
|
2554 else |
|
2555 { |
5315
|
2556 lwork = static_cast<int> (std::real (work(0))); |
3752
|
2557 work.resize (lwork); |
|
2558 |
|
2559 F77_XFCN (zgelss, ZGELSS, (m, n, nrhs, tmp_data, m, presult, |
|
2560 nrr, ps, rcond, rank, |
|
2561 work.fortran_vec (), lwork, |
|
2562 prwork, info)); |
|
2563 |
|
2564 if (f77_exception_encountered) |
|
2565 (*current_liboctave_error_handler) |
|
2566 ("unrecoverable error in zgelss"); |
|
2567 else |
|
2568 { |
|
2569 retval.resize (n); |
5275
|
2570 for (octave_idx_type i = 0; i < n; i++) |
3752
|
2571 retval.elem (i) = result.elem (i); |
|
2572 } |
1948
|
2573 } |
458
|
2574 } |
|
2575 |
|
2576 return retval; |
|
2577 } |
|
2578 |
1819
|
2579 // Constants for matrix exponential calculation. |
|
2580 |
|
2581 static double padec [] = |
|
2582 { |
|
2583 5.0000000000000000e-1, |
|
2584 1.1666666666666667e-1, |
|
2585 1.6666666666666667e-2, |
|
2586 1.6025641025641026e-3, |
|
2587 1.0683760683760684e-4, |
|
2588 4.8562548562548563e-6, |
|
2589 1.3875013875013875e-7, |
|
2590 1.9270852604185938e-9, |
|
2591 }; |
|
2592 |
|
2593 ComplexMatrix |
|
2594 ComplexMatrix::expm (void) const |
|
2595 { |
|
2596 ComplexMatrix retval; |
|
2597 |
|
2598 ComplexMatrix m = *this; |
|
2599 |
5275
|
2600 octave_idx_type nc = columns (); |
1819
|
2601 |
3130
|
2602 // Preconditioning step 1: trace normalization to reduce dynamic |
|
2603 // range of poles, but avoid making stable eigenvalues unstable. |
|
2604 |
1819
|
2605 // trace shift value |
|
2606 Complex trshift = 0.0; |
|
2607 |
5275
|
2608 for (octave_idx_type i = 0; i < nc; i++) |
1819
|
2609 trshift += m.elem (i, i); |
|
2610 |
|
2611 trshift /= nc; |
|
2612 |
3130
|
2613 if (trshift.real () < 0.0) |
|
2614 trshift = trshift.imag (); |
|
2615 |
5275
|
2616 for (octave_idx_type i = 0; i < nc; i++) |
1819
|
2617 m.elem (i, i) -= trshift; |
|
2618 |
|
2619 // Preconditioning step 2: eigenvalue balancing. |
3331
|
2620 // code follows development in AEPBAL |
|
2621 |
|
2622 Complex *mp = m.fortran_vec (); |
3467
|
2623 |
5275
|
2624 octave_idx_type info, ilo, ihi,ilos,ihis; |
3468
|
2625 Array<double> dpermute (nc); |
|
2626 Array<double> dscale (nc); |
|
2627 |
5775
|
2628 // FIXME -- should pass job as a parameter in expm |
3468
|
2629 |
|
2630 // Permute first |
|
2631 char job = 'P'; |
4552
|
2632 F77_XFCN (zgebal, ZGEBAL, (F77_CONST_CHAR_ARG2 (&job, 1), |
|
2633 nc, mp, nc, ilo, ihi, |
|
2634 dpermute.fortran_vec (), info |
|
2635 F77_CHAR_ARG_LEN (1))); |
3331
|
2636 |
|
2637 if (f77_exception_encountered) |
|
2638 { |
|
2639 (*current_liboctave_error_handler) ("unrecoverable error in zgebal"); |
|
2640 return retval; |
|
2641 } |
|
2642 |
3468
|
2643 // then scale |
|
2644 job = 'S'; |
4552
|
2645 F77_XFCN (zgebal, ZGEBAL, (F77_CONST_CHAR_ARG2 (&job, 1), |
|
2646 nc, mp, nc, ilos, ihis, |
|
2647 dscale.fortran_vec (), info |
|
2648 F77_CHAR_ARG_LEN (1))); |
3331
|
2649 |
|
2650 if (f77_exception_encountered) |
|
2651 { |
3467
|
2652 (*current_liboctave_error_handler) ("unrecoverable error in zgebal"); |
3331
|
2653 return retval; |
|
2654 } |
1819
|
2655 |
|
2656 // Preconditioning step 3: scaling. |
|
2657 |
|
2658 ColumnVector work (nc); |
3130
|
2659 double inf_norm; |
|
2660 |
4552
|
2661 F77_XFCN (xzlange, XZLANGE, (F77_CONST_CHAR_ARG2 ("I", 1), |
|
2662 nc, nc, m.fortran_vec (), nc, |
|
2663 work.fortran_vec (), inf_norm |
|
2664 F77_CHAR_ARG_LEN (1))); |
3331
|
2665 |
|
2666 if (f77_exception_encountered) |
|
2667 { |
|
2668 (*current_liboctave_error_handler) ("unrecoverable error in zlange"); |
|
2669 return retval; |
|
2670 } |
1819
|
2671 |
2800
|
2672 int sqpow = (inf_norm > 0.0 |
|
2673 ? static_cast<int> (1.0 + log (inf_norm) / log (2.0)) : 0); |
1819
|
2674 |
|
2675 // Check whether we need to square at all. |
|
2676 |
|
2677 if (sqpow < 0) |
|
2678 sqpow = 0; |
|
2679 |
|
2680 if (sqpow > 0) |
|
2681 { |
|
2682 double scale_factor = 1.0; |
5275
|
2683 for (octave_idx_type i = 0; i < sqpow; i++) |
1819
|
2684 scale_factor *= 2.0; |
|
2685 |
|
2686 m = m / scale_factor; |
|
2687 } |
|
2688 |
|
2689 // npp, dpp: pade' approx polynomial matrices. |
|
2690 |
|
2691 ComplexMatrix npp (nc, nc, 0.0); |
|
2692 ComplexMatrix dpp = npp; |
|
2693 |
|
2694 // Now powers a^8 ... a^1. |
|
2695 |
|
2696 int minus_one_j = -1; |
5275
|
2697 for (octave_idx_type j = 7; j >= 0; j--) |
1819
|
2698 { |
|
2699 npp = m * npp + m * padec[j]; |
|
2700 dpp = m * dpp + m * (minus_one_j * padec[j]); |
|
2701 minus_one_j *= -1; |
|
2702 } |
|
2703 |
|
2704 // Zero power. |
|
2705 |
|
2706 dpp = -dpp; |
5275
|
2707 for (octave_idx_type j = 0; j < nc; j++) |
1819
|
2708 { |
|
2709 npp.elem (j, j) += 1.0; |
|
2710 dpp.elem (j, j) += 1.0; |
|
2711 } |
|
2712 |
|
2713 // Compute pade approximation = inverse (dpp) * npp. |
|
2714 |
|
2715 retval = dpp.solve (npp); |
|
2716 |
|
2717 // Reverse preconditioning step 3: repeated squaring. |
|
2718 |
|
2719 while (sqpow) |
|
2720 { |
|
2721 retval = retval * retval; |
|
2722 sqpow--; |
|
2723 } |
|
2724 |
|
2725 // Reverse preconditioning step 2: inverse balancing. |
3467
|
2726 // Done in two steps: inverse scaling, then inverse permutation |
|
2727 |
|
2728 // inverse scaling (diagonal transformation) |
5275
|
2729 for (octave_idx_type i = 0; i < nc; i++) |
|
2730 for (octave_idx_type j = 0; j < nc; j++) |
3468
|
2731 retval(i,j) *= dscale(i) / dscale(j); |
3467
|
2732 |
4153
|
2733 OCTAVE_QUIT; |
|
2734 |
3467
|
2735 // construct balancing permutation vector |
4593
|
2736 Array<int> iperm (nc); |
5275
|
2737 for (octave_idx_type i = 0; i < nc; i++) |
4593
|
2738 iperm(i) = i; // initialize to identity permutation |
3467
|
2739 |
|
2740 // leading permutations in forward order |
5275
|
2741 for (octave_idx_type i = 0; i < (ilo-1); i++) |
3468
|
2742 { |
5275
|
2743 octave_idx_type swapidx = static_cast<int> (dpermute(i)) - 1; |
|
2744 octave_idx_type tmp = iperm(i); |
4593
|
2745 iperm(i) = iperm(swapidx); |
|
2746 iperm(swapidx) = tmp; |
3468
|
2747 } |
3467
|
2748 |
|
2749 // trailing permutations must be done in reverse order |
5275
|
2750 for (octave_idx_type i = nc - 1; i >= ihi; i--) |
3468
|
2751 { |
5275
|
2752 octave_idx_type swapidx = static_cast<int> (dpermute(i)) - 1; |
|
2753 octave_idx_type tmp = iperm(i); |
4593
|
2754 iperm(i) = iperm(swapidx); |
|
2755 iperm(swapidx) = tmp; |
3468
|
2756 } |
3467
|
2757 |
|
2758 // construct inverse balancing permutation vector |
3468
|
2759 Array<int> invpvec (nc); |
5275
|
2760 for (octave_idx_type i = 0; i < nc; i++) |
4593
|
2761 invpvec(iperm(i)) = i; // Thanks to R. A. Lippert for this method |
3467
|
2762 |
4153
|
2763 OCTAVE_QUIT; |
|
2764 |
3467
|
2765 ComplexMatrix tmpMat = retval; |
5275
|
2766 for (octave_idx_type i = 0; i < nc; i++) |
|
2767 for (octave_idx_type j = 0; j < nc; j++) |
3468
|
2768 retval(i,j) = tmpMat(invpvec(i),invpvec(j)); |
1819
|
2769 |
|
2770 // Reverse preconditioning step 1: fix trace normalization. |
|
2771 |
3130
|
2772 return exp (trshift) * retval; |
1819
|
2773 } |
|
2774 |
1205
|
2775 // column vector by row vector -> matrix operations |
|
2776 |
|
2777 ComplexMatrix |
|
2778 operator * (const ColumnVector& v, const ComplexRowVector& a) |
|
2779 { |
|
2780 ComplexColumnVector tmp (v); |
|
2781 return tmp * a; |
|
2782 } |
|
2783 |
|
2784 ComplexMatrix |
|
2785 operator * (const ComplexColumnVector& a, const RowVector& b) |
|
2786 { |
|
2787 ComplexRowVector tmp (b); |
|
2788 return a * tmp; |
|
2789 } |
|
2790 |
|
2791 ComplexMatrix |
|
2792 operator * (const ComplexColumnVector& v, const ComplexRowVector& a) |
|
2793 { |
1948
|
2794 ComplexMatrix retval; |
|
2795 |
5275
|
2796 octave_idx_type len = v.length (); |
3233
|
2797 |
|
2798 if (len != 0) |
1205
|
2799 { |
5275
|
2800 octave_idx_type a_len = a.length (); |
3233
|
2801 |
|
2802 retval.resize (len, a_len); |
|
2803 Complex *c = retval.fortran_vec (); |
|
2804 |
4552
|
2805 F77_XFCN (zgemm, ZGEMM, (F77_CONST_CHAR_ARG2 ("N", 1), |
|
2806 F77_CONST_CHAR_ARG2 ("N", 1), |
|
2807 len, a_len, 1, 1.0, v.data (), len, |
|
2808 a.data (), 1, 0.0, c, len |
|
2809 F77_CHAR_ARG_LEN (1) |
|
2810 F77_CHAR_ARG_LEN (1))); |
3233
|
2811 |
|
2812 if (f77_exception_encountered) |
|
2813 (*current_liboctave_error_handler) |
|
2814 ("unrecoverable error in zgemm"); |
1205
|
2815 } |
|
2816 |
1948
|
2817 return retval; |
1205
|
2818 } |
|
2819 |
458
|
2820 // matrix by diagonal matrix -> matrix operations |
|
2821 |
|
2822 ComplexMatrix& |
|
2823 ComplexMatrix::operator += (const DiagMatrix& a) |
|
2824 { |
5275
|
2825 octave_idx_type nr = rows (); |
|
2826 octave_idx_type nc = cols (); |
|
2827 |
|
2828 octave_idx_type a_nr = rows (); |
|
2829 octave_idx_type a_nc = cols (); |
2384
|
2830 |
|
2831 if (nr != a_nr || nc != a_nc) |
458
|
2832 { |
2384
|
2833 gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc); |
889
|
2834 return *this; |
458
|
2835 } |
|
2836 |
5275
|
2837 for (octave_idx_type i = 0; i < a.length (); i++) |
458
|
2838 elem (i, i) += a.elem (i, i); |
|
2839 |
|
2840 return *this; |
|
2841 } |
|
2842 |
|
2843 ComplexMatrix& |
|
2844 ComplexMatrix::operator -= (const DiagMatrix& a) |
|
2845 { |
5275
|
2846 octave_idx_type nr = rows (); |
|
2847 octave_idx_type nc = cols (); |
|
2848 |
|
2849 octave_idx_type a_nr = rows (); |
|
2850 octave_idx_type a_nc = cols (); |
2384
|
2851 |
|
2852 if (nr != a_nr || nc != a_nc) |
458
|
2853 { |
2384
|
2854 gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc); |
889
|
2855 return *this; |
458
|
2856 } |
|
2857 |
5275
|
2858 for (octave_idx_type i = 0; i < a.length (); i++) |
458
|
2859 elem (i, i) -= a.elem (i, i); |
|
2860 |
|
2861 return *this; |
|
2862 } |
|
2863 |
|
2864 ComplexMatrix& |
|
2865 ComplexMatrix::operator += (const ComplexDiagMatrix& a) |
|
2866 { |
5275
|
2867 octave_idx_type nr = rows (); |
|
2868 octave_idx_type nc = cols (); |
|
2869 |
|
2870 octave_idx_type a_nr = rows (); |
|
2871 octave_idx_type a_nc = cols (); |
2384
|
2872 |
|
2873 if (nr != a_nr || nc != a_nc) |
458
|
2874 { |
2384
|
2875 gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc); |
889
|
2876 return *this; |
458
|
2877 } |
|
2878 |
5275
|
2879 for (octave_idx_type i = 0; i < a.length (); i++) |
458
|
2880 elem (i, i) += a.elem (i, i); |
|
2881 |
|
2882 return *this; |
|
2883 } |
|
2884 |
|
2885 ComplexMatrix& |
|
2886 ComplexMatrix::operator -= (const ComplexDiagMatrix& a) |
|
2887 { |
5275
|
2888 octave_idx_type nr = rows (); |
|
2889 octave_idx_type nc = cols (); |
|
2890 |
|
2891 octave_idx_type a_nr = rows (); |
|
2892 octave_idx_type a_nc = cols (); |
2384
|
2893 |
|
2894 if (nr != a_nr || nc != a_nc) |
458
|
2895 { |
2384
|
2896 gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc); |
889
|
2897 return *this; |
458
|
2898 } |
|
2899 |
5275
|
2900 for (octave_idx_type i = 0; i < a.length (); i++) |
458
|
2901 elem (i, i) -= a.elem (i, i); |
|
2902 |
|
2903 return *this; |
|
2904 } |
|
2905 |
|
2906 // matrix by matrix -> matrix operations |
|
2907 |
|
2908 ComplexMatrix& |
|
2909 ComplexMatrix::operator += (const Matrix& a) |
|
2910 { |
5275
|
2911 octave_idx_type nr = rows (); |
|
2912 octave_idx_type nc = cols (); |
|
2913 |
|
2914 octave_idx_type a_nr = a.rows (); |
|
2915 octave_idx_type a_nc = a.cols (); |
2384
|
2916 |
|
2917 if (nr != a_nr || nc != a_nc) |
458
|
2918 { |
2384
|
2919 gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc); |
458
|
2920 return *this; |
|
2921 } |
|
2922 |
|
2923 if (nr == 0 || nc == 0) |
|
2924 return *this; |
|
2925 |
|
2926 Complex *d = fortran_vec (); // Ensures only one reference to my privates! |
|
2927 |
3769
|
2928 mx_inline_add2 (d, a.data (), length ()); |
458
|
2929 return *this; |
|
2930 } |
|
2931 |
|
2932 ComplexMatrix& |
|
2933 ComplexMatrix::operator -= (const Matrix& a) |
|
2934 { |
5275
|
2935 octave_idx_type nr = rows (); |
|
2936 octave_idx_type nc = cols (); |
|
2937 |
|
2938 octave_idx_type a_nr = a.rows (); |
|
2939 octave_idx_type a_nc = a.cols (); |
2384
|
2940 |
|
2941 if (nr != a_nr || nc != a_nc) |
458
|
2942 { |
2384
|
2943 gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc); |
458
|
2944 return *this; |
|
2945 } |
|
2946 |
|
2947 if (nr == 0 || nc == 0) |
|
2948 return *this; |
|
2949 |
|
2950 Complex *d = fortran_vec (); // Ensures only one reference to my privates! |
|
2951 |
3769
|
2952 mx_inline_subtract2 (d, a.data (), length ()); |
458
|
2953 return *this; |
|
2954 } |
|
2955 |
|
2956 // unary operations |
|
2957 |
2964
|
2958 boolMatrix |
458
|
2959 ComplexMatrix::operator ! (void) const |
|
2960 { |
5275
|
2961 octave_idx_type nr = rows (); |
|
2962 octave_idx_type nc = cols (); |
2964
|
2963 |
|
2964 boolMatrix b (nr, nc); |
|
2965 |
5275
|
2966 for (octave_idx_type j = 0; j < nc; j++) |
|
2967 for (octave_idx_type i = 0; i < nr; i++) |
5139
|
2968 b.elem (i, j) = elem (i, j) == 0.0; |
2964
|
2969 |
|
2970 return b; |
458
|
2971 } |
|
2972 |
|
2973 // other operations |
|
2974 |
|
2975 ComplexMatrix |
2676
|
2976 ComplexMatrix::map (c_c_Mapper f) const |
458
|
2977 { |
2676
|
2978 ComplexMatrix b (*this); |
|
2979 return b.apply (f); |
458
|
2980 } |
|
2981 |
2676
|
2982 Matrix |
|
2983 ComplexMatrix::map (d_c_Mapper f) const |
458
|
2984 { |
5275
|
2985 octave_idx_type nr = rows (); |
|
2986 octave_idx_type nc = cols (); |
3248
|
2987 |
|
2988 Matrix retval (nr, nc); |
|
2989 |
5275
|
2990 for (octave_idx_type j = 0; j < nc; j++) |
|
2991 for (octave_idx_type i = 0; i < nr; i++) |
3248
|
2992 retval(i,j) = f (elem(i,j)); |
|
2993 |
|
2994 return retval; |
|
2995 } |
|
2996 |
|
2997 boolMatrix |
|
2998 ComplexMatrix::map (b_c_Mapper f) const |
|
2999 { |
5275
|
3000 octave_idx_type nr = rows (); |
|
3001 octave_idx_type nc = cols (); |
3248
|
3002 |
|
3003 boolMatrix retval (nr, nc); |
|
3004 |
5275
|
3005 for (octave_idx_type j = 0; j < nc; j++) |
|
3006 for (octave_idx_type i = 0; i < nr; i++) |
3248
|
3007 retval(i,j) = f (elem(i,j)); |
2676
|
3008 |
|
3009 return retval; |
|
3010 } |
|
3011 |
|
3012 ComplexMatrix& |
|
3013 ComplexMatrix::apply (c_c_Mapper f) |
|
3014 { |
|
3015 Complex *d = fortran_vec (); // Ensures only one reference to my privates! |
|
3016 |
5275
|
3017 for (octave_idx_type i = 0; i < length (); i++) |
2676
|
3018 d[i] = f (d[i]); |
|
3019 |
|
3020 return *this; |
458
|
3021 } |
|
3022 |
2384
|
3023 bool |
|
3024 ComplexMatrix::any_element_is_inf_or_nan (void) const |
|
3025 { |
5275
|
3026 octave_idx_type nr = rows (); |
|
3027 octave_idx_type nc = cols (); |
|
3028 |
|
3029 for (octave_idx_type j = 0; j < nc; j++) |
|
3030 for (octave_idx_type i = 0; i < nr; i++) |
2384
|
3031 { |
|
3032 Complex val = elem (i, j); |
|
3033 if (xisinf (val) || xisnan (val)) |
|
3034 return true; |
|
3035 } |
|
3036 |
|
3037 return false; |
|
3038 } |
|
3039 |
2408
|
3040 // Return true if no elements have imaginary components. |
|
3041 |
|
3042 bool |
|
3043 ComplexMatrix::all_elements_are_real (void) const |
|
3044 { |
5275
|
3045 octave_idx_type nr = rows (); |
|
3046 octave_idx_type nc = cols (); |
|
3047 |
|
3048 for (octave_idx_type j = 0; j < nc; j++) |
4349
|
3049 { |
5275
|
3050 for (octave_idx_type i = 0; i < nr; i++) |
4349
|
3051 { |
5315
|
3052 double ip = std::imag (elem (i, j)); |
4349
|
3053 |
|
3054 if (ip != 0.0 || lo_ieee_signbit (ip)) |
|
3055 return false; |
|
3056 } |
|
3057 } |
2408
|
3058 |
|
3059 return true; |
|
3060 } |
|
3061 |
1968
|
3062 // Return nonzero if any element of CM has a non-integer real or |
|
3063 // imaginary part. Also extract the largest and smallest (real or |
|
3064 // imaginary) values and return them in MAX_VAL and MIN_VAL. |
|
3065 |
2384
|
3066 bool |
1968
|
3067 ComplexMatrix::all_integers (double& max_val, double& min_val) const |
|
3068 { |
5275
|
3069 octave_idx_type nr = rows (); |
|
3070 octave_idx_type nc = cols (); |
1968
|
3071 |
|
3072 if (nr > 0 && nc > 0) |
|
3073 { |
|
3074 Complex val = elem (0, 0); |
|
3075 |
5315
|
3076 double r_val = std::real (val); |
|
3077 double i_val = std::imag (val); |
1968
|
3078 |
|
3079 max_val = r_val; |
|
3080 min_val = r_val; |
|
3081 |
|
3082 if (i_val > max_val) |
|
3083 max_val = i_val; |
|
3084 |
|
3085 if (i_val < max_val) |
|
3086 min_val = i_val; |
|
3087 } |
|
3088 else |
2384
|
3089 return false; |
1968
|
3090 |
5275
|
3091 for (octave_idx_type j = 0; j < nc; j++) |
|
3092 for (octave_idx_type i = 0; i < nr; i++) |
1968
|
3093 { |
|
3094 Complex val = elem (i, j); |
|
3095 |
5315
|
3096 double r_val = std::real (val); |
|
3097 double i_val = std::imag (val); |
1968
|
3098 |
|
3099 if (r_val > max_val) |
|
3100 max_val = r_val; |
|
3101 |
|
3102 if (i_val > max_val) |
|
3103 max_val = i_val; |
|
3104 |
|
3105 if (r_val < min_val) |
|
3106 min_val = r_val; |
|
3107 |
|
3108 if (i_val < min_val) |
|
3109 min_val = i_val; |
|
3110 |
|
3111 if (D_NINT (r_val) != r_val || D_NINT (i_val) != i_val) |
2384
|
3112 return false; |
1968
|
3113 } |
2384
|
3114 |
|
3115 return true; |
1968
|
3116 } |
|
3117 |
2384
|
3118 bool |
1968
|
3119 ComplexMatrix::too_large_for_float (void) const |
|
3120 { |
5275
|
3121 octave_idx_type nr = rows (); |
|
3122 octave_idx_type nc = cols (); |
|
3123 |
|
3124 for (octave_idx_type j = 0; j < nc; j++) |
|
3125 for (octave_idx_type i = 0; i < nr; i++) |
1968
|
3126 { |
|
3127 Complex val = elem (i, j); |
|
3128 |
5315
|
3129 double r_val = std::real (val); |
|
3130 double i_val = std::imag (val); |
1968
|
3131 |
5389
|
3132 if ((! (xisnan (r_val) || xisinf (r_val)) |
5387
|
3133 && fabs (r_val) > FLT_MAX) |
5389
|
3134 || (! (xisnan (i_val) || xisinf (i_val)) |
5387
|
3135 && fabs (i_val) > FLT_MAX)) |
2384
|
3136 return true; |
1968
|
3137 } |
|
3138 |
2384
|
3139 return false; |
1968
|
3140 } |
|
3141 |
5775
|
3142 // FIXME Do these really belong here? Maybe they should be |
4015
|
3143 // in a base class? |
|
3144 |
2832
|
3145 boolMatrix |
4015
|
3146 ComplexMatrix::all (int dim) const |
458
|
3147 { |
4015
|
3148 MX_ALL_OP (dim); |
458
|
3149 } |
|
3150 |
2832
|
3151 boolMatrix |
4015
|
3152 ComplexMatrix::any (int dim) const |
458
|
3153 { |
4015
|
3154 MX_ANY_OP (dim); |
458
|
3155 } |
|
3156 |
|
3157 ComplexMatrix |
3723
|
3158 ComplexMatrix::cumprod (int dim) const |
458
|
3159 { |
4015
|
3160 MX_CUMULATIVE_OP (ComplexMatrix, Complex, *=); |
458
|
3161 } |
|
3162 |
|
3163 ComplexMatrix |
3723
|
3164 ComplexMatrix::cumsum (int dim) const |
458
|
3165 { |
4015
|
3166 MX_CUMULATIVE_OP (ComplexMatrix, Complex, +=); |
458
|
3167 } |
|
3168 |
|
3169 ComplexMatrix |
3723
|
3170 ComplexMatrix::prod (int dim) const |
458
|
3171 { |
3864
|
3172 MX_REDUCTION_OP (ComplexMatrix, *=, 1.0, 1.0); |
458
|
3173 } |
|
3174 |
|
3175 ComplexMatrix |
3723
|
3176 ComplexMatrix::sum (int dim) const |
458
|
3177 { |
3864
|
3178 MX_REDUCTION_OP (ComplexMatrix, +=, 0.0, 0.0); |
458
|
3179 } |
|
3180 |
|
3181 ComplexMatrix |
3723
|
3182 ComplexMatrix::sumsq (int dim) const |
458
|
3183 { |
3864
|
3184 #define ROW_EXPR \ |
|
3185 Complex d = elem (i, j); \ |
|
3186 retval.elem (i, 0) += d * conj (d) |
|
3187 |
|
3188 #define COL_EXPR \ |
|
3189 Complex d = elem (i, j); \ |
|
3190 retval.elem (0, j) += d * conj (d) |
|
3191 |
|
3192 MX_BASE_REDUCTION_OP (ComplexMatrix, ROW_EXPR, COL_EXPR, 0.0, 0.0); |
|
3193 |
|
3194 #undef ROW_EXPR |
|
3195 #undef COL_EXPR |
458
|
3196 } |
|
3197 |
4329
|
3198 Matrix ComplexMatrix::abs (void) const |
|
3199 { |
5275
|
3200 octave_idx_type nr = rows (); |
|
3201 octave_idx_type nc = cols (); |
4329
|
3202 |
|
3203 Matrix retval (nr, nc); |
|
3204 |
5275
|
3205 for (octave_idx_type j = 0; j < nc; j++) |
|
3206 for (octave_idx_type i = 0; i < nr; i++) |
5315
|
3207 retval (i, j) = std::abs (elem (i, j)); |
4329
|
3208 |
|
3209 return retval; |
|
3210 } |
|
3211 |
458
|
3212 ComplexColumnVector |
|
3213 ComplexMatrix::diag (void) const |
|
3214 { |
|
3215 return diag (0); |
|
3216 } |
|
3217 |
|
3218 ComplexColumnVector |
5275
|
3219 ComplexMatrix::diag (octave_idx_type k) const |
458
|
3220 { |
5275
|
3221 octave_idx_type nnr = rows (); |
|
3222 octave_idx_type nnc = cols (); |
458
|
3223 if (k > 0) |
|
3224 nnc -= k; |
|
3225 else if (k < 0) |
|
3226 nnr += k; |
|
3227 |
|
3228 ComplexColumnVector d; |
|
3229 |
|
3230 if (nnr > 0 && nnc > 0) |
|
3231 { |
5275
|
3232 octave_idx_type ndiag = (nnr < nnc) ? nnr : nnc; |
458
|
3233 |
|
3234 d.resize (ndiag); |
|
3235 |
|
3236 if (k > 0) |
|
3237 { |
5275
|
3238 for (octave_idx_type i = 0; i < ndiag; i++) |
458
|
3239 d.elem (i) = elem (i, i+k); |
|
3240 } |
4509
|
3241 else if (k < 0) |
458
|
3242 { |
5275
|
3243 for (octave_idx_type i = 0; i < ndiag; i++) |
458
|
3244 d.elem (i) = elem (i-k, i); |
|
3245 } |
|
3246 else |
|
3247 { |
5275
|
3248 for (octave_idx_type i = 0; i < ndiag; i++) |
458
|
3249 d.elem (i) = elem (i, i); |
|
3250 } |
|
3251 } |
|
3252 else |
4513
|
3253 (*current_liboctave_error_handler) |
|
3254 ("diag: requested diagonal out of range"); |
458
|
3255 |
|
3256 return d; |
|
3257 } |
|
3258 |
2354
|
3259 bool |
5275
|
3260 ComplexMatrix::row_is_real_only (octave_idx_type i) const |
2354
|
3261 { |
|
3262 bool retval = true; |
|
3263 |
5275
|
3264 octave_idx_type nc = columns (); |
|
3265 |
|
3266 for (octave_idx_type j = 0; j < nc; j++) |
2354
|
3267 { |
5315
|
3268 if (std::imag (elem (i, j)) != 0.0) |
2354
|
3269 { |
|
3270 retval = false; |
|
3271 break; |
|
3272 } |
|
3273 } |
|
3274 |
|
3275 return retval; |
|
3276 } |
|
3277 |
|
3278 bool |
5275
|
3279 ComplexMatrix::column_is_real_only (octave_idx_type j) const |
2354
|
3280 { |
|
3281 bool retval = true; |
|
3282 |
5275
|
3283 octave_idx_type nr = rows (); |
|
3284 |
|
3285 for (octave_idx_type i = 0; i < nr; i++) |
2354
|
3286 { |
5315
|
3287 if (std::imag (elem (i, j)) != 0.0) |
2354
|
3288 { |
|
3289 retval = false; |
|
3290 break; |
|
3291 } |
|
3292 } |
|
3293 |
|
3294 return retval; |
|
3295 } |
891
|
3296 |
458
|
3297 ComplexColumnVector |
|
3298 ComplexMatrix::row_min (void) const |
|
3299 { |
5275
|
3300 Array<octave_idx_type> dummy_idx; |
4587
|
3301 return row_min (dummy_idx); |
458
|
3302 } |
|
3303 |
|
3304 ComplexColumnVector |
5275
|
3305 ComplexMatrix::row_min (Array<octave_idx_type>& idx_arg) const |
458
|
3306 { |
|
3307 ComplexColumnVector result; |
|
3308 |
5275
|
3309 octave_idx_type nr = rows (); |
|
3310 octave_idx_type nc = cols (); |
458
|
3311 |
|
3312 if (nr > 0 && nc > 0) |
|
3313 { |
|
3314 result.resize (nr); |
4587
|
3315 idx_arg.resize (nr); |
458
|
3316 |
5275
|
3317 for (octave_idx_type i = 0; i < nr; i++) |
458
|
3318 { |
2354
|
3319 bool real_only = row_is_real_only (i); |
|
3320 |
5275
|
3321 octave_idx_type idx_j; |
4469
|
3322 |
|
3323 Complex tmp_min; |
|
3324 |
|
3325 double abs_min = octave_NaN; |
|
3326 |
|
3327 for (idx_j = 0; idx_j < nc; idx_j++) |
|
3328 { |
|
3329 tmp_min = elem (i, idx_j); |
|
3330 |
5389
|
3331 if (! xisnan (tmp_min)) |
4469
|
3332 { |
5315
|
3333 abs_min = real_only ? std::real (tmp_min) : std::abs (tmp_min); |
4469
|
3334 break; |
|
3335 } |
|
3336 } |
|
3337 |
5275
|
3338 for (octave_idx_type j = idx_j+1; j < nc; j++) |
4469
|
3339 { |
|
3340 Complex tmp = elem (i, j); |
|
3341 |
5389
|
3342 if (xisnan (tmp)) |
4469
|
3343 continue; |
|
3344 |
5315
|
3345 double abs_tmp = real_only ? std::real (tmp) : std::abs (tmp); |
4469
|
3346 |
|
3347 if (abs_tmp < abs_min) |
|
3348 { |
|
3349 idx_j = j; |
|
3350 tmp_min = tmp; |
|
3351 abs_min = abs_tmp; |
|
3352 } |
|
3353 } |
|
3354 |
5389
|
3355 if (xisnan (tmp_min)) |
4469
|
3356 { |
|
3357 result.elem (i) = Complex_NaN_result; |
4587
|
3358 idx_arg.elem (i) = 0; |
4469
|
3359 } |
891
|
3360 else |
|
3361 { |
4469
|
3362 result.elem (i) = tmp_min; |
4587
|
3363 idx_arg.elem (i) = idx_j; |
891
|
3364 } |
458
|
3365 } |
|
3366 } |
|
3367 |
|
3368 return result; |
|
3369 } |
|
3370 |
|
3371 ComplexColumnVector |
|
3372 ComplexMatrix::row_max (void) const |
|
3373 { |
5275
|
3374 Array<octave_idx_type> dummy_idx; |
4587
|
3375 return row_max (dummy_idx); |
458
|
3376 } |
|
3377 |
|
3378 ComplexColumnVector |
5275
|
3379 ComplexMatrix::row_max (Array<octave_idx_type>& idx_arg) const |
458
|
3380 { |
|
3381 ComplexColumnVector result; |
|
3382 |
5275
|
3383 octave_idx_type nr = rows (); |
|
3384 octave_idx_type nc = cols (); |
458
|
3385 |
|
3386 if (nr > 0 && nc > 0) |
|
3387 { |
|
3388 result.resize (nr); |
4587
|
3389 idx_arg.resize (nr); |
458
|
3390 |
5275
|
3391 for (octave_idx_type i = 0; i < nr; i++) |
458
|
3392 { |
2354
|
3393 bool real_only = row_is_real_only (i); |
|
3394 |
5275
|
3395 octave_idx_type idx_j; |
4469
|
3396 |
|
3397 Complex tmp_max; |
|
3398 |
|
3399 double abs_max = octave_NaN; |
|
3400 |
|
3401 for (idx_j = 0; idx_j < nc; idx_j++) |
|
3402 { |
|
3403 tmp_max = elem (i, idx_j); |
|
3404 |
5389
|
3405 if (! xisnan (tmp_max)) |
4469
|
3406 { |
5315
|
3407 abs_max = real_only ? std::real (tmp_max) : std::abs (tmp_max); |
4469
|
3408 break; |
|
3409 } |
|
3410 } |
|
3411 |
5275
|
3412 for (octave_idx_type j = idx_j+1; j < nc; j++) |
4469
|
3413 { |
|
3414 Complex tmp = elem (i, j); |
|
3415 |
5389
|
3416 if (xisnan (tmp)) |
4469
|
3417 continue; |
|
3418 |
5315
|
3419 double abs_tmp = real_only ? std::real (tmp) : std::abs (tmp); |
4469
|
3420 |
|
3421 if (abs_tmp > abs_max) |
|
3422 { |
|
3423 idx_j = j; |
|
3424 tmp_max = tmp; |
|
3425 abs_max = abs_tmp; |
|
3426 } |
|
3427 } |
|
3428 |
5389
|
3429 if (xisnan (tmp_max)) |
4469
|
3430 { |
|
3431 result.elem (i) = Complex_NaN_result; |
4587
|
3432 idx_arg.elem (i) = 0; |
4469
|
3433 } |
891
|
3434 else |
|
3435 { |
4469
|
3436 result.elem (i) = tmp_max; |
4587
|
3437 idx_arg.elem (i) = idx_j; |
891
|
3438 } |
458
|
3439 } |
|
3440 } |
|
3441 |
|
3442 return result; |
|
3443 } |
|
3444 |
|
3445 ComplexRowVector |
|
3446 ComplexMatrix::column_min (void) const |
|
3447 { |
5275
|
3448 Array<octave_idx_type> dummy_idx; |
4587
|
3449 return column_min (dummy_idx); |
458
|
3450 } |
|
3451 |
|
3452 ComplexRowVector |
5275
|
3453 ComplexMatrix::column_min (Array<octave_idx_type>& idx_arg) const |
458
|
3454 { |
|
3455 ComplexRowVector result; |
|
3456 |
5275
|
3457 octave_idx_type nr = rows (); |
|
3458 octave_idx_type nc = cols (); |
458
|
3459 |
|
3460 if (nr > 0 && nc > 0) |
|
3461 { |
|
3462 result.resize (nc); |
4587
|
3463 idx_arg.resize (nc); |
458
|
3464 |
5275
|
3465 for (octave_idx_type j = 0; j < nc; j++) |
458
|
3466 { |
2354
|
3467 bool real_only = column_is_real_only (j); |
|
3468 |
5275
|
3469 octave_idx_type idx_i; |
4469
|
3470 |
|
3471 Complex tmp_min; |
|
3472 |
|
3473 double abs_min = octave_NaN; |
|
3474 |
|
3475 for (idx_i = 0; idx_i < nr; idx_i++) |
|
3476 { |
|
3477 tmp_min = elem (idx_i, j); |
|
3478 |
5389
|
3479 if (! xisnan (tmp_min)) |
4469
|
3480 { |
5315
|
3481 abs_min = real_only ? std::real (tmp_min) : std::abs (tmp_min); |
4469
|
3482 break; |
|
3483 } |
|
3484 } |
|
3485 |
5275
|
3486 for (octave_idx_type i = idx_i+1; i < nr; i++) |
4469
|
3487 { |
|
3488 Complex tmp = elem (i, j); |
|
3489 |
5389
|
3490 if (xisnan (tmp)) |
4469
|
3491 continue; |
|
3492 |
5315
|
3493 double abs_tmp = real_only ? std::real (tmp) : std::abs (tmp); |
4469
|
3494 |
|
3495 if (abs_tmp < abs_min) |
|
3496 { |
|
3497 idx_i = i; |
|
3498 tmp_min = tmp; |
|
3499 abs_min = abs_tmp; |
|
3500 } |
|
3501 } |
|
3502 |
5389
|
3503 if (xisnan (tmp_min)) |
4469
|
3504 { |
|
3505 result.elem (j) = Complex_NaN_result; |
4587
|
3506 idx_arg.elem (j) = 0; |
4469
|
3507 } |
891
|
3508 else |
|
3509 { |
4469
|
3510 result.elem (j) = tmp_min; |
4587
|
3511 idx_arg.elem (j) = idx_i; |
891
|
3512 } |
458
|
3513 } |
|
3514 } |
|
3515 |
|
3516 return result; |
|
3517 } |
|
3518 |
|
3519 ComplexRowVector |
|
3520 ComplexMatrix::column_max (void) const |
|
3521 { |
5275
|
3522 Array<octave_idx_type> dummy_idx; |
4587
|
3523 return column_max (dummy_idx); |
458
|
3524 } |
|
3525 |
|
3526 ComplexRowVector |
5275
|
3527 ComplexMatrix::column_max (Array<octave_idx_type>& idx_arg) const |
458
|
3528 { |
|
3529 ComplexRowVector result; |
|
3530 |
5275
|
3531 octave_idx_type nr = rows (); |
|
3532 octave_idx_type nc = cols (); |
458
|
3533 |
|
3534 if (nr > 0 && nc > 0) |
|
3535 { |
|
3536 result.resize (nc); |
4587
|
3537 idx_arg.resize (nc); |
458
|
3538 |
5275
|
3539 for (octave_idx_type j = 0; j < nc; j++) |
458
|
3540 { |
2354
|
3541 bool real_only = column_is_real_only (j); |
|
3542 |
5275
|
3543 octave_idx_type idx_i; |
4469
|
3544 |
|
3545 Complex tmp_max; |
|
3546 |
|
3547 double abs_max = octave_NaN; |
|
3548 |
|
3549 for (idx_i = 0; idx_i < nr; idx_i++) |
|
3550 { |
|
3551 tmp_max = elem (idx_i, j); |
|
3552 |
5389
|
3553 if (! xisnan (tmp_max)) |
4469
|
3554 { |
5315
|
3555 abs_max = real_only ? std::real (tmp_max) : std::abs (tmp_max); |
4469
|
3556 break; |
|
3557 } |
|
3558 } |
|
3559 |
5275
|
3560 for (octave_idx_type i = idx_i+1; i < nr; i++) |
4469
|
3561 { |
|
3562 Complex tmp = elem (i, j); |
|
3563 |
5389
|
3564 if (xisnan (tmp)) |
4469
|
3565 continue; |
|
3566 |
5315
|
3567 double abs_tmp = real_only ? std::real (tmp) : std::abs (tmp); |
4469
|
3568 |
|
3569 if (abs_tmp > abs_max) |
|
3570 { |
|
3571 idx_i = i; |
|
3572 tmp_max = tmp; |
|
3573 abs_max = abs_tmp; |
|
3574 } |
|
3575 } |
|
3576 |
5389
|
3577 if (xisnan (tmp_max)) |
4469
|
3578 { |
|
3579 result.elem (j) = Complex_NaN_result; |
4587
|
3580 idx_arg.elem (j) = 0; |
4469
|
3581 } |
891
|
3582 else |
|
3583 { |
4469
|
3584 result.elem (j) = tmp_max; |
4587
|
3585 idx_arg.elem (j) = idx_i; |
891
|
3586 } |
458
|
3587 } |
|
3588 } |
|
3589 |
|
3590 return result; |
|
3591 } |
|
3592 |
|
3593 // i/o |
|
3594 |
3504
|
3595 std::ostream& |
|
3596 operator << (std::ostream& os, const ComplexMatrix& a) |
458
|
3597 { |
5275
|
3598 for (octave_idx_type i = 0; i < a.rows (); i++) |
458
|
3599 { |
5275
|
3600 for (octave_idx_type j = 0; j < a.cols (); j++) |
4130
|
3601 { |
|
3602 os << " "; |
|
3603 octave_write_complex (os, a.elem (i, j)); |
|
3604 } |
458
|
3605 os << "\n"; |
|
3606 } |
|
3607 return os; |
|
3608 } |
|
3609 |
3504
|
3610 std::istream& |
|
3611 operator >> (std::istream& is, ComplexMatrix& a) |
458
|
3612 { |
5275
|
3613 octave_idx_type nr = a.rows (); |
|
3614 octave_idx_type nc = a.cols (); |
458
|
3615 |
|
3616 if (nr < 1 || nc < 1) |
3504
|
3617 is.clear (std::ios::badbit); |
458
|
3618 else |
|
3619 { |
|
3620 Complex tmp; |
5275
|
3621 for (octave_idx_type i = 0; i < nr; i++) |
|
3622 for (octave_idx_type j = 0; j < nc; j++) |
458
|
3623 { |
4130
|
3624 tmp = octave_read_complex (is); |
458
|
3625 if (is) |
|
3626 a.elem (i, j) = tmp; |
|
3627 else |
2993
|
3628 goto done; |
458
|
3629 } |
|
3630 } |
|
3631 |
2993
|
3632 done: |
|
3633 |
458
|
3634 return is; |
|
3635 } |
|
3636 |
1819
|
3637 ComplexMatrix |
|
3638 Givens (const Complex& x, const Complex& y) |
|
3639 { |
|
3640 double cc; |
|
3641 Complex cs, temp_r; |
|
3642 |
3887
|
3643 F77_FUNC (zlartg, ZLARTG) (x, y, cc, cs, temp_r); |
1819
|
3644 |
|
3645 ComplexMatrix g (2, 2); |
|
3646 |
|
3647 g.elem (0, 0) = cc; |
|
3648 g.elem (1, 1) = cc; |
|
3649 g.elem (0, 1) = cs; |
|
3650 g.elem (1, 0) = -conj (cs); |
|
3651 |
|
3652 return g; |
|
3653 } |
|
3654 |
|
3655 ComplexMatrix |
|
3656 Sylvester (const ComplexMatrix& a, const ComplexMatrix& b, |
|
3657 const ComplexMatrix& c) |
|
3658 { |
|
3659 ComplexMatrix retval; |
|
3660 |
5775
|
3661 // FIXME -- need to check that a, b, and c are all the same |
1819
|
3662 // size. |
|
3663 |
|
3664 // Compute Schur decompositions |
|
3665 |
|
3666 ComplexSCHUR as (a, "U"); |
|
3667 ComplexSCHUR bs (b, "U"); |
|
3668 |
|
3669 // Transform c to new coordinates. |
|
3670 |
|
3671 ComplexMatrix ua = as.unitary_matrix (); |
|
3672 ComplexMatrix sch_a = as.schur_matrix (); |
|
3673 |
|
3674 ComplexMatrix ub = bs.unitary_matrix (); |
|
3675 ComplexMatrix sch_b = bs.schur_matrix (); |
|
3676 |
|
3677 ComplexMatrix cx = ua.hermitian () * c * ub; |
|
3678 |
|
3679 // Solve the sylvester equation, back-transform, and return the |
|
3680 // solution. |
|
3681 |
5275
|
3682 octave_idx_type a_nr = a.rows (); |
|
3683 octave_idx_type b_nr = b.rows (); |
1819
|
3684 |
|
3685 double scale; |
5275
|
3686 octave_idx_type info; |
1950
|
3687 |
|
3688 Complex *pa = sch_a.fortran_vec (); |
|
3689 Complex *pb = sch_b.fortran_vec (); |
|
3690 Complex *px = cx.fortran_vec (); |
1819
|
3691 |
4552
|
3692 F77_XFCN (ztrsyl, ZTRSYL, (F77_CONST_CHAR_ARG2 ("N", 1), |
|
3693 F77_CONST_CHAR_ARG2 ("N", 1), |
|
3694 1, a_nr, b_nr, pa, a_nr, pb, |
|
3695 b_nr, px, a_nr, scale, info |
|
3696 F77_CHAR_ARG_LEN (1) |
|
3697 F77_CHAR_ARG_LEN (1))); |
1950
|
3698 |
|
3699 if (f77_exception_encountered) |
|
3700 (*current_liboctave_error_handler) ("unrecoverable error in ztrsyl"); |
|
3701 else |
|
3702 { |
5775
|
3703 // FIXME -- check info? |
1950
|
3704 |
|
3705 retval = -ua * cx * ub.hermitian (); |
|
3706 } |
1819
|
3707 |
|
3708 return retval; |
|
3709 } |
|
3710 |
2828
|
3711 ComplexMatrix |
|
3712 operator * (const ComplexMatrix& m, const Matrix& a) |
|
3713 { |
|
3714 ComplexMatrix tmp (a); |
|
3715 return m * tmp; |
|
3716 } |
|
3717 |
|
3718 ComplexMatrix |
|
3719 operator * (const Matrix& m, const ComplexMatrix& a) |
|
3720 { |
|
3721 ComplexMatrix tmp (m); |
|
3722 return tmp * a; |
|
3723 } |
|
3724 |
6162
|
3725 /* Simple Dot Product, Matrix-Vector and Matrix-Matrix Unit tests |
|
3726 %!assert([1+i 2+i 3+i] * [ 4+i ; 5+i ; 6+i], 29+21i, 1e-14) |
|
3727 %!assert([1+i 2+i ; 3+i 4+i ] * [5+i ; 6+i], [15 + 14i ; 37 + 18i], 1e-14) |
|
3728 %!assert([1+i 2+i ; 3+i 4+i ] * [5+i 6+i ; 7+i 8+i], [17 + 15i 20 + 17i; 41 + 19i 48 + 21i], 1e-14) |
|
3729 */ |
|
3730 |
|
3731 /* Test some simple identities |
|
3732 %!shared M, cv, rv |
|
3733 %! M = randn(10,10)+i*rand(10,10); |
|
3734 %! cv = randn(10,1)+i*rand(10,1); |
|
3735 %! rv = randn(1,10)+i*rand(1,10); |
|
3736 %!assert([M*cv,M*cv],M*[cv,cv],1e-14) |
|
3737 %!assert([rv*M;rv*M],[rv;rv]*M,1e-14) |
|
3738 %!assert(2*rv*cv,[rv,rv]*[cv;cv],1e-14) |
|
3739 */ |
|
3740 |
2828
|
3741 ComplexMatrix |
|
3742 operator * (const ComplexMatrix& m, const ComplexMatrix& a) |
|
3743 { |
|
3744 ComplexMatrix retval; |
|
3745 |
5275
|
3746 octave_idx_type nr = m.rows (); |
|
3747 octave_idx_type nc = m.cols (); |
|
3748 |
|
3749 octave_idx_type a_nr = a.rows (); |
|
3750 octave_idx_type a_nc = a.cols (); |
2828
|
3751 |
|
3752 if (nc != a_nr) |
|
3753 gripe_nonconformant ("operator *", nr, nc, a_nr, a_nc); |
|
3754 else |
|
3755 { |
|
3756 if (nr == 0 || nc == 0 || a_nc == 0) |
3760
|
3757 retval.resize (nr, a_nc, 0.0); |
2828
|
3758 else |
|
3759 { |
5275
|
3760 octave_idx_type ld = nr; |
|
3761 octave_idx_type lda = a.rows (); |
2828
|
3762 |
|
3763 retval.resize (nr, a_nc); |
|
3764 Complex *c = retval.fortran_vec (); |
|
3765 |
5983
|
3766 if (a_nc == 1) |
|
3767 { |
|
3768 if (nr == 1) |
|
3769 F77_FUNC (xzdotu, XZDOTU) (nc, m.data (), 1, a.data (), 1, *c); |
|
3770 else |
|
3771 F77_XFCN (zgemv, ZGEMV, (F77_CONST_CHAR_ARG2 ("N", 1), |
|
3772 nr, nc, 1.0, m.data (), ld, |
|
3773 a.data (), 1, 0.0, c, 1 |
|
3774 F77_CHAR_ARG_LEN (1))); |
|
3775 } |
|
3776 else |
|
3777 F77_XFCN (zgemm, ZGEMM, (F77_CONST_CHAR_ARG2 ("N", 1), |
|
3778 F77_CONST_CHAR_ARG2 ("N", 1), |
|
3779 nr, a_nc, nc, 1.0, m.data (), |
|
3780 ld, a.data (), lda, 0.0, c, nr |
|
3781 F77_CHAR_ARG_LEN (1) |
|
3782 F77_CHAR_ARG_LEN (1))); |
2828
|
3783 |
|
3784 if (f77_exception_encountered) |
|
3785 (*current_liboctave_error_handler) |
|
3786 ("unrecoverable error in zgemm"); |
|
3787 } |
|
3788 } |
|
3789 |
|
3790 return retval; |
|
3791 } |
|
3792 |
5775
|
3793 // FIXME -- it would be nice to share code among the min/max |
4309
|
3794 // functions below. |
|
3795 |
|
3796 #define EMPTY_RETURN_CHECK(T) \ |
|
3797 if (nr == 0 || nc == 0) \ |
|
3798 return T (nr, nc); |
|
3799 |
|
3800 ComplexMatrix |
|
3801 min (const Complex& c, const ComplexMatrix& m) |
|
3802 { |
5275
|
3803 octave_idx_type nr = m.rows (); |
|
3804 octave_idx_type nc = m.columns (); |
4309
|
3805 |
|
3806 EMPTY_RETURN_CHECK (ComplexMatrix); |
|
3807 |
|
3808 ComplexMatrix result (nr, nc); |
|
3809 |
5275
|
3810 for (octave_idx_type j = 0; j < nc; j++) |
|
3811 for (octave_idx_type i = 0; i < nr; i++) |
4309
|
3812 { |
|
3813 OCTAVE_QUIT; |
|
3814 result (i, j) = xmin (c, m (i, j)); |
|
3815 } |
|
3816 |
|
3817 return result; |
|
3818 } |
|
3819 |
|
3820 ComplexMatrix |
|
3821 min (const ComplexMatrix& m, const Complex& c) |
|
3822 { |
5275
|
3823 octave_idx_type nr = m.rows (); |
|
3824 octave_idx_type nc = m.columns (); |
4309
|
3825 |
|
3826 EMPTY_RETURN_CHECK (ComplexMatrix); |
|
3827 |
|
3828 ComplexMatrix result (nr, nc); |
|
3829 |
5275
|
3830 for (octave_idx_type j = 0; j < nc; j++) |
|
3831 for (octave_idx_type i = 0; i < nr; i++) |
4309
|
3832 { |
|
3833 OCTAVE_QUIT; |
|
3834 result (i, j) = xmin (m (i, j), c); |
|
3835 } |
|
3836 |
|
3837 return result; |
|
3838 } |
|
3839 |
|
3840 ComplexMatrix |
|
3841 min (const ComplexMatrix& a, const ComplexMatrix& b) |
|
3842 { |
5275
|
3843 octave_idx_type nr = a.rows (); |
|
3844 octave_idx_type nc = a.columns (); |
4309
|
3845 |
|
3846 if (nr != b.rows () || nc != b.columns ()) |
|
3847 { |
|
3848 (*current_liboctave_error_handler) |
|
3849 ("two-arg min expecting args of same size"); |
|
3850 return ComplexMatrix (); |
|
3851 } |
|
3852 |
|
3853 EMPTY_RETURN_CHECK (ComplexMatrix); |
|
3854 |
|
3855 ComplexMatrix result (nr, nc); |
|
3856 |
5275
|
3857 for (octave_idx_type j = 0; j < nc; j++) |
4309
|
3858 { |
|
3859 int columns_are_real_only = 1; |
5275
|
3860 for (octave_idx_type i = 0; i < nr; i++) |
4309
|
3861 { |
|
3862 OCTAVE_QUIT; |
5315
|
3863 if (std::imag (a (i, j)) != 0.0 || std::imag (b (i, j)) != 0.0) |
4309
|
3864 { |
|
3865 columns_are_real_only = 0; |
|
3866 break; |
|
3867 } |
|
3868 } |
|
3869 |
|
3870 if (columns_are_real_only) |
|
3871 { |
5275
|
3872 for (octave_idx_type i = 0; i < nr; i++) |
5315
|
3873 result (i, j) = xmin (std::real (a (i, j)), std::real (b (i, j))); |
4309
|
3874 } |
|
3875 else |
|
3876 { |
5275
|
3877 for (octave_idx_type i = 0; i < nr; i++) |
4309
|
3878 { |
|
3879 OCTAVE_QUIT; |
|
3880 result (i, j) = xmin (a (i, j), b (i, j)); |
|
3881 } |
|
3882 } |
|
3883 } |
|
3884 |
|
3885 return result; |
|
3886 } |
|
3887 |
|
3888 ComplexMatrix |
|
3889 max (const Complex& c, const ComplexMatrix& m) |
|
3890 { |
5275
|
3891 octave_idx_type nr = m.rows (); |
|
3892 octave_idx_type nc = m.columns (); |
4309
|
3893 |
|
3894 EMPTY_RETURN_CHECK (ComplexMatrix); |
|
3895 |
|
3896 ComplexMatrix result (nr, nc); |
|
3897 |
5275
|
3898 for (octave_idx_type j = 0; j < nc; j++) |
|
3899 for (octave_idx_type i = 0; i < nr; i++) |
4309
|
3900 { |
|
3901 OCTAVE_QUIT; |
|
3902 result (i, j) = xmax (c, m (i, j)); |
|
3903 } |
|
3904 |
|
3905 return result; |
|
3906 } |
|
3907 |
|
3908 ComplexMatrix |
|
3909 max (const ComplexMatrix& m, const Complex& c) |
|
3910 { |
5275
|
3911 octave_idx_type nr = m.rows (); |
|
3912 octave_idx_type nc = m.columns (); |
4309
|
3913 |
|
3914 EMPTY_RETURN_CHECK (ComplexMatrix); |
|
3915 |
|
3916 ComplexMatrix result (nr, nc); |
|
3917 |
5275
|
3918 for (octave_idx_type j = 0; j < nc; j++) |
|
3919 for (octave_idx_type i = 0; i < nr; i++) |
4309
|
3920 { |
|
3921 OCTAVE_QUIT; |
|
3922 result (i, j) = xmax (m (i, j), c); |
|
3923 } |
|
3924 |
|
3925 return result; |
|
3926 } |
|
3927 |
|
3928 ComplexMatrix |
|
3929 max (const ComplexMatrix& a, const ComplexMatrix& b) |
|
3930 { |
5275
|
3931 octave_idx_type nr = a.rows (); |
|
3932 octave_idx_type nc = a.columns (); |
4309
|
3933 |
|
3934 if (nr != b.rows () || nc != b.columns ()) |
|
3935 { |
|
3936 (*current_liboctave_error_handler) |
|
3937 ("two-arg max expecting args of same size"); |
|
3938 return ComplexMatrix (); |
|
3939 } |
|
3940 |
|
3941 EMPTY_RETURN_CHECK (ComplexMatrix); |
|
3942 |
|
3943 ComplexMatrix result (nr, nc); |
|
3944 |
5275
|
3945 for (octave_idx_type j = 0; j < nc; j++) |
4309
|
3946 { |
|
3947 int columns_are_real_only = 1; |
5275
|
3948 for (octave_idx_type i = 0; i < nr; i++) |
4309
|
3949 { |
|
3950 OCTAVE_QUIT; |
5315
|
3951 if (std::imag (a (i, j)) != 0.0 || std::imag (b (i, j)) != 0.0) |
4309
|
3952 { |
|
3953 columns_are_real_only = 0; |
|
3954 break; |
|
3955 } |
|
3956 } |
|
3957 |
|
3958 if (columns_are_real_only) |
|
3959 { |
5275
|
3960 for (octave_idx_type i = 0; i < nr; i++) |
4309
|
3961 { |
|
3962 OCTAVE_QUIT; |
5315
|
3963 result (i, j) = xmax (std::real (a (i, j)), std::real (b (i, j))); |
4309
|
3964 } |
|
3965 } |
|
3966 else |
|
3967 { |
5275
|
3968 for (octave_idx_type i = 0; i < nr; i++) |
4309
|
3969 { |
|
3970 OCTAVE_QUIT; |
|
3971 result (i, j) = xmax (a (i, j), b (i, j)); |
|
3972 } |
|
3973 } |
|
3974 } |
|
3975 |
|
3976 return result; |
|
3977 } |
|
3978 |
5315
|
3979 MS_CMP_OPS(ComplexMatrix, std::real, Complex, std::real) |
3504
|
3980 MS_BOOL_OPS(ComplexMatrix, Complex, 0.0) |
2870
|
3981 |
5315
|
3982 SM_CMP_OPS(Complex, std::real, ComplexMatrix, std::real) |
3504
|
3983 SM_BOOL_OPS(Complex, ComplexMatrix, 0.0) |
2870
|
3984 |
5315
|
3985 MM_CMP_OPS(ComplexMatrix, std::real, ComplexMatrix, std::real) |
3504
|
3986 MM_BOOL_OPS(ComplexMatrix, ComplexMatrix, 0.0) |
2870
|
3987 |
458
|
3988 /* |
|
3989 ;;; Local Variables: *** |
|
3990 ;;; mode: C++ *** |
|
3991 ;;; End: *** |
|
3992 */ |