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annotate liboctave/dMatrix.h @ 14393:ba4d6343524b stable release-3-6-1

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Version 3.6.1 released. * configure.ac (AC_INIT): Version is now 3.6.1. (OCTAVE_RELEASE_DATE): Release date is now 2012-02-22.
author John W. Eaton <jwe@octave.org>
date Wed, 22 Feb 2012 14:39:41 -0500
parents 72c96de7a403
children e8e86ae3abbc
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1 /*
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2
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72c96de7a403 maint: update copyright notices for 2012
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3 Copyright (C) 1994-2012 John W. Eaton
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4
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5 This file is part of Octave.
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6
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7 Octave is free software; you can redistribute it and/or modify it
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8 under the terms of the GNU General Public License as published by the
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9 Free Software Foundation; either version 3 of the License, or (at your
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10 option) any later version.
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11
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12 Octave is distributed in the hope that it will be useful, but WITHOUT
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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15 for more details.
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16
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17 You should have received a copy of the GNU General Public License
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18 along with Octave; see the file COPYING. If not, see
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19 <http://www.gnu.org/licenses/>.
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21 */
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23 #if !defined (octave_Matrix_int_h)
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24 #define octave_Matrix_int_h 1
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25
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26 #include "MArray.h"
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27 #include "MDiagArray2.h"
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28 #include "MatrixType.h"
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30 #include "mx-defs.h"
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31 #include "mx-op-decl.h"
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32 #include "DET.h"
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34 class
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35 OCTAVE_API
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36 Matrix : public MArray<double>
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37 {
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38 public:
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39
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40 typedef ColumnVector column_vector_type;
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41 typedef RowVector row_vector_type;
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42
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43 typedef void (*solve_singularity_handler) (double rcon);
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45 Matrix (void) : MArray<double> () { }
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46
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47 Matrix (octave_idx_type r, octave_idx_type c)
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48 : MArray<double> (dim_vector (r, c)) { }
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49
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50 Matrix (octave_idx_type r, octave_idx_type c, double val)
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51 : MArray<double> (dim_vector (r, c), val) { }
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53 Matrix (const dim_vector& dv) : MArray<double> (dv.redim (2)) { }
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55 Matrix (const dim_vector& dv, double val)
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56 : MArray<double> (dv.redim (2), val) { }
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58 Matrix (const Matrix& a) : MArray<double> (a) { }
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60 template <class U>
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61 Matrix (const MArray<U>& a) : MArray<double> (a.as_matrix ()) { }
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63 template <class U>
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64 Matrix (const Array<U>& a) : MArray<double> (a.as_matrix ()) { }
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65
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66 explicit Matrix (const RowVector& rv);
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68 explicit Matrix (const ColumnVector& cv);
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70 explicit Matrix (const DiagMatrix& a);
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71
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72 explicit Matrix (const PermMatrix& a);
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74 explicit Matrix (const boolMatrix& a);
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76 explicit Matrix (const charMatrix& a);
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77
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78 Matrix& operator = (const Matrix& a)
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79 {
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80 MArray<double>::operator = (a);
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81 return *this;
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82 }
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83
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84 bool operator == (const Matrix& a) const;
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85 bool operator != (const Matrix& a) const;
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87 bool is_symmetric (void) const;
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88
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89 // destructive insert/delete/reorder operations
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90
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91 Matrix& insert (const Matrix& a, octave_idx_type r, octave_idx_type c);
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92 Matrix& insert (const RowVector& a, octave_idx_type r, octave_idx_type c);
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93 Matrix& insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c);
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94 Matrix& insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c);
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95
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96 Matrix& fill (double val);
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97 Matrix& fill (double val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2);
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98
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99 Matrix append (const Matrix& a) const;
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100 Matrix append (const RowVector& a) const;
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101 Matrix append (const ColumnVector& a) const;
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102 Matrix append (const DiagMatrix& a) const;
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103
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104 Matrix stack (const Matrix& a) const;
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105 Matrix stack (const RowVector& a) const;
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106 Matrix stack (const ColumnVector& a) const;
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107 Matrix stack (const DiagMatrix& a) const;
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108
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109 friend OCTAVE_API Matrix real (const ComplexMatrix& a);
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110 friend OCTAVE_API Matrix imag (const ComplexMatrix& a);
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111
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112 friend class ComplexMatrix;
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113
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114 Matrix transpose (void) const { return MArray<double>::transpose (); }
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115
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116 // resize is the destructive equivalent for this one
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117
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118 Matrix extract (octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) const;
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119
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120 Matrix extract_n (octave_idx_type r1, octave_idx_type c1, octave_idx_type nr, octave_idx_type nc) const;
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121
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122 // extract row or column i.
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123
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124 RowVector row (octave_idx_type i) const;
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125
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126 ColumnVector column (octave_idx_type i) const;
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127
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128 void resize (octave_idx_type nr, octave_idx_type nc,
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129 double rfv = resize_fill_value ())
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130 {
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131 MArray<double>::resize (dim_vector (nr, nc), rfv);
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132 }
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133
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134 private:
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135 Matrix tinverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
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136 int force, int calc_cond) const;
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137
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138 Matrix finverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
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139 int force, int calc_cond) const;
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140
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141 public:
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142 Matrix inverse (void) const;
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143 Matrix inverse (octave_idx_type& info) const;
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144 Matrix inverse (octave_idx_type& info, double& rcon, int force = 0,
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145 int calc_cond = 1) const;
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146
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147 Matrix inverse (MatrixType &mattype) const;
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148 Matrix inverse (MatrixType &mattype, octave_idx_type& info) const;
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149 Matrix inverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
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150 int force = 0, int calc_cond = 1) const;
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151
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152 Matrix pseudo_inverse (double tol = 0.0) const;
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153
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154 ComplexMatrix fourier (void) const;
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155 ComplexMatrix ifourier (void) const;
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156
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157 ComplexMatrix fourier2d (void) const;
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158 ComplexMatrix ifourier2d (void) const;
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159
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160 DET determinant (void) const;
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161 DET determinant (octave_idx_type& info) const;
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162 DET determinant (octave_idx_type& info, double& rcon, int calc_cond = 1) const;
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163 DET determinant (MatrixType &mattype, octave_idx_type& info,
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164 double& rcon, int calc_cond = 1) const;
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165
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166 double rcond (void) const;
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167 double rcond (MatrixType &mattype) const;
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168
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169 private:
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170 // Upper triangular matrix solvers
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171 Matrix utsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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172 double& rcon, solve_singularity_handler sing_handler,
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173 bool calc_cond = false, blas_trans_type transt = blas_no_trans) const;
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174
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175 // Lower triangular matrix solvers
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176 Matrix ltsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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177 double& rcon, solve_singularity_handler sing_handler,
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178 bool calc_cond = false, blas_trans_type transt = blas_no_trans) const;
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179
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180 // Full matrix solvers (lu/cholesky)
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181 Matrix fsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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182 double& rcon, solve_singularity_handler sing_handler,
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183 bool calc_cond = false) const;
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184
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185 public:
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186 // Generic interface to solver with no probing of type
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187 Matrix solve (MatrixType &typ, const Matrix& b) const;
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188 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const;
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189 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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190 double& rcon) const;
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191 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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192 double& rcon, solve_singularity_handler sing_handler,
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193 bool singular_fallback = true, blas_trans_type transt = blas_no_trans) const;
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194
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195 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const;
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196 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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197 octave_idx_type& info) const;
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198 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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199 octave_idx_type& info, double& rcon) const;
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200 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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201 octave_idx_type& info, double& rcon,
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202 solve_singularity_handler sing_handler,
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203 bool singular_fallback = true,
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204 blas_trans_type transt = blas_no_trans) const;
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205
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206 ColumnVector solve (MatrixType &typ, const ColumnVector& b) const;
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207 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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208 octave_idx_type& info) const;
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209 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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210 octave_idx_type& info, double& rcon) const;
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211 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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212 octave_idx_type& info, double& rcon,
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213 solve_singularity_handler sing_handler,
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214 blas_trans_type transt = blas_no_trans) const;
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215
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216 ComplexColumnVector solve (MatrixType &typ,
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217 const ComplexColumnVector& b) const;
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218 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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219 octave_idx_type& info) const;
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220 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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221 octave_idx_type& info, double& rcon) const;
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222 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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223 octave_idx_type& info, double& rcon,
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224 solve_singularity_handler sing_handler,
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225 blas_trans_type transt = blas_no_trans) const;
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226
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227 // Generic interface to solver with probing of type
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228 Matrix solve (const Matrix& b) const;
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229 Matrix solve (const Matrix& b, octave_idx_type& info) const;
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230 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon) const;
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231 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon,
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232 solve_singularity_handler sing_handler,
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233 blas_trans_type transt = blas_no_trans) const;
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234
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235 ComplexMatrix solve (const ComplexMatrix& b) const;
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236 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const;
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237 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon) const;
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238 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon,
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239 solve_singularity_handler sing_handler,
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240 blas_trans_type transt = blas_no_trans) const;
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241
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242 ColumnVector solve (const ColumnVector& b) const;
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243 ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const;
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244 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcon) const;
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245 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcon,
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246 solve_singularity_handler sing_handler,
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247 blas_trans_type transt = blas_no_trans) const;
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248
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249 ComplexColumnVector solve (const ComplexColumnVector& b) const;
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250 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const;
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251 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
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252 double& rcon) const;
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253 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
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254 double& rcon, solve_singularity_handler sing_handler,
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255 blas_trans_type transt = blas_no_trans) const;
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256
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257 // Singular solvers
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258 Matrix lssolve (const Matrix& b) const;
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259 Matrix lssolve (const Matrix& b, octave_idx_type& info) const;
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260 Matrix lssolve (const Matrix& b, octave_idx_type& info,
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261 octave_idx_type& rank) const;
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262 Matrix lssolve (const Matrix& b, octave_idx_type& info,
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263 octave_idx_type& rank, double& rcon) const;
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264
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265 ComplexMatrix lssolve (const ComplexMatrix& b) const;
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266 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const;
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267 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
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268 octave_idx_type& rank) const;
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269 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
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270 octave_idx_type& rank, double &rcon) const;
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271
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272 ColumnVector lssolve (const ColumnVector& b) const;
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273 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info) const;
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274 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
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275 octave_idx_type& rank) const;
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276 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
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277 octave_idx_type& rank, double& rcon) const;
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278
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279 ComplexColumnVector lssolve (const ComplexColumnVector& b) const;
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280 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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281 octave_idx_type& info) const;
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282 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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283 octave_idx_type& info,
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284 octave_idx_type& rank) const;
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285 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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286 octave_idx_type& info,
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287 octave_idx_type& rank, double& rcon) const;
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288
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289 Matrix& operator += (const DiagMatrix& a);
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290 Matrix& operator -= (const DiagMatrix& a);
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291
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292 // unary operations
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293
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294 boolMatrix operator ! (void) const;
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295
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296 // other operations
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297
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298 bool any_element_is_negative (bool = false) const;
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299 bool any_element_is_positive (bool = false) const;
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300 bool any_element_is_nan (void) const;
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301 bool any_element_is_inf_or_nan (void) const;
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302 bool any_element_not_one_or_zero (void) const;
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303 bool all_elements_are_int_or_inf_or_nan (void) const;
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304 bool all_integers (double& max_val, double& min_val) const;
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305 bool too_large_for_float (void) const;
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306
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307 boolMatrix all (int dim = -1) const;
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308 boolMatrix any (int dim = -1) const;
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309
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310 Matrix cumprod (int dim = -1) const;
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311 Matrix cumsum (int dim = -1) const;
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312 Matrix prod (int dim = -1) const;
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313 Matrix sum (int dim = -1) const;
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314 Matrix sumsq (int dim = -1) const;
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315 Matrix abs (void) const;
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316
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317 Matrix diag (octave_idx_type k = 0) const;
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318
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319 ColumnVector row_min (void) const;
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320 ColumnVector row_max (void) const;
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321
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322 ColumnVector row_min (Array<octave_idx_type>& index) const;
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323 ColumnVector row_max (Array<octave_idx_type>& index) const;
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324
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325 RowVector column_min (void) const;
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326 RowVector column_max (void) const;
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327
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328 RowVector column_min (Array<octave_idx_type>& index) const;
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329 RowVector column_max (Array<octave_idx_type>& index) const;
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330
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331 // i/o
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332
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333 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const Matrix& a);
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334 friend OCTAVE_API std::istream& operator >> (std::istream& is, Matrix& a);
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335
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336 static double resize_fill_value (void) { return 0; }
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337 };
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338
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339 // Publish externally used friend functions.
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340
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341 extern OCTAVE_API Matrix real (const ComplexMatrix& a);
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342 extern OCTAVE_API Matrix imag (const ComplexMatrix& a);
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343
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344 // column vector by row vector -> matrix operations
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345
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346 extern OCTAVE_API Matrix operator * (const ColumnVector& a, const RowVector& b);
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347
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348 // Other functions.
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349
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350 extern OCTAVE_API Matrix Givens (double, double);
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351
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352 extern OCTAVE_API Matrix Sylvester (const Matrix&, const Matrix&, const Matrix&);
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353
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354 extern OCTAVE_API Matrix xgemm (const Matrix& a, const Matrix& b,
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355 blas_trans_type transa = blas_no_trans,
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356 blas_trans_type transb = blas_no_trans);
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357
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358 extern OCTAVE_API Matrix operator * (const Matrix& a, const Matrix& b);
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359
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360 extern OCTAVE_API Matrix min (double d, const Matrix& m);
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361 extern OCTAVE_API Matrix min (const Matrix& m, double d);
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362 extern OCTAVE_API Matrix min (const Matrix& a, const Matrix& b);
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363
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364 extern OCTAVE_API Matrix max (double d, const Matrix& m);
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365 extern OCTAVE_API Matrix max (const Matrix& m, double d);
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366 extern OCTAVE_API Matrix max (const Matrix& a, const Matrix& b);
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367
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368 extern OCTAVE_API Matrix linspace (const ColumnVector& x1,
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369 const ColumnVector& x2,
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370 octave_idx_type n);
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371
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372 MS_CMP_OP_DECLS (Matrix, double, OCTAVE_API)
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373 MS_BOOL_OP_DECLS (Matrix, double, OCTAVE_API)
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374
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375 SM_CMP_OP_DECLS (double, Matrix, OCTAVE_API)
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376 SM_BOOL_OP_DECLS (double, Matrix, OCTAVE_API)
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377
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378 MM_CMP_OP_DECLS (Matrix, Matrix, OCTAVE_API)
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379 MM_BOOL_OP_DECLS (Matrix, Matrix, OCTAVE_API)
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380
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381 MARRAY_FORWARD_DEFS (MArray, Matrix, double)
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382
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383 template <class T>
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384 void read_int (std::istream& is, bool swap_bytes, T& val);
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385
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386 #endif