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annotate liboctave/fMatrix.h @ 9661:afcf852256d2

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optimize / and '\ for triangular matrices
author Jaroslav Hajek <highegg@gmail.com>
date Wed, 23 Sep 2009 10:00:16 +0200
parents b29504415a2e
children 1dba57e9d08d
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1 /*
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2
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3 Copyright (C) 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2002, 2003,
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4 2004, 2005, 2006, 2007, 2008, 2009 John W. Eaton
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5
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any later version.
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12
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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21
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22 */
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23
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24 #if !defined (octave_FloatMatrix_int_h)
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25 #define octave_FloatMatrix_int_h 1
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26
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27 #include "MArray2.h"
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28 #include "MDiagArray2.h"
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29 #include "MatrixType.h"
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30
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31 #include "mx-defs.h"
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32 #include "mx-op-decl.h"
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33 #include "DET.h"
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34
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35 class
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36 OCTAVE_API
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37 FloatMatrix : public MArray2<float>
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38 {
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39 public:
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40
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41 typedef FloatColumnVector column_vector_type;
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42 typedef FloatRowVector row_vector_type;
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43
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44 typedef void (*solve_singularity_handler) (float rcon);
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45
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46 FloatMatrix (void) : MArray2<float> () { }
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47
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48 FloatMatrix (octave_idx_type r, octave_idx_type c) : MArray2<float> (r, c) { }
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49
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50 FloatMatrix (octave_idx_type r, octave_idx_type c, float val) : MArray2<float> (r, c, val) { }
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51
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52 FloatMatrix (const dim_vector& dv) : MArray2<float> (dv) { }
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53
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54 FloatMatrix (const dim_vector& dv, float val) : MArray2<float> (dv, val) { }
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55
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56 FloatMatrix (const FloatMatrix& a) : MArray2<float> (a) { }
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57
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58 template <class U>
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59 FloatMatrix (const MArray2<U>& a) : MArray2<float> (a) { }
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60
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61 template <class U>
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62 FloatMatrix (const Array2<U>& a) : MArray2<float> (a) { }
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63
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64 explicit FloatMatrix (const FloatRowVector& rv);
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65
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66 explicit FloatMatrix (const FloatColumnVector& cv);
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67
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68 explicit FloatMatrix (const FloatDiagMatrix& a);
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69
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70 explicit FloatMatrix (const PermMatrix& a);
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71
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72 explicit FloatMatrix (const boolMatrix& a);
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73
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74 explicit FloatMatrix (const charMatrix& a);
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75
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76
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77 FloatMatrix& operator = (const FloatMatrix& a)
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78 {
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79 MArray2<float>::operator = (a);
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80 return *this;
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81 }
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82
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83 bool operator == (const FloatMatrix& a) const;
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84 bool operator != (const FloatMatrix& a) const;
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85
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86 bool is_symmetric (void) const;
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87
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88 // destructive insert/delete/reorder operations
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89
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90 FloatMatrix& insert (const FloatMatrix& a, octave_idx_type r, octave_idx_type c);
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91 FloatMatrix& insert (const FloatRowVector& a, octave_idx_type r, octave_idx_type c);
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92 FloatMatrix& insert (const FloatColumnVector& a, octave_idx_type r, octave_idx_type c);
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93 FloatMatrix& insert (const FloatDiagMatrix& a, octave_idx_type r, octave_idx_type c);
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94
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95 FloatMatrix& fill (float val);
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96 FloatMatrix& fill (float val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2);
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97
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98 FloatMatrix append (const FloatMatrix& a) const;
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99 FloatMatrix append (const FloatRowVector& a) const;
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100 FloatMatrix append (const FloatColumnVector& a) const;
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101 FloatMatrix append (const FloatDiagMatrix& a) const;
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102
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103 FloatMatrix stack (const FloatMatrix& a) const;
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104 FloatMatrix stack (const FloatRowVector& a) const;
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105 FloatMatrix stack (const FloatColumnVector& a) const;
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106 FloatMatrix stack (const FloatDiagMatrix& a) const;
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107
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108 friend OCTAVE_API FloatMatrix real (const FloatComplexMatrix& a);
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109 friend OCTAVE_API FloatMatrix imag (const FloatComplexMatrix& a);
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110
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111 friend class FloatComplexMatrix;
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112
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113 FloatMatrix transpose (void) const { return MArray2<float>::transpose (); }
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114
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115 // resize is the destructive equivalent for this one
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116
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117 FloatMatrix extract (octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) const;
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118
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119 FloatMatrix extract_n (octave_idx_type r1, octave_idx_type c1, octave_idx_type nr, octave_idx_type nc) const;
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120
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121 // extract row or column i.
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122
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123 FloatRowVector row (octave_idx_type i) const;
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124
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125 FloatColumnVector column (octave_idx_type i) const;
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126
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127 private:
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128 FloatMatrix tinverse (MatrixType &mattype, octave_idx_type& info, float& rcon,
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129 int force, int calc_cond) const;
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130
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131 FloatMatrix finverse (MatrixType &mattype, octave_idx_type& info, float& rcon,
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132 int force, int calc_cond) const;
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133
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134 public:
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135 FloatMatrix inverse (void) const;
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136 FloatMatrix inverse (octave_idx_type& info) const;
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137 FloatMatrix inverse (octave_idx_type& info, float& rcon, int force = 0,
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138 int calc_cond = 1) const;
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139
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140 FloatMatrix inverse (MatrixType &mattype) const;
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141 FloatMatrix inverse (MatrixType &mattype, octave_idx_type& info) const;
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142 FloatMatrix inverse (MatrixType &mattype, octave_idx_type& info, float& rcon,
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143 int force = 0, int calc_cond = 1) const;
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144
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145 FloatMatrix pseudo_inverse (float tol = 0.0) const;
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146
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147 FloatComplexMatrix fourier (void) const;
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148 FloatComplexMatrix ifourier (void) const;
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149
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150 FloatComplexMatrix fourier2d (void) const;
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151 FloatComplexMatrix ifourier2d (void) const;
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152
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153 FloatDET determinant (void) const;
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154 FloatDET determinant (octave_idx_type& info) const;
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155 FloatDET determinant (octave_idx_type& info, float& rcon, int calc_cond = 1) const;
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156 FloatDET determinant (MatrixType &mattype, octave_idx_type& info,
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157 float& rcon, int calc_cond = 1) const;
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158
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159 float rcond (void) const;
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160 float rcond (MatrixType &mattype) const;
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161
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162 private:
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163 // Upper triangular matrix solvers
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164 FloatMatrix utsolve (MatrixType &typ, const FloatMatrix& b, octave_idx_type& info,
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165 float& rcon, solve_singularity_handler sing_handler,
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166 bool calc_cond = false, blas_trans_type transt = blas_no_trans) const;
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167
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168 // Lower triangular matrix solvers
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169 FloatMatrix ltsolve (MatrixType &typ, const FloatMatrix& b, octave_idx_type& info,
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170 float& rcon, solve_singularity_handler sing_handler,
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171 bool calc_cond = false, blas_trans_type transt = blas_no_trans) const;
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172
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173 // Full matrix solvers (lu/cholesky)
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174 FloatMatrix fsolve (MatrixType &typ, const FloatMatrix& b, octave_idx_type& info,
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175 float& rcon, solve_singularity_handler sing_handler,
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176 bool calc_cond = false) const;
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177
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178 public:
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179 // Generic interface to solver with no probing of type
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180 FloatMatrix solve (MatrixType &typ, const FloatMatrix& b) const;
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181 FloatMatrix solve (MatrixType &typ, const FloatMatrix& b, octave_idx_type& info) const;
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182 FloatMatrix solve (MatrixType &typ, const FloatMatrix& b, octave_idx_type& info,
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183 float& rcon) const;
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184 FloatMatrix solve (MatrixType &typ, const FloatMatrix& b, octave_idx_type& info,
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185 float& rcon, solve_singularity_handler sing_handler,
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186 bool singular_fallback = true, blas_trans_type transt = blas_no_trans) const;
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187
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188 FloatComplexMatrix solve (MatrixType &typ, const FloatComplexMatrix& b) const;
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189 FloatComplexMatrix solve (MatrixType &typ, const FloatComplexMatrix& b,
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190 octave_idx_type& info) const;
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191 FloatComplexMatrix solve (MatrixType &typ, const FloatComplexMatrix& b,
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192 octave_idx_type& info, float& rcon) const;
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193 FloatComplexMatrix solve (MatrixType &typ, const FloatComplexMatrix& b,
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194 octave_idx_type& info, float& rcon,
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195 solve_singularity_handler sing_handler,
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196 bool singular_fallback = true,
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197 blas_trans_type transt = blas_no_trans) const;
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198
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199 FloatColumnVector solve (MatrixType &typ, const FloatColumnVector& b) const;
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200 FloatColumnVector solve (MatrixType &typ, const FloatColumnVector& b,
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201 octave_idx_type& info) const;
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202 FloatColumnVector solve (MatrixType &typ, const FloatColumnVector& b,
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203 octave_idx_type& info, float& rcon) const;
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204 FloatColumnVector solve (MatrixType &typ, const FloatColumnVector& b,
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205 octave_idx_type& info, float& rcon,
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206 solve_singularity_handler sing_handler,
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207 blas_trans_type transt = blas_no_trans) const;
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208
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209 FloatComplexColumnVector solve (MatrixType &typ,
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210 const FloatComplexColumnVector& b) const;
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211 FloatComplexColumnVector solve (MatrixType &typ, const FloatComplexColumnVector& b,
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212 octave_idx_type& info) const;
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213 FloatComplexColumnVector solve (MatrixType &typ, const FloatComplexColumnVector& b,
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214 octave_idx_type& info, float& rcon) const;
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215 FloatComplexColumnVector solve (MatrixType &typ, const FloatComplexColumnVector& b,
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216 octave_idx_type& info, float& rcon,
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217 solve_singularity_handler sing_handler, blas_trans_type transt = blas_no_trans) const;
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218
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219 // Generic interface to solver with probing of type
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220 FloatMatrix solve (const FloatMatrix& b) const;
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221 FloatMatrix solve (const FloatMatrix& b, octave_idx_type& info) const;
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222 FloatMatrix solve (const FloatMatrix& b, octave_idx_type& info, float& rcon) const;
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223 FloatMatrix solve (const FloatMatrix& b, octave_idx_type& info, float& rcon,
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224 solve_singularity_handler sing_handler,
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225 blas_trans_type transt = blas_no_trans) const;
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226
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227 FloatComplexMatrix solve (const FloatComplexMatrix& b) const;
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228 FloatComplexMatrix solve (const FloatComplexMatrix& b, octave_idx_type& info) const;
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229 FloatComplexMatrix solve (const FloatComplexMatrix& b, octave_idx_type& info, float& rcon) const;
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230 FloatComplexMatrix solve (const FloatComplexMatrix& b, octave_idx_type& info, float& rcon,
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231 solve_singularity_handler sing_handler,
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232 blas_trans_type transt = blas_no_trans) const;
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233
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234 FloatColumnVector solve (const FloatColumnVector& b) const;
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235 FloatColumnVector solve (const FloatColumnVector& b, octave_idx_type& info) const;
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236 FloatColumnVector solve (const FloatColumnVector& b, octave_idx_type& info, float& rcon) const;
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237 FloatColumnVector solve (const FloatColumnVector& b, octave_idx_type& info, float& rcon,
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238 solve_singularity_handler sing_handler,
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239 blas_trans_type transt = blas_no_trans) const;
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240
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241 FloatComplexColumnVector solve (const FloatComplexColumnVector& b) const;
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242 FloatComplexColumnVector solve (const FloatComplexColumnVector& b, octave_idx_type& info) const;
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243 FloatComplexColumnVector solve (const FloatComplexColumnVector& b, octave_idx_type& info,
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244 float& rcon) const;
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245 FloatComplexColumnVector solve (const FloatComplexColumnVector& b, octave_idx_type& info,
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246 float& rcon, solve_singularity_handler sing_handler,
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247 blas_trans_type transt = blas_no_trans) const;
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248
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249 // Singular solvers
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250 FloatMatrix lssolve (const FloatMatrix& b) const;
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251 FloatMatrix lssolve (const FloatMatrix& b, octave_idx_type& info) const;
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252 FloatMatrix lssolve (const FloatMatrix& b, octave_idx_type& info,
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253 octave_idx_type& rank) const;
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254 FloatMatrix lssolve (const FloatMatrix& b, octave_idx_type& info,
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255 octave_idx_type& rank, float& rcon) const;
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256
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257 FloatComplexMatrix lssolve (const FloatComplexMatrix& b) const;
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258 FloatComplexMatrix lssolve (const FloatComplexMatrix& b, octave_idx_type& info) const;
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259 FloatComplexMatrix lssolve (const FloatComplexMatrix& b, octave_idx_type& info,
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260 octave_idx_type& rank) const;
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261 FloatComplexMatrix lssolve (const FloatComplexMatrix& b, octave_idx_type& info,
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262 octave_idx_type& rank, float &rcon) const;
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263
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264 FloatColumnVector lssolve (const FloatColumnVector& b) const;
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265 FloatColumnVector lssolve (const FloatColumnVector& b, octave_idx_type& info) const;
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266 FloatColumnVector lssolve (const FloatColumnVector& b, octave_idx_type& info,
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267 octave_idx_type& rank) const;
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268 FloatColumnVector lssolve (const FloatColumnVector& b, octave_idx_type& info,
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269 octave_idx_type& rank, float& rcon) const;
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270
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271 FloatComplexColumnVector lssolve (const FloatComplexColumnVector& b) const;
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272 FloatComplexColumnVector lssolve (const FloatComplexColumnVector& b,
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273 octave_idx_type& info) const;
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274 FloatComplexColumnVector lssolve (const FloatComplexColumnVector& b,
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275 octave_idx_type& info,
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276 octave_idx_type& rank) const;
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277 FloatComplexColumnVector lssolve (const FloatComplexColumnVector& b,
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278 octave_idx_type& info,
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279 octave_idx_type& rank, float& rcon) const;
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280
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281 FloatMatrix& operator += (const FloatDiagMatrix& a);
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282 FloatMatrix& operator -= (const FloatDiagMatrix& a);
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283
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284 // unary operations
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285
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286 boolMatrix operator ! (void) const;
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287
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288 // other operations
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289
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290 typedef float (*dmapper) (float);
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291 typedef FloatComplex (*cmapper) (const FloatComplex&);
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292 typedef bool (*bmapper) (float);
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293
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294 FloatMatrix map (dmapper fcn) const;
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295 FloatComplexMatrix map (cmapper fcn) const;
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296 boolMatrix map (bmapper fcn) const;
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297
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298 bool any_element_is_negative (bool = false) const;
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299 bool any_element_is_nan (void) const;
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300 bool any_element_is_inf_or_nan (void) const;
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301 bool any_element_not_one_or_zero (void) const;
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302 bool all_elements_are_int_or_inf_or_nan (void) const;
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303 bool all_integers (float& max_val, float& min_val) const;
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304 bool too_large_for_float (void) const;
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305
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306 boolMatrix all (int dim = -1) const;
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307 boolMatrix any (int dim = -1) const;
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308
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309 FloatMatrix cumprod (int dim = -1) const;
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310 FloatMatrix cumsum (int dim = -1) const;
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311 FloatMatrix prod (int dim = -1) const;
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312 FloatMatrix sum (int dim = -1) const;
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313 FloatMatrix sumsq (int dim = -1) const;
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314 FloatMatrix abs (void) const;
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315
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316 FloatMatrix diag (octave_idx_type k = 0) const;
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317
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318 FloatColumnVector row_min (void) const;
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319 FloatColumnVector row_max (void) const;
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320
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321 FloatColumnVector row_min (Array<octave_idx_type>& index) const;
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322 FloatColumnVector row_max (Array<octave_idx_type>& index) const;
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323
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324 FloatRowVector column_min (void) const;
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325 FloatRowVector column_max (void) const;
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326
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327 FloatRowVector column_min (Array<octave_idx_type>& index) const;
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328 FloatRowVector column_max (Array<octave_idx_type>& index) const;
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329
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330 // i/o
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331
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332 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const FloatMatrix& a);
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333 friend OCTAVE_API std::istream& operator >> (std::istream& is, FloatMatrix& a);
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334
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335 static float resize_fill_value (void) { return 0; }
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336
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337 private:
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338
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339 FloatMatrix (float *d, octave_idx_type r, octave_idx_type c) : MArray2<float> (d, r, c) { }
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340 };
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341
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342 // Publish externally used friend functions.
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343
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344 extern OCTAVE_API FloatMatrix real (const FloatComplexMatrix& a);
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345 extern OCTAVE_API FloatMatrix imag (const FloatComplexMatrix& a);
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346
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347 // column vector by row vector -> matrix operations
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348
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349 extern OCTAVE_API FloatMatrix operator * (const FloatColumnVector& a, const FloatRowVector& b);
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350
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351 // Other functions.
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352
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353 extern OCTAVE_API FloatMatrix Givens (float, float);
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354
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355 extern OCTAVE_API FloatMatrix Sylvester (const FloatMatrix&, const FloatMatrix&, const FloatMatrix&);
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356
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357 extern OCTAVE_API FloatMatrix xgemm (bool transa, const FloatMatrix& a, bool transb, const FloatMatrix& b);
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358
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359 extern OCTAVE_API FloatMatrix operator * (const FloatMatrix& a, const FloatMatrix& b);
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360
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361 extern OCTAVE_API FloatMatrix min (float d, const FloatMatrix& m);
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362 extern OCTAVE_API FloatMatrix min (const FloatMatrix& m, float d);
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363 extern OCTAVE_API FloatMatrix min (const FloatMatrix& a, const FloatMatrix& b);
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364
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365 extern OCTAVE_API FloatMatrix max (float d, const FloatMatrix& m);
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366 extern OCTAVE_API FloatMatrix max (const FloatMatrix& m, float d);
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367 extern OCTAVE_API FloatMatrix max (const FloatMatrix& a, const FloatMatrix& b);
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368
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369 extern OCTAVE_API FloatMatrix linspace (const FloatColumnVector& x1,
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370 const FloatColumnVector& x2,
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371 octave_idx_type n);
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372
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373
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374 MS_CMP_OP_DECLS (FloatMatrix, float, OCTAVE_API)
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375 MS_BOOL_OP_DECLS (FloatMatrix, float, OCTAVE_API)
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376
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377 SM_CMP_OP_DECLS (float, FloatMatrix, OCTAVE_API)
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378 SM_BOOL_OP_DECLS (float, FloatMatrix, OCTAVE_API)
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379
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380 MM_CMP_OP_DECLS (FloatMatrix, FloatMatrix, OCTAVE_API)
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381 MM_BOOL_OP_DECLS (FloatMatrix, FloatMatrix, OCTAVE_API)
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382
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383 MARRAY_FORWARD_DEFS (MArray2, FloatMatrix, float)
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384
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385 template <class T>
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386 void read_int (std::istream& is, bool swap_bytes, T& val);
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387
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388 #endif
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389
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390 /*
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391 ;;; Local Variables: ***
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392 ;;; mode: C++ ***
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393 ;;; End: ***
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394 */