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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_dSparse_h) |
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24 #define octave_dSparse_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 "CMatrix.h" |
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29 #include "dColVector.h" |
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30 #include "CColVector.h" |
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31 |
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32 #include "dbleDET.h" |
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33 #include "MSparse.h" |
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34 #include "MSparse-defs.h" |
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35 #include "Sparse-op-defs.h" |
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36 #include "SparseType.h" |
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37 |
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38 class SparseComplexMatrix; |
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39 class SparseBoolMatrix; |
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40 |
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41 class |
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42 SparseMatrix : public MSparse<double> |
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43 { |
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44 public: |
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45 |
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46 typedef void (*solve_singularity_handler) (double rcond); |
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47 |
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48 SparseMatrix (void) : MSparse<double> () { } |
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49 |
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50 SparseMatrix (octave_idx_type r, octave_idx_type c) : MSparse<double> (r, c) { } |
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51 |
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52 explicit SparseMatrix (octave_idx_type r, octave_idx_type c, double val) |
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53 : MSparse<double> (r, c, val) { } |
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54 |
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55 SparseMatrix (const SparseMatrix& a) : MSparse<double> (a) { } |
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56 |
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57 SparseMatrix (const SparseMatrix& a, const dim_vector& dv) |
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58 : MSparse<double> (a, dv) { } |
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59 |
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60 SparseMatrix (const MSparse<double>& a) : MSparse<double> (a) { } |
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61 |
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62 explicit SparseMatrix (const SparseBoolMatrix& a); |
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63 |
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64 explicit SparseMatrix (const Matrix& a) : MSparse<double> (a) { } |
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65 |
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66 explicit SparseMatrix (const NDArray& a) : MSparse<double> (a) { } |
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67 |
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68 explicit SparseMatrix (const Array<double> a, const Array<octave_idx_type>& r, |
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69 const Array<octave_idx_type>& c, octave_idx_type nr = -1, |
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70 octave_idx_type nc = -1, bool sum_terms = true) |
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71 : MSparse<double> (a, r, c, nr, nc, sum_terms) { } |
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72 |
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73 explicit SparseMatrix (const Array<double> a, const Array<double>& r, |
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74 const Array<double>& 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<double> (a, r, c, nr, nc, sum_terms) { } |
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77 |
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78 SparseMatrix (octave_idx_type r, octave_idx_type c, octave_idx_type num_nz) : MSparse<double> (r, c, num_nz) { } |
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79 |
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80 SparseMatrix& operator = (const SparseMatrix& a) |
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81 { |
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82 MSparse<double>::operator = (a); |
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83 return *this; |
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84 } |
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85 |
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86 bool operator == (const SparseMatrix& a) const; |
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87 bool operator != (const SparseMatrix& a) const; |
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88 |
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89 bool is_symmetric (void) const; |
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90 |
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91 SparseMatrix max (int dim = 0) const; |
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92 SparseMatrix max (Array2<octave_idx_type>& index, int dim = 0) const; |
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93 SparseMatrix min (int dim = 0) const; |
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94 SparseMatrix min (Array2<octave_idx_type>& index, int dim = 0) const; |
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95 |
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96 // destructive insert/delete/reorder operations |
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97 |
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98 SparseMatrix& insert (const SparseMatrix& a, octave_idx_type r, octave_idx_type c); |
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99 |
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100 SparseMatrix concat (const SparseMatrix& rb, const Array<octave_idx_type>& ra_idx); |
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101 SparseComplexMatrix concat (const SparseComplexMatrix& rb, |
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102 const Array<octave_idx_type>& ra_idx); |
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103 |
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104 friend SparseMatrix real (const SparseComplexMatrix& a); |
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105 friend SparseMatrix imag (const SparseComplexMatrix& a); |
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106 |
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107 friend SparseMatrix atan2 (const double& x, const SparseMatrix& y); |
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108 friend SparseMatrix atan2 (const SparseMatrix& x, const double& y); |
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109 friend SparseMatrix atan2 (const SparseMatrix& x, const SparseMatrix& y); |
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110 |
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111 SparseMatrix transpose (void) const |
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112 { |
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113 return MSparse<double>::transpose (); |
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114 } |
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115 SparseMatrix hermitian (void) const { return transpose (); } |
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116 |
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117 private: |
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118 SparseMatrix dinverse (SparseType &mattyp, octave_idx_type& info, |
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119 double& rcond, const bool force = false, |
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120 const bool calccond = true) const; |
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121 |
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122 SparseMatrix tinverse (SparseType &mattyp, octave_idx_type& info, |
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123 double& rcond, const bool force = false, |
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124 const bool calccond = true) const; |
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125 |
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126 public: |
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127 SparseMatrix inverse (void) const; |
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128 SparseMatrix inverse (SparseType& mattype) const; |
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129 SparseMatrix inverse (SparseType& mattype, octave_idx_type& info) const; |
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130 SparseMatrix inverse (SparseType& mattype, octave_idx_type& info, |
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131 double& rcond, int force = 0, int calc_cond = 1) const; |
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132 |
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133 DET determinant (void) const; |
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134 DET determinant (octave_idx_type& info) const; |
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135 DET determinant (octave_idx_type& info, double& rcond, int calc_cond = 1) const; |
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136 |
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137 private: |
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138 // Diagonal matrix solvers |
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139 Matrix dsolve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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140 double& rcond, solve_singularity_handler sing_handler, |
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141 bool calc_cond = false) const; |
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142 |
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143 ComplexMatrix dsolve (SparseType &typ, const ComplexMatrix& b, |
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144 octave_idx_type& info, double& rcond, |
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145 solve_singularity_handler sing_handler, |
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146 bool calc_cond = false) const; |
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147 |
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148 SparseMatrix dsolve (SparseType &typ, const SparseMatrix& b, |
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149 octave_idx_type& info, double& rcond, |
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150 solve_singularity_handler sing_handler, |
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151 bool calc_cond = false) const; |
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152 |
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153 SparseComplexMatrix dsolve (SparseType &typ, const SparseComplexMatrix& b, |
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154 octave_idx_type& info, double& rcond, |
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155 solve_singularity_handler sing_handler, |
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156 bool calc_cond = false) const; |
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157 |
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158 // Upper triangular matrix solvers |
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159 Matrix utsolve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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160 double& rcond, solve_singularity_handler sing_handler, |
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161 bool calc_cond = false) const; |
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162 |
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163 ComplexMatrix utsolve (SparseType &typ, const ComplexMatrix& b, |
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164 octave_idx_type& info, double& rcond, |
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165 solve_singularity_handler sing_handler, |
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166 bool calc_cond = false) const; |
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167 |
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168 SparseMatrix utsolve (SparseType &typ, const SparseMatrix& b, |
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169 octave_idx_type& info, double& rcond, |
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170 solve_singularity_handler sing_handler, |
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171 bool calc_cond = false) const; |
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172 |
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173 SparseComplexMatrix utsolve (SparseType &typ, const SparseComplexMatrix& b, |
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174 octave_idx_type& info, double& rcond, |
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175 solve_singularity_handler sing_handler, |
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176 bool calc_cond = false) const; |
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177 |
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178 // Lower triangular matrix solvers |
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179 Matrix ltsolve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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180 double& rcond, solve_singularity_handler sing_handler, |
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181 bool calc_cond = false) const; |
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182 |
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183 ComplexMatrix ltsolve (SparseType &typ, const ComplexMatrix& b, |
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184 octave_idx_type& info, double& rcond, |
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185 solve_singularity_handler sing_handler, |
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186 bool calc_cond = false) const; |
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187 |
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188 SparseMatrix ltsolve (SparseType &typ, const SparseMatrix& b, |
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189 octave_idx_type& info, double& rcond, |
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190 solve_singularity_handler sing_handler, |
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191 bool calc_cond = false) const; |
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192 |
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193 SparseComplexMatrix ltsolve (SparseType &typ, const SparseComplexMatrix& b, |
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194 octave_idx_type& info, double& rcond, |
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195 solve_singularity_handler sing_handler, |
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196 bool calc_cond = false) const; |
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197 |
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198 // Tridiagonal matrix solvers |
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199 Matrix trisolve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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200 double& rcond, solve_singularity_handler sing_handler, |
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201 bool calc_cond = false) const; |
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202 |
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203 ComplexMatrix trisolve (SparseType &typ, const ComplexMatrix& b, |
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204 octave_idx_type& info, double& rcond, |
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205 solve_singularity_handler sing_handler, |
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206 bool calc_cond = false) const; |
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207 |
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208 SparseMatrix trisolve (SparseType &typ, const SparseMatrix& b, |
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209 octave_idx_type& info, double& rcond, |
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210 solve_singularity_handler sing_handler, |
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211 bool calc_cond = false) const; |
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212 |
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213 SparseComplexMatrix trisolve (SparseType &typ, const SparseComplexMatrix& b, |
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214 octave_idx_type& info, double& rcond, |
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215 solve_singularity_handler sing_handler, |
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216 bool calc_cond = false) const; |
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217 |
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218 // Banded matrix solvers (umfpack/cholesky) |
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219 Matrix bsolve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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220 double& rcond, solve_singularity_handler sing_handler, |
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221 bool calc_cond = false) const; |
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222 |
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223 ComplexMatrix bsolve (SparseType &typ, const ComplexMatrix& b, |
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224 octave_idx_type& info, double& rcond, |
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225 solve_singularity_handler sing_handler, |
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226 bool calc_cond = false) const; |
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227 |
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228 SparseMatrix bsolve (SparseType &typ, const SparseMatrix& b, |
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229 octave_idx_type& info, double& rcond, |
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230 solve_singularity_handler sing_handler, |
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231 bool calc_cond = false) const; |
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232 |
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233 SparseComplexMatrix bsolve (SparseType &typ, const SparseComplexMatrix& b, |
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234 octave_idx_type& info, double& rcond, |
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235 solve_singularity_handler sing_handler, |
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236 bool calc_cond = false) const; |
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237 |
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238 // Full matrix solvers (umfpack/cholesky) |
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239 void * factorize (octave_idx_type& err, double &rcond, Matrix &Control, |
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240 Matrix &Info, solve_singularity_handler sing_handler, |
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241 bool calc_cond = false) const; |
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242 |
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243 Matrix fsolve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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244 double& rcond, solve_singularity_handler sing_handler, |
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245 bool calc_cond = false) const; |
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246 |
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247 ComplexMatrix fsolve (SparseType &typ, const ComplexMatrix& b, |
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248 octave_idx_type& info, double& rcond, |
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249 solve_singularity_handler sing_handler, |
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250 bool calc_cond = false) const; |
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251 |
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252 SparseMatrix fsolve (SparseType &typ, const SparseMatrix& b, |
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253 octave_idx_type& info, double& rcond, |
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254 solve_singularity_handler sing_handler, |
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255 bool calc_cond = false) const; |
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256 |
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257 SparseComplexMatrix fsolve (SparseType &typ, const SparseComplexMatrix& b, |
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258 octave_idx_type& info, double& rcond, |
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259 solve_singularity_handler sing_handler, |
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260 bool calc_cond = false) const; |
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261 |
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262 public: |
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263 // Generic interface to solver with no probing of type |
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264 Matrix solve (SparseType &typ, const Matrix& b) const; |
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265 Matrix solve (SparseType &typ, const Matrix& b, octave_idx_type& info) const; |
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266 Matrix solve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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267 double& rcond) const; |
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268 Matrix solve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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269 double& rcond, solve_singularity_handler sing_handler, |
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270 bool singular_fallback = true) const; |
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271 |
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272 ComplexMatrix solve (SparseType &typ, const ComplexMatrix& b) const; |
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273 ComplexMatrix solve (SparseType &typ, const ComplexMatrix& b, |
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274 octave_idx_type& info) const; |
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275 ComplexMatrix solve (SparseType &typ, const ComplexMatrix& b, |
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276 octave_idx_type& info, double& rcond) const; |
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277 ComplexMatrix solve (SparseType &typ, const ComplexMatrix& b, |
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278 octave_idx_type& info, double& rcond, |
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279 solve_singularity_handler sing_handler, |
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280 bool singular_fallback = true) const; |
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281 |
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282 SparseMatrix solve (SparseType &typ, const SparseMatrix& b) const; |
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283 SparseMatrix solve (SparseType &typ, const SparseMatrix& b, |
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284 octave_idx_type& info) const; |
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285 SparseMatrix solve (SparseType &typ, const SparseMatrix& b, |
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286 octave_idx_type& info, double& rcond) const; |
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287 SparseMatrix solve (SparseType &typ, const SparseMatrix& b, |
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288 octave_idx_type& info, double& rcond, |
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289 solve_singularity_handler sing_handler, |
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290 bool singular_fallback = true) const; |
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291 |
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292 SparseComplexMatrix solve (SparseType &typ, |
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293 const SparseComplexMatrix& b) const; |
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294 SparseComplexMatrix solve (SparseType &typ, const SparseComplexMatrix& b, |
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295 octave_idx_type& info) const; |
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296 SparseComplexMatrix solve (SparseType &typ, const SparseComplexMatrix& b, |
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297 octave_idx_type& info, double& rcond) const; |
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298 SparseComplexMatrix solve (SparseType &typ, const SparseComplexMatrix& b, |
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299 octave_idx_type& info, double& rcond, |
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300 solve_singularity_handler sing_handler, |
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301 bool singular_fallabck = true) const; |
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302 |
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303 ColumnVector solve (SparseType &typ, const ColumnVector& b) const; |
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304 ColumnVector solve (SparseType &typ, const ColumnVector& b, |
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305 octave_idx_type& info) const; |
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306 ColumnVector solve (SparseType &typ, const ColumnVector& b, |
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307 octave_idx_type& info, double& rcond) const; |
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308 ColumnVector solve (SparseType &typ, const ColumnVector& b, |
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309 octave_idx_type& info, double& rcond, |
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310 solve_singularity_handler sing_handler) const; |
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311 |
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312 ComplexColumnVector solve (SparseType &typ, |
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313 const ComplexColumnVector& b) const; |
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314 ComplexColumnVector solve (SparseType &typ, const ComplexColumnVector& b, |
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315 octave_idx_type& info) const; |
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316 ComplexColumnVector solve (SparseType &typ, const ComplexColumnVector& b, |
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317 octave_idx_type& info, double& rcond) const; |
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318 ComplexColumnVector solve (SparseType &typ, const ComplexColumnVector& b, |
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319 octave_idx_type& info, double& rcond, |
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320 solve_singularity_handler sing_handler) const; |
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321 |
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322 // Generic interface to solver with probing of type |
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323 Matrix solve (const Matrix& b) const; |
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324 Matrix solve (const Matrix& b, octave_idx_type& info) const; |
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325 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond) const; |
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326 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond, |
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327 solve_singularity_handler sing_handler) const; |
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328 |
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329 ComplexMatrix solve (const ComplexMatrix& b) const; |
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330 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const; |
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331 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, |
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332 double& rcond) const; |
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333 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcond, |
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334 solve_singularity_handler sing_handler) const; |
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335 |
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336 SparseMatrix solve (const SparseMatrix& b) const; |
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337 SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info) const; |
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338 SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info, |
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339 double& rcond) const; |
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340 SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info, double& rcond, |
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341 solve_singularity_handler sing_handler) const; |
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342 |
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343 SparseComplexMatrix solve (const SparseComplexMatrix& b) const; |
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344 SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info) const; |
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345 SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info, |
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346 double& rcond) const; |
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347 SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info, |
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348 double& rcond, |
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349 solve_singularity_handler sing_handler) const; |
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350 |
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351 ColumnVector solve (const ColumnVector& b) const; |
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352 ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const; |
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353 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcond) const; |
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354 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcond, |
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355 solve_singularity_handler sing_handler) const; |
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356 |
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357 ComplexColumnVector solve (const ComplexColumnVector& b) const; |
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358 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const; |
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359 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, |
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360 double& rcond) const; |
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361 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, |
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362 double& rcond, |
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363 solve_singularity_handler sing_handler) const; |
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364 |
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365 // other operations |
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366 SparseMatrix map (d_d_Mapper f) const; |
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367 SparseBoolMatrix map (b_d_Mapper f) const; |
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368 |
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369 SparseMatrix& apply (d_d_Mapper f); |
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370 |
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371 bool any_element_is_negative (bool = false) const; |
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372 bool any_element_is_inf_or_nan (void) const; |
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373 bool all_elements_are_int_or_inf_or_nan (void) const; |
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374 bool all_integers (double& max_val, double& min_val) const; |
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375 bool too_large_for_float (void) const; |
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376 |
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377 SparseBoolMatrix operator ! (void) const; |
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378 |
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379 SparseBoolMatrix all (int dim = -1) const; |
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380 SparseBoolMatrix any (int dim = -1) const; |
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381 |
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382 SparseMatrix cumprod (int dim = -1) const; |
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383 SparseMatrix cumsum (int dim = -1) const; |
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384 SparseMatrix prod (int dim = -1) const; |
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385 SparseMatrix sum (int dim = -1) const; |
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386 SparseMatrix sumsq (int dim = -1) const; |
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387 SparseMatrix abs (void) const; |
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388 |
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5275
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389 SparseMatrix diag (octave_idx_type k = 0) const; |
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5164
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390 |
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391 Matrix matrix_value (void) const; |
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392 |
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393 SparseMatrix squeeze (void) const; |
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394 |
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395 SparseMatrix index (idx_vector& i, int resize_ok) const; |
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396 |
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397 SparseMatrix index (idx_vector& i, idx_vector& j, int resize_ok) const; |
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398 |
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399 SparseMatrix index (Array<idx_vector>& ra_idx, int resize_ok) const; |
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400 |
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401 SparseMatrix reshape (const dim_vector& new_dims) const; |
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402 |
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5275
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403 SparseMatrix permute (const Array<octave_idx_type>& vec, bool inv = false) const; |
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5164
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404 |
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5275
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405 SparseMatrix ipermute (const Array<octave_idx_type>& vec) const; |
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5164
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406 |
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407 // i/o |
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408 |
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409 friend std::ostream& operator << (std::ostream& os, const SparseMatrix& a); |
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410 friend std::istream& operator >> (std::istream& is, SparseMatrix& a); |
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411 }; |
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412 |
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5509
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413 // Publish externally used friend functions. |
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414 |
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415 extern SparseMatrix real (const SparseComplexMatrix& a); |
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416 extern SparseMatrix imag (const SparseComplexMatrix& a); |
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417 |
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418 // Other operators. |
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419 |
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5164
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420 extern SparseMatrix operator * (const SparseMatrix& a, |
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421 const SparseMatrix& b); |
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5429
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422 extern Matrix operator * (const Matrix& a, |
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423 const SparseMatrix& b); |
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424 extern Matrix operator * (const SparseMatrix& a, |
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425 const Matrix& b); |
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5164
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426 |
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427 extern SparseMatrix min (double d, const SparseMatrix& m); |
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428 extern SparseMatrix min (const SparseMatrix& m, double d); |
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429 extern SparseMatrix min (const SparseMatrix& a, const SparseMatrix& b); |
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430 |
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431 extern SparseMatrix max (double d, const SparseMatrix& m); |
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432 extern SparseMatrix max (const SparseMatrix& m, double d); |
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433 extern SparseMatrix max (const SparseMatrix& a, const SparseMatrix& b); |
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434 |
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435 SPARSE_SMS_CMP_OP_DECLS (SparseMatrix, double) |
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436 SPARSE_SMS_BOOL_OP_DECLS (SparseMatrix, double) |
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437 |
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438 SPARSE_SSM_CMP_OP_DECLS (double, SparseMatrix) |
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439 SPARSE_SSM_BOOL_OP_DECLS (double, SparseMatrix) |
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440 |
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441 SPARSE_SMSM_CMP_OP_DECLS (SparseMatrix, SparseMatrix) |
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442 SPARSE_SMSM_BOOL_OP_DECLS (SparseMatrix, SparseMatrix) |
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443 |
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444 SPARSE_FORWARD_DEFS (MSparse, SparseMatrix, Matrix, double) |
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445 |
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5351
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446 #ifdef IDX_TYPE_LONG |
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5322
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447 #define UMFPACK_DNAME(name) umfpack_dl_ ## name |
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448 #else |
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449 #define UMFPACK_DNAME(name) umfpack_di_ ## name |
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450 #endif |
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451 |
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5164
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452 #endif |
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453 |
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454 /* |
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455 ;;; Local Variables: *** |
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456 ;;; mode: C++ *** |
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457 ;;; End: *** |
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458 */ |
