annotate liboctave/dMatrix.h @ 6909:fc55a5e1760b ss-2-9-14

[project @ 2007-09-17 20:47:40 by jwe]
author jwe
date Mon, 17 Sep 2007 20:47:41 +0000
parents 0ce71beb1cf3
children 2883ea1c5c18
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1 /*
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2
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3 Copyright (C) 1996, 1997 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 2, or (at your option) any
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10 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, write to the Free
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19 Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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20 02110-1301, USA.
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21
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22 */
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23
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24 #if !defined (octave_Matrix_int_h)
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25 #define octave_Matrix_int_h 1
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26
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27 #include "MArray2.h"
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28 #include "MDiagArray2.h"
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29 #include "MatrixType.h"
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30
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31 #include "mx-defs.h"
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32 #include "mx-op-defs.h"
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33
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34 class
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35 OCTAVE_API
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36 Matrix : public MArray2<double>
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37 {
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38 public:
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39
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40 typedef void (*solve_singularity_handler) (double rcond);
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41
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42 Matrix (void) : MArray2<double> () { }
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43
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44 Matrix (octave_idx_type r, octave_idx_type c) : MArray2<double> (r, c) { }
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45
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46 Matrix (octave_idx_type r, octave_idx_type c, double val) : MArray2<double> (r, c, val) { }
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47
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48 Matrix (const Matrix& a) : MArray2<double> (a) { }
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49
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50 Matrix (const MArray2<double>& a) : MArray2<double> (a) { }
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51
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52 explicit Matrix (const RowVector& rv);
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54 explicit Matrix (const ColumnVector& cv);
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55
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56 explicit Matrix (const DiagMatrix& a);
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57
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58 explicit Matrix (const boolMatrix& a);
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59
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60 explicit Matrix (const charMatrix& a);
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61
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62 Matrix& operator = (const Matrix& a)
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63 {
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64 MArray2<double>::operator = (a);
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65 return *this;
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66 }
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67
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68 bool operator == (const Matrix& a) const;
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69 bool operator != (const Matrix& a) const;
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71 bool is_symmetric (void) const;
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72
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73 // destructive insert/delete/reorder operations
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74
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75 Matrix& insert (const Matrix& a, octave_idx_type r, octave_idx_type c);
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76 Matrix& insert (const RowVector& a, octave_idx_type r, octave_idx_type c);
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77 Matrix& insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c);
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78 Matrix& insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c);
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79
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80 Matrix& fill (double val);
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81 Matrix& fill (double val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2);
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82
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83 Matrix append (const Matrix& a) const;
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84 Matrix append (const RowVector& a) const;
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85 Matrix append (const ColumnVector& a) const;
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86 Matrix append (const DiagMatrix& a) const;
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87
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88 Matrix stack (const Matrix& a) const;
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89 Matrix stack (const RowVector& a) const;
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90 Matrix stack (const ColumnVector& a) const;
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91 Matrix stack (const DiagMatrix& a) const;
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92
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93 friend OCTAVE_API Matrix real (const ComplexMatrix& a);
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94 friend OCTAVE_API Matrix imag (const ComplexMatrix& a);
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95
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96 Matrix transpose (void) const { return MArray2<double>::transpose (); }
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97
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98 // resize is the destructive equivalent for this one
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99
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100 Matrix extract (octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) const;
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101
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102 Matrix extract_n (octave_idx_type r1, octave_idx_type c1, octave_idx_type nr, octave_idx_type nc) const;
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103
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104 // extract row or column i.
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105
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106 RowVector row (octave_idx_type i) const;
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107
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108 ColumnVector column (octave_idx_type i) const;
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109
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110 private:
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111 Matrix tinverse (MatrixType &mattype, octave_idx_type& info, double& rcond,
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112 int force, int calc_cond) const;
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113
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114 Matrix finverse (MatrixType &mattype, octave_idx_type& info, double& rcond,
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115 int force, int calc_cond) const;
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116
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117 public:
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118 Matrix inverse (void) const;
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119 Matrix inverse (octave_idx_type& info) const;
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120 Matrix inverse (octave_idx_type& info, double& rcond, int force = 0,
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121 int calc_cond = 1) const;
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122
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123 Matrix inverse (MatrixType &mattype) const;
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124 Matrix inverse (MatrixType &mattype, octave_idx_type& info) const;
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125 Matrix inverse (MatrixType &mattype, octave_idx_type& info, double& rcond,
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126 int force = 0, int calc_cond = 1) const;
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127
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128 Matrix pseudo_inverse (double tol = 0.0) const;
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129
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130 ComplexMatrix fourier (void) const;
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131 ComplexMatrix ifourier (void) const;
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132
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133 ComplexMatrix fourier2d (void) const;
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134 ComplexMatrix ifourier2d (void) const;
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135
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136 DET determinant (void) const;
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137 DET determinant (octave_idx_type& info) const;
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138 DET determinant (octave_idx_type& info, double& rcond, int calc_cond = 1) const;
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139
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140 private:
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141 // Upper triangular matrix solvers
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142 Matrix utsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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143 double& rcond, solve_singularity_handler sing_handler,
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144 bool calc_cond = false) const;
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145
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146 // Lower triangular matrix solvers
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147 Matrix ltsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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148 double& rcond, solve_singularity_handler sing_handler,
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149 bool calc_cond = false) const;
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150
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151 // Full matrix solvers (lu/cholesky)
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152 Matrix fsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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153 double& rcond, solve_singularity_handler sing_handler,
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154 bool calc_cond = false) const;
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155
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156 public:
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157 // Generic interface to solver with no probing of type
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158 Matrix solve (MatrixType &typ, const Matrix& b) const;
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159 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const;
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160 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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161 double& rcond) const;
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162 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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163 double& rcond, solve_singularity_handler sing_handler,
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164 bool singular_fallback = true) const;
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165
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166 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const;
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167 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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168 octave_idx_type& info) const;
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169 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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170 octave_idx_type& info, double& rcond) const;
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171 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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172 octave_idx_type& info, double& rcond,
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173 solve_singularity_handler sing_handler,
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174 bool singular_fallback = true) const;
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175
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176 ColumnVector solve (MatrixType &typ, const ColumnVector& b) const;
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177 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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178 octave_idx_type& info) const;
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179 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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180 octave_idx_type& info, double& rcond) const;
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181 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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182 octave_idx_type& info, double& rcond,
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183 solve_singularity_handler sing_handler) const;
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184
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185 ComplexColumnVector solve (MatrixType &typ,
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186 const ComplexColumnVector& b) const;
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187 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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188 octave_idx_type& info) const;
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189 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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190 octave_idx_type& info, double& rcond) const;
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191 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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192 octave_idx_type& info, double& rcond,
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193 solve_singularity_handler sing_handler) const;
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194
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195 // Generic interface to solver with probing of type
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196 Matrix solve (const Matrix& b) const;
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197 Matrix solve (const Matrix& b, octave_idx_type& info) const;
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198 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond) const;
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199 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond,
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200 solve_singularity_handler sing_handler) const;
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201
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202 ComplexMatrix solve (const ComplexMatrix& b) const;
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203 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const;
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204 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcond) const;
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205 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcond,
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206 solve_singularity_handler sing_handler) const;
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207
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208 ColumnVector solve (const ColumnVector& b) const;
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209 ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const;
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210 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcond) const;
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211 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcond,
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212 solve_singularity_handler sing_handler) const;
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213
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214 ComplexColumnVector solve (const ComplexColumnVector& b) const;
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215 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const;
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216 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
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217 double& rcond) const;
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218 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
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219 double& rcond,
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220 solve_singularity_handler sing_handler) const;
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221
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222 // Singular solvers
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223 Matrix lssolve (const Matrix& b) const;
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224 Matrix lssolve (const Matrix& b, octave_idx_type& info) const;
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225 Matrix lssolve (const Matrix& b, octave_idx_type& info, octave_idx_type& rank) const;
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226
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227 ComplexMatrix lssolve (const ComplexMatrix& b) const;
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228 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const;
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229 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
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230 octave_idx_type& rank) const;
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231
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232 ColumnVector lssolve (const ColumnVector& b) const;
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233 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info) const;
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234 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info, octave_idx_type& rank) const;
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235
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236 ComplexColumnVector lssolve (const ComplexColumnVector& b) const;
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237 ComplexColumnVector lssolve (const ComplexColumnVector& b, octave_idx_type& info) const;
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238 ComplexColumnVector lssolve (const ComplexColumnVector& b, octave_idx_type& info,
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239 octave_idx_type& rank) const;
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240
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241 Matrix expm (void) const;
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242
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243 Matrix& operator += (const DiagMatrix& a);
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244 Matrix& operator -= (const DiagMatrix& a);
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245
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246 // unary operations
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247
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248 boolMatrix operator ! (void) const;
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249
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250 // other operations
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251
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252 Matrix map (d_d_Mapper f) const;
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253 boolMatrix map (b_d_Mapper f) const;
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254
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255 Matrix& apply (d_d_Mapper f);
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256
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257 bool any_element_is_negative (bool = false) const;
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258 bool any_element_is_inf_or_nan (void) const;
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259 bool any_element_not_one_or_zero (void) const;
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260 bool all_elements_are_int_or_inf_or_nan (void) const;
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261 bool all_integers (double& max_val, double& min_val) const;
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262 bool too_large_for_float (void) const;
1963
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263
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264 boolMatrix all (int dim = -1) const;
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265 boolMatrix any (int dim = -1) const;
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266
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267 Matrix cumprod (int dim = -1) const;
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268 Matrix cumsum (int dim = -1) const;
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269 Matrix prod (int dim = -1) const;
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270 Matrix sum (int dim = -1) const;
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271 Matrix sumsq (int dim = -1) const;
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272 Matrix abs (void) const;
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273
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274 ColumnVector diag (void) const;
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275 ColumnVector diag (octave_idx_type k) const;
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276
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277 ColumnVector row_min (void) const;
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278 ColumnVector row_max (void) const;
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279
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280 ColumnVector row_min (Array<octave_idx_type>& index) const;
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281 ColumnVector row_max (Array<octave_idx_type>& index) const;
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282
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283 RowVector column_min (void) const;
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284 RowVector column_max (void) const;
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285
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286 RowVector column_min (Array<octave_idx_type>& index) const;
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287 RowVector column_max (Array<octave_idx_type>& index) const;
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288
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289 // i/o
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290
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291 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const Matrix& a);
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292 friend OCTAVE_API std::istream& operator >> (std::istream& is, Matrix& a);
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293
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294 static double resize_fill_value (void) { return 0; }
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295
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296 private:
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297
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298 Matrix (double *d, octave_idx_type r, octave_idx_type c) : MArray2<double> (d, r, c) { }
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299 };
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300
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301 // Publish externally used friend functions.
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302
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303 extern OCTAVE_API Matrix real (const ComplexMatrix& a);
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304 extern OCTAVE_API Matrix imag (const ComplexMatrix& a);
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305
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306 // column vector by row vector -> matrix operations
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307
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308 extern OCTAVE_API Matrix operator * (const ColumnVector& a, const RowVector& b);
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309
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310 // Other functions.
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311
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312 extern OCTAVE_API Matrix Givens (double, double);
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313
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314 extern OCTAVE_API Matrix Sylvester (const Matrix&, const Matrix&, const Matrix&);
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315
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316 extern OCTAVE_API Matrix operator * (const Matrix& a, const Matrix& b);
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317
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318 extern OCTAVE_API Matrix min (double d, const Matrix& m);
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319 extern OCTAVE_API Matrix min (const Matrix& m, double d);
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320 extern OCTAVE_API Matrix min (const Matrix& a, const Matrix& b);
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321
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322 extern OCTAVE_API Matrix max (double d, const Matrix& m);
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323 extern OCTAVE_API Matrix max (const Matrix& m, double d);
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324 extern OCTAVE_API Matrix max (const Matrix& a, const Matrix& b);
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325
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326 MS_CMP_OP_DECLS (Matrix, double, OCTAVE_API)
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327 MS_BOOL_OP_DECLS (Matrix, double, OCTAVE_API)
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328
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329 SM_CMP_OP_DECLS (double, Matrix, OCTAVE_API)
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330 SM_BOOL_OP_DECLS (double, Matrix, OCTAVE_API)
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331
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332 MM_CMP_OP_DECLS (Matrix, Matrix, OCTAVE_API)
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333 MM_BOOL_OP_DECLS (Matrix, Matrix, OCTAVE_API)
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334
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335 MARRAY_FORWARD_DEFS (MArray2, Matrix, double)
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336
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337 template <class T>
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338 void read_int (std::istream& is, bool swap_bytes, T& val);
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339
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340 #endif
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341
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342 /*
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343 ;;; Local Variables: ***
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344 ;;; mode: C++ ***
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345 ;;; End: ***
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346 */