Mercurial > octave
annotate liboctave/array/dMatrix.h @ 30564:796f54d4ddbf stable
update Octave Project Developers copyright for the new year
In files that have the "Octave Project Developers" copyright notice,
update for 2021.
In all .txi and .texi files except gpl.txi and gpl.texi in the
doc/liboctave and doc/interpreter directories, change the copyright
to "Octave Project Developers", the same as used for other source
files. Update copyright notices for 2022 (not done since 2019). For
gpl.txi and gpl.texi, change the copyright notice to be "Free Software
Foundation, Inc." and leave the date at 2007 only because this file
only contains the text of the GPL, not anything created by the Octave
Project Developers.
Add Paul Thomas to contributors.in.
author | John W. Eaton <jwe@octave.org> |
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date | Tue, 28 Dec 2021 18:22:40 -0500 |
parents | 3e8bc8bee8e9 |
children | 597f3ee61a48 |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1994-2022 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
458 | 25 |
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26 #if ! defined (octave_dMatrix_h) |
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27 #define octave_dMatrix_h 1 |
458 | 28 |
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29 #include "octave-config.h" |
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30 |
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31 #include "DET.h" |
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32 #include "MArray.h" |
1989 | 33 #include "MDiagArray2.h" |
5785 | 34 #include "MatrixType.h" |
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35 #include "dNDArray.h" |
458 | 36 #include "mx-defs.h" |
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37 #include "mx-op-decl.h" |
458 | 38 |
3585 | 39 class |
6108 | 40 OCTAVE_API |
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41 Matrix : public NDArray |
458 | 42 { |
43 public: | |
44 | |
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45 typedef ColumnVector column_vector_type; |
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46 typedef RowVector row_vector_type; |
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47 |
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48 typedef ColumnVector real_column_vector_type; |
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49 typedef RowVector real_row_vector_type; |
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50 |
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51 typedef Matrix real_matrix_type; |
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52 typedef ComplexMatrix complex_matrix_type; |
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53 |
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54 typedef DiagMatrix real_diag_matrix_type; |
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55 typedef ComplexDiagMatrix complex_diag_matrix_type; |
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56 |
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57 typedef double real_elt_type; |
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58 typedef Complex complex_elt_type; |
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59 |
7788 | 60 typedef void (*solve_singularity_handler) (double rcon); |
3480 | 61 |
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62 Matrix (void) = default; |
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63 |
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64 Matrix (const Matrix& a) = default; |
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65 |
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66 Matrix& operator = (const Matrix& a) = default; |
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67 |
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68 ~Matrix (void) = default; |
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70 Matrix (octave_idx_type r, octave_idx_type c) |
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71 : NDArray (dim_vector (r, c)) { } |
3585 | 72 |
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73 Matrix (octave_idx_type r, octave_idx_type c, double val) |
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74 : NDArray (dim_vector (r, c), val) { } |
3585 | 75 |
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76 Matrix (const dim_vector& dv) : NDArray (dv.redim (2)) { } |
6979 | 77 |
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78 Matrix (const dim_vector& dv, double val) |
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79 : NDArray (dv.redim (2), val) { } |
6979 | 80 |
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81 template <typename U> |
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82 Matrix (const MArray<U>& a) : NDArray (a.as_matrix ()) { } |
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83 |
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84 template <typename U> |
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85 Matrix (const Array<U>& a) : NDArray (a.as_matrix ()) { } |
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86 |
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87 explicit OCTAVE_API Matrix (const RowVector& rv); |
458 | 88 |
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89 explicit OCTAVE_API Matrix (const ColumnVector& cv); |
3585 | 90 |
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91 explicit OCTAVE_API Matrix (const DiagMatrix& a); |
3585 | 92 |
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93 explicit OCTAVE_API Matrix (const MDiagArray2<double>& a); |
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94 |
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95 explicit OCTAVE_API Matrix (const DiagArray2<double>& a); |
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96 |
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97 explicit OCTAVE_API Matrix (const PermMatrix& a); |
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98 |
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99 explicit OCTAVE_API Matrix (const boolMatrix& a); |
3585 | 100 |
101 explicit Matrix (const charMatrix& a); | |
1574 | 102 |
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103 OCTAVE_API bool operator == (const Matrix& a) const; |
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104 OCTAVE_API bool operator != (const Matrix& a) const; |
458 | 105 |
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106 OCTAVE_API bool issymmetric (void) const; |
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107 |
1359 | 108 // destructive insert/delete/reorder operations |
458 | 109 |
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110 OCTAVE_API Matrix& |
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111 insert (const Matrix& a, octave_idx_type r, octave_idx_type c); |
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112 OCTAVE_API Matrix& |
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113 insert (const RowVector& a, octave_idx_type r, octave_idx_type c); |
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114 OCTAVE_API Matrix& |
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115 insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c); |
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116 OCTAVE_API Matrix& |
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117 insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c); |
458 | 118 |
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119 OCTAVE_API Matrix& fill (double val); |
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120 OCTAVE_API Matrix& |
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121 fill (double val, octave_idx_type r1, octave_idx_type c1, |
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122 octave_idx_type r2, octave_idx_type c2); |
458 | 123 |
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124 OCTAVE_API Matrix append (const Matrix& a) const; |
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125 OCTAVE_API Matrix append (const RowVector& a) const; |
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126 OCTAVE_API Matrix append (const ColumnVector& a) const; |
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127 OCTAVE_API Matrix append (const DiagMatrix& a) const; |
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128 |
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129 OCTAVE_API Matrix stack (const Matrix& a) const; |
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130 OCTAVE_API Matrix stack (const RowVector& a) const; |
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131 OCTAVE_API Matrix stack (const ColumnVector& a) const; |
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132 OCTAVE_API Matrix stack (const DiagMatrix& a) const; |
458 | 133 |
6108 | 134 friend OCTAVE_API Matrix real (const ComplexMatrix& a); |
135 friend OCTAVE_API Matrix imag (const ComplexMatrix& a); | |
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137 friend class ComplexMatrix; |
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138 |
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139 Matrix hermitian (void) const { return MArray<double>::transpose (); } |
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140 Matrix transpose (void) const { return MArray<double>::transpose (); } |
3225 | 141 |
1359 | 142 // resize is the destructive equivalent for this one |
458 | 143 |
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144 OCTAVE_API Matrix |
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145 extract (octave_idx_type r1, octave_idx_type c1, |
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146 octave_idx_type r2, octave_idx_type c2) const; |
458 | 147 |
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148 OCTAVE_API Matrix |
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149 extract_n (octave_idx_type r1, octave_idx_type c1, |
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150 octave_idx_type nr, octave_idx_type nc) const; |
4316 | 151 |
1359 | 152 // extract row or column i. |
458 | 153 |
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154 OCTAVE_API RowVector row (octave_idx_type i) const; |
458 | 155 |
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156 OCTAVE_API ColumnVector column (octave_idx_type i) const; |
458 | 157 |
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158 void resize (octave_idx_type nr, octave_idx_type nc, double rfv = 0) |
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159 { |
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160 MArray<double>::resize (dim_vector (nr, nc), rfv); |
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161 } |
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162 |
6207 | 163 private: |
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164 Matrix tinverse (MatrixType& mattype, octave_idx_type& info, double& rcon, |
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165 bool force, bool calc_cond) const; |
6207 | 166 |
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167 Matrix finverse (MatrixType& mattype, octave_idx_type& info, double& rcon, |
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168 bool force, bool calc_cond) const; |
6207 | 169 |
170 public: | |
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171 OCTAVE_API Matrix inverse (void) const; |
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172 OCTAVE_API Matrix inverse (octave_idx_type& info) const; |
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173 OCTAVE_API Matrix |
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174 inverse (octave_idx_type& info, double& rcon, bool force = false, |
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175 bool calc_cond = true) const; |
6479 | 176 |
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177 OCTAVE_API Matrix inverse (MatrixType& mattype) const; |
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178 OCTAVE_API Matrix inverse (MatrixType& mattype, octave_idx_type& info) const; |
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179 OCTAVE_API Matrix |
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180 inverse (MatrixType& mattype, octave_idx_type& info, double& rcon, |
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181 bool force = false, bool calc_cond = true) const; |
458 | 182 |
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183 OCTAVE_API Matrix pseudo_inverse (double tol = 0.0) const; |
740 | 184 |
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185 OCTAVE_API ComplexMatrix fourier (void) const; |
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186 OCTAVE_API ComplexMatrix ifourier (void) const; |
458 | 187 |
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188 OCTAVE_API ComplexMatrix fourier2d (void) const; |
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189 OCTAVE_API ComplexMatrix ifourier2d (void) const; |
677 | 190 |
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191 OCTAVE_API DET determinant (void) const; |
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192 OCTAVE_API DET determinant (octave_idx_type& info) const; |
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193 OCTAVE_API DET |
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194 determinant (octave_idx_type& info, double& rcon, |
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195 bool calc_cond = true) const; |
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196 OCTAVE_API DET |
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197 determinant (MatrixType& mattype, octave_idx_type& info, |
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198 double& rcon, bool calc_cond = true) const; |
7788 | 199 |
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200 OCTAVE_API double rcond (void) const; |
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201 OCTAVE_API double rcond (MatrixType& mattype) const; |
458 | 202 |
5785 | 203 private: |
204 // Upper triangular matrix solvers | |
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205 Matrix utsolve (MatrixType& mattype, const Matrix& b, octave_idx_type& info, |
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206 double& rcon, solve_singularity_handler sing_handler, |
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207 bool calc_cond = false, |
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208 blas_trans_type transt = blas_no_trans) const; |
5785 | 209 |
210 // Lower triangular matrix solvers | |
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211 Matrix ltsolve (MatrixType& mattype, const Matrix& b, octave_idx_type& info, |
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212 double& rcon, solve_singularity_handler sing_handler, |
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213 bool calc_cond = false, |
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214 blas_trans_type transt = blas_no_trans) const; |
5785 | 215 |
216 // Full matrix solvers (lu/cholesky) | |
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217 Matrix fsolve (MatrixType& mattype, const Matrix& b, octave_idx_type& info, |
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218 double& rcon, solve_singularity_handler sing_handler, |
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219 bool calc_cond = false) const; |
5785 | 220 |
221 public: | |
222 // Generic interface to solver with no probing of type | |
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223 OCTAVE_API Matrix solve (MatrixType& mattype, const Matrix& b) const; |
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224 OCTAVE_API Matrix |
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225 solve (MatrixType& mattype, const Matrix& b, octave_idx_type& info) const; |
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226 OCTAVE_API Matrix |
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227 solve (MatrixType& mattype, const Matrix& b, octave_idx_type& info, |
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228 double& rcon) const; |
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229 OCTAVE_API Matrix |
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230 solve (MatrixType& mattype, const Matrix& b, octave_idx_type& info, |
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231 double& rcon, solve_singularity_handler sing_handler, |
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232 bool singular_fallback = true, |
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233 blas_trans_type transt = blas_no_trans) const; |
5785 | 234 |
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235 OCTAVE_API ComplexMatrix |
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236 solve (MatrixType& mattype, const ComplexMatrix& b) const; |
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237 OCTAVE_API ComplexMatrix |
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238 solve (MatrixType& mattype, const ComplexMatrix& b, |
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239 octave_idx_type& info) const; |
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240 OCTAVE_API ComplexMatrix |
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241 solve (MatrixType& mattype, const ComplexMatrix& b, |
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242 octave_idx_type& info, double& rcon) const; |
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243 OCTAVE_API ComplexMatrix |
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244 solve (MatrixType& mattype, const ComplexMatrix& b, |
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245 octave_idx_type& info, double& rcon, |
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246 solve_singularity_handler sing_handler, |
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247 bool singular_fallback = true, |
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248 blas_trans_type transt = blas_no_trans) const; |
5785 | 249 |
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250 OCTAVE_API ColumnVector |
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251 solve (MatrixType& mattype, const ColumnVector& b) const; |
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252 OCTAVE_API ColumnVector |
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253 solve (MatrixType& mattype, const ColumnVector& b, |
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254 octave_idx_type& info) const; |
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255 OCTAVE_API ColumnVector |
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256 solve (MatrixType& mattype, const ColumnVector& b, |
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257 octave_idx_type& info, double& rcon) const; |
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258 OCTAVE_API ColumnVector |
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259 solve (MatrixType& mattype, const ColumnVector& b, octave_idx_type& info, |
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260 double& rcon, solve_singularity_handler sing_handler, |
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261 blas_trans_type transt = blas_no_trans) const; |
5785 | 262 |
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263 OCTAVE_API ComplexColumnVector |
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264 solve (MatrixType& mattype, const ComplexColumnVector& b) const; |
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265 OCTAVE_API ComplexColumnVector |
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266 solve (MatrixType& mattype, const ComplexColumnVector& b, |
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267 octave_idx_type& info) const; |
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268 OCTAVE_API ComplexColumnVector |
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269 solve (MatrixType& mattype, const ComplexColumnVector& b, |
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270 octave_idx_type& info, double& rcon) const; |
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271 OCTAVE_API ComplexColumnVector |
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272 solve (MatrixType& mattype, const ComplexColumnVector& b, |
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273 octave_idx_type& info, double& rcon, |
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274 solve_singularity_handler sing_handler, |
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275 blas_trans_type transt = blas_no_trans) const; |
5785 | 276 |
277 // Generic interface to solver with probing of type | |
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278 OCTAVE_API Matrix solve (const Matrix& b) const; |
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279 OCTAVE_API Matrix solve (const Matrix& b, octave_idx_type& info) const; |
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280 OCTAVE_API Matrix |
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281 solve (const Matrix& b, octave_idx_type& info, double& rcon) const; |
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282 OCTAVE_API Matrix |
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283 solve (const Matrix& b, octave_idx_type& info, double& rcon, |
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284 solve_singularity_handler sing_handler, |
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285 blas_trans_type transt = blas_no_trans) const; |
458 | 286 |
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287 OCTAVE_API ComplexMatrix solve (const ComplexMatrix& b) const; |
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288 OCTAVE_API ComplexMatrix |
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289 solve (const ComplexMatrix& b, octave_idx_type& info) const; |
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290 OCTAVE_API ComplexMatrix |
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291 solve (const ComplexMatrix& b, octave_idx_type& info, |
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292 double& rcon) const; |
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293 OCTAVE_API ComplexMatrix |
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294 solve (const ComplexMatrix& 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; |
458 | 297 |
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298 OCTAVE_API ColumnVector solve (const ColumnVector& b) const; |
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299 OCTAVE_API ColumnVector |
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300 solve (const ColumnVector& b, octave_idx_type& info) const; |
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301 OCTAVE_API ColumnVector |
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302 solve (const ColumnVector& b, octave_idx_type& info, double& rcon) const; |
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303 OCTAVE_API ColumnVector |
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304 solve (const ColumnVector& b, octave_idx_type& info, double& rcon, |
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305 solve_singularity_handler sing_handler, |
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306 blas_trans_type transt = blas_no_trans) const; |
458 | 307 |
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308 OCTAVE_API ComplexColumnVector solve (const ComplexColumnVector& b) const; |
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309 OCTAVE_API ComplexColumnVector |
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310 solve (const ComplexColumnVector& b, octave_idx_type& info) const; |
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311 OCTAVE_API ComplexColumnVector |
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312 solve (const ComplexColumnVector& b, octave_idx_type& info, |
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313 double& rcon) const; |
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314 OCTAVE_API ComplexColumnVector |
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315 solve (const ComplexColumnVector& b, octave_idx_type& info, double& rcon, |
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316 solve_singularity_handler sing_handler, |
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317 blas_trans_type transt = blas_no_trans) const; |
458 | 318 |
5785 | 319 // Singular solvers |
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320 OCTAVE_API Matrix lssolve (const Matrix& b) const; |
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321 OCTAVE_API Matrix lssolve (const Matrix& b, octave_idx_type& info) const; |
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322 OCTAVE_API Matrix |
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323 lssolve (const Matrix& b, octave_idx_type& info, |
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324 octave_idx_type& rank) const; |
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325 OCTAVE_API Matrix |
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326 lssolve (const Matrix& b, octave_idx_type& info, octave_idx_type& rank, |
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327 double& rcon) const; |
458 | 328 |
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329 OCTAVE_API ComplexMatrix lssolve (const ComplexMatrix& b) const; |
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330 OCTAVE_API ComplexMatrix |
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331 lssolve (const ComplexMatrix& b, octave_idx_type& info) const; |
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332 OCTAVE_API ComplexMatrix |
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333 lssolve (const ComplexMatrix& b, octave_idx_type& info, |
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334 octave_idx_type& rank) const; |
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335 OCTAVE_API ComplexMatrix |
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336 lssolve (const ComplexMatrix& b, octave_idx_type& info, |
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337 octave_idx_type& rank, double& rcon) const; |
458 | 338 |
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339 OCTAVE_API ColumnVector lssolve (const ColumnVector& b) const; |
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340 OCTAVE_API ColumnVector |
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341 lssolve (const ColumnVector& b, octave_idx_type& info) const; |
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342 OCTAVE_API ColumnVector |
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343 lssolve (const ColumnVector& b, octave_idx_type& info, |
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344 octave_idx_type& rank) const; |
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345 OCTAVE_API ColumnVector |
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346 lssolve (const ColumnVector& b, octave_idx_type& info, |
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347 octave_idx_type& rank, double& rcon) const; |
458 | 348 |
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349 OCTAVE_API ComplexColumnVector lssolve (const ComplexColumnVector& b) const; |
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350 OCTAVE_API ComplexColumnVector |
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351 lssolve (const ComplexColumnVector& b, octave_idx_type& info) const; |
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352 OCTAVE_API ComplexColumnVector |
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353 lssolve (const ComplexColumnVector& b, octave_idx_type& info, |
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354 octave_idx_type& rank) const; |
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355 OCTAVE_API ComplexColumnVector |
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356 lssolve (const ComplexColumnVector& b, octave_idx_type& info, |
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357 octave_idx_type& rank, double& rcon) const; |
458 | 358 |
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359 OCTAVE_API Matrix& operator += (const DiagMatrix& a); |
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360 OCTAVE_API Matrix& operator -= (const DiagMatrix& a); |
458 | 361 |
1359 | 362 // unary operations |
458 | 363 |
1359 | 364 // other operations |
458 | 365 |
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366 OCTAVE_API boolMatrix all (int dim = -1) const; |
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367 OCTAVE_API boolMatrix any (int dim = -1) const; |
458 | 368 |
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369 OCTAVE_API Matrix cumprod (int dim = -1) const; |
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370 OCTAVE_API Matrix cumsum (int dim = -1) const; |
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371 OCTAVE_API Matrix prod (int dim = -1) const; |
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372 OCTAVE_API Matrix sum (int dim = -1) const; |
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373 OCTAVE_API Matrix sumsq (int dim = -1) const; |
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374 OCTAVE_API Matrix abs (void) const; |
458 | 375 |
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376 OCTAVE_API Matrix diag (octave_idx_type k = 0) const; |
458 | 377 |
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378 OCTAVE_API DiagMatrix diag (octave_idx_type m, octave_idx_type n) const; |
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379 |
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380 OCTAVE_API ColumnVector row_min (void) const; |
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381 OCTAVE_API ColumnVector row_max (void) const; |
458 | 382 |
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383 OCTAVE_API ColumnVector row_min (Array<octave_idx_type>& index) const; |
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384 OCTAVE_API ColumnVector row_max (Array<octave_idx_type>& index) const; |
458 | 385 |
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386 OCTAVE_API RowVector column_min (void) const; |
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387 OCTAVE_API RowVector column_max (void) const; |
458 | 388 |
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389 OCTAVE_API RowVector column_min (Array<octave_idx_type>& index) const; |
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390 OCTAVE_API RowVector column_max (Array<octave_idx_type>& index) const; |
458 | 391 |
1359 | 392 // i/o |
458 | 393 |
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394 friend OCTAVE_API std::ostream& |
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395 operator << (std::ostream& os, const Matrix& a); |
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396 friend OCTAVE_API std::istream& |
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397 operator >> (std::istream& is, Matrix& a); |
458 | 398 }; |
399 | |
5508 | 400 // Publish externally used friend functions. |
401 | |
6108 | 402 extern OCTAVE_API Matrix real (const ComplexMatrix& a); |
403 extern OCTAVE_API Matrix imag (const ComplexMatrix& a); | |
5508 | 404 |
405 // column vector by row vector -> matrix operations | |
406 | |
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407 extern OCTAVE_API Matrix operator * (const ColumnVector& a, |
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408 const RowVector& b); |
5508 | 409 |
410 // Other functions. | |
411 | |
6108 | 412 extern OCTAVE_API Matrix Givens (double, double); |
1819 | 413 |
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414 extern OCTAVE_API Matrix Sylvester (const Matrix&, const Matrix&, |
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415 const Matrix&); |
1959 | 416 |
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417 extern OCTAVE_API Matrix xgemm (const Matrix& a, const Matrix& b, |
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418 blas_trans_type transa = blas_no_trans, |
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419 blas_trans_type transb = blas_no_trans); |
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420 |
6108 | 421 extern OCTAVE_API Matrix operator * (const Matrix& a, const Matrix& b); |
2828 | 422 |
6108 | 423 extern OCTAVE_API Matrix min (double d, const Matrix& m); |
424 extern OCTAVE_API Matrix min (const Matrix& m, double d); | |
425 extern OCTAVE_API Matrix min (const Matrix& a, const Matrix& b); | |
4309 | 426 |
6108 | 427 extern OCTAVE_API Matrix max (double d, const Matrix& m); |
428 extern OCTAVE_API Matrix max (const Matrix& m, double d); | |
429 extern OCTAVE_API Matrix max (const Matrix& a, const Matrix& b); | |
4309 | 430 |
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431 extern OCTAVE_API Matrix linspace (const ColumnVector& x1, |
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432 const ColumnVector& x2, |
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433 octave_idx_type n); |
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434 |
6708 | 435 MS_CMP_OP_DECLS (Matrix, double, OCTAVE_API) |
436 MS_BOOL_OP_DECLS (Matrix, double, OCTAVE_API) | |
2870 | 437 |
6708 | 438 SM_CMP_OP_DECLS (double, Matrix, OCTAVE_API) |
439 SM_BOOL_OP_DECLS (double, Matrix, OCTAVE_API) | |
2870 | 440 |
6708 | 441 MM_CMP_OP_DECLS (Matrix, Matrix, OCTAVE_API) |
442 MM_BOOL_OP_DECLS (Matrix, Matrix, OCTAVE_API) | |
2870 | 443 |
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444 MARRAY_FORWARD_DEFS (MArray, Matrix, double) |
3573 | 445 |
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446 template <typename T> |
3689 | 447 void read_int (std::istream& is, bool swap_bytes, T& val); |
448 | |
458 | 449 #endif |