Mercurial > octave
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> |
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date | Tue, 16 Feb 2016 02:47:29 -0500 |
parents | f08ae27289e4 |
children | 230e186e292d |
rev | line source |
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458 | 1 /* |
2 | |
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3 Copyright (C) 1994-2015 John W. Eaton |
458 | 4 |
5 This file is part of Octave. | |
6 | |
7 Octave is free software; you can redistribute it and/or modify it | |
8 under the terms of the GNU General Public License as published by the | |
7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
10 option) any later version. | |
458 | 11 |
12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
15 for more details. | |
16 | |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
19 <http://www.gnu.org/licenses/>. | |
458 | 20 |
21 */ | |
22 | |
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23 #if ! defined (octave_dMatrix_h) |
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24 #define octave_dMatrix_h 1 |
458 | 25 |
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26 #include "octave-config.h" |
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27 |
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28 #include "dNDArray.h" |
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29 #include "MArray.h" |
1989 | 30 #include "MDiagArray2.h" |
5785 | 31 #include "MatrixType.h" |
458 | 32 |
33 #include "mx-defs.h" | |
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34 #include "mx-op-decl.h" |
8335 | 35 #include "DET.h" |
458 | 36 |
3585 | 37 class |
6108 | 38 OCTAVE_API |
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39 Matrix : public NDArray |
458 | 40 { |
41 public: | |
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 |
7788 | 55 typedef void (*solve_singularity_handler) (double rcon); |
3480 | 56 |
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57 Matrix (void) : NDArray () { } |
3585 | 58 |
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59 Matrix (octave_idx_type r, octave_idx_type c) |
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60 : NDArray (dim_vector (r, c)) { } |
3585 | 61 |
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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) { } |
3585 | 64 |
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65 Matrix (const dim_vector& dv) : NDArray (dv.redim (2)) { } |
6979 | 66 |
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67 Matrix (const dim_vector& dv, double val) |
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68 : NDArray (dv.redim (2), val) { } |
6979 | 69 |
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70 Matrix (const Matrix& a) : NDArray (a) { } |
3585 | 71 |
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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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74 |
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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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77 |
3585 | 78 explicit Matrix (const RowVector& rv); |
458 | 79 |
3585 | 80 explicit Matrix (const ColumnVector& cv); |
81 | |
82 explicit Matrix (const DiagMatrix& a); | |
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 |
3585 | 90 explicit Matrix (const boolMatrix& a); |
91 | |
92 explicit Matrix (const charMatrix& a); | |
1574 | 93 |
2385 | 94 bool operator == (const Matrix& a) const; |
95 bool operator != (const Matrix& a) const; | |
458 | 96 |
3354 | 97 bool is_symmetric (void) const; |
98 | |
1359 | 99 // destructive insert/delete/reorder operations |
458 | 100 |
5275 | 101 Matrix& insert (const Matrix& a, octave_idx_type r, octave_idx_type c); |
102 Matrix& insert (const RowVector& a, octave_idx_type r, octave_idx_type c); | |
103 Matrix& insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c); | |
104 Matrix& insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c); | |
458 | 105 |
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); |
458 | 109 |
110 Matrix append (const Matrix& a) const; | |
111 Matrix append (const RowVector& a) const; | |
112 Matrix append (const ColumnVector& a) const; | |
113 Matrix append (const DiagMatrix& a) const; | |
114 | |
115 Matrix stack (const Matrix& a) const; | |
116 Matrix stack (const RowVector& a) const; | |
117 Matrix stack (const ColumnVector& a) const; | |
118 Matrix stack (const DiagMatrix& a) const; | |
119 | |
6108 | 120 friend OCTAVE_API Matrix real (const ComplexMatrix& a); |
121 friend OCTAVE_API Matrix imag (const ComplexMatrix& a); | |
1205 | 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 (); } |
3225 | 126 |
1359 | 127 // resize is the destructive equivalent for this one |
458 | 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; |
458 | 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; |
4316 | 134 |
1359 | 135 // extract row or column i. |
458 | 136 |
5275 | 137 RowVector row (octave_idx_type i) const; |
458 | 138 |
5275 | 139 ColumnVector column (octave_idx_type i) const; |
458 | 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 |
6207 | 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; |
6207 | 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; |
6207 | 152 |
153 public: | |
458 | 154 Matrix inverse (void) const; |
6479 | 155 Matrix inverse (octave_idx_type& info) const; |
7788 | 156 Matrix inverse (octave_idx_type& info, double& rcon, int force = 0, |
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157 int calc_cond = 1) const; |
6479 | 158 |
6207 | 159 Matrix inverse (MatrixType &mattype) const; |
160 Matrix inverse (MatrixType &mattype, octave_idx_type& info) const; | |
7788 | 161 Matrix inverse (MatrixType &mattype, octave_idx_type& info, double& rcon, |
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162 int force = 0, int calc_cond = 1) const; |
458 | 163 |
4384 | 164 Matrix pseudo_inverse (double tol = 0.0) const; |
740 | 165 |
458 | 166 ComplexMatrix fourier (void) const; |
167 ComplexMatrix ifourier (void) const; | |
168 | |
677 | 169 ComplexMatrix fourier2d (void) const; |
170 ComplexMatrix ifourier2d (void) const; | |
171 | |
458 | 172 DET determinant (void) const; |
5275 | 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; |
7788 | 178 |
179 double rcond (void) const; | |
180 double rcond (MatrixType &mattype) const; | |
458 | 181 |
5785 | 182 private: |
183 // Upper triangular matrix solvers | |
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; |
5785 | 188 |
189 // Lower triangular matrix solvers | |
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; |
5785 | 194 |
195 // Full matrix solvers (lu/cholesky) | |
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; |
5785 | 199 |
200 public: | |
201 // Generic interface to solver with no probing of type | |
202 Matrix solve (MatrixType &typ, const Matrix& b) const; | |
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; |
5785 | 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; |
5785 | 210 |
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; |
5785 | 221 |
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; |
5785 | 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; |
5785 | 242 |
243 // Generic interface to solver with probing of type | |
458 | 244 Matrix solve (const Matrix& b) const; |
5275 | 245 Matrix solve (const Matrix& b, octave_idx_type& info) const; |
7788 | 246 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon) const; |
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; |
458 | 250 |
251 ComplexMatrix solve (const ComplexMatrix& b) const; | |
5275 | 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; |
458 | 259 |
260 ColumnVector solve (const ColumnVector& b) const; | |
5275 | 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; |
458 | 268 |
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; |
458 | 278 |
5785 | 279 // Singular solvers |
458 | 280 Matrix lssolve (const Matrix& b) const; |
5275 | 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; |
458 | 286 |
287 ComplexMatrix lssolve (const ComplexMatrix& b) const; | |
5275 | 288 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const; |
289 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info, | |
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290 octave_idx_type& rank) const; |
7076 | 291 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info, |
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292 octave_idx_type& rank, double &rcon) const; |
458 | 293 |
294 ColumnVector lssolve (const ColumnVector& b) const; | |
5275 | 295 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info) const; |
7076 | 296 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info, |
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297 octave_idx_type& rank) const; |
7076 | 298 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info, |
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299 octave_idx_type& rank, double& rcon) const; |
458 | 300 |
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; |
7076 | 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; |
458 | 310 |
311 Matrix& operator += (const DiagMatrix& a); | |
312 Matrix& operator -= (const DiagMatrix& a); | |
313 | |
1359 | 314 // unary operations |
458 | 315 |
1359 | 316 // other operations |
458 | 317 |
4017 | 318 boolMatrix all (int dim = -1) const; |
319 boolMatrix any (int dim = -1) const; | |
458 | 320 |
4017 | 321 Matrix cumprod (int dim = -1) const; |
322 Matrix cumsum (int dim = -1) const; | |
323 Matrix prod (int dim = -1) const; | |
324 Matrix sum (int dim = -1) const; | |
325 Matrix sumsq (int dim = -1) const; | |
2385 | 326 Matrix abs (void) const; |
458 | 327 |
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328 Matrix diag (octave_idx_type k = 0) const; |
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330 DiagMatrix diag (octave_idx_type m, octave_idx_type n) const; |
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331 |
458 | 332 ColumnVector row_min (void) const; |
2354 | 333 ColumnVector row_max (void) const; |
458 | 334 |
5275 | 335 ColumnVector row_min (Array<octave_idx_type>& index) const; |
336 ColumnVector row_max (Array<octave_idx_type>& index) const; | |
458 | 337 |
338 RowVector column_min (void) const; | |
2354 | 339 RowVector column_max (void) const; |
458 | 340 |
5275 | 341 RowVector column_min (Array<octave_idx_type>& index) const; |
342 RowVector column_max (Array<octave_idx_type>& index) const; | |
458 | 343 |
1359 | 344 // i/o |
458 | 345 |
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346 friend OCTAVE_API std::ostream& operator << (std::ostream& os, |
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347 const Matrix& a); |
6108 | 348 friend OCTAVE_API std::istream& operator >> (std::istream& is, Matrix& a); |
458 | 349 }; |
350 | |
5508 | 351 // Publish externally used friend functions. |
352 | |
6108 | 353 extern OCTAVE_API Matrix real (const ComplexMatrix& a); |
354 extern OCTAVE_API Matrix imag (const ComplexMatrix& a); | |
5508 | 355 |
356 // column vector by row vector -> matrix operations | |
357 | |
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358 extern OCTAVE_API Matrix operator * (const ColumnVector& a, |
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359 const RowVector& b); |
5508 | 360 |
361 // Other functions. | |
362 | |
6108 | 363 extern OCTAVE_API Matrix Givens (double, double); |
1819 | 364 |
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365 extern OCTAVE_API Matrix Sylvester (const Matrix&, const Matrix&, |
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366 const Matrix&); |
1959 | 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 |
6108 | 372 extern OCTAVE_API Matrix operator * (const Matrix& a, const Matrix& b); |
2828 | 373 |
6108 | 374 extern OCTAVE_API Matrix min (double d, const Matrix& m); |
375 extern OCTAVE_API Matrix min (const Matrix& m, double d); | |
376 extern OCTAVE_API Matrix min (const Matrix& a, const Matrix& b); | |
4309 | 377 |
6108 | 378 extern OCTAVE_API Matrix max (double d, const Matrix& m); |
379 extern OCTAVE_API Matrix max (const Matrix& m, double d); | |
380 extern OCTAVE_API Matrix max (const Matrix& a, const Matrix& b); | |
4309 | 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 |
6708 | 386 MS_CMP_OP_DECLS (Matrix, double, OCTAVE_API) |
387 MS_BOOL_OP_DECLS (Matrix, double, OCTAVE_API) | |
2870 | 388 |
6708 | 389 SM_CMP_OP_DECLS (double, Matrix, OCTAVE_API) |
390 SM_BOOL_OP_DECLS (double, Matrix, OCTAVE_API) | |
2870 | 391 |
6708 | 392 MM_CMP_OP_DECLS (Matrix, Matrix, OCTAVE_API) |
393 MM_BOOL_OP_DECLS (Matrix, Matrix, OCTAVE_API) | |
2870 | 394 |
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395 MARRAY_FORWARD_DEFS (MArray, Matrix, double) |
3573 | 396 |
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397 template <typename T> |
3689 | 398 void read_int (std::istream& is, bool swap_bytes, T& val); |
399 | |
458 | 400 #endif |