annotate liboctave/dSparse.h @ 14204:704f7895eef0 stable release-3-6-0 release-3.6.0

Version 3.6.0 released. * configure.ac (AC_INIT): Version is now 3.6.0. (OCTAVE_API_VERSION_NUMBER): Now 48. (OCTAVE_RELEASE_DATE): Now 2012-01-15.
author John W. Eaton <jwe@octave.org>
date Sun, 15 Jan 2012 13:02:42 -0500
parents 72c96de7a403
children
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1 /*
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2
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3 Copyright (C) 2004-2012 David Bateman
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4 Copyright (C) 1998-2004 Andy Adler
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5
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any later version.
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12
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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21
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22 */
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23
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24 #if !defined (octave_dSparse_h)
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25 #define octave_dSparse_h 1
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26
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27 #include "dMatrix.h"
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28 #include "dNDArray.h"
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29 #include "CMatrix.h"
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30 #include "dColVector.h"
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31 #include "CColVector.h"
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32
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33 #include "DET.h"
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34 #include "MSparse.h"
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35 #include "MSparse-defs.h"
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36 #include "Sparse-op-defs.h"
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37 #include "MatrixType.h"
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38
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39 class PermMatrix;
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40 class DiagMatrix;
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41 class SparseComplexMatrix;
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42 class SparseBoolMatrix;
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43
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44 class
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45 OCTAVE_API
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46 SparseMatrix : public MSparse<double>
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47 {
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48 public:
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49
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50 typedef void (*solve_singularity_handler) (double rcond);
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51
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52 SparseMatrix (void) : MSparse<double> () { }
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53
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54 SparseMatrix (octave_idx_type r, octave_idx_type c) : MSparse<double> (r, c) { }
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55
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56 SparseMatrix (const dim_vector& dv, octave_idx_type nz = 0) :
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57 MSparse<double> (dv, nz) { }
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58
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59 explicit SparseMatrix (octave_idx_type r, octave_idx_type c, double val)
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60 : MSparse<double> (r, c, val) { }
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61
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62 SparseMatrix (const SparseMatrix& a) : MSparse<double> (a) { }
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63
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64 SparseMatrix (const SparseMatrix& a, const dim_vector& dv)
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65 : MSparse<double> (a, dv) { }
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66
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67 SparseMatrix (const MSparse<double>& a) : MSparse<double> (a) { }
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68
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69 SparseMatrix (const Sparse<double>& a) : MSparse<double> (a) { }
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70
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71 explicit SparseMatrix (const SparseBoolMatrix& a);
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72
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73 explicit SparseMatrix (const Matrix& a) : MSparse<double> (a) { }
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74
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75 explicit SparseMatrix (const NDArray& a) : MSparse<double> (a) { }
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77 SparseMatrix (const Array<double>& a, const idx_vector& r,
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78 const idx_vector& c, octave_idx_type nr = -1,
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79 octave_idx_type nc = -1, bool sum_terms = true,
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80 octave_idx_type nzm = -1)
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81 : MSparse<double> (a, r, c, nr, nc, sum_terms, nzm) { }
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82
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83 explicit SparseMatrix (const DiagMatrix& a);
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84
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85 explicit SparseMatrix (const PermMatrix& a) : MSparse<double>(a) { }
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86
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87 SparseMatrix (octave_idx_type r, octave_idx_type c, octave_idx_type num_nz) : MSparse<double> (r, c, num_nz) { }
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88
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89 SparseMatrix& operator = (const SparseMatrix& a)
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90 {
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91 MSparse<double>::operator = (a);
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92 return *this;
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93 }
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94
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95 bool operator == (const SparseMatrix& a) const;
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96 bool operator != (const SparseMatrix& a) const;
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97
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98 bool is_symmetric (void) const;
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99
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100 SparseMatrix max (int dim = -1) const;
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101 SparseMatrix max (Array<octave_idx_type>& index, int dim = -1) const;
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102 SparseMatrix min (int dim = -1) const;
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103 SparseMatrix min (Array<octave_idx_type>& index, int dim = -1) const;
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104
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105 // destructive insert/delete/reorder operations
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106
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107 SparseMatrix& insert (const SparseMatrix& a, octave_idx_type r, octave_idx_type c);
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108
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109 SparseMatrix& insert (const SparseMatrix& a, const Array<octave_idx_type>& indx);
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110
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111 SparseMatrix concat (const SparseMatrix& rb, const Array<octave_idx_type>& ra_idx);
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112 SparseComplexMatrix concat (const SparseComplexMatrix& rb,
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113 const Array<octave_idx_type>& ra_idx);
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114
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115 friend OCTAVE_API SparseMatrix real (const SparseComplexMatrix& a);
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116 friend OCTAVE_API SparseMatrix imag (const SparseComplexMatrix& a);
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117
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118 friend OCTAVE_API SparseMatrix atan2 (const double& x, const SparseMatrix& y);
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119 friend OCTAVE_API SparseMatrix atan2 (const SparseMatrix& x, const double& y);
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120 friend OCTAVE_API SparseMatrix atan2 (const SparseMatrix& x, const SparseMatrix& y);
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121
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122 SparseMatrix transpose (void) const
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123 {
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124 return MSparse<double>::transpose ();
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125 }
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126 SparseMatrix hermitian (void) const { return transpose (); }
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127
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128 // extract row or column i.
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129
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130 RowVector row (octave_idx_type i) const;
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131
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132 ColumnVector column (octave_idx_type i) const;
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133
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134 private:
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135 SparseMatrix dinverse (MatrixType &mattyp, octave_idx_type& info,
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136 double& rcond, const bool force = false,
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137 const bool calccond = true) const;
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138
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139 SparseMatrix tinverse (MatrixType &mattyp, octave_idx_type& info,
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140 double& rcond, const bool force = false,
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141 const bool calccond = true) const;
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142
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143 public:
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144 SparseMatrix inverse (void) const;
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145 SparseMatrix inverse (MatrixType& mattype) const;
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146 SparseMatrix inverse (MatrixType& mattype, octave_idx_type& info) const;
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147 SparseMatrix inverse (MatrixType& mattype, octave_idx_type& info,
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148 double& rcond, int force = 0, int calc_cond = 1) const;
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149
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150 DET determinant (void) const;
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151 DET determinant (octave_idx_type& info) const;
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152 DET determinant (octave_idx_type& info, double& rcond, int calc_cond = 1) const;
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153
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154 private:
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155 // Diagonal matrix solvers
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156 Matrix dsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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157 double& rcond, solve_singularity_handler sing_handler,
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158 bool calc_cond = false) const;
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159
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160 ComplexMatrix dsolve (MatrixType &typ, const ComplexMatrix& b,
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161 octave_idx_type& info, double& rcond,
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162 solve_singularity_handler sing_handler,
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163 bool calc_cond = false) const;
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164
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165 SparseMatrix dsolve (MatrixType &typ, const SparseMatrix& b,
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166 octave_idx_type& info, double& rcond,
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167 solve_singularity_handler sing_handler,
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168 bool calc_cond = false) const;
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169
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170 SparseComplexMatrix dsolve (MatrixType &typ, const SparseComplexMatrix& b,
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171 octave_idx_type& info, double& rcond,
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172 solve_singularity_handler sing_handler,
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173 bool calc_cond = false) const;
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174
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175 // Upper triangular matrix solvers
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176 Matrix utsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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177 double& rcond, solve_singularity_handler sing_handler,
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178 bool calc_cond = false) const;
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179
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180 ComplexMatrix utsolve (MatrixType &typ, const ComplexMatrix& b,
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181 octave_idx_type& info, double& rcond,
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182 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 SparseMatrix utsolve (MatrixType &typ, const SparseMatrix& b,
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186 octave_idx_type& info, double& rcond,
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187 solve_singularity_handler sing_handler,
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188 bool calc_cond = false) const;
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189
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190 SparseComplexMatrix utsolve (MatrixType &typ, const SparseComplexMatrix& b,
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191 octave_idx_type& info, double& rcond,
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192 solve_singularity_handler sing_handler,
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193 bool calc_cond = false) const;
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194
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195 // Lower triangular matrix solvers
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196 Matrix ltsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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197 double& rcond, solve_singularity_handler sing_handler,
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198 bool calc_cond = false) const;
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199
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200 ComplexMatrix ltsolve (MatrixType &typ, const ComplexMatrix& b,
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201 octave_idx_type& info, double& rcond,
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202 solve_singularity_handler sing_handler,
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203 bool calc_cond = false) const;
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204
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205 SparseMatrix ltsolve (MatrixType &typ, const SparseMatrix& b,
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206 octave_idx_type& info, double& rcond,
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207 solve_singularity_handler sing_handler,
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208 bool calc_cond = false) const;
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209
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210 SparseComplexMatrix ltsolve (MatrixType &typ, const SparseComplexMatrix& b,
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211 octave_idx_type& info, double& rcond,
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212 solve_singularity_handler sing_handler,
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213 bool calc_cond = false) const;
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214
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215 // Tridiagonal matrix solvers
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216 Matrix trisolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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217 double& rcond, solve_singularity_handler sing_handler,
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218 bool calc_cond = false) const;
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219
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220 ComplexMatrix trisolve (MatrixType &typ, const ComplexMatrix& b,
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221 octave_idx_type& info, double& rcond,
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222 solve_singularity_handler sing_handler,
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223 bool calc_cond = false) const;
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224
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225 SparseMatrix trisolve (MatrixType &typ, const SparseMatrix& b,
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226 octave_idx_type& info, double& rcond,
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227 solve_singularity_handler sing_handler,
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228 bool calc_cond = false) const;
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229
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230 SparseComplexMatrix trisolve (MatrixType &typ, const SparseComplexMatrix& b,
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231 octave_idx_type& info, double& rcond,
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232 solve_singularity_handler sing_handler,
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233 bool calc_cond = false) const;
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234
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235 // Banded matrix solvers (umfpack/cholesky)
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236 Matrix bsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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237 double& rcond, solve_singularity_handler sing_handler,
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238 bool calc_cond = false) const;
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239
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240 ComplexMatrix bsolve (MatrixType &typ, const ComplexMatrix& b,
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241 octave_idx_type& info, double& rcond,
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242 solve_singularity_handler sing_handler,
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243 bool calc_cond = false) const;
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244
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245 SparseMatrix bsolve (MatrixType &typ, const SparseMatrix& b,
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246 octave_idx_type& info, double& rcond,
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247 solve_singularity_handler sing_handler,
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248 bool calc_cond = false) const;
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249
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250 SparseComplexMatrix bsolve (MatrixType &typ, const SparseComplexMatrix& b,
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251 octave_idx_type& info, double& rcond,
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252 solve_singularity_handler sing_handler,
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253 bool calc_cond = false) const;
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254
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255 // Full matrix solvers (umfpack/cholesky)
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256 void * factorize (octave_idx_type& err, double &rcond, Matrix &Control,
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257 Matrix &Info, solve_singularity_handler sing_handler,
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258 bool calc_cond = false) const;
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259
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260 Matrix fsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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261 double& rcond, solve_singularity_handler sing_handler,
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262 bool calc_cond = false) const;
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263
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264 ComplexMatrix fsolve (MatrixType &typ, const ComplexMatrix& b,
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265 octave_idx_type& info, double& rcond,
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266 solve_singularity_handler sing_handler,
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267 bool calc_cond = false) const;
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268
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269 SparseMatrix fsolve (MatrixType &typ, const SparseMatrix& b,
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270 octave_idx_type& info, double& rcond,
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271 solve_singularity_handler sing_handler,
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272 bool calc_cond = false) const;
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273
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274 SparseComplexMatrix fsolve (MatrixType &typ, const SparseComplexMatrix& b,
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275 octave_idx_type& info, double& rcond,
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276 solve_singularity_handler sing_handler,
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277 bool calc_cond = false) const;
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278
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279 public:
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280 // Generic interface to solver with no probing of type
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281 Matrix solve (MatrixType &typ, const Matrix& b) const;
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282 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const;
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283 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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284 double& rcond) const;
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285 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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286 double& rcond, solve_singularity_handler sing_handler,
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287 bool singular_fallback = true) const;
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288
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289 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const;
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290 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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291 octave_idx_type& info) const;
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292 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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293 octave_idx_type& info, double& rcond) const;
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294 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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295 octave_idx_type& info, double& rcond,
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296 solve_singularity_handler sing_handler,
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297 bool singular_fallback = true) const;
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298
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299 SparseMatrix solve (MatrixType &typ, const SparseMatrix& b) const;
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300 SparseMatrix solve (MatrixType &typ, const SparseMatrix& b,
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301 octave_idx_type& info) const;
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302 SparseMatrix solve (MatrixType &typ, const SparseMatrix& b,
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303 octave_idx_type& info, double& rcond) const;
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304 SparseMatrix solve (MatrixType &typ, const SparseMatrix& b,
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305 octave_idx_type& info, double& rcond,
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306 solve_singularity_handler sing_handler,
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307 bool singular_fallback = true) const;
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308
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309 SparseComplexMatrix solve (MatrixType &typ,
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310 const SparseComplexMatrix& b) const;
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311 SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b,
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312 octave_idx_type& info) const;
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313 SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b,
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314 octave_idx_type& info, double& rcond) const;
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315 SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b,
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316 octave_idx_type& info, double& rcond,
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317 solve_singularity_handler sing_handler,
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318 bool singular_fallabck = true) const;
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319
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320 ColumnVector solve (MatrixType &typ, const ColumnVector& b) const;
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321 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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322 octave_idx_type& info) const;
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323 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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324 octave_idx_type& info, double& rcond) const;
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325 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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326 octave_idx_type& info, double& rcond,
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327 solve_singularity_handler sing_handler) const;
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328
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329 ComplexColumnVector solve (MatrixType &typ,
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330 const ComplexColumnVector& b) const;
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331 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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332 octave_idx_type& info) const;
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333 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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334 octave_idx_type& info, double& rcond) const;
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335 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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336 octave_idx_type& info, double& rcond,
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337 solve_singularity_handler sing_handler) const;
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338
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339 // Generic interface to solver with probing of type
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340 Matrix solve (const Matrix& b) const;
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341 Matrix solve (const Matrix& b, octave_idx_type& info) const;
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342 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond) const;
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343 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond,
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344 solve_singularity_handler sing_handler) const;
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345
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346 ComplexMatrix solve (const ComplexMatrix& b) const;
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347 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const;
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348 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info,
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349 double& rcond) const;
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350 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcond,
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351 solve_singularity_handler sing_handler) const;
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352
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353 SparseMatrix solve (const SparseMatrix& b) const;
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354 SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info) const;
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355 SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info,
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356 double& rcond) const;
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357 SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info, double& rcond,
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358 solve_singularity_handler sing_handler) const;
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359
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360 SparseComplexMatrix solve (const SparseComplexMatrix& b) const;
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361 SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info) const;
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362 SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info,
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363 double& rcond) const;
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364 SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info,
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365 double& rcond,
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366 solve_singularity_handler sing_handler) const;
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367
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368 ColumnVector solve (const ColumnVector& b) const;
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369 ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const;
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370 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcond) const;
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371 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcond,
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372 solve_singularity_handler sing_handler) const;
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373
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374 ComplexColumnVector solve (const ComplexColumnVector& b) const;
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375 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const;
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376 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
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377 double& rcond) const;
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378 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
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379 double& rcond,
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380 solve_singularity_handler sing_handler) const;
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381
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382 // other operations
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383
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384 bool any_element_is_negative (bool = false) const;
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385 bool any_element_is_nan (void) const;
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386 bool any_element_is_inf_or_nan (void) const;
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387 bool any_element_not_one_or_zero (void) const;
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388 bool all_elements_are_zero (void) const;
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389 bool all_elements_are_int_or_inf_or_nan (void) const;
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390 bool all_integers (double& max_val, double& min_val) const;
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391 bool too_large_for_float (void) const;
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392
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393 SparseBoolMatrix operator ! (void) const;
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394
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395 SparseBoolMatrix all (int dim = -1) const;
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396 SparseBoolMatrix any (int dim = -1) const;
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397
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398 SparseMatrix cumprod (int dim = -1) const;
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399 SparseMatrix cumsum (int dim = -1) const;
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400 SparseMatrix prod (int dim = -1) const;
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401 SparseMatrix sum (int dim = -1) const;
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402 SparseMatrix sumsq (int dim = -1) const;
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403 SparseMatrix abs (void) const;
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404
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405 SparseMatrix diag (octave_idx_type k = 0) const;
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406
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407 Matrix matrix_value (void) const;
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408
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409 SparseMatrix squeeze (void) const;
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410
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411 SparseMatrix reshape (const dim_vector& new_dims) const;
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412
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413 SparseMatrix permute (const Array<octave_idx_type>& vec, bool inv = false) const;
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414
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415 SparseMatrix ipermute (const Array<octave_idx_type>& vec) const;
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416
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417 // i/o
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418
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419 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const SparseMatrix& a);
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420 friend OCTAVE_API std::istream& operator >> (std::istream& is, SparseMatrix& a);
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8c32f95c2639 convert mapper functions to new format
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421
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422 };
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423
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424 // Publish externally used friend functions.
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425
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426 extern OCTAVE_API SparseMatrix real (const SparseComplexMatrix& a);
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427 extern OCTAVE_API SparseMatrix imag (const SparseComplexMatrix& a);
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428
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429 // Other operators.
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430
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431 extern OCTAVE_API SparseMatrix operator * (const SparseMatrix& a,
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432 const SparseMatrix& b);
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433 extern OCTAVE_API Matrix operator * (const Matrix& a,
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434 const SparseMatrix& b);
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435 extern OCTAVE_API Matrix mul_trans (const Matrix& a,
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436 const SparseMatrix& b);
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437 extern OCTAVE_API Matrix operator * (const SparseMatrix& a,
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438 const Matrix& b);
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439 extern OCTAVE_API Matrix trans_mul (const SparseMatrix& a,
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440 const Matrix& b);
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441
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442 extern OCTAVE_API SparseMatrix operator * (const DiagMatrix&, const SparseMatrix&);
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443 extern OCTAVE_API SparseMatrix operator * (const SparseMatrix&, const DiagMatrix&);
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444
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Jason Riedy <jason@acm.org>
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445 extern OCTAVE_API SparseMatrix operator + (const DiagMatrix&, const SparseMatrix&);
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446 extern OCTAVE_API SparseMatrix operator + (const SparseMatrix&, const DiagMatrix&);
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447 extern OCTAVE_API SparseMatrix operator - (const DiagMatrix&, const SparseMatrix&);
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Jason Riedy <jason@acm.org>
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448 extern OCTAVE_API SparseMatrix operator - (const SparseMatrix&, const DiagMatrix&);
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449
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450 extern OCTAVE_API SparseMatrix operator * (const PermMatrix&, const SparseMatrix&);
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451 extern OCTAVE_API SparseMatrix operator * (const SparseMatrix&, const PermMatrix&);
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452
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453 extern OCTAVE_API SparseMatrix min (double d, const SparseMatrix& m);
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454 extern OCTAVE_API SparseMatrix min (const SparseMatrix& m, double d);
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455 extern OCTAVE_API SparseMatrix min (const SparseMatrix& a, const SparseMatrix& b);
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456
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457 extern OCTAVE_API SparseMatrix max (double d, const SparseMatrix& m);
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458 extern OCTAVE_API SparseMatrix max (const SparseMatrix& m, double d);
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459 extern OCTAVE_API SparseMatrix max (const SparseMatrix& a, const SparseMatrix& b);
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460
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461 SPARSE_SMS_CMP_OP_DECLS (SparseMatrix, double, OCTAVE_API)
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462 SPARSE_SMS_BOOL_OP_DECLS (SparseMatrix, double, OCTAVE_API)
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463
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464 SPARSE_SSM_CMP_OP_DECLS (double, SparseMatrix, OCTAVE_API)
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465 SPARSE_SSM_BOOL_OP_DECLS (double, SparseMatrix, OCTAVE_API)
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466
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467 SPARSE_SMSM_CMP_OP_DECLS (SparseMatrix, SparseMatrix, OCTAVE_API)
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468 SPARSE_SMSM_BOOL_OP_DECLS (SparseMatrix, SparseMatrix, OCTAVE_API)
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469
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470 SPARSE_FORWARD_DEFS (MSparse, SparseMatrix, Matrix, double)
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471
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472 #ifdef IDX_TYPE_LONG
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473 #define UMFPACK_DNAME(name) umfpack_dl_ ## name
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474 #else
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475 #define UMFPACK_DNAME(name) umfpack_di_ ## name
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476 #endif
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477
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478 #endif