annotate liboctave/array/CMatrix.h @ 21269:3c8a3d35661a

better use of templates for Cholesky factorization * liboctave/numeric/chol.h, liboctave/numeric/chol.cc: New files generated from CmplxCHOL.cc, fCmplxCHOL.cc, floatCHOL.cc, CmplxCHOL.h, dbleCHOL.cc, dbleCHOL.h, fCmplxCHOL.h, and floatCHOL.h and converted to templates. * liboctave/numeric/module.mk: Update. * __qp__.cc, chol.cc, CMatrix.cc, CMatrix.h, dMatrix.cc, dMatrix.h, fCMatrix.cc, fCMatrix.h, fMatrix.cc, fMatrix.h, eigs-base.cc, mx-defs.h, mx-ext.h: Use new classes.
author John W. Eaton <jwe@octave.org>
date Tue, 16 Feb 2016 02:47:29 -0500
parents f08ae27289e4
children cbced1c09916
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1 /*
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2
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3 Copyright (C) 1994-2015 John W. Eaton
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4
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5 This file is part of Octave.
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6
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7 Octave is free software; you can redistribute it and/or modify it
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8 under the terms of the GNU General Public License as published by the
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9 Free Software Foundation; either version 3 of the License, or (at your
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10 option) any later version.
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11
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12 Octave is distributed in the hope that it will be useful, but WITHOUT
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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15 for more details.
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16
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17 You should have received a copy of the GNU General Public License
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18 along with Octave; see the file COPYING. If not, see
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19 <http://www.gnu.org/licenses/>.
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21 */
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22
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23 #if ! defined (octave_CMatrix_h)
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24 #define octave_CMatrix_h 1
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26 #include "octave-config.h"
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28 #include "MArray.h"
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29 #include "MDiagArray2.h"
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30 #include "MatrixType.h"
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31 #include "CNDArray.h"
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33 #include "mx-defs.h"
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34 #include "mx-op-decl.h"
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35 #include "oct-cmplx.h"
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36 #include "DET.h"
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38 class
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39 OCTAVE_API
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40 ComplexMatrix : public ComplexNDArray
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41 {
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42 public:
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43
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44 typedef ComplexColumnVector column_vector_type;
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45 typedef ComplexRowVector row_vector_type;
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46
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47 typedef ColumnVector real_column_vector_type;
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48 typedef RowVector real_row_vector_type;
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49
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50 typedef Matrix real_matrix_type;
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51 typedef ComplexMatrix complex_matrix_type;
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52
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53 typedef double real_elt_type;
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54 typedef Complex complex_elt_type;
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55
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56 typedef void (*solve_singularity_handler) (double rcon);
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58 ComplexMatrix (void) : ComplexNDArray () { }
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59
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60 ComplexMatrix (octave_idx_type r, octave_idx_type c)
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61 : ComplexNDArray (dim_vector (r, c)) { }
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63 ComplexMatrix (octave_idx_type r, octave_idx_type c, const Complex& val)
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64 : ComplexNDArray (dim_vector (r, c), val) { }
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66 ComplexMatrix (const dim_vector& dv) : ComplexNDArray (dv.redim (2)) { }
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68 ComplexMatrix (const dim_vector& dv, const Complex& val)
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69 : ComplexNDArray (dv.redim (2), val) { }
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71 ComplexMatrix (const ComplexMatrix& a) : ComplexNDArray (a) { }
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73 template <typename U>
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74 ComplexMatrix (const MArray<U>& a) : ComplexNDArray (a.as_matrix ()) { }
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76 template <typename U>
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77 ComplexMatrix (const Array<U>& a) : ComplexNDArray (a.as_matrix ()) { }
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79 ComplexMatrix (const Matrix& re, const Matrix& im);
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80
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81 explicit ComplexMatrix (const Matrix& a);
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83 explicit ComplexMatrix (const RowVector& rv);
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84
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85 explicit ComplexMatrix (const ColumnVector& cv);
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86
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87 explicit ComplexMatrix (const DiagMatrix& a);
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88
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89 explicit ComplexMatrix (const MDiagArray2<double>& a);
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90
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91 explicit ComplexMatrix (const DiagArray2<double>& a);
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92
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93 explicit ComplexMatrix (const ComplexRowVector& rv);
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95 explicit ComplexMatrix (const ComplexColumnVector& cv);
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97 explicit ComplexMatrix (const ComplexDiagMatrix& a);
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98
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99 explicit ComplexMatrix (const MDiagArray2<Complex>& a);
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100
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101 explicit ComplexMatrix (const DiagArray2<Complex>& a);
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102
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103 explicit ComplexMatrix (const boolMatrix& a);
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104
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105 explicit ComplexMatrix (const charMatrix& a);
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106
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107 bool operator == (const ComplexMatrix& a) const;
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108 bool operator != (const ComplexMatrix& a) const;
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109
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110 bool is_hermitian (void) const;
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111
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112 // destructive insert/delete/reorder operations
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113
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114 ComplexMatrix& insert (const Matrix& a, octave_idx_type r, octave_idx_type c);
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115 ComplexMatrix& insert (const RowVector& a,
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116 octave_idx_type r, octave_idx_type c);
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117 ComplexMatrix& insert (const ColumnVector& a,
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118 octave_idx_type r, octave_idx_type c);
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119 ComplexMatrix& insert (const DiagMatrix& a,
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120 octave_idx_type r, octave_idx_type c);
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121
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122 ComplexMatrix& insert (const ComplexMatrix& a,
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123 octave_idx_type r, octave_idx_type c);
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124 ComplexMatrix& insert (const ComplexRowVector& a,
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125 octave_idx_type r, octave_idx_type c);
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126 ComplexMatrix& insert (const ComplexColumnVector& a,
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127 octave_idx_type r, octave_idx_type c);
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128 ComplexMatrix& insert (const ComplexDiagMatrix& a,
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129 octave_idx_type r, octave_idx_type c);
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130
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131 ComplexMatrix& fill (double val);
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132 ComplexMatrix& fill (const Complex& val);
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133 ComplexMatrix& fill (double val,
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134 octave_idx_type r1, octave_idx_type c1,
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135 octave_idx_type r2, octave_idx_type c2);
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136 ComplexMatrix& fill (const Complex& val,
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137 octave_idx_type r1, octave_idx_type c1,
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138 octave_idx_type r2, octave_idx_type c2);
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139
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140 ComplexMatrix append (const Matrix& a) const;
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141 ComplexMatrix append (const RowVector& a) const;
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142 ComplexMatrix append (const ColumnVector& a) const;
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143 ComplexMatrix append (const DiagMatrix& a) const;
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144
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145 ComplexMatrix append (const ComplexMatrix& a) const;
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146 ComplexMatrix append (const ComplexRowVector& a) const;
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147 ComplexMatrix append (const ComplexColumnVector& a) const;
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148 ComplexMatrix append (const ComplexDiagMatrix& a) const;
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149
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150 ComplexMatrix stack (const Matrix& a) const;
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151 ComplexMatrix stack (const RowVector& a) const;
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152 ComplexMatrix stack (const ColumnVector& a) const;
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153 ComplexMatrix stack (const DiagMatrix& a) const;
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154
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155 ComplexMatrix stack (const ComplexMatrix& a) const;
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156 ComplexMatrix stack (const ComplexRowVector& a) const;
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157 ComplexMatrix stack (const ComplexColumnVector& a) const;
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158 ComplexMatrix stack (const ComplexDiagMatrix& a) const;
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159
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160 ComplexMatrix hermitian (void) const
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161 { return MArray<Complex>::hermitian (std::conj); }
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162 ComplexMatrix transpose (void) const
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163 { return MArray<Complex>::transpose (); }
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164
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165 friend OCTAVE_API ComplexMatrix conj (const ComplexMatrix& a);
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166
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167 // resize is the destructive equivalent for this one
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168
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169 ComplexMatrix extract (octave_idx_type r1, octave_idx_type c1,
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170 octave_idx_type r2, octave_idx_type c2) const;
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171
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172 ComplexMatrix extract_n (octave_idx_type r1, octave_idx_type c1,
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173 octave_idx_type nr, octave_idx_type nc) const;
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174
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175 // extract row or column i.
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176
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177 ComplexRowVector row (octave_idx_type i) const;
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178
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179 ComplexColumnVector column (octave_idx_type i) const;
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180
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181 void resize (octave_idx_type nr, octave_idx_type nc,
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182 const Complex& rfv = Complex (0))
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183 {
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184 MArray<Complex>::resize (dim_vector (nr, nc), rfv);
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185 }
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186
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187 private:
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188 ComplexMatrix tinverse (MatrixType &mattype, octave_idx_type& info,
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189 double& rcon, int force, int calc_cond) const;
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190
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191 ComplexMatrix finverse (MatrixType &mattype, octave_idx_type& info,
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192 double& rcon, int force, int calc_cond) const;
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193
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194 public:
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195 ComplexMatrix inverse (void) const;
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196 ComplexMatrix inverse (octave_idx_type& info) const;
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197 ComplexMatrix inverse (octave_idx_type& info, double& rcon, int force = 0,
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198 int calc_cond = 1) const;
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199
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200 ComplexMatrix inverse (MatrixType &mattype) const;
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201 ComplexMatrix inverse (MatrixType &mattype, octave_idx_type& info) const;
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202 ComplexMatrix inverse (MatrixType &mattype, octave_idx_type& info,
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203 double& rcon, int force = 0,
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204 int calc_cond = 1) const;
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205
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206 ComplexMatrix pseudo_inverse (double tol = 0.0) const;
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207
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208 ComplexMatrix fourier (void) const;
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209 ComplexMatrix ifourier (void) const;
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210
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211 ComplexMatrix fourier2d (void) const;
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212 ComplexMatrix ifourier2d (void) const;
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213
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214 ComplexDET determinant (void) const;
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215 ComplexDET determinant (octave_idx_type& info) const;
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216 ComplexDET determinant (octave_idx_type& info, double& rcon,
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217 int calc_cond = 1) const;
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218 ComplexDET determinant (MatrixType &mattype, octave_idx_type& info,
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219 double& rcon, int calc_cond = 1) const;
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220
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221 double rcond (void) const;
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222 double rcond (MatrixType &mattype) const;
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223
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224 private:
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225 // Upper triangular matrix solvers
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226 ComplexMatrix utsolve (MatrixType &typ, const ComplexMatrix& b,
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227 octave_idx_type& info, double& rcon,
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228 solve_singularity_handler sing_handler,
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229 bool calc_cond = false,
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230 blas_trans_type transt = blas_no_trans) const;
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231
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232 // Lower triangular matrix solvers
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233 ComplexMatrix ltsolve (MatrixType &typ, const ComplexMatrix& b,
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234 octave_idx_type& info, double& rcon,
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235 solve_singularity_handler sing_handler,
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236 bool calc_cond = false,
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237 blas_trans_type transt = blas_no_trans) const;
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238
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239 // Full matrix solvers (umfpack/cholesky)
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240 ComplexMatrix fsolve (MatrixType &typ, const ComplexMatrix& b,
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241 octave_idx_type& info, double& rcon,
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242 solve_singularity_handler sing_handler,
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243 bool calc_cond = false) const;
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244
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245 public:
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246 // Generic interface to solver with no probing of type
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247 ComplexMatrix solve (MatrixType &typ, const Matrix& b) const;
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248 ComplexMatrix solve (MatrixType &typ, const Matrix& b,
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249 octave_idx_type& info) const;
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250 ComplexMatrix solve (MatrixType &typ, const Matrix& b,
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251 octave_idx_type& info, double& rcon) const;
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252 ComplexMatrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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253 double& rcon, solve_singularity_handler sing_handler,
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254 bool singular_fallback = true,
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255 blas_trans_type transt = blas_no_trans) const;
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256
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257 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const;
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258 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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259 octave_idx_type& info) const;
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260 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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261 octave_idx_type& info, double& rcon) const;
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262 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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263 octave_idx_type& info, double& rcon,
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264 solve_singularity_handler sing_handler,
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265 bool singular_fallback = true,
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266 blas_trans_type transt = blas_no_trans) const;
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267
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268 ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b) const;
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269 ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b,
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270 octave_idx_type& info) const;
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271 ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b,
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272 octave_idx_type& info, double& rcon) const;
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273 ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b,
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274 octave_idx_type& info, double& rcon,
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275 solve_singularity_handler sing_handler,
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276 blas_trans_type transt = blas_no_trans) const;
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277
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278 ComplexColumnVector solve (MatrixType &typ,
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279 const ComplexColumnVector& b) const;
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280 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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281 octave_idx_type& info) const;
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282 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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283 octave_idx_type& info, double& rcon) const;
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284 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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285 octave_idx_type& info, double& rcon,
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286 solve_singularity_handler sing_handler,
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287 blas_trans_type transt = blas_no_trans) const;
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288
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289 // Generic interface to solver with probing of type
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290 ComplexMatrix solve (const Matrix& b) const;
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291 ComplexMatrix solve (const Matrix& b, octave_idx_type& info) const;
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292 ComplexMatrix solve (const Matrix& b, octave_idx_type& info,
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293 double& rcon) const;
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294 ComplexMatrix solve (const Matrix& b, octave_idx_type& info, double& rcon,
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295 solve_singularity_handler sing_handler,
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296 blas_trans_type transt = blas_no_trans) const;
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297
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298 ComplexMatrix solve (const ComplexMatrix& b) const;
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299 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const;
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300 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info,
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301 double& rcon) const;
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302 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info,
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303 double& rcon,
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304 solve_singularity_handler sing_handler,
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305 blas_trans_type transt = blas_no_trans) const;
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306
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307 ComplexColumnVector solve (const ColumnVector& b) const;
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308 ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info) const;
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309 ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info,
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310 double& rcon) const;
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311 ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info,
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312 double& rcon,
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313 solve_singularity_handler sing_handler,
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314 blas_trans_type transt = blas_no_trans) const;
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315
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316 ComplexColumnVector solve (const ComplexColumnVector& b) const;
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317 ComplexColumnVector solve (const ComplexColumnVector& b,
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318 octave_idx_type& info) const;
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319 ComplexColumnVector solve (const ComplexColumnVector& b,
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320 octave_idx_type& info,
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321 double& rcon) const;
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322 ComplexColumnVector solve (const ComplexColumnVector& b,
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323 octave_idx_type& info,
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324 double& rcon,
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325 solve_singularity_handler sing_handler,
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326 blas_trans_type transt = blas_no_trans) const;
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327
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328 ComplexMatrix lssolve (const Matrix& b) const;
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329 ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info) const;
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330 ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info,
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331 octave_idx_type& rank) const;
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332 ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info,
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333 octave_idx_type& rank, double& rcon) const;
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334
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335 ComplexMatrix lssolve (const ComplexMatrix& b) const;
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336 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const;
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337 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
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338 octave_idx_type& rank) const;
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339 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
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340 octave_idx_type& rank, double& rcon) const;
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341
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342 ComplexColumnVector lssolve (const ColumnVector& b) const;
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343 ComplexColumnVector lssolve (const ColumnVector& b,
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344 octave_idx_type& info) const;
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345 ComplexColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
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346 octave_idx_type& rank) const;
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347 ComplexColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
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348 octave_idx_type& rank, double& rcon) const;
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349
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350 ComplexColumnVector lssolve (const ComplexColumnVector& b) const;
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351 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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352 octave_idx_type& info) const;
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353 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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354 octave_idx_type& info,
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355 octave_idx_type& rank) const;
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356 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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357 octave_idx_type& info,
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358 octave_idx_type& rank, double& rcon) const;
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359
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360 // matrix by diagonal matrix -> matrix operations
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361
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362 ComplexMatrix& operator += (const DiagMatrix& a);
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363 ComplexMatrix& operator -= (const DiagMatrix& a);
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364
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365 ComplexMatrix& operator += (const ComplexDiagMatrix& a);
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366 ComplexMatrix& operator -= (const ComplexDiagMatrix& a);
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367
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368 // matrix by matrix -> matrix operations
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369
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370 ComplexMatrix& operator += (const Matrix& a);
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371 ComplexMatrix& operator -= (const Matrix& a);
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372
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373 // other operations
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374
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375 boolMatrix all (int dim = -1) const;
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376 boolMatrix any (int dim = -1) const;
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377
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378 ComplexMatrix cumprod (int dim = -1) const;
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379 ComplexMatrix cumsum (int dim = -1) const;
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380 ComplexMatrix prod (int dim = -1) const;
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381 ComplexMatrix sum (int dim = -1) const;
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382 ComplexMatrix sumsq (int dim = -1) const;
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383 Matrix abs (void) const;
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384
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385 ComplexMatrix diag (octave_idx_type k = 0) const;
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386
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387 ComplexDiagMatrix diag (octave_idx_type m, octave_idx_type n) const;
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388
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389 bool row_is_real_only (octave_idx_type) const;
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390 bool column_is_real_only (octave_idx_type) const;
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391
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392 ComplexColumnVector row_min (void) const;
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393 ComplexColumnVector row_max (void) const;
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394
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395 ComplexColumnVector row_min (Array<octave_idx_type>& index) const;
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396 ComplexColumnVector row_max (Array<octave_idx_type>& index) const;
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397
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398 ComplexRowVector column_min (void) const;
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399 ComplexRowVector column_max (void) const;
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400
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401 ComplexRowVector column_min (Array<octave_idx_type>& index) const;
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402 ComplexRowVector column_max (Array<octave_idx_type>& index) const;
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403
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404 // i/o
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405
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406 friend OCTAVE_API std::ostream& operator << (std::ostream& os,
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407 const ComplexMatrix& a);
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408 friend OCTAVE_API std::istream& operator >> (std::istream& is,
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409 ComplexMatrix& a);
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410 };
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411
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412 extern OCTAVE_API ComplexMatrix conj (const ComplexMatrix& a);
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413
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414 // column vector by row vector -> matrix operations
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415
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416 extern OCTAVE_API ComplexMatrix
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417 operator * (const ColumnVector& a, const ComplexRowVector& b);
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418
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419 extern OCTAVE_API ComplexMatrix
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420 operator * (const ComplexColumnVector& a, const RowVector& b);
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421
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422 extern OCTAVE_API ComplexMatrix
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423 operator * (const ComplexColumnVector& a, const ComplexRowVector& b);
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424
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425 extern OCTAVE_API ComplexMatrix
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426 Givens (const Complex&, const Complex&);
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427
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428 extern OCTAVE_API ComplexMatrix
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429 Sylvester (const ComplexMatrix&, const ComplexMatrix&, const ComplexMatrix&);
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430
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431 extern OCTAVE_API ComplexMatrix
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432 xgemm (const ComplexMatrix& a, const ComplexMatrix& b,
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433 blas_trans_type transa = blas_no_trans,
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434 blas_trans_type transb = blas_no_trans);
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435
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436 extern OCTAVE_API ComplexMatrix operator * (const Matrix&,
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437 const ComplexMatrix&);
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438 extern OCTAVE_API ComplexMatrix operator * (const ComplexMatrix&,
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439 const Matrix&);
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440 extern OCTAVE_API ComplexMatrix operator * (const ComplexMatrix&,
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441 const ComplexMatrix&);
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442
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443 extern OCTAVE_API ComplexMatrix min (const Complex& c, const ComplexMatrix& m);
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444 extern OCTAVE_API ComplexMatrix min (const ComplexMatrix& m, const Complex& c);
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445 extern OCTAVE_API ComplexMatrix min (const ComplexMatrix& a,
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446 const ComplexMatrix& b);
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447
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448 extern OCTAVE_API ComplexMatrix max (const Complex& c, const ComplexMatrix& m);
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449 extern OCTAVE_API ComplexMatrix max (const ComplexMatrix& m, const Complex& c);
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450 extern OCTAVE_API ComplexMatrix max (const ComplexMatrix& a,
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451 const ComplexMatrix& b);
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452
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453 extern OCTAVE_API ComplexMatrix linspace (const ComplexColumnVector& x1,
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454 const ComplexColumnVector& x2,
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455 octave_idx_type n);
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456
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457
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458 MS_CMP_OP_DECLS (ComplexMatrix, Complex, OCTAVE_API)
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459 MS_BOOL_OP_DECLS (ComplexMatrix, Complex, OCTAVE_API)
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460
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461 SM_CMP_OP_DECLS (Complex, ComplexMatrix, OCTAVE_API)
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462 SM_BOOL_OP_DECLS (Complex, ComplexMatrix, OCTAVE_API)
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463
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464 MM_CMP_OP_DECLS (ComplexMatrix, ComplexMatrix, OCTAVE_API)
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465 MM_BOOL_OP_DECLS (ComplexMatrix, ComplexMatrix, OCTAVE_API)
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466
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467 MARRAY_FORWARD_DEFS (MArray, ComplexMatrix, Complex)
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468
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469 #endif