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1 /* |
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2 |
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3 Copyright (C) 2004 David Bateman |
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4 Copyright (C) 1998-2004 Andy Adler |
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5 |
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6 Octave is free software; you can redistribute it and/or modify it |
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7 under the terms of the GNU General Public License as published by the |
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8 Free Software Foundation; either version 2, or (at your option) any |
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9 later version. |
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10 |
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11 Octave is distributed in the hope that it will be useful, but WITHOUT |
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12 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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13 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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14 for more details. |
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15 |
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16 You should have received a copy of the GNU General Public License |
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17 along with this program; see the file COPYING. If not, write to the |
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18 Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, |
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19 Boston, MA 02110-1301, USA. |
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20 |
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21 */ |
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22 |
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23 #if !defined (octave_CSparse_h) |
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24 #define octave_CSparse_h 1 |
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25 |
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26 #include "dMatrix.h" |
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27 #include "dNDArray.h" |
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28 #include "CNDArray.h" |
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29 #include "dColVector.h" |
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30 #include "CColVector.h" |
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31 #include "oct-cmplx.h" |
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32 |
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33 #include "CmplxDET.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 "SparseType.h" |
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38 |
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39 class SparseMatrix; |
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40 class SparseBoolMatrix; |
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41 |
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42 class |
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43 SparseComplexMatrix : public MSparse<Complex> |
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44 { |
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45 public: |
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46 |
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47 typedef void (*solve_singularity_handler) (double rcond); |
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48 |
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49 SparseComplexMatrix (void) : MSparse<Complex> () { } |
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50 |
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51 SparseComplexMatrix (octave_idx_type r, octave_idx_type c) : MSparse<Complex> (r, c) { } |
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52 |
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53 explicit SparseComplexMatrix (octave_idx_type r, octave_idx_type c, Complex val) |
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54 : MSparse<Complex> (r, c, val) { } |
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55 |
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56 SparseComplexMatrix (octave_idx_type r, octave_idx_type c, double val) |
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57 : MSparse<Complex> (r, c, Complex (val)) { } |
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58 |
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59 SparseComplexMatrix (const SparseComplexMatrix& a) |
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60 : MSparse<Complex> (a) { } |
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61 |
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62 SparseComplexMatrix (const SparseComplexMatrix& a, const dim_vector& dv) |
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63 : MSparse<Complex> (a, dv) { } |
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64 |
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65 SparseComplexMatrix (const MSparse<Complex>& a) : MSparse<Complex> (a) { } |
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66 |
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67 explicit SparseComplexMatrix (const ComplexMatrix& a) |
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68 : MSparse<Complex> (a) { } |
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69 |
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70 explicit SparseComplexMatrix (const ComplexNDArray& a) |
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71 : MSparse<Complex> (a) { } |
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72 |
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73 explicit SparseComplexMatrix (const Array<Complex> a, const Array<octave_idx_type>& r, |
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74 const Array<octave_idx_type>& c, octave_idx_type nr = -1, |
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75 octave_idx_type nc = -1, bool sum_terms = true) |
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76 : MSparse<Complex> (a, r, c, nr, nc, sum_terms) { } |
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77 |
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78 explicit SparseComplexMatrix (const Array<Complex> a, |
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79 const Array<double>& r, |
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80 const Array<double>& c, octave_idx_type nr = -1, |
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81 octave_idx_type nc = -1, bool sum_terms = true) |
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82 : MSparse<Complex> (a, r, c, nr, nc, sum_terms) { } |
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83 |
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84 explicit SparseComplexMatrix (const SparseMatrix& a); |
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85 |
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86 explicit SparseComplexMatrix (const SparseBoolMatrix& a); |
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87 |
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88 SparseComplexMatrix (octave_idx_type r, octave_idx_type c, octave_idx_type num_nz) |
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89 : MSparse<Complex> (r, c, num_nz) { } |
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90 |
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91 SparseComplexMatrix& operator = (const SparseComplexMatrix& a) |
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92 { |
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93 MSparse<Complex>::operator = (a); |
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94 return *this; |
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95 } |
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96 |
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97 bool operator == (const SparseComplexMatrix& a) const; |
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98 bool operator != (const SparseComplexMatrix& a) const; |
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99 |
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100 bool is_hermitian (void) const; |
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101 |
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102 SparseComplexMatrix max (int dim = 0) const; |
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103 SparseComplexMatrix max (Array2<octave_idx_type>& index, int dim = 0) const; |
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104 SparseComplexMatrix min (int dim = 0) const; |
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105 SparseComplexMatrix min (Array2<octave_idx_type>& index, int dim = 0) const; |
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106 |
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107 SparseComplexMatrix& insert (const SparseComplexMatrix& a, octave_idx_type r, octave_idx_type c); |
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108 SparseComplexMatrix& insert (const SparseMatrix& a, octave_idx_type r, octave_idx_type c); |
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109 |
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110 SparseComplexMatrix concat (const SparseComplexMatrix& rb, |
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111 const Array<octave_idx_type>& ra_idx); |
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112 SparseComplexMatrix concat (const SparseMatrix& rb, |
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113 const Array<octave_idx_type>& ra_idx); |
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114 |
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115 ComplexMatrix matrix_value (void) const; |
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116 |
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117 SparseComplexMatrix hermitian (void) const; // complex conjugate transpose |
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118 SparseComplexMatrix transpose (void) const |
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119 { return MSparse<Complex>::transpose (); } |
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120 |
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121 friend SparseComplexMatrix conj (const SparseComplexMatrix& a); |
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122 |
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123 SparseComplexMatrix inverse (void) const; |
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124 SparseComplexMatrix inverse (octave_idx_type& info) const; |
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125 SparseComplexMatrix inverse (octave_idx_type& info, double& rcond, int force = 0, |
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126 int calc_cond = 1) const; |
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127 |
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128 ComplexDET determinant (void) const; |
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129 ComplexDET determinant (octave_idx_type& info) const; |
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130 ComplexDET determinant (octave_idx_type& info, double& rcond, |
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131 int calc_cond = 1) const; |
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132 |
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133 private: |
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134 // Diagonal matrix solvers |
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135 ComplexMatrix dsolve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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136 double& rcond, solve_singularity_handler sing_handler) const; |
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137 |
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138 ComplexMatrix dsolve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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139 double& rcond, solve_singularity_handler sing_handler) const; |
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140 |
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141 SparseComplexMatrix dsolve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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142 double& rcond, solve_singularity_handler sing_handler) const; |
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143 |
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144 SparseComplexMatrix dsolve (SparseType &typ, const SparseComplexMatrix& b, |
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145 octave_idx_type& info, double& rcond, |
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146 solve_singularity_handler sing_handler) const; |
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147 |
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148 // Upper triangular matrix solvers |
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149 ComplexMatrix utsolve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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150 double& rcond, solve_singularity_handler sing_handler) const; |
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151 |
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152 ComplexMatrix utsolve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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153 double& rcond, solve_singularity_handler sing_handler) const; |
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154 |
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155 SparseComplexMatrix utsolve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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156 double& rcond, solve_singularity_handler sing_handler) const; |
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157 |
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158 SparseComplexMatrix utsolve (SparseType &typ, const SparseComplexMatrix& b, |
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159 octave_idx_type& info, double& rcond, |
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160 solve_singularity_handler sing_handler) const; |
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161 |
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162 // Lower triangular matrix solvers |
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163 ComplexMatrix ltsolve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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164 double& rcond, solve_singularity_handler sing_handler) const; |
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165 |
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166 ComplexMatrix ltsolve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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167 double& rcond, solve_singularity_handler sing_handler) const; |
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168 |
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169 SparseComplexMatrix ltsolve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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170 double& rcond, solve_singularity_handler sing_handler) const; |
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171 |
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172 SparseComplexMatrix ltsolve (SparseType &typ, const SparseComplexMatrix& b, |
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173 octave_idx_type& info, double& rcond, |
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174 solve_singularity_handler sing_handler) const; |
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175 |
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176 // Tridiagonal matrix solvers |
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177 ComplexMatrix trisolve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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178 double& rcond, solve_singularity_handler sing_handler) const; |
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179 |
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180 ComplexMatrix trisolve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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181 double& rcond, solve_singularity_handler sing_handler) const; |
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182 |
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183 SparseComplexMatrix trisolve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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184 double& rcond, solve_singularity_handler sing_handler) const; |
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185 |
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186 SparseComplexMatrix trisolve (SparseType &typ, const SparseComplexMatrix& b, |
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187 octave_idx_type& info, double& rcond, |
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188 solve_singularity_handler sing_handler) const; |
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189 |
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190 // Banded matrix solvers (umfpack/cholesky) |
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191 ComplexMatrix bsolve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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192 double& rcond, solve_singularity_handler sing_handler) const; |
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193 |
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194 ComplexMatrix bsolve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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195 double& rcond, solve_singularity_handler sing_handler) const; |
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196 |
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197 SparseComplexMatrix bsolve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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198 double& rcond, solve_singularity_handler sing_handler) const; |
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199 |
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200 SparseComplexMatrix bsolve (SparseType &typ, const SparseComplexMatrix& b, |
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201 octave_idx_type& info, double& rcond, |
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202 solve_singularity_handler sing_handler) const; |
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203 |
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204 // Full matrix solvers (umfpack/cholesky) |
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205 void * factorize (octave_idx_type& err, double &rcond, Matrix &Control, Matrix &Info, |
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206 solve_singularity_handler sing_handler) const; |
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207 |
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208 ComplexMatrix fsolve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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209 double& rcond, solve_singularity_handler sing_handler) const; |
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210 |
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211 ComplexMatrix fsolve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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212 double& rcond, solve_singularity_handler sing_handler) const; |
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213 |
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214 SparseComplexMatrix fsolve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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215 double& rcond, solve_singularity_handler sing_handler) const; |
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216 |
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217 SparseComplexMatrix fsolve (SparseType &typ, const SparseComplexMatrix& b, |
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218 octave_idx_type& info, double& rcond, |
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219 solve_singularity_handler sing_handler) const; |
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220 |
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221 public: |
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222 // Generic interface to solver with no probing of type |
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223 ComplexMatrix solve (SparseType &typ, const Matrix& b) const; |
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224 ComplexMatrix solve (SparseType &typ, const Matrix& b, octave_idx_type& info) const; |
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225 ComplexMatrix solve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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226 double& rcond) const; |
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227 ComplexMatrix solve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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228 double& rcond, solve_singularity_handler sing_handler) const; |
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229 |
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230 ComplexMatrix solve (SparseType &typ, const ComplexMatrix& b) const; |
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231 ComplexMatrix solve (SparseType &typ, const ComplexMatrix& b, |
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232 octave_idx_type& info) const; |
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233 ComplexMatrix solve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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234 double& rcond) const; |
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235 ComplexMatrix solve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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236 double& rcond, solve_singularity_handler sing_handler) const; |
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237 |
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238 SparseComplexMatrix solve (SparseType &typ, const SparseMatrix& b) const; |
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239 SparseComplexMatrix solve (SparseType &typ, const SparseMatrix& b, |
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240 octave_idx_type& info) const; |
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241 SparseComplexMatrix solve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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242 double& rcond) const; |
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243 SparseComplexMatrix solve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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244 double& rcond, solve_singularity_handler sing_handler) const; |
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245 |
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246 SparseComplexMatrix solve (SparseType &typ, |
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247 const SparseComplexMatrix& b) const; |
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248 SparseComplexMatrix solve (SparseType &typ, const SparseComplexMatrix& b, |
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249 octave_idx_type& info) const; |
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250 SparseComplexMatrix solve (SparseType &typ, const SparseComplexMatrix& b, |
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251 octave_idx_type& info, double& rcond) const; |
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252 SparseComplexMatrix solve (SparseType &typ, const SparseComplexMatrix& b, octave_idx_type& info, |
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253 double& rcond, solve_singularity_handler sing_handler) const; |
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254 |
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255 ComplexColumnVector solve (SparseType &typ, const ColumnVector& b) const; |
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256 ComplexColumnVector solve (SparseType &typ, const ColumnVector& b, |
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257 octave_idx_type& info) const; |
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258 ComplexColumnVector solve (SparseType &typ, const ColumnVector& b, |
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259 octave_idx_type& info, double& rcond) const; |
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260 ComplexColumnVector solve (SparseType &typ, const ColumnVector& b, octave_idx_type& info, |
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261 double& rcond, solve_singularity_handler sing_handler) const; |
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262 |
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263 ComplexColumnVector solve (SparseType &typ, |
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264 const ComplexColumnVector& b) const; |
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265 ComplexColumnVector solve (SparseType &typ, |
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266 const ComplexColumnVector& b, octave_idx_type& info) const; |
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267 ComplexColumnVector solve (SparseType &typ, const ComplexColumnVector& b, |
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268 octave_idx_type& info, double& rcond) const; |
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269 ComplexColumnVector solve (SparseType &typ, const ComplexColumnVector& b, |
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270 octave_idx_type& info, double& rcond, |
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271 solve_singularity_handler sing_handler) const; |
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272 |
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273 // Generic interface to solver with probing of type |
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274 ComplexMatrix solve (const Matrix& b) const; |
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275 ComplexMatrix solve (const Matrix& b, octave_idx_type& info) const; |
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276 ComplexMatrix solve (const Matrix& b, octave_idx_type& info, double& rcond) const; |
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277 ComplexMatrix solve (const Matrix& b, octave_idx_type& info, double& rcond, |
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278 solve_singularity_handler sing_handler) const; |
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279 |
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280 ComplexMatrix solve (const ComplexMatrix& b) const; |
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281 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const; |
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282 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, |
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283 double& rcond) const; |
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284 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcond, |
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285 solve_singularity_handler sing_handler) const; |
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286 |
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287 SparseComplexMatrix solve (const SparseMatrix& b) const; |
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288 SparseComplexMatrix solve (const SparseMatrix& b, octave_idx_type& info) const; |
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289 SparseComplexMatrix solve (const SparseMatrix& b, octave_idx_type& info, |
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290 double& rcond) const; |
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291 SparseComplexMatrix solve (const SparseMatrix& b, octave_idx_type& info, |
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292 double& rcond, |
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293 solve_singularity_handler sing_handler) const; |
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294 |
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295 SparseComplexMatrix solve (const SparseComplexMatrix& b) const; |
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296 SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info) const; |
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297 SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info, |
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298 double& rcond) const; |
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299 SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info, |
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300 double& rcond, |
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301 solve_singularity_handler sing_handler) const; |
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302 |
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303 ComplexColumnVector solve (const ColumnVector& b) const; |
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304 ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info) const; |
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305 ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info, |
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306 double& rcond) const; |
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307 ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcond, |
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308 solve_singularity_handler sing_handler) const; |
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309 |
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310 ComplexColumnVector solve (const ComplexColumnVector& b) const; |
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311 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const; |
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312 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, |
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313 double& rcond) const; |
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314 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, |
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315 double& rcond, |
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316 solve_singularity_handler sing_handler) const; |
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317 |
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318 ComplexMatrix lssolve (const Matrix& b) const; |
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319 ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info) const; |
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320 ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info, octave_idx_type& rank) const; |
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321 |
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322 ComplexMatrix lssolve (const ComplexMatrix& b) const; |
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323 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const; |
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324 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info, |
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325 octave_idx_type& rank) const; |
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326 |
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327 SparseComplexMatrix lssolve (const SparseMatrix& b) const; |
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328 SparseComplexMatrix lssolve (const SparseMatrix& b, octave_idx_type& info) const; |
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329 SparseComplexMatrix lssolve (const SparseMatrix& b, octave_idx_type& info, |
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330 octave_idx_type& rank) const; |
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331 |
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332 SparseComplexMatrix lssolve (const SparseComplexMatrix& b) const; |
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333 SparseComplexMatrix lssolve (const SparseComplexMatrix& b, |
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334 octave_idx_type& info) const; |
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335 SparseComplexMatrix lssolve (const SparseComplexMatrix& b, octave_idx_type& info, |
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336 octave_idx_type& rank) const; |
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337 |
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338 ComplexColumnVector lssolve (const ColumnVector& b) const; |
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339 ComplexColumnVector lssolve (const ColumnVector& b, octave_idx_type& info) const; |
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340 ComplexColumnVector lssolve (const ColumnVector& b, octave_idx_type& info, |
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341 octave_idx_type& rank) const; |
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342 |
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343 ComplexColumnVector lssolve (const ComplexColumnVector& b) const; |
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344 ComplexColumnVector lssolve (const ComplexColumnVector& b, octave_idx_type& info) const; |
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345 ComplexColumnVector lssolve (const ComplexColumnVector& b, octave_idx_type& info, |
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346 octave_idx_type& rank) const; |
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347 |
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348 SparseComplexMatrix squeeze (void) const; |
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349 |
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350 SparseComplexMatrix index (idx_vector& i, int resize_ok) const; |
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351 |
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352 SparseComplexMatrix index (idx_vector& i, idx_vector& j, int resize_ok) const; |
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353 |
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354 SparseComplexMatrix index (Array<idx_vector>& ra_idx, int resize_ok) const; |
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355 |
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356 SparseComplexMatrix reshape (const dim_vector& new_dims) const; |
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357 |
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358 SparseComplexMatrix permute (const Array<octave_idx_type>& vec, bool inv = false) const; |
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359 |
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360 SparseComplexMatrix ipermute (const Array<octave_idx_type>& vec) const; |
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361 |
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362 SparseComplexMatrix map (c_c_Mapper f) const; |
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363 SparseMatrix map (d_c_Mapper f) const; |
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364 SparseBoolMatrix map (b_c_Mapper f) const; |
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365 |
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366 SparseComplexMatrix& apply (c_c_Mapper f); |
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367 |
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368 bool any_element_is_inf_or_nan (void) const; |
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369 bool all_elements_are_real (void) const; |
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370 bool all_integers (double& max_val, double& min_val) const; |
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371 bool too_large_for_float (void) const; |
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372 |
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373 SparseBoolMatrix operator ! (void) const; |
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374 |
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375 SparseBoolMatrix all (int dim = -1) const; |
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376 SparseBoolMatrix any (int dim = -1) const; |
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377 |
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378 SparseComplexMatrix cumprod (int dim = -1) const; |
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379 SparseComplexMatrix cumsum (int dim = -1) const; |
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380 SparseComplexMatrix prod (int dim = -1) const; |
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381 SparseComplexMatrix sum (int dim = -1) const; |
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382 SparseComplexMatrix sumsq (int dim = -1) const; |
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383 SparseMatrix abs (void) const; |
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384 |
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385 SparseComplexMatrix diag (octave_idx_type k = 0) const; |
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386 |
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387 // i/o |
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388 friend std::ostream& operator << (std::ostream& os, |
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389 const SparseComplexMatrix& a); |
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390 friend std::istream& operator >> (std::istream& is, |
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391 SparseComplexMatrix& a); |
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392 }; |
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393 |
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394 extern SparseComplexMatrix operator * (const SparseMatrix&, |
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395 const SparseComplexMatrix&); |
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396 extern SparseComplexMatrix operator * (const SparseComplexMatrix&, |
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397 const SparseMatrix&); |
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398 extern SparseComplexMatrix operator * (const SparseComplexMatrix&, |
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399 const SparseComplexMatrix&); |
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400 |
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401 extern SparseComplexMatrix min (const Complex& c, |
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402 const SparseComplexMatrix& m); |
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403 extern SparseComplexMatrix min (const SparseComplexMatrix& m, |
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404 const Complex& c); |
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405 extern SparseComplexMatrix min (const SparseComplexMatrix& a, |
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406 const SparseComplexMatrix& b); |
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407 |
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408 extern SparseComplexMatrix max (const Complex& c, |
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409 const SparseComplexMatrix& m); |
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410 extern SparseComplexMatrix max (const SparseComplexMatrix& m, |
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411 const Complex& c); |
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412 extern SparseComplexMatrix max (const SparseComplexMatrix& a, |
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413 const SparseComplexMatrix& b); |
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414 |
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415 SPARSE_SMS_CMP_OP_DECLS (SparseComplexMatrix, Complex) |
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416 SPARSE_SMS_BOOL_OP_DECLS (SparseComplexMatrix, Complex) |
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417 |
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418 SPARSE_SSM_CMP_OP_DECLS (Complex, SparseComplexMatrix) |
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419 SPARSE_SSM_BOOL_OP_DECLS (Complex, SparseComplexMatrix) |
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420 |
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421 SPARSE_SMSM_CMP_OP_DECLS (SparseComplexMatrix, SparseComplexMatrix) |
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422 SPARSE_SMSM_BOOL_OP_DECLS (SparseComplexMatrix, SparseComplexMatrix) |
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423 |
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424 SPARSE_FORWARD_DEFS (MSparse, SparseComplexMatrix, ComplexMatrix, Complex) |
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425 |
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5351
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426 #ifdef IDX_TYPE_LONG |
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5322
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427 #define UMFPACK_ZNAME(name) umfpack_zl_ ## name |
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428 #else |
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429 #define UMFPACK_ZNAME(name) umfpack_zi_ ## name |
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430 #endif |
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431 |
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432 #endif |
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433 |
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434 /* |
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435 ;;; Local Variables: *** |
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436 ;;; mode: C++ *** |
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437 ;;; End: *** |
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438 */ |
