annotate liboctave/array/dMatrix.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 230e186e292d
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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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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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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_dMatrix_h)
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24 #define octave_dMatrix_h 1
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26 #include "octave-config.h"
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28 #include "dNDArray.h"
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29 #include "MArray.h"
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30 #include "MDiagArray2.h"
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31 #include "MatrixType.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 "DET.h"
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37 class
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38 OCTAVE_API
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39 Matrix : public NDArray
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40 {
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41 public:
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42
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43 typedef ColumnVector column_vector_type;
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44 typedef RowVector row_vector_type;
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45
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46 typedef ColumnVector real_column_vector_type;
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47 typedef RowVector real_row_vector_type;
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48
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49 typedef Matrix real_matrix_type;
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50 typedef ComplexMatrix complex_matrix_type;
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51
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52 typedef double real_elt_type;
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53 typedef Complex complex_elt_type;
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54
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55 typedef void (*solve_singularity_handler) (double rcon);
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57 Matrix (void) : NDArray () { }
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59 Matrix (octave_idx_type r, octave_idx_type c)
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60 : NDArray (dim_vector (r, c)) { }
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62 Matrix (octave_idx_type r, octave_idx_type c, double val)
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63 : NDArray (dim_vector (r, c), val) { }
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64
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65 Matrix (const dim_vector& dv) : NDArray (dv.redim (2)) { }
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67 Matrix (const dim_vector& dv, double val)
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68 : NDArray (dv.redim (2), val) { }
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70 Matrix (const Matrix& a) : NDArray (a) { }
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72 template <typename U>
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73 Matrix (const MArray<U>& a) : NDArray (a.as_matrix ()) { }
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75 template <typename U>
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76 Matrix (const Array<U>& a) : NDArray (a.as_matrix ()) { }
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78 explicit Matrix (const RowVector& rv);
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80 explicit Matrix (const ColumnVector& cv);
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81
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82 explicit Matrix (const DiagMatrix& a);
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83
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84 explicit Matrix (const MDiagArray2<double>& a);
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85
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86 explicit Matrix (const DiagArray2<double>& a);
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87
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88 explicit Matrix (const PermMatrix& a);
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89
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90 explicit Matrix (const boolMatrix& a);
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91
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92 explicit Matrix (const charMatrix& a);
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93
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94 bool operator == (const Matrix& a) const;
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95 bool operator != (const Matrix& a) const;
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96
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97 bool is_symmetric (void) const;
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98
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99 // destructive insert/delete/reorder operations
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100
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101 Matrix& insert (const Matrix& a, octave_idx_type r, octave_idx_type c);
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102 Matrix& insert (const RowVector& a, octave_idx_type r, octave_idx_type c);
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103 Matrix& insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c);
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104 Matrix& insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c);
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105
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106 Matrix& fill (double val);
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107 Matrix& fill (double val, octave_idx_type r1, octave_idx_type c1,
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108 octave_idx_type r2, octave_idx_type c2);
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109
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110 Matrix append (const Matrix& a) const;
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111 Matrix append (const RowVector& a) const;
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112 Matrix append (const ColumnVector& a) const;
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113 Matrix append (const DiagMatrix& a) const;
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114
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115 Matrix stack (const Matrix& a) const;
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116 Matrix stack (const RowVector& a) const;
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117 Matrix stack (const ColumnVector& a) const;
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118 Matrix stack (const DiagMatrix& a) const;
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119
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120 friend OCTAVE_API Matrix real (const ComplexMatrix& a);
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121 friend OCTAVE_API Matrix imag (const ComplexMatrix& a);
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122
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123 friend class ComplexMatrix;
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124
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125 Matrix transpose (void) const { return MArray<double>::transpose (); }
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126
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127 // resize is the destructive equivalent for this one
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128
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129 Matrix extract (octave_idx_type r1, octave_idx_type c1,
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130 octave_idx_type r2, octave_idx_type c2) const;
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131
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132 Matrix extract_n (octave_idx_type r1, octave_idx_type c1,
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133 octave_idx_type nr, octave_idx_type nc) const;
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134
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135 // extract row or column i.
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136
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137 RowVector row (octave_idx_type i) const;
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138
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139 ColumnVector column (octave_idx_type i) const;
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140
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141 void resize (octave_idx_type nr, octave_idx_type nc, double rfv = 0)
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142 {
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143 MArray<double>::resize (dim_vector (nr, nc), rfv);
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144 }
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145
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146 private:
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147 Matrix tinverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
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148 int force, int calc_cond) const;
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149
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150 Matrix finverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
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151 int force, int calc_cond) const;
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152
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153 public:
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154 Matrix inverse (void) const;
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155 Matrix inverse (octave_idx_type& info) const;
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156 Matrix inverse (octave_idx_type& info, double& rcon, int force = 0,
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157 int calc_cond = 1) const;
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158
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159 Matrix inverse (MatrixType &mattype) const;
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160 Matrix inverse (MatrixType &mattype, octave_idx_type& info) const;
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161 Matrix inverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
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162 int force = 0, int calc_cond = 1) const;
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163
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164 Matrix pseudo_inverse (double tol = 0.0) const;
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165
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166 ComplexMatrix fourier (void) const;
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167 ComplexMatrix ifourier (void) const;
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168
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169 ComplexMatrix fourier2d (void) const;
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170 ComplexMatrix ifourier2d (void) const;
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171
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172 DET determinant (void) const;
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173 DET determinant (octave_idx_type& info) const;
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174 DET determinant (octave_idx_type& info, double& rcon,
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175 int calc_cond = 1) const;
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176 DET determinant (MatrixType &mattype, octave_idx_type& info,
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177 double& rcon, int calc_cond = 1) const;
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178
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179 double rcond (void) const;
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180 double rcond (MatrixType &mattype) const;
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181
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182 private:
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183 // Upper triangular matrix solvers
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184 Matrix utsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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185 double& rcon, solve_singularity_handler sing_handler,
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186 bool calc_cond = false,
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187 blas_trans_type transt = blas_no_trans) const;
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188
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189 // Lower triangular matrix solvers
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190 Matrix ltsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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191 double& rcon, solve_singularity_handler sing_handler,
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192 bool calc_cond = false,
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193 blas_trans_type transt = blas_no_trans) const;
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194
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195 // Full matrix solvers (lu/cholesky)
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196 Matrix fsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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197 double& rcon, solve_singularity_handler sing_handler,
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198 bool calc_cond = false) const;
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199
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200 public:
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201 // Generic interface to solver with no probing of type
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202 Matrix solve (MatrixType &typ, const Matrix& b) const;
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203 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const;
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204 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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205 double& rcon) const;
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206 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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207 double& rcon, solve_singularity_handler sing_handler,
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208 bool singular_fallback = true,
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209 blas_trans_type transt = blas_no_trans) const;
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210
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211 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const;
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212 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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213 octave_idx_type& info) const;
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214 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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215 octave_idx_type& info, double& rcon) const;
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216 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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217 octave_idx_type& info, double& rcon,
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218 solve_singularity_handler sing_handler,
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219 bool singular_fallback = true,
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220 blas_trans_type transt = blas_no_trans) const;
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221
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222 ColumnVector solve (MatrixType &typ, const ColumnVector& b) const;
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223 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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224 octave_idx_type& info) const;
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225 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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226 octave_idx_type& info, double& rcon) const;
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227 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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228 octave_idx_type& info, double& rcon,
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229 solve_singularity_handler sing_handler,
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230 blas_trans_type transt = blas_no_trans) const;
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231
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232 ComplexColumnVector solve (MatrixType &typ,
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233 const ComplexColumnVector& b) const;
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234 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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235 octave_idx_type& info) const;
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236 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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237 octave_idx_type& info, double& rcon) const;
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238 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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239 octave_idx_type& info, double& rcon,
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240 solve_singularity_handler sing_handler,
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241 blas_trans_type transt = blas_no_trans) const;
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242
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243 // Generic interface to solver with probing of type
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244 Matrix solve (const Matrix& b) const;
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245 Matrix solve (const Matrix& b, octave_idx_type& info) const;
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246 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon) const;
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247 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon,
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248 solve_singularity_handler sing_handler,
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249 blas_trans_type transt = blas_no_trans) const;
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250
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251 ComplexMatrix solve (const ComplexMatrix& b) const;
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252 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const;
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253 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info,
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254 double& rcon) const;
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255 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info,
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256 double& rcon,
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257 solve_singularity_handler sing_handler,
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258 blas_trans_type transt = blas_no_trans) const;
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259
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260 ColumnVector solve (const ColumnVector& b) const;
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261 ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const;
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262 ColumnVector solve (const ColumnVector& b, octave_idx_type& info,
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263 double& rcon) const;
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264 ColumnVector solve (const ColumnVector& b, octave_idx_type& info,
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265 double& rcon,
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266 solve_singularity_handler sing_handler,
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267 blas_trans_type transt = blas_no_trans) const;
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268
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269 ComplexColumnVector solve (const ComplexColumnVector& b) const;
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270 ComplexColumnVector solve (const ComplexColumnVector& b,
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271 octave_idx_type& info) const;
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272 ComplexColumnVector solve (const ComplexColumnVector& b,
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273 octave_idx_type& info, double& rcon) const;
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274 ComplexColumnVector solve (const ComplexColumnVector& b,
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275 octave_idx_type& info, double& rcon,
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276 solve_singularity_handler sing_handler,
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277 blas_trans_type transt = blas_no_trans) const;
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278
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279 // Singular solvers
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280 Matrix lssolve (const Matrix& b) const;
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281 Matrix lssolve (const Matrix& b, octave_idx_type& info) const;
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282 Matrix lssolve (const Matrix& b, octave_idx_type& info,
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283 octave_idx_type& rank) const;
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284 Matrix lssolve (const Matrix& b, octave_idx_type& info,
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285 octave_idx_type& rank, double& rcon) const;
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286
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287 ComplexMatrix lssolve (const ComplexMatrix& b) const;
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288 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const;
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289 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
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290 octave_idx_type& rank) const;
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291 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
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292 octave_idx_type& rank, double &rcon) const;
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293
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294 ColumnVector lssolve (const ColumnVector& b) const;
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295 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info) const;
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296 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
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297 octave_idx_type& rank) const;
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298 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
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299 octave_idx_type& rank, double& rcon) const;
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300
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301 ComplexColumnVector lssolve (const ComplexColumnVector& b) const;
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302 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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303 octave_idx_type& info) const;
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304 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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305 octave_idx_type& info,
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306 octave_idx_type& rank) const;
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307 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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308 octave_idx_type& info,
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309 octave_idx_type& rank, double& rcon) const;
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310
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311 Matrix& operator += (const DiagMatrix& a);
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312 Matrix& operator -= (const DiagMatrix& a);
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313
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314 // unary operations
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315
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316 // other operations
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317
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318 boolMatrix all (int dim = -1) const;
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319 boolMatrix any (int dim = -1) const;
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320
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321 Matrix cumprod (int dim = -1) const;
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322 Matrix cumsum (int dim = -1) const;
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323 Matrix prod (int dim = -1) const;
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324 Matrix sum (int dim = -1) const;
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325 Matrix sumsq (int dim = -1) const;
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326 Matrix abs (void) const;
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327
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328 Matrix diag (octave_idx_type k = 0) const;
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329
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330 DiagMatrix diag (octave_idx_type m, octave_idx_type n) const;
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331
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332 ColumnVector row_min (void) const;
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333 ColumnVector row_max (void) const;
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334
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335 ColumnVector row_min (Array<octave_idx_type>& index) const;
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336 ColumnVector row_max (Array<octave_idx_type>& index) const;
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337
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338 RowVector column_min (void) const;
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339 RowVector column_max (void) const;
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340
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341 RowVector column_min (Array<octave_idx_type>& index) const;
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342 RowVector column_max (Array<octave_idx_type>& index) const;
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343
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344 // i/o
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345
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346 friend OCTAVE_API std::ostream& operator << (std::ostream& os,
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347 const Matrix& a);
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348 friend OCTAVE_API std::istream& operator >> (std::istream& is, Matrix& a);
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349 };
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350
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351 // Publish externally used friend functions.
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352
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353 extern OCTAVE_API Matrix real (const ComplexMatrix& a);
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354 extern OCTAVE_API Matrix imag (const ComplexMatrix& a);
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355
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356 // column vector by row vector -> matrix operations
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357
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358 extern OCTAVE_API Matrix operator * (const ColumnVector& a,
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359 const RowVector& b);
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360
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361 // Other functions.
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362
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363 extern OCTAVE_API Matrix Givens (double, double);
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364
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365 extern OCTAVE_API Matrix Sylvester (const Matrix&, const Matrix&,
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366 const Matrix&);
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367
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368 extern OCTAVE_API Matrix xgemm (const Matrix& a, const Matrix& b,
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369 blas_trans_type transa = blas_no_trans,
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370 blas_trans_type transb = blas_no_trans);
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371
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372 extern OCTAVE_API Matrix operator * (const Matrix& a, const Matrix& b);
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373
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374 extern OCTAVE_API Matrix min (double d, const Matrix& m);
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375 extern OCTAVE_API Matrix min (const Matrix& m, double d);
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376 extern OCTAVE_API Matrix min (const Matrix& a, const Matrix& b);
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377
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378 extern OCTAVE_API Matrix max (double d, const Matrix& m);
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379 extern OCTAVE_API Matrix max (const Matrix& m, double d);
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380 extern OCTAVE_API Matrix max (const Matrix& a, const Matrix& b);
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381
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382 extern OCTAVE_API Matrix linspace (const ColumnVector& x1,
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383 const ColumnVector& x2,
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384 octave_idx_type n);
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385
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386 MS_CMP_OP_DECLS (Matrix, double, OCTAVE_API)
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387 MS_BOOL_OP_DECLS (Matrix, double, OCTAVE_API)
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388
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389 SM_CMP_OP_DECLS (double, Matrix, OCTAVE_API)
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390 SM_BOOL_OP_DECLS (double, Matrix, OCTAVE_API)
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391
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392 MM_CMP_OP_DECLS (Matrix, Matrix, OCTAVE_API)
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393 MM_BOOL_OP_DECLS (Matrix, Matrix, OCTAVE_API)
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394
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395 MARRAY_FORWARD_DEFS (MArray, Matrix, double)
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396
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397 template <typename T>
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398 void read_int (std::istream& is, bool swap_bytes, T& val);
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399
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400 #endif