view liboctave/dSparse.h @ 8910:6e9f26506804

optimize diag -> sparse and perm -> sparse conversions
author Jaroslav Hajek <highegg@gmail.com>
date Thu, 05 Mar 2009 08:34:52 +0100
parents 8b1a2555c4e2
children eb63fbe60fab
line wrap: on
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/*

Copyright (C) 2004, 2005, 2006, 2007 David Bateman
Copyright (C) 1998, 1999, 2000, 2001, 2002, 2003, 2004 Andy Adler

This file is part of Octave.

Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 3 of the License, or (at your
option) any later version.

Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
for more details.

You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING.  If not, see
<http://www.gnu.org/licenses/>.

*/

#if !defined (octave_dSparse_h)
#define octave_dSparse_h 1

#include "dMatrix.h"
#include "dNDArray.h"
#include "CMatrix.h"
#include "dColVector.h"
#include "CColVector.h"
#include "dDiagMatrix.h"

#include "DET.h"
#include "MSparse.h"
#include "MSparse-defs.h"
#include "Sparse-op-defs.h"
#include "MatrixType.h"

class SparseComplexMatrix;
class SparseBoolMatrix;

class
OCTAVE_API
SparseMatrix : public MSparse<double>
{
 public:

  typedef void (*solve_singularity_handler) (double rcond);

  SparseMatrix (void) : MSparse<double> () { }

  SparseMatrix (octave_idx_type r, octave_idx_type c) : MSparse<double> (r, c) { }

  SparseMatrix (const dim_vector& dv, octave_idx_type nz = 0) : 
    MSparse<double> (dv, nz) { }

  explicit SparseMatrix (octave_idx_type r, octave_idx_type c, double val) 
    : MSparse<double> (r, c, val) { }

  SparseMatrix (const SparseMatrix& a) : MSparse<double> (a) { }

  SparseMatrix (const SparseMatrix& a, const dim_vector& dv) 
    : MSparse<double> (a, dv) { }

  SparseMatrix (const MSparse<double>& a) : MSparse<double> (a) { }

  explicit SparseMatrix (const SparseBoolMatrix& a);

  explicit SparseMatrix (const Matrix& a) : MSparse<double> (a) { }

  explicit SparseMatrix (const NDArray& a) : MSparse<double> (a) { }

  explicit SparseMatrix (const Array<double> a, const Array<octave_idx_type>& r, 
			 const Array<octave_idx_type>& c, octave_idx_type nr = -1, 
			 octave_idx_type nc = -1, bool sum_terms = true)
    : MSparse<double> (a, r, c, nr, nc, sum_terms) { }

  explicit SparseMatrix (const Array<double> a, const Array<double>& r, 
			 const Array<double>& c, octave_idx_type nr = -1, 
			 octave_idx_type nc = -1, bool sum_terms = true)
    : MSparse<double> (a, r, c, nr, nc, sum_terms) { }

  explicit SparseMatrix (const DiagMatrix& a);

  explicit SparseMatrix (const PermMatrix& a);

  SparseMatrix (octave_idx_type r, octave_idx_type c, octave_idx_type num_nz) : MSparse<double> (r, c, num_nz) { }

  SparseMatrix& operator = (const SparseMatrix& a)
    {
      MSparse<double>::operator = (a);
      return *this;
    }

  bool operator == (const SparseMatrix& a) const;
  bool operator != (const SparseMatrix& a) const;

  bool is_symmetric (void) const;

  SparseMatrix max (int dim = 0) const;
  SparseMatrix max (Array2<octave_idx_type>& index, int dim = 0) const;
  SparseMatrix min (int dim = 0) const;
  SparseMatrix min (Array2<octave_idx_type>& index, int dim = 0) const;
  
  // destructive insert/delete/reorder operations

  SparseMatrix& insert (const SparseMatrix& a, octave_idx_type r, octave_idx_type c);

  SparseMatrix& insert (const SparseMatrix& a, const Array<octave_idx_type>& indx);

  SparseMatrix concat (const SparseMatrix& rb, const Array<octave_idx_type>& ra_idx);
  SparseComplexMatrix concat (const SparseComplexMatrix& rb,
			      const Array<octave_idx_type>& ra_idx);

  friend OCTAVE_API SparseMatrix real (const SparseComplexMatrix& a);
  friend OCTAVE_API SparseMatrix imag (const SparseComplexMatrix& a);

  friend OCTAVE_API SparseMatrix atan2 (const double& x, const SparseMatrix& y);
  friend OCTAVE_API SparseMatrix atan2 (const SparseMatrix& x, const double& y);
  friend OCTAVE_API SparseMatrix atan2 (const SparseMatrix& x, const SparseMatrix& y);

  SparseMatrix transpose (void) const 
    { 
      return MSparse<double>::transpose (); 
    }
  SparseMatrix hermitian (void) const { return transpose (); }

  // extract row or column i.

  RowVector row (octave_idx_type i) const;

  ColumnVector column (octave_idx_type i) const;

private:
  SparseMatrix dinverse (MatrixType &mattyp, octave_idx_type& info, 
			 double& rcond, const bool force = false, 
			 const bool calccond = true) const;

  SparseMatrix tinverse (MatrixType &mattyp, octave_idx_type& info, 
			 double& rcond, const bool force = false, 
			 const bool calccond = true) const;

public:
  SparseMatrix inverse (void) const;
  SparseMatrix inverse (MatrixType& mattype) const;
  SparseMatrix inverse (MatrixType& mattype, octave_idx_type& info) const;
  SparseMatrix inverse (MatrixType& mattype, octave_idx_type& info, 
		        double& rcond, int force = 0, int calc_cond = 1) const;

  DET determinant (void) const;
  DET determinant (octave_idx_type& info) const;
  DET determinant (octave_idx_type& info, double& rcond, int calc_cond = 1) const;

private:
  // Diagonal matrix solvers
  Matrix dsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
		double& rcond, solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  ComplexMatrix dsolve (MatrixType &typ, const ComplexMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler, 
		bool calc_cond = false) const;

  SparseMatrix dsolve (MatrixType &typ, const SparseMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  SparseComplexMatrix dsolve (MatrixType &typ, const SparseComplexMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  // Upper triangular matrix solvers
  Matrix utsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
		double& rcond, solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  ComplexMatrix utsolve (MatrixType &typ, const ComplexMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  SparseMatrix utsolve (MatrixType &typ, const SparseMatrix& b,
		octave_idx_type& info, double& rcond,
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  SparseComplexMatrix utsolve (MatrixType &typ, const SparseComplexMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  // Lower triangular matrix solvers
  Matrix ltsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
		double& rcond, solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  ComplexMatrix ltsolve (MatrixType &typ, const ComplexMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  SparseMatrix ltsolve (MatrixType &typ, const SparseMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  SparseComplexMatrix ltsolve (MatrixType &typ, const SparseComplexMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  // Tridiagonal matrix solvers
  Matrix trisolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
		double& rcond, solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  ComplexMatrix trisolve (MatrixType &typ, const ComplexMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  SparseMatrix trisolve (MatrixType &typ, const SparseMatrix& b,
		octave_idx_type& info, double& rcond,
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  SparseComplexMatrix trisolve (MatrixType &typ, const SparseComplexMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  // Banded matrix solvers (umfpack/cholesky)
  Matrix bsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
		double& rcond, solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  ComplexMatrix bsolve (MatrixType &typ, const ComplexMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  SparseMatrix bsolve (MatrixType &typ, const SparseMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  SparseComplexMatrix bsolve (MatrixType &typ, const SparseComplexMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  // Full matrix solvers (umfpack/cholesky)
  void * factorize (octave_idx_type& err, double &rcond, Matrix &Control,
		    Matrix &Info, solve_singularity_handler sing_handler,
		    bool calc_cond = false) const;

  Matrix fsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
		double& rcond, solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  ComplexMatrix fsolve (MatrixType &typ, const ComplexMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  SparseMatrix fsolve (MatrixType &typ, const SparseMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

  SparseComplexMatrix fsolve (MatrixType &typ, const SparseComplexMatrix& b,
		octave_idx_type& info, double& rcond, 
		solve_singularity_handler sing_handler,
		bool calc_cond = false) const;

public:
  // Generic interface to solver with no probing of type
  Matrix solve (MatrixType &typ, const Matrix& b) const;
  Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const;
  Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, 
		double& rcond) const;
  Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
		double& rcond, solve_singularity_handler sing_handler,
		bool singular_fallback = true) const;

  ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const;
  ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, 
		       octave_idx_type& info) const;
  ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, 
		       octave_idx_type& info, double& rcond) const;
  ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
		       octave_idx_type& info, double& rcond, 
		       solve_singularity_handler sing_handler,
		       bool singular_fallback = true) const;

  SparseMatrix solve (MatrixType &typ, const SparseMatrix& b) const;
  SparseMatrix solve (MatrixType &typ, const SparseMatrix& b, 
		      octave_idx_type& info) const;
  SparseMatrix solve (MatrixType &typ, const SparseMatrix& b,
		      octave_idx_type& info, double& rcond) const;
  SparseMatrix solve (MatrixType &typ, const SparseMatrix& b,
		      octave_idx_type& info, double& rcond, 
		      solve_singularity_handler sing_handler,
		      bool singular_fallback = true) const;

  SparseComplexMatrix solve (MatrixType &typ, 
			     const SparseComplexMatrix& b) const;
  SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b, 
			     octave_idx_type& info) const;
  SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b, 
			     octave_idx_type& info, double& rcond) const;
  SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b,
			     octave_idx_type& info, double& rcond, 
			     solve_singularity_handler sing_handler,
			     bool singular_fallabck = true) const;

  ColumnVector solve (MatrixType &typ, const ColumnVector& b) const;
  ColumnVector solve (MatrixType &typ, const ColumnVector& b, 
		      octave_idx_type& info) const;
  ColumnVector solve (MatrixType &typ, const ColumnVector& b, 
		      octave_idx_type& info, double& rcond) const;
  ColumnVector solve (MatrixType &typ, const ColumnVector& b,
		      octave_idx_type& info, double& rcond, 
		      solve_singularity_handler sing_handler) const;

  ComplexColumnVector solve (MatrixType &typ, 
			     const ComplexColumnVector& b) const;
  ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, 
			     octave_idx_type& info) const;
  ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
			     octave_idx_type& info, double& rcond) const;
  ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
			     octave_idx_type& info, double& rcond,
			     solve_singularity_handler sing_handler) const;

  // Generic interface to solver with probing of type
  Matrix solve (const Matrix& b) const;
  Matrix solve (const Matrix& b, octave_idx_type& info) const;
  Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond) const;
  Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond,
		solve_singularity_handler sing_handler) const;

  ComplexMatrix solve (const ComplexMatrix& b) const;
  ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const;
  ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, 
		       double& rcond) const;
  ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcond,
		       solve_singularity_handler sing_handler) const;

  SparseMatrix solve (const SparseMatrix& b) const;
  SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info) const;
  SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info, 
		      double& rcond) const;
  SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info, double& rcond,
		solve_singularity_handler sing_handler) const;

  SparseComplexMatrix solve (const SparseComplexMatrix& b) const;
  SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info) const;
  SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info, 
			     double& rcond) const;
  SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info, 
			     double& rcond,
			     solve_singularity_handler sing_handler) const;

  ColumnVector solve (const ColumnVector& b) const;
  ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const;
  ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcond) const;
  ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcond,
		      solve_singularity_handler sing_handler) const;

  ComplexColumnVector solve (const ComplexColumnVector& b) const;
  ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const;
  ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
			     double& rcond) const;
  ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
			     double& rcond,
			     solve_singularity_handler sing_handler) const;

  // other operations

  bool any_element_is_negative (bool = false) const;
  bool any_element_is_nan (void) const;
  bool any_element_is_inf_or_nan (void) const;
  bool all_elements_are_zero (void) const;
  bool all_elements_are_int_or_inf_or_nan (void) const;
  bool all_integers (double& max_val, double& min_val) const;
  bool too_large_for_float (void) const;
 
  SparseBoolMatrix operator ! (void) const;

  SparseBoolMatrix all (int dim = -1) const;
  SparseBoolMatrix any (int dim = -1) const;

  SparseMatrix cumprod (int dim = -1) const;
  SparseMatrix cumsum (int dim = -1) const;
  SparseMatrix prod (int dim = -1) const;
  SparseMatrix sum (int dim = -1) const;
  SparseMatrix sumsq (int dim = -1) const;
  SparseMatrix abs (void) const;

  SparseMatrix diag (octave_idx_type k = 0) const;

  Matrix matrix_value (void) const;

  SparseMatrix squeeze (void) const;

  SparseMatrix index (idx_vector& i, int resize_ok) const;

  SparseMatrix index (idx_vector& i, idx_vector& j, int resize_ok) const;
  
  SparseMatrix index (Array<idx_vector>& ra_idx, int resize_ok) const;

  SparseMatrix reshape (const dim_vector& new_dims) const;

  SparseMatrix permute (const Array<octave_idx_type>& vec, bool inv = false) const;

  SparseMatrix ipermute (const Array<octave_idx_type>& vec) const;

  // i/o

  friend OCTAVE_API std::ostream& operator << (std::ostream& os, const SparseMatrix& a);
  friend OCTAVE_API std::istream& operator >> (std::istream& is, SparseMatrix& a);

  typedef double (*dmapper) (double);
  typedef Complex (*cmapper) (const Complex&);
  typedef bool (*bmapper) (double);
  SparseMatrix map (dmapper fcn) const;
  SparseComplexMatrix map (cmapper fcn) const;
  SparseBoolMatrix map (bmapper fcn) const;
};

// Publish externally used friend functions.

extern OCTAVE_API SparseMatrix real (const SparseComplexMatrix& a);
extern OCTAVE_API SparseMatrix imag (const SparseComplexMatrix& a);

// Other operators.

extern OCTAVE_API SparseMatrix operator * (const SparseMatrix& a, 
				const SparseMatrix& b);
extern OCTAVE_API Matrix operator * (const Matrix& a, 
				const SparseMatrix& b);
extern OCTAVE_API Matrix mul_trans (const Matrix& a, 
				const SparseMatrix& b);
extern OCTAVE_API Matrix operator * (const SparseMatrix& a, 
				const Matrix& b);
extern OCTAVE_API Matrix trans_mul (const SparseMatrix& a, 
				const Matrix& b);

extern OCTAVE_API SparseMatrix min (double d, const SparseMatrix& m);
extern OCTAVE_API SparseMatrix min (const SparseMatrix& m, double d);
extern OCTAVE_API SparseMatrix min (const SparseMatrix& a, const SparseMatrix& b);

extern OCTAVE_API SparseMatrix max (double d, const SparseMatrix& m);
extern OCTAVE_API SparseMatrix max (const SparseMatrix& m, double d);
extern OCTAVE_API SparseMatrix max (const SparseMatrix& a, const SparseMatrix& b);

SPARSE_SMS_CMP_OP_DECLS (SparseMatrix, double, OCTAVE_API)
SPARSE_SMS_BOOL_OP_DECLS (SparseMatrix, double, OCTAVE_API)

SPARSE_SSM_CMP_OP_DECLS (double, SparseMatrix, OCTAVE_API)
SPARSE_SSM_BOOL_OP_DECLS (double, SparseMatrix, OCTAVE_API)

SPARSE_SMSM_CMP_OP_DECLS (SparseMatrix, SparseMatrix, OCTAVE_API)
SPARSE_SMSM_BOOL_OP_DECLS (SparseMatrix, SparseMatrix, OCTAVE_API)

SPARSE_FORWARD_DEFS (MSparse, SparseMatrix, Matrix, double)

#ifdef IDX_TYPE_LONG
#define UMFPACK_DNAME(name) umfpack_dl_ ## name
#else
#define UMFPACK_DNAME(name) umfpack_di_ ## name
#endif

#endif

/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/