annotate liboctave/array/CMatrix.h @ 22323:bac0d6f07a3e

maint: Update copyright notices for 2016.
author John W. Eaton <jwe@octave.org>
date Wed, 17 Aug 2016 01:05:19 -0400
parents 278fc29b69ca
children 4caa7b28d183
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1 /*
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2
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3 Copyright (C) 1994-2016 John W. Eaton
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4
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5 This file is part of Octave.
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6
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7 Octave is free software; you can redistribute it and/or modify it
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8 under the terms of the GNU General Public License as published by the
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9 Free Software Foundation; either version 3 of the License, or (at your
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10 option) any later version.
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11
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12 Octave is distributed in the hope that it will be useful, but WITHOUT
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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15 for more details.
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16
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17 You should have received a copy of the GNU General Public License
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18 along with Octave; see the file COPYING. If not, see
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19 <http://www.gnu.org/licenses/>.
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21 */
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22
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23 #if ! defined (octave_CMatrix_h)
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24 #define octave_CMatrix_h 1
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25
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26 #include "octave-config.h"
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27
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28 #include "MArray.h"
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29 #include "MDiagArray2.h"
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30 #include "MatrixType.h"
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31 #include "CNDArray.h"
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33 #include "mx-defs.h"
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34 #include "mx-op-decl.h"
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35 #include "oct-cmplx.h"
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36 #include "DET.h"
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37
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38 class
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39 OCTAVE_API
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40 ComplexMatrix : public ComplexNDArray
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41 {
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42 public:
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43
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44 typedef ComplexColumnVector column_vector_type;
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45 typedef ComplexRowVector row_vector_type;
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46
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47 typedef ColumnVector real_column_vector_type;
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48 typedef RowVector real_row_vector_type;
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49
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50 typedef Matrix real_matrix_type;
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51 typedef ComplexMatrix complex_matrix_type;
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52
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53 typedef DiagMatrix real_diag_matrix_type;
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54 typedef ComplexDiagMatrix complex_diag_matrix_type;
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55
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56 typedef double real_elt_type;
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57 typedef Complex complex_elt_type;
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58
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59 typedef void (*solve_singularity_handler) (double rcon);
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61 ComplexMatrix (void) : ComplexNDArray () { }
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62
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63 ComplexMatrix (octave_idx_type r, octave_idx_type c)
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64 : ComplexNDArray (dim_vector (r, c)) { }
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65
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66 ComplexMatrix (octave_idx_type r, octave_idx_type c, const Complex& val)
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67 : ComplexNDArray (dim_vector (r, c), val) { }
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68
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69 ComplexMatrix (const dim_vector& dv) : ComplexNDArray (dv.redim (2)) { }
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71 ComplexMatrix (const dim_vector& dv, const Complex& val)
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72 : ComplexNDArray (dv.redim (2), val) { }
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74 ComplexMatrix (const ComplexMatrix& a) : ComplexNDArray (a) { }
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76 template <typename U>
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77 ComplexMatrix (const MArray<U>& a) : ComplexNDArray (a.as_matrix ()) { }
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79 template <typename U>
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80 ComplexMatrix (const Array<U>& a) : ComplexNDArray (a.as_matrix ()) { }
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81
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82 ComplexMatrix (const Matrix& re, const Matrix& im);
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83
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84 explicit ComplexMatrix (const Matrix& a);
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85
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86 explicit ComplexMatrix (const RowVector& rv);
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87
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88 explicit ComplexMatrix (const ColumnVector& cv);
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89
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90 explicit ComplexMatrix (const DiagMatrix& a);
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91
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92 explicit ComplexMatrix (const MDiagArray2<double>& a);
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93
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94 explicit ComplexMatrix (const DiagArray2<double>& a);
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95
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96 explicit ComplexMatrix (const ComplexRowVector& rv);
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98 explicit ComplexMatrix (const ComplexColumnVector& cv);
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100 explicit ComplexMatrix (const ComplexDiagMatrix& a);
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101
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102 explicit ComplexMatrix (const MDiagArray2<Complex>& a);
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103
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104 explicit ComplexMatrix (const DiagArray2<Complex>& a);
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105
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106 explicit ComplexMatrix (const boolMatrix& a);
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107
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108 explicit ComplexMatrix (const charMatrix& a);
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109
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110 bool operator == (const ComplexMatrix& a) const;
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111 bool operator != (const ComplexMatrix& a) const;
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112
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113 bool is_hermitian (void) const;
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114
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115 // destructive insert/delete/reorder operations
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116
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117 ComplexMatrix& insert (const Matrix& a, octave_idx_type r, octave_idx_type c);
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118 ComplexMatrix& insert (const RowVector& a,
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119 octave_idx_type r, octave_idx_type c);
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120 ComplexMatrix& insert (const ColumnVector& a,
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121 octave_idx_type r, octave_idx_type c);
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122 ComplexMatrix& insert (const DiagMatrix& a,
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123 octave_idx_type r, octave_idx_type c);
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124
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125 ComplexMatrix& insert (const ComplexMatrix& a,
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126 octave_idx_type r, octave_idx_type c);
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127 ComplexMatrix& insert (const ComplexRowVector& a,
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128 octave_idx_type r, octave_idx_type c);
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129 ComplexMatrix& insert (const ComplexColumnVector& a,
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130 octave_idx_type r, octave_idx_type c);
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131 ComplexMatrix& insert (const ComplexDiagMatrix& a,
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132 octave_idx_type r, octave_idx_type c);
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133
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134 ComplexMatrix& fill (double val);
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135 ComplexMatrix& fill (const Complex& val);
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136 ComplexMatrix& fill (double val,
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137 octave_idx_type r1, octave_idx_type c1,
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138 octave_idx_type r2, octave_idx_type c2);
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139 ComplexMatrix& fill (const Complex& val,
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140 octave_idx_type r1, octave_idx_type c1,
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141 octave_idx_type r2, octave_idx_type c2);
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142
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143 ComplexMatrix append (const Matrix& a) const;
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144 ComplexMatrix append (const RowVector& a) const;
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145 ComplexMatrix append (const ColumnVector& a) const;
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146 ComplexMatrix append (const DiagMatrix& a) const;
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147
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148 ComplexMatrix append (const ComplexMatrix& a) const;
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149 ComplexMatrix append (const ComplexRowVector& a) const;
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150 ComplexMatrix append (const ComplexColumnVector& a) const;
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151 ComplexMatrix append (const ComplexDiagMatrix& a) const;
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152
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153 ComplexMatrix stack (const Matrix& a) const;
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154 ComplexMatrix stack (const RowVector& a) const;
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155 ComplexMatrix stack (const ColumnVector& a) const;
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156 ComplexMatrix stack (const DiagMatrix& a) const;
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157
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158 ComplexMatrix stack (const ComplexMatrix& a) const;
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159 ComplexMatrix stack (const ComplexRowVector& a) const;
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160 ComplexMatrix stack (const ComplexColumnVector& a) const;
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161 ComplexMatrix stack (const ComplexDiagMatrix& a) const;
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162
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163 ComplexMatrix hermitian (void) const
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164 { return MArray<Complex>::hermitian (std::conj); }
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165 ComplexMatrix transpose (void) const
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166 { return MArray<Complex>::transpose (); }
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167
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168 friend OCTAVE_API ComplexMatrix conj (const ComplexMatrix& a);
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169
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170 // resize is the destructive equivalent for this one
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171
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172 ComplexMatrix extract (octave_idx_type r1, octave_idx_type c1,
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173 octave_idx_type r2, octave_idx_type c2) const;
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174
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175 ComplexMatrix extract_n (octave_idx_type r1, octave_idx_type c1,
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176 octave_idx_type nr, octave_idx_type nc) const;
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177
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178 // extract row or column i.
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179
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180 ComplexRowVector row (octave_idx_type i) const;
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181
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182 ComplexColumnVector column (octave_idx_type i) const;
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183
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184 void resize (octave_idx_type nr, octave_idx_type nc,
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185 const Complex& rfv = Complex (0))
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186 {
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187 MArray<Complex>::resize (dim_vector (nr, nc), rfv);
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188 }
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189
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190 private:
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191 ComplexMatrix tinverse (MatrixType &mattype, octave_idx_type& info,
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192 double& rcon, bool force, bool calc_cond) const;
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193
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194 ComplexMatrix finverse (MatrixType &mattype, octave_idx_type& info,
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195 double& rcon, bool force, bool calc_cond) const;
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196
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197 public:
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198 ComplexMatrix inverse (void) const;
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199 ComplexMatrix inverse (octave_idx_type& info) const;
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200 ComplexMatrix inverse (octave_idx_type& info, double& rcon,
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201 bool force = false, bool calc_cond = true) const;
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202
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203 ComplexMatrix inverse (MatrixType &mattype) const;
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204 ComplexMatrix inverse (MatrixType &mattype, octave_idx_type& info) const;
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205 ComplexMatrix inverse (MatrixType &mattype, octave_idx_type& info,
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206 double& rcon, bool force = false,
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207 bool calc_cond = true) const;
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208
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209 ComplexMatrix pseudo_inverse (double tol = 0.0) const;
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210
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211 ComplexMatrix fourier (void) const;
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212 ComplexMatrix ifourier (void) const;
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213
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214 ComplexMatrix fourier2d (void) const;
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215 ComplexMatrix ifourier2d (void) const;
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216
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217 ComplexDET determinant (void) const;
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218 ComplexDET determinant (octave_idx_type& info) const;
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219 ComplexDET determinant (octave_idx_type& info, double& rcon,
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220 bool calc_cond = true) const;
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221 ComplexDET determinant (MatrixType &mattype, octave_idx_type& info,
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222 double& rcon, bool calc_cond = true) const;
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223
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224 double rcond (void) const;
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225 double rcond (MatrixType &mattype) const;
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226
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227 private:
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228 // Upper triangular matrix solvers
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229 ComplexMatrix utsolve (MatrixType &typ, const ComplexMatrix& b,
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230 octave_idx_type& info, double& rcon,
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231 solve_singularity_handler sing_handler,
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232 bool calc_cond = false,
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233 blas_trans_type transt = blas_no_trans) const;
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234
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235 // Lower triangular matrix solvers
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236 ComplexMatrix ltsolve (MatrixType &typ, const ComplexMatrix& b,
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237 octave_idx_type& info, double& rcon,
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238 solve_singularity_handler sing_handler,
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239 bool calc_cond = false,
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240 blas_trans_type transt = blas_no_trans) const;
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241
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242 // Full matrix solvers (umfpack/cholesky)
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243 ComplexMatrix fsolve (MatrixType &typ, const ComplexMatrix& b,
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244 octave_idx_type& info, double& rcon,
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245 solve_singularity_handler sing_handler,
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246 bool calc_cond = false) const;
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247
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248 public:
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249 // Generic interface to solver with no probing of type
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250 ComplexMatrix solve (MatrixType &typ, const Matrix& b) const;
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251 ComplexMatrix solve (MatrixType &typ, const Matrix& b,
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252 octave_idx_type& info) const;
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253 ComplexMatrix solve (MatrixType &typ, const Matrix& b,
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254 octave_idx_type& info, double& rcon) const;
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255 ComplexMatrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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256 double& rcon, solve_singularity_handler sing_handler,
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257 bool singular_fallback = true,
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258 blas_trans_type transt = blas_no_trans) const;
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259
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260 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const;
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261 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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262 octave_idx_type& info) const;
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263 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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264 octave_idx_type& info, double& rcon) const;
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265 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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266 octave_idx_type& info, double& rcon,
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267 solve_singularity_handler sing_handler,
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268 bool singular_fallback = true,
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269 blas_trans_type transt = blas_no_trans) const;
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270
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271 ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b) const;
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272 ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b,
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273 octave_idx_type& info) const;
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274 ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b,
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275 octave_idx_type& info, double& rcon) const;
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276 ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b,
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277 octave_idx_type& info, double& rcon,
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278 solve_singularity_handler sing_handler,
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279 blas_trans_type transt = blas_no_trans) const;
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280
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281 ComplexColumnVector solve (MatrixType &typ,
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282 const ComplexColumnVector& b) const;
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283 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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284 octave_idx_type& info) const;
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285 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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286 octave_idx_type& info, double& rcon) const;
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287 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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288 octave_idx_type& info, double& rcon,
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289 solve_singularity_handler sing_handler,
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290 blas_trans_type transt = blas_no_trans) const;
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291
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292 // Generic interface to solver with probing of type
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293 ComplexMatrix solve (const Matrix& b) const;
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294 ComplexMatrix solve (const Matrix& b, octave_idx_type& info) const;
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295 ComplexMatrix solve (const Matrix& b, octave_idx_type& info,
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296 double& rcon) const;
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297 ComplexMatrix solve (const Matrix& b, octave_idx_type& info, double& rcon,
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298 solve_singularity_handler sing_handler,
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299 blas_trans_type transt = blas_no_trans) const;
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300
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301 ComplexMatrix solve (const ComplexMatrix& b) const;
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302 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const;
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303 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info,
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304 double& rcon) const;
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305 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info,
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306 double& rcon,
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307 solve_singularity_handler sing_handler,
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308 blas_trans_type transt = blas_no_trans) const;
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309
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310 ComplexColumnVector solve (const ColumnVector& b) const;
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311 ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info) const;
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312 ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info,
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313 double& rcon) const;
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314 ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info,
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315 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;
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318
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319 ComplexColumnVector solve (const ComplexColumnVector& b) const;
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320 ComplexColumnVector solve (const ComplexColumnVector& b,
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321 octave_idx_type& info) const;
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322 ComplexColumnVector solve (const ComplexColumnVector& b,
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323 octave_idx_type& info,
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324 double& rcon) const;
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325 ComplexColumnVector solve (const ComplexColumnVector& b,
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326 octave_idx_type& info,
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327 double& rcon,
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328 solve_singularity_handler sing_handler,
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329 blas_trans_type transt = blas_no_trans) const;
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330
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331 ComplexMatrix lssolve (const Matrix& b) const;
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332 ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info) const;
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333 ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info,
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334 octave_idx_type& rank) const;
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335 ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info,
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336 octave_idx_type& rank, double& rcon) const;
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337
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338 ComplexMatrix lssolve (const ComplexMatrix& b) const;
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339 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const;
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340 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
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341 octave_idx_type& rank) const;
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342 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
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343 octave_idx_type& rank, double& rcon) const;
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344
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345 ComplexColumnVector lssolve (const ColumnVector& b) const;
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346 ComplexColumnVector lssolve (const ColumnVector& b,
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347 octave_idx_type& info) const;
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348 ComplexColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
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349 octave_idx_type& rank) const;
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350 ComplexColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
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351 octave_idx_type& rank, double& rcon) const;
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352
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353 ComplexColumnVector lssolve (const ComplexColumnVector& b) const;
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354 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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355 octave_idx_type& info) const;
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356 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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357 octave_idx_type& info,
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358 octave_idx_type& rank) const;
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359 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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360 octave_idx_type& info,
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361 octave_idx_type& rank, double& rcon) const;
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362
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363 // matrix by diagonal matrix -> matrix operations
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364
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365 ComplexMatrix& operator += (const DiagMatrix& a);
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366 ComplexMatrix& operator -= (const DiagMatrix& a);
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367
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368 ComplexMatrix& operator += (const ComplexDiagMatrix& a);
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369 ComplexMatrix& operator -= (const ComplexDiagMatrix& a);
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370
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371 // matrix by matrix -> matrix operations
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372
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373 ComplexMatrix& operator += (const Matrix& a);
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374 ComplexMatrix& operator -= (const Matrix& a);
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375
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376 // other operations
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377
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378 boolMatrix all (int dim = -1) const;
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379 boolMatrix any (int dim = -1) const;
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380
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381 ComplexMatrix cumprod (int dim = -1) const;
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382 ComplexMatrix cumsum (int dim = -1) const;
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383 ComplexMatrix prod (int dim = -1) const;
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384 ComplexMatrix sum (int dim = -1) const;
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385 ComplexMatrix sumsq (int dim = -1) const;
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386 Matrix abs (void) const;
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387
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388 ComplexMatrix diag (octave_idx_type k = 0) const;
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389
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390 ComplexDiagMatrix diag (octave_idx_type m, octave_idx_type n) const;
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391
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392 bool row_is_real_only (octave_idx_type) const;
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393 bool column_is_real_only (octave_idx_type) const;
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394
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395 ComplexColumnVector row_min (void) const;
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396 ComplexColumnVector row_max (void) const;
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397
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398 ComplexColumnVector row_min (Array<octave_idx_type>& index) const;
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399 ComplexColumnVector row_max (Array<octave_idx_type>& index) const;
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400
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401 ComplexRowVector column_min (void) const;
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402 ComplexRowVector column_max (void) const;
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403
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404 ComplexRowVector column_min (Array<octave_idx_type>& index) const;
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405 ComplexRowVector column_max (Array<octave_idx_type>& index) const;
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406
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407 // i/o
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408
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409 friend OCTAVE_API std::ostream& operator << (std::ostream& os,
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410 const ComplexMatrix& a);
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411 friend OCTAVE_API std::istream& operator >> (std::istream& is,
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412 ComplexMatrix& a);
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413 };
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414
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415 extern OCTAVE_API ComplexMatrix conj (const ComplexMatrix& a);
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416
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417 // column vector by row vector -> matrix operations
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418
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419 extern OCTAVE_API ComplexMatrix
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420 operator * (const ColumnVector& a, const ComplexRowVector& b);
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421
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422 extern OCTAVE_API ComplexMatrix
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423 operator * (const ComplexColumnVector& a, const RowVector& b);
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424
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425 extern OCTAVE_API ComplexMatrix
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426 operator * (const ComplexColumnVector& a, const ComplexRowVector& b);
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427
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428 extern OCTAVE_API ComplexMatrix
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429 Givens (const Complex&, const Complex&);
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430
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431 extern OCTAVE_API ComplexMatrix
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432 Sylvester (const ComplexMatrix&, const ComplexMatrix&, const ComplexMatrix&);
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433
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434 extern OCTAVE_API ComplexMatrix
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435 xgemm (const ComplexMatrix& a, const ComplexMatrix& b,
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436 blas_trans_type transa = blas_no_trans,
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437 blas_trans_type transb = blas_no_trans);
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438
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439 extern OCTAVE_API ComplexMatrix operator * (const Matrix&,
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440 const ComplexMatrix&);
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441 extern OCTAVE_API ComplexMatrix operator * (const ComplexMatrix&,
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442 const Matrix&);
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443 extern OCTAVE_API ComplexMatrix operator * (const ComplexMatrix&,
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444 const ComplexMatrix&);
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445
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446 extern OCTAVE_API ComplexMatrix min (const Complex& c, const ComplexMatrix& m);
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447 extern OCTAVE_API ComplexMatrix min (const ComplexMatrix& m, const Complex& c);
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448 extern OCTAVE_API ComplexMatrix min (const ComplexMatrix& a,
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449 const ComplexMatrix& b);
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450
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451 extern OCTAVE_API ComplexMatrix max (const Complex& c, const ComplexMatrix& m);
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452 extern OCTAVE_API ComplexMatrix max (const ComplexMatrix& m, const Complex& c);
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453 extern OCTAVE_API ComplexMatrix max (const ComplexMatrix& a,
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454 const ComplexMatrix& b);
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455
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456 extern OCTAVE_API ComplexMatrix linspace (const ComplexColumnVector& x1,
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457 const ComplexColumnVector& x2,
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458 octave_idx_type n);
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459
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460 MS_CMP_OP_DECLS (ComplexMatrix, Complex, OCTAVE_API)
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461 MS_BOOL_OP_DECLS (ComplexMatrix, Complex, OCTAVE_API)
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462
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463 SM_CMP_OP_DECLS (Complex, ComplexMatrix, OCTAVE_API)
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464 SM_BOOL_OP_DECLS (Complex, ComplexMatrix, OCTAVE_API)
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465
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466 MM_CMP_OP_DECLS (ComplexMatrix, ComplexMatrix, OCTAVE_API)
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467 MM_BOOL_OP_DECLS (ComplexMatrix, ComplexMatrix, OCTAVE_API)
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468
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469 MARRAY_FORWARD_DEFS (MArray, ComplexMatrix, Complex)
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470
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471 #endif