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view liboctave/array/fMatrix.cc @ 30564:796f54d4ddbf stable
update Octave Project Developers copyright for the new year
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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
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Add Paul Thomas to contributors.in.
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Tue, 28 Dec 2021 18:22:40 -0500 |
| parents | 117ebe363f56 |
| children | 55f0173e4f08 |
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//////////////////////////////////////////////////////////////////////// // // Copyright (C) 1994-2022 The Octave Project Developers // // See the file COPYRIGHT.md in the top-level directory of this // distribution or <https://octave.org/copyright/>. // // This file is part of Octave. // // Octave is free software: you can redistribute it and/or modify it // under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // // Octave is distributed in the hope that it will be useful, but // WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // // You should have received a copy of the GNU General Public License // along with Octave; see the file COPYING. If not, see // <https://www.gnu.org/licenses/>. // //////////////////////////////////////////////////////////////////////// #if defined (HAVE_CONFIG_H) # include "config.h" #endif #include <algorithm> #include <istream> #include <limits> #include <ostream> #include "Array-util.h" #include "DET.h" #include "PermMatrix.h" #include "boolMatrix.h" #include "byte-swap.h" #include "chMatrix.h" #include "chol.h" #include "fCColVector.h" #include "fCMatrix.h" #include "fColVector.h" #include "fDiagMatrix.h" #include "fMatrix.h" #include "fMatrix.h" #include "fNDArray.h" #include "fRowVector.h" #include "lo-blas-proto.h" #include "lo-error.h" #include "lo-ieee.h" #include "lo-lapack-proto.h" #include "lo-mappers.h" #include "lo-utils.h" #include "mx-fdm-fm.h" #include "mx-fm-fdm.h" #include "mx-inlines.cc" #include "mx-op-defs.h" #include "oct-cmplx.h" #include "oct-fftw.h" #include "oct-locbuf.h" #include "oct-norm.h" #include "quit.h" #include "schur.h" #include "svd.h" // Matrix class. FloatMatrix::FloatMatrix (const FloatRowVector& rv) : FloatNDArray (rv) { } FloatMatrix::FloatMatrix (const FloatColumnVector& cv) : FloatNDArray (cv) { } FloatMatrix::FloatMatrix (const FloatDiagMatrix& a) : FloatNDArray (a.dims (), 0.0) { for (octave_idx_type i = 0; i < a.length (); i++) elem (i, i) = a.elem (i, i); } FloatMatrix::FloatMatrix (const MDiagArray2<float>& a) : FloatNDArray (a.dims (), 0.0) { for (octave_idx_type i = 0; i < a.length (); i++) elem (i, i) = a.elem (i, i); } FloatMatrix::FloatMatrix (const DiagArray2<float>& a) : FloatNDArray (a.dims (), 0.0) { for (octave_idx_type i = 0; i < a.length (); i++) elem (i, i) = a.elem (i, i); } FloatMatrix::FloatMatrix (const PermMatrix& a) : FloatNDArray (a.dims (), 0.0) { const Array<octave_idx_type> ia (a.col_perm_vec ()); octave_idx_type len = a.rows (); for (octave_idx_type i = 0; i < len; i++) elem (ia(i), i) = 1.0; } // FIXME: could we use a templated mixed-type copy function here? FloatMatrix::FloatMatrix (const boolMatrix& a) : FloatNDArray (a) { } FloatMatrix::FloatMatrix (const charMatrix& a) : FloatNDArray (a.dims ()) { for (octave_idx_type i = 0; i < a.rows (); i++) for (octave_idx_type j = 0; j < a.cols (); j++) elem (i, j) = static_cast<unsigned char> (a.elem (i, j)); } bool FloatMatrix::operator == (const FloatMatrix& a) const { if (rows () != a.rows () || cols () != a.cols ()) return false; return mx_inline_equal (numel (), data (), a.data ()); } bool FloatMatrix::operator != (const FloatMatrix& a) const { return !(*this == a); } bool FloatMatrix::issymmetric (void) const { if (issquare () && rows () > 0) { for (octave_idx_type i = 0; i < rows (); i++) for (octave_idx_type j = i+1; j < cols (); j++) if (elem (i, j) != elem (j, i)) return false; return true; } return false; } FloatMatrix& FloatMatrix::insert (const FloatMatrix& a, octave_idx_type r, octave_idx_type c) { FloatNDArray::insert (a, r, c); return *this; } FloatMatrix& FloatMatrix::insert (const FloatRowVector& a, octave_idx_type r, octave_idx_type c) { octave_idx_type a_len = a.numel (); if (r < 0 || r >= rows () || c < 0 || c + a_len > cols ()) (*current_liboctave_error_handler) ("range error for insert"); if (a_len > 0) { make_unique (); for (octave_idx_type i = 0; i < a_len; i++) xelem (r, c+i) = a.elem (i); } return *this; } FloatMatrix& FloatMatrix::insert (const FloatColumnVector& a, octave_idx_type r, octave_idx_type c) { octave_idx_type a_len = a.numel (); if (r < 0 || r + a_len > rows () || c < 0 || c >= cols ()) (*current_liboctave_error_handler) ("range error for insert"); if (a_len > 0) { make_unique (); for (octave_idx_type i = 0; i < a_len; i++) xelem (r+i, c) = a.elem (i); } return *this; } FloatMatrix& FloatMatrix::insert (const FloatDiagMatrix& a, octave_idx_type r, octave_idx_type c) { octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (r < 0 || r + a_nr > rows () || c < 0 || c + a_nc > cols ()) (*current_liboctave_error_handler) ("range error for insert"); fill (0.0, r, c, r + a_nr - 1, c + a_nc - 1); octave_idx_type a_len = a.length (); if (a_len > 0) { make_unique (); for (octave_idx_type i = 0; i < a_len; i++) xelem (r+i, c+i) = a.elem (i, i); } return *this; } FloatMatrix& FloatMatrix::fill (float val) { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr > 0 && nc > 0) { make_unique (); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = 0; i < nr; i++) xelem (i, j) = val; } return *this; } FloatMatrix& FloatMatrix::fill (float val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (r1 < 0 || r2 < 0 || c1 < 0 || c2 < 0 || r1 >= nr || r2 >= nr || c1 >= nc || c2 >= nc) (*current_liboctave_error_handler) ("range error for fill"); if (r1 > r2) { std::swap (r1, r2); } if (c1 > c2) { std::swap (c1, c2); } if (r2 >= r1 && c2 >= c1) { make_unique (); for (octave_idx_type j = c1; j <= c2; j++) for (octave_idx_type i = r1; i <= r2; i++) xelem (i, j) = val; } return *this; } FloatMatrix FloatMatrix::append (const FloatMatrix& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr != a.rows ()) (*current_liboctave_error_handler) ("row dimension mismatch for append"); octave_idx_type nc_insert = nc; FloatMatrix retval (nr, nc + a.cols ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } FloatMatrix FloatMatrix::append (const FloatRowVector& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr != 1) (*current_liboctave_error_handler) ("row dimension mismatch for append"); octave_idx_type nc_insert = nc; FloatMatrix retval (nr, nc + a.numel ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } FloatMatrix FloatMatrix::append (const FloatColumnVector& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr != a.numel ()) (*current_liboctave_error_handler) ("row dimension mismatch for append"); octave_idx_type nc_insert = nc; FloatMatrix retval (nr, nc + 1); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } FloatMatrix FloatMatrix::append (const FloatDiagMatrix& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr != a.rows ()) (*current_liboctave_error_handler) ("row dimension mismatch for append"); octave_idx_type nc_insert = nc; FloatMatrix retval (nr, nc + a.cols ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } FloatMatrix FloatMatrix::stack (const FloatMatrix& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nc != a.cols ()) (*current_liboctave_error_handler) ("column dimension mismatch for stack"); octave_idx_type nr_insert = nr; FloatMatrix retval (nr + a.rows (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } FloatMatrix FloatMatrix::stack (const FloatRowVector& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nc != a.numel ()) (*current_liboctave_error_handler) ("column dimension mismatch for stack"); octave_idx_type nr_insert = nr; FloatMatrix retval (nr + 1, nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } FloatMatrix FloatMatrix::stack (const FloatColumnVector& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nc != 1) (*current_liboctave_error_handler) ("column dimension mismatch for stack"); octave_idx_type nr_insert = nr; FloatMatrix retval (nr + a.numel (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } FloatMatrix FloatMatrix::stack (const FloatDiagMatrix& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nc != a.cols ()) (*current_liboctave_error_handler) ("column dimension mismatch for stack"); octave_idx_type nr_insert = nr; FloatMatrix retval (nr + a.rows (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } FloatMatrix real (const FloatComplexMatrix& a) { return do_mx_unary_op<float, FloatComplex> (a, mx_inline_real); } FloatMatrix imag (const FloatComplexMatrix& a) { return do_mx_unary_op<float, FloatComplex> (a, mx_inline_imag); } FloatMatrix FloatMatrix::extract (octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) const { if (r1 > r2) { std::swap (r1, r2); } if (c1 > c2) { std::swap (c1, c2); } return index (octave::idx_vector (r1, r2+1), octave::idx_vector (c1, c2+1)); } FloatMatrix FloatMatrix::extract_n (octave_idx_type r1, octave_idx_type c1, octave_idx_type nr, octave_idx_type nc) const { return index (octave::idx_vector (r1, r1 + nr), octave::idx_vector (c1, c1 + nc)); } // extract row or column i. FloatRowVector FloatMatrix::row (octave_idx_type i) const { return index (octave::idx_vector (i), octave::idx_vector::colon); } FloatColumnVector FloatMatrix::column (octave_idx_type i) const { return index (octave::idx_vector::colon, octave::idx_vector (i)); } // Local function to calculate the 1-norm. static float norm1 (const FloatMatrix& a) { float anorm = 0.0; FloatRowVector colsum = a.abs ().sum ().row (0); for (octave_idx_type i = 0; i < colsum.numel (); i++) { float sum = colsum.xelem (i); if (octave::math::isinf (sum) || octave::math::isnan (sum)) { anorm = sum; // Pass Inf or NaN to output break; } else anorm = std::max (anorm, sum); } return anorm; } FloatMatrix FloatMatrix::inverse (void) const { octave_idx_type info; float rcon; MatrixType mattype (*this); return inverse (mattype, info, rcon, 0, 0); } FloatMatrix FloatMatrix::inverse (octave_idx_type& info) const { float rcon; MatrixType mattype (*this); return inverse (mattype, info, rcon, 0, 0); } FloatMatrix FloatMatrix::inverse (octave_idx_type& info, float& rcon, bool force, bool calc_cond) const { MatrixType mattype (*this); return inverse (mattype, info, rcon, force, calc_cond); } FloatMatrix FloatMatrix::inverse (MatrixType& mattype) const { octave_idx_type info; float rcon; return inverse (mattype, info, rcon, 0, 0); } FloatMatrix FloatMatrix::inverse (MatrixType& mattype, octave_idx_type& info) const { float rcon; return inverse (mattype, info, rcon, 0, 0); } FloatMatrix FloatMatrix::tinverse (MatrixType& mattype, octave_idx_type& info, float& rcon, bool force, bool calc_cond) const { FloatMatrix retval; F77_INT nr = octave::to_f77_int (rows ()); F77_INT nc = octave::to_f77_int (cols ()); if (nr != nc || nr == 0 || nc == 0) (*current_liboctave_error_handler) ("inverse requires square matrix"); int typ = mattype.type (); char uplo = (typ == MatrixType::Lower ? 'L' : 'U'); char udiag = 'N'; retval = *this; float *tmp_data = retval.fortran_vec (); F77_INT tmp_info = 0; F77_XFCN (strtri, STRTRI, (F77_CONST_CHAR_ARG2 (&uplo, 1), F77_CONST_CHAR_ARG2 (&udiag, 1), nr, tmp_data, nr, tmp_info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); info = tmp_info; // Throw away extra info LAPACK gives so as to not change output. rcon = 0.0; if (info != 0) info = -1; else if (calc_cond) { F77_INT dtrcon_info = 0; char job = '1'; OCTAVE_LOCAL_BUFFER (float, work, 3 * nr); OCTAVE_LOCAL_BUFFER (F77_INT, iwork, nr); F77_XFCN (strcon, STRCON, (F77_CONST_CHAR_ARG2 (&job, 1), F77_CONST_CHAR_ARG2 (&uplo, 1), F77_CONST_CHAR_ARG2 (&udiag, 1), nr, tmp_data, nr, rcon, work, iwork, dtrcon_info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (dtrcon_info != 0) info = -1; } if (info == -1 && ! force) retval = *this; // Restore matrix contents. return retval; } FloatMatrix FloatMatrix::finverse (MatrixType& mattype, octave_idx_type& info, float& rcon, bool force, bool calc_cond) const { FloatMatrix retval; F77_INT nr = octave::to_f77_int (rows ()); F77_INT nc = octave::to_f77_int (cols ()); if (nr != nc || nr == 0 || nc == 0) (*current_liboctave_error_handler) ("inverse requires square matrix"); Array<F77_INT> ipvt (dim_vector (nr, 1)); F77_INT *pipvt = ipvt.fortran_vec (); retval = *this; float *tmp_data = retval.fortran_vec (); Array<float> z (dim_vector (1, 1)); F77_INT lwork = -1; F77_INT tmp_info = 0; // Query the optimum work array size. F77_XFCN (sgetri, SGETRI, (nc, tmp_data, nr, pipvt, z.fortran_vec (), lwork, tmp_info)); lwork = static_cast<F77_INT> (z(0)); lwork = (lwork < 4 * nc ? 4 * nc : lwork); z.resize (dim_vector (lwork, 1)); float *pz = z.fortran_vec (); info = 0; tmp_info = 0; // Calculate the norm of the matrix for later use when determining rcon. float anorm; if (calc_cond) anorm = norm1 (retval); F77_XFCN (sgetrf, SGETRF, (nc, nc, tmp_data, nr, pipvt, tmp_info)); info = tmp_info; // Throw away extra info LAPACK gives so as to not change output. rcon = 0.0; if (info != 0) info = -1; else if (calc_cond) { F77_INT sgecon_info = 0; // Now calculate the condition number for non-singular matrix. char job = '1'; Array<F77_INT> iz (dim_vector (nc, 1)); F77_INT *piz = iz.fortran_vec (); F77_XFCN (sgecon, SGECON, (F77_CONST_CHAR_ARG2 (&job, 1), nc, tmp_data, nr, anorm, rcon, pz, piz, sgecon_info F77_CHAR_ARG_LEN (1))); if (sgecon_info != 0) info = -1; } if (info == -1 && ! force) retval = *this; // Restore matrix contents. else { F77_INT dgetri_info = 0; F77_XFCN (sgetri, SGETRI, (nc, tmp_data, nr, pipvt, pz, lwork, dgetri_info)); if (dgetri_info != 0) info = -1; } if (info != 0) mattype.mark_as_rectangular (); return retval; } FloatMatrix FloatMatrix::inverse (MatrixType& mattype, octave_idx_type& info, float& rcon, bool force, bool calc_cond) const { int typ = mattype.type (false); FloatMatrix ret; if (typ == MatrixType::Unknown) typ = mattype.type (*this); if (typ == MatrixType::Diagonal) // a scalar is classified as Diagonal. { ret = 1 / (*this); if (calc_cond) { float scalar = this->elem (0); if (octave::math::isfinite (scalar) && scalar != 0) rcon = 1.0f; else if (octave::math::isinf (scalar) || scalar == 0) rcon = 0.0f; else rcon = octave::numeric_limits<float>::NaN (); } } else if (typ == MatrixType::Upper || typ == MatrixType::Lower) ret = tinverse (mattype, info, rcon, force, calc_cond); else { if (mattype.ishermitian ()) { octave::math::chol<FloatMatrix> chol (*this, info, true, calc_cond); if (info == 0) { if (calc_cond) rcon = chol.rcond (); else rcon = 1.0; ret = chol.inverse (); } else mattype.mark_as_unsymmetric (); } if (! mattype.ishermitian ()) ret = finverse (mattype, info, rcon, force, calc_cond); if ((calc_cond || mattype.ishermitian ()) && rcon == 0.0) ret = FloatMatrix (rows (), columns (), octave::numeric_limits<float>::Inf ()); } return ret; } FloatMatrix FloatMatrix::pseudo_inverse (float tol) const { octave::math::svd<FloatMatrix> result (*this, octave::math::svd<FloatMatrix>::Type::economy); FloatDiagMatrix S = result.singular_values (); FloatMatrix U = result.left_singular_matrix (); FloatMatrix V = result.right_singular_matrix (); FloatColumnVector sigma = S.extract_diag (); octave_idx_type r = sigma.numel () - 1; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (tol <= 0.0) { tol = std::max (nr, nc) * sigma.elem (0) * std::numeric_limits<float>::epsilon (); if (tol == 0) tol = std::numeric_limits<float>::min (); } while (r >= 0 && sigma.elem (r) < tol) r--; if (r < 0) return FloatMatrix (nc, nr, 0.0); else { FloatMatrix Ur = U.extract (0, 0, nr-1, r); FloatDiagMatrix D = FloatDiagMatrix (sigma.extract (0, r)).inverse (); FloatMatrix Vr = V.extract (0, 0, nc-1, r); return Vr * D * Ur.transpose (); } } #if defined (HAVE_FFTW) FloatComplexMatrix FloatMatrix::fourier (void) const { std::size_t nr = rows (); std::size_t nc = cols (); FloatComplexMatrix retval (nr, nc); std::size_t npts, nsamples; if (nr == 1 || nc == 1) { npts = (nr > nc ? nr : nc); nsamples = 1; } else { npts = nr; nsamples = nc; } const float *in (data ()); FloatComplex *out (retval.fortran_vec ()); octave::fftw::fft (in, out, npts, nsamples); return retval; } FloatComplexMatrix FloatMatrix::ifourier (void) const { std::size_t nr = rows (); std::size_t nc = cols (); FloatComplexMatrix retval (nr, nc); std::size_t npts, nsamples; if (nr == 1 || nc == 1) { npts = (nr > nc ? nr : nc); nsamples = 1; } else { npts = nr; nsamples = nc; } FloatComplexMatrix tmp (*this); FloatComplex *in (tmp.fortran_vec ()); FloatComplex *out (retval.fortran_vec ()); octave::fftw::ifft (in, out, npts, nsamples); return retval; } FloatComplexMatrix FloatMatrix::fourier2d (void) const { dim_vector dv (rows (), cols ()); const float *in = data (); FloatComplexMatrix retval (rows (), cols ()); octave::fftw::fftNd (in, retval.fortran_vec (), 2, dv); return retval; } FloatComplexMatrix FloatMatrix::ifourier2d (void) const { dim_vector dv (rows (), cols ()); FloatComplexMatrix retval (*this); FloatComplex *out (retval.fortran_vec ()); octave::fftw::ifftNd (out, out, 2, dv); return retval; } #else FloatComplexMatrix FloatMatrix::fourier (void) const { (*current_liboctave_error_handler) ("support for FFTW was unavailable or disabled when liboctave was built"); return FloatComplexMatrix (); } FloatComplexMatrix FloatMatrix::ifourier (void) const { (*current_liboctave_error_handler) ("support for FFTW was unavailable or disabled when liboctave was built"); return FloatComplexMatrix (); } FloatComplexMatrix FloatMatrix::fourier2d (void) const { (*current_liboctave_error_handler) ("support for FFTW was unavailable or disabled when liboctave was built"); return FloatComplexMatrix (); } FloatComplexMatrix FloatMatrix::ifourier2d (void) const { (*current_liboctave_error_handler) ("support for FFTW was unavailable or disabled when liboctave was built"); return FloatComplexMatrix (); } #endif FloatDET FloatMatrix::determinant (void) const { octave_idx_type info; float rcon; return determinant (info, rcon, 0); } FloatDET FloatMatrix::determinant (octave_idx_type& info) const { float rcon; return determinant (info, rcon, 0); } FloatDET FloatMatrix::determinant (octave_idx_type& info, float& rcon, bool calc_cond) const { MatrixType mattype (*this); return determinant (mattype, info, rcon, calc_cond); } FloatDET FloatMatrix::determinant (MatrixType& mattype, octave_idx_type& info, float& rcon, bool calc_cond) const { FloatDET retval (1.0); info = 0; rcon = 0.0; F77_INT nr = octave::to_f77_int (rows ()); F77_INT nc = octave::to_f77_int (cols ()); if (nr != nc) (*current_liboctave_error_handler) ("matrix must be square"); volatile int typ = mattype.type (); // Even though the matrix is marked as singular (Rectangular), we may // still get a useful number from the LU factorization, because it always // completes. if (typ == MatrixType::Unknown) typ = mattype.type (*this); else if (typ == MatrixType::Rectangular) typ = MatrixType::Full; if (typ == MatrixType::Lower || typ == MatrixType::Upper) { for (F77_INT i = 0; i < nc; i++) retval *= elem (i, i); } else if (typ == MatrixType::Hermitian) { FloatMatrix atmp = *this; float *tmp_data = atmp.fortran_vec (); // Calculate the norm of the matrix for later use when determining rcon. float anorm; if (calc_cond) anorm = norm1 (*this); F77_INT tmp_info = 0; char job = 'L'; F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 (&job, 1), nr, tmp_data, nr, tmp_info F77_CHAR_ARG_LEN (1))); info = tmp_info; if (info != 0) { rcon = 0.0; mattype.mark_as_unsymmetric (); typ = MatrixType::Full; } else { if (calc_cond) { Array<float> z (dim_vector (3 * nc, 1)); float *pz = z.fortran_vec (); Array<F77_INT> iz (dim_vector (nc, 1)); F77_INT *piz = iz.fortran_vec (); F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 (&job, 1), nr, tmp_data, nr, anorm, rcon, pz, piz, tmp_info F77_CHAR_ARG_LEN (1))); info = tmp_info; if (info != 0) rcon = 0.0; } for (F77_INT i = 0; i < nc; i++) retval *= atmp(i, i); retval = retval.square (); } } else if (typ != MatrixType::Full) (*current_liboctave_error_handler) ("det: invalid dense matrix type"); if (typ == MatrixType::Full) { Array<F77_INT> ipvt (dim_vector (nr, 1)); F77_INT *pipvt = ipvt.fortran_vec (); FloatMatrix atmp = *this; float *tmp_data = atmp.fortran_vec (); info = 0; F77_INT tmp_info = 0; // Calculate the norm of the matrix for later use when determining rcon. float anorm; if (calc_cond) anorm = norm1 (*this); F77_XFCN (sgetrf, SGETRF, (nr, nr, tmp_data, nr, pipvt, tmp_info)); info = tmp_info; // Throw away extra info LAPACK gives so as to not change output. rcon = 0.0; if (info != 0) { info = -1; retval = FloatDET (); } else { if (calc_cond) { // Now calc the condition number for non-singular matrix. char job = '1'; Array<float> z (dim_vector (4 * nc, 1)); float *pz = z.fortran_vec (); Array<F77_INT> iz (dim_vector (nc, 1)); F77_INT *piz = iz.fortran_vec (); F77_XFCN (sgecon, SGECON, (F77_CONST_CHAR_ARG2 (&job, 1), nc, tmp_data, nr, anorm, rcon, pz, piz, tmp_info F77_CHAR_ARG_LEN (1))); info = tmp_info; } if (info != 0) { info = -1; retval = FloatDET (); } else { for (F77_INT i = 0; i < nc; i++) { float c = atmp(i, i); retval *= (ipvt(i) != (i+1)) ? -c : c; } } } } return retval; } float FloatMatrix::rcond (void) const { MatrixType mattype (*this); return rcond (mattype); } float FloatMatrix::rcond (MatrixType& mattype) const { float rcon = octave::numeric_limits<float>::NaN (); F77_INT nr = octave::to_f77_int (rows ()); F77_INT nc = octave::to_f77_int (cols ()); if (nr != nc) (*current_liboctave_error_handler) ("matrix must be square"); if (nr == 0 || nc == 0) rcon = octave::numeric_limits<float>::Inf (); else { volatile int typ = mattype.type (); if (typ == MatrixType::Unknown) typ = mattype.type (*this); // Only calculate the condition number for LU/Cholesky if (typ == MatrixType::Upper) { const float *tmp_data = data (); F77_INT info = 0; char norm = '1'; char uplo = 'U'; char dia = 'N'; Array<float> z (dim_vector (3 * nc, 1)); float *pz = z.fortran_vec (); Array<F77_INT> iz (dim_vector (nc, 1)); F77_INT *piz = iz.fortran_vec (); F77_XFCN (strcon, STRCON, (F77_CONST_CHAR_ARG2 (&norm, 1), F77_CONST_CHAR_ARG2 (&uplo, 1), F77_CONST_CHAR_ARG2 (&dia, 1), nr, tmp_data, nr, rcon, pz, piz, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) rcon = 0.0; } else if (typ == MatrixType::Permuted_Upper) (*current_liboctave_error_handler) ("permuted triangular matrix not implemented"); else if (typ == MatrixType::Lower) { const float *tmp_data = data (); F77_INT info = 0; char norm = '1'; char uplo = 'L'; char dia = 'N'; Array<float> z (dim_vector (3 * nc, 1)); float *pz = z.fortran_vec (); Array<F77_INT> iz (dim_vector (nc, 1)); F77_INT *piz = iz.fortran_vec (); F77_XFCN (strcon, STRCON, (F77_CONST_CHAR_ARG2 (&norm, 1), F77_CONST_CHAR_ARG2 (&uplo, 1), F77_CONST_CHAR_ARG2 (&dia, 1), nr, tmp_data, nr, rcon, pz, piz, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) rcon = 0.0; } else if (typ == MatrixType::Permuted_Lower) (*current_liboctave_error_handler) ("permuted triangular matrix not implemented"); else if (typ == MatrixType::Full || typ == MatrixType::Hermitian) { float anorm = -1.0; if (typ == MatrixType::Hermitian) { F77_INT info = 0; char job = 'L'; FloatMatrix atmp = *this; float *tmp_data = atmp.fortran_vec (); anorm = norm1 (atmp); F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 (&job, 1), nr, tmp_data, nr, info F77_CHAR_ARG_LEN (1))); if (info != 0) { rcon = 0.0; mattype.mark_as_unsymmetric (); typ = MatrixType::Full; } else { Array<float> z (dim_vector (3 * nc, 1)); float *pz = z.fortran_vec (); Array<F77_INT> iz (dim_vector (nc, 1)); F77_INT *piz = iz.fortran_vec (); F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 (&job, 1), nr, tmp_data, nr, anorm, rcon, pz, piz, info F77_CHAR_ARG_LEN (1))); if (info != 0) rcon = 0.0; } } if (typ == MatrixType::Full) { F77_INT info = 0; FloatMatrix atmp = *this; float *tmp_data = atmp.fortran_vec (); Array<F77_INT> ipvt (dim_vector (nr, 1)); F77_INT *pipvt = ipvt.fortran_vec (); if (anorm < 0.0) anorm = norm1 (atmp); Array<float> z (dim_vector (4 * nc, 1)); float *pz = z.fortran_vec (); Array<F77_INT> iz (dim_vector (nc, 1)); F77_INT *piz = iz.fortran_vec (); F77_XFCN (sgetrf, SGETRF, (nr, nr, tmp_data, nr, pipvt, info)); if (info != 0) { rcon = 0.0; mattype.mark_as_rectangular (); } else { char job = '1'; F77_XFCN (sgecon, SGECON, (F77_CONST_CHAR_ARG2 (&job, 1), nc, tmp_data, nr, anorm, rcon, pz, piz, info F77_CHAR_ARG_LEN (1))); if (info != 0) rcon = 0.0; } } } else rcon = 0.0; } return rcon; } FloatMatrix FloatMatrix::utsolve (MatrixType& mattype, const FloatMatrix& b, octave_idx_type& info, float& rcon, solve_singularity_handler sing_handler, bool calc_cond, blas_trans_type transt) const { FloatMatrix retval; F77_INT nr = octave::to_f77_int (rows ()); F77_INT nc = octave::to_f77_int (cols ()); F77_INT b_nr = octave::to_f77_int (b.rows ()); F77_INT b_nc = octave::to_f77_int (b.cols ()); if (nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch solution of linear equations"); if (nr == 0 || nc == 0 || b_nc == 0) retval = FloatMatrix (nc, b_nc, 0.0); else { volatile int typ = mattype.type (); if (typ == MatrixType::Permuted_Upper || typ == MatrixType::Upper) { rcon = 1.0; info = 0; if (typ == MatrixType::Permuted_Upper) (*current_liboctave_error_handler) ("permuted triangular matrix not implemented"); else { const float *tmp_data = data (); retval = b; float *result = retval.fortran_vec (); char uplo = 'U'; char trans = get_blas_char (transt); char dia = 'N'; F77_INT tmp_info = 0; F77_XFCN (strtrs, STRTRS, (F77_CONST_CHAR_ARG2 (&uplo, 1), F77_CONST_CHAR_ARG2 (&trans, 1), F77_CONST_CHAR_ARG2 (&dia, 1), nr, b_nc, tmp_data, nr, result, nr, tmp_info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); info = tmp_info; if (calc_cond) { char norm = '1'; uplo = 'U'; dia = 'N'; Array<float> z (dim_vector (3 * nc, 1)); float *pz = z.fortran_vec (); Array<F77_INT> iz (dim_vector (nc, 1)); F77_INT *piz = iz.fortran_vec (); F77_XFCN (strcon, STRCON, (F77_CONST_CHAR_ARG2 (&norm, 1), F77_CONST_CHAR_ARG2 (&uplo, 1), F77_CONST_CHAR_ARG2 (&dia, 1), nr, tmp_data, nr, rcon, pz, piz, tmp_info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); info = tmp_info; if (info != 0) info = -2; volatile float rcond_plus_one = rcon + 1.0; if (rcond_plus_one == 1.0 || octave::math::isnan (rcon)) { info = -2; if (sing_handler) sing_handler (rcon); else octave::warn_singular_matrix (rcon); } } } } else (*current_liboctave_error_handler) ("incorrect matrix type"); } return retval; } FloatMatrix FloatMatrix::ltsolve (MatrixType& mattype, const FloatMatrix& b, octave_idx_type& info, float& rcon, solve_singularity_handler sing_handler, bool calc_cond, blas_trans_type transt) const { FloatMatrix retval; F77_INT nr = octave::to_f77_int (rows ()); F77_INT nc = octave::to_f77_int (cols ()); F77_INT b_nr = octave::to_f77_int (b.rows ()); F77_INT b_nc = octave::to_f77_int (b.cols ()); if (nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch solution of linear equations"); if (nr == 0 || nc == 0 || b_nc == 0) retval = FloatMatrix (nc, b_nc, 0.0); else { volatile int typ = mattype.type (); if (typ == MatrixType::Permuted_Lower || typ == MatrixType::Lower) { rcon = 1.0; info = 0; if (typ == MatrixType::Permuted_Lower) (*current_liboctave_error_handler) ("permuted triangular matrix not implemented"); else { const float *tmp_data = data (); retval = b; float *result = retval.fortran_vec (); char uplo = 'L'; char trans = get_blas_char (transt); char dia = 'N'; F77_INT tmp_info = 0; F77_XFCN (strtrs, STRTRS, (F77_CONST_CHAR_ARG2 (&uplo, 1), F77_CONST_CHAR_ARG2 (&trans, 1), F77_CONST_CHAR_ARG2 (&dia, 1), nr, b_nc, tmp_data, nr, result, nr, tmp_info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); info = tmp_info; if (calc_cond) { char norm = '1'; uplo = 'L'; dia = 'N'; Array<float> z (dim_vector (3 * nc, 1)); float *pz = z.fortran_vec (); Array<F77_INT> iz (dim_vector (nc, 1)); F77_INT *piz = iz.fortran_vec (); F77_XFCN (strcon, STRCON, (F77_CONST_CHAR_ARG2 (&norm, 1), F77_CONST_CHAR_ARG2 (&uplo, 1), F77_CONST_CHAR_ARG2 (&dia, 1), nr, tmp_data, nr, rcon, pz, piz, tmp_info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); info = tmp_info; if (info != 0) info = -2; volatile float rcond_plus_one = rcon + 1.0; if (rcond_plus_one == 1.0 || octave::math::isnan (rcon)) { info = -2; if (sing_handler) sing_handler (rcon); else octave::warn_singular_matrix (rcon); } } } } else (*current_liboctave_error_handler) ("incorrect matrix type"); } return retval; } FloatMatrix FloatMatrix::fsolve (MatrixType& mattype, const FloatMatrix& b, octave_idx_type& info, float& rcon, solve_singularity_handler sing_handler, bool calc_cond) const { FloatMatrix retval; F77_INT nr = octave::to_f77_int (rows ()); F77_INT nc = octave::to_f77_int (cols ()); F77_INT b_nr = octave::to_f77_int (b.rows ()); F77_INT b_nc = octave::to_f77_int (b.cols ()); if (nr != nc || nr != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch solution of linear equations"); if (nr == 0 || b_nc == 0) retval = FloatMatrix (nc, b_nc, 0.0); else { volatile int typ = mattype.type (); // Calculate the norm of the matrix for later use when determining rcon. float anorm = -1.0; if (typ == MatrixType::Hermitian) { info = 0; char job = 'L'; FloatMatrix atmp = *this; float *tmp_data = atmp.fortran_vec (); // The norm of the matrix for later use when determining rcon. if (calc_cond) anorm = norm1 (atmp); F77_INT tmp_info = 0; F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 (&job, 1), nr, tmp_data, nr, tmp_info F77_CHAR_ARG_LEN (1))); info = tmp_info; // Throw away extra info LAPACK gives so as to not change output. rcon = 0.0; if (info != 0) { info = -2; mattype.mark_as_unsymmetric (); typ = MatrixType::Full; } else { if (calc_cond) { Array<float> z (dim_vector (3 * nc, 1)); float *pz = z.fortran_vec (); Array<F77_INT> iz (dim_vector (nc, 1)); F77_INT *piz = iz.fortran_vec (); F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 (&job, 1), nr, tmp_data, nr, anorm, rcon, pz, piz, tmp_info F77_CHAR_ARG_LEN (1))); info = tmp_info; if (info != 0) info = -2; volatile float rcond_plus_one = rcon + 1.0; if (rcond_plus_one == 1.0 || octave::math::isnan (rcon)) { info = -2; if (sing_handler) sing_handler (rcon); else octave::warn_singular_matrix (rcon); } } if (info == 0) { retval = b; float *result = retval.fortran_vec (); F77_XFCN (spotrs, SPOTRS, (F77_CONST_CHAR_ARG2 (&job, 1), nr, b_nc, tmp_data, nr, result, b_nr, tmp_info F77_CHAR_ARG_LEN (1))); info = tmp_info; } else { mattype.mark_as_unsymmetric (); typ = MatrixType::Full; } } } if (typ == MatrixType::Full) { info = 0; Array<F77_INT> ipvt (dim_vector (nr, 1)); F77_INT *pipvt = ipvt.fortran_vec (); FloatMatrix atmp = *this; float *tmp_data = atmp.fortran_vec (); if (calc_cond && anorm < 0.0) anorm = norm1 (atmp); Array<float> z (dim_vector (4 * nc, 1)); float *pz = z.fortran_vec (); Array<F77_INT> iz (dim_vector (nc, 1)); F77_INT *piz = iz.fortran_vec (); F77_INT tmp_info = 0; F77_XFCN (sgetrf, SGETRF, (nr, nr, tmp_data, nr, pipvt, tmp_info)); info = tmp_info; // Throw away extra info LAPACK gives so as to not change output. rcon = 0.0; if (info != 0) { info = -2; if (sing_handler) sing_handler (rcon); else octave::warn_singular_matrix (); mattype.mark_as_rectangular (); } else { if (calc_cond) { // Calculate the condition number for non-singular matrix. char job = '1'; F77_XFCN (sgecon, SGECON, (F77_CONST_CHAR_ARG2 (&job, 1), nc, tmp_data, nr, anorm, rcon, pz, piz, tmp_info F77_CHAR_ARG_LEN (1))); info = tmp_info; if (info != 0) info = -2; volatile float rcond_plus_one = rcon + 1.0; if (rcond_plus_one == 1.0 || octave::math::isnan (rcon)) { if (sing_handler) sing_handler (rcon); else octave::warn_singular_matrix (rcon); } } if (info == 0) { retval = b; float *result = retval.fortran_vec (); char job = 'N'; F77_XFCN (sgetrs, SGETRS, (F77_CONST_CHAR_ARG2 (&job, 1), nr, b_nc, tmp_data, nr, pipvt, result, b_nr, tmp_info F77_CHAR_ARG_LEN (1))); info = tmp_info; } else mattype.mark_as_rectangular (); } } else if (typ != MatrixType::Hermitian) (*current_liboctave_error_handler) ("incorrect matrix type"); } return retval; } FloatMatrix FloatMatrix::solve (MatrixType& mattype, const FloatMatrix& b) const { octave_idx_type info; float rcon; return solve (mattype, b, info, rcon, nullptr); } FloatMatrix FloatMatrix::solve (MatrixType& mattype, const FloatMatrix& b, octave_idx_type& info) const { float rcon; return solve (mattype, b, info, rcon, nullptr); } FloatMatrix FloatMatrix::solve (MatrixType& mattype, const FloatMatrix& b, octave_idx_type& info, float& rcon) const { return solve (mattype, b, info, rcon, nullptr); } FloatMatrix FloatMatrix::solve (MatrixType& mattype, const FloatMatrix& b, octave_idx_type& info, float& rcon, solve_singularity_handler sing_handler, bool singular_fallback, blas_trans_type transt) const { FloatMatrix retval; int typ = mattype.type (); if (typ == MatrixType::Unknown) typ = mattype.type (*this); // Only calculate the condition number for LU/Cholesky if (typ == MatrixType::Upper || typ == MatrixType::Permuted_Upper) retval = utsolve (mattype, b, info, rcon, sing_handler, true, transt); else if (typ == MatrixType::Lower || typ == MatrixType::Permuted_Lower) retval = ltsolve (mattype, b, info, rcon, sing_handler, true, transt); else if (transt == blas_trans || transt == blas_conj_trans) return transpose ().solve (mattype, b, info, rcon, sing_handler, singular_fallback); else if (typ == MatrixType::Full || typ == MatrixType::Hermitian) retval = fsolve (mattype, b, info, rcon, sing_handler, true); else if (typ != MatrixType::Rectangular) (*current_liboctave_error_handler) ("unknown matrix type"); // Rectangular or one of the above solvers flags a singular matrix if (singular_fallback && mattype.type () == MatrixType::Rectangular) { octave_idx_type rank; retval = lssolve (b, info, rank, rcon); } return retval; } FloatComplexMatrix FloatMatrix::solve (MatrixType& mattype, const FloatComplexMatrix& b) const { octave_idx_type info; float rcon; return solve (mattype, b, info, rcon, nullptr); } FloatComplexMatrix FloatMatrix::solve (MatrixType& mattype, const FloatComplexMatrix& b, octave_idx_type& info) const { float rcon; return solve (mattype, b, info, rcon, nullptr); } FloatComplexMatrix FloatMatrix::solve (MatrixType& mattype, const FloatComplexMatrix& b, octave_idx_type& info, float& rcon) const { return solve (mattype, b, info, rcon, nullptr); } static FloatMatrix stack_complex_matrix (const FloatComplexMatrix& cm) { octave_idx_type m = cm.rows (); octave_idx_type n = cm.cols (); octave_idx_type nel = m*n; FloatMatrix retval (m, 2*n); const FloatComplex *cmd = cm.data (); float *rd = retval.fortran_vec (); for (octave_idx_type i = 0; i < nel; i++) { rd[i] = std::real (cmd[i]); rd[nel+i] = std::imag (cmd[i]); } return retval; } static FloatComplexMatrix unstack_complex_matrix (const FloatMatrix& sm) { octave_idx_type m = sm.rows (); octave_idx_type n = sm.cols () / 2; octave_idx_type nel = m*n; FloatComplexMatrix retval (m, n); const float *smd = sm.data (); FloatComplex *rd = retval.fortran_vec (); for (octave_idx_type i = 0; i < nel; i++) rd[i] = FloatComplex (smd[i], smd[nel+i]); return retval; } FloatComplexMatrix FloatMatrix::solve (MatrixType& mattype, const FloatComplexMatrix& b, octave_idx_type& info, float& rcon, solve_singularity_handler sing_handler, bool singular_fallback, blas_trans_type transt) const { FloatMatrix tmp = stack_complex_matrix (b); tmp = solve (mattype, tmp, info, rcon, sing_handler, singular_fallback, transt); return unstack_complex_matrix (tmp); } FloatColumnVector FloatMatrix::solve (MatrixType& mattype, const FloatColumnVector& b) const { octave_idx_type info; float rcon; return solve (mattype, b, info, rcon); } FloatColumnVector FloatMatrix::solve (MatrixType& mattype, const FloatColumnVector& b, octave_idx_type& info) const { float rcon; return solve (mattype, b, info, rcon); } FloatColumnVector FloatMatrix::solve (MatrixType& mattype, const FloatColumnVector& b, octave_idx_type& info, float& rcon) const { return solve (mattype, b, info, rcon, nullptr); } FloatColumnVector FloatMatrix::solve (MatrixType& mattype, const FloatColumnVector& b, octave_idx_type& info, float& rcon, solve_singularity_handler sing_handler, blas_trans_type transt) const { FloatMatrix tmp (b); tmp = solve (mattype, tmp, info, rcon, sing_handler, true, transt); return tmp.column (static_cast<octave_idx_type> (0)); } FloatComplexColumnVector FloatMatrix::solve (MatrixType& mattype, const FloatComplexColumnVector& b) const { FloatComplexMatrix tmp (*this); return tmp.solve (mattype, b); } FloatComplexColumnVector FloatMatrix::solve (MatrixType& mattype, const FloatComplexColumnVector& b, octave_idx_type& info) const { FloatComplexMatrix tmp (*this); return tmp.solve (mattype, b, info); } FloatComplexColumnVector FloatMatrix::solve (MatrixType& mattype, const FloatComplexColumnVector& b, octave_idx_type& info, float& rcon) const { FloatComplexMatrix tmp (*this); return tmp.solve (mattype, b, info, rcon); } FloatComplexColumnVector FloatMatrix::solve (MatrixType& mattype, const FloatComplexColumnVector& b, octave_idx_type& info, float& rcon, solve_singularity_handler sing_handler, blas_trans_type transt) const { FloatComplexMatrix tmp (*this); return tmp.solve (mattype, b, info, rcon, sing_handler, transt); } FloatMatrix FloatMatrix::solve (const FloatMatrix& b) const { octave_idx_type info; float rcon; return solve (b, info, rcon, nullptr); } FloatMatrix FloatMatrix::solve (const FloatMatrix& b, octave_idx_type& info) const { float rcon; return solve (b, info, rcon, nullptr); } FloatMatrix FloatMatrix::solve (const FloatMatrix& b, octave_idx_type& info, float& rcon) const { return solve (b, info, rcon, nullptr); } FloatMatrix FloatMatrix::solve (const FloatMatrix& b, octave_idx_type& info, float& rcon, solve_singularity_handler sing_handler, blas_trans_type transt) const { MatrixType mattype (*this); return solve (mattype, b, info, rcon, sing_handler, true, transt); } FloatComplexMatrix FloatMatrix::solve (const FloatComplexMatrix& b) const { FloatComplexMatrix tmp (*this); return tmp.solve (b); } FloatComplexMatrix FloatMatrix::solve (const FloatComplexMatrix& b, octave_idx_type& info) const { FloatComplexMatrix tmp (*this); return tmp.solve (b, info); } FloatComplexMatrix FloatMatrix::solve (const FloatComplexMatrix& b, octave_idx_type& info, float& rcon) const { FloatComplexMatrix tmp (*this); return tmp.solve (b, info, rcon); } FloatComplexMatrix FloatMatrix::solve (const FloatComplexMatrix& b, octave_idx_type& info, float& rcon, solve_singularity_handler sing_handler, blas_trans_type transt) const { FloatComplexMatrix tmp (*this); return tmp.solve (b, info, rcon, sing_handler, transt); } FloatColumnVector FloatMatrix::solve (const FloatColumnVector& b) const { octave_idx_type info; float rcon; return solve (b, info, rcon); } FloatColumnVector FloatMatrix::solve (const FloatColumnVector& b, octave_idx_type& info) const { float rcon; return solve (b, info, rcon); } FloatColumnVector FloatMatrix::solve (const FloatColumnVector& b, octave_idx_type& info, float& rcon) const { return solve (b, info, rcon, nullptr); } FloatColumnVector FloatMatrix::solve (const FloatColumnVector& b, octave_idx_type& info, float& rcon, solve_singularity_handler sing_handler, blas_trans_type transt) const { MatrixType mattype (*this); return solve (mattype, b, info, rcon, sing_handler, transt); } FloatComplexColumnVector FloatMatrix::solve (const FloatComplexColumnVector& b) const { FloatComplexMatrix tmp (*this); return tmp.solve (b); } FloatComplexColumnVector FloatMatrix::solve (const FloatComplexColumnVector& b, octave_idx_type& info) const { FloatComplexMatrix tmp (*this); return tmp.solve (b, info); } FloatComplexColumnVector FloatMatrix::solve (const FloatComplexColumnVector& b, octave_idx_type& info, float& rcon) const { FloatComplexMatrix tmp (*this); return tmp.solve (b, info, rcon); } FloatComplexColumnVector FloatMatrix::solve (const FloatComplexColumnVector& b, octave_idx_type& info, float& rcon, solve_singularity_handler sing_handler, blas_trans_type transt) const { FloatComplexMatrix tmp (*this); return tmp.solve (b, info, rcon, sing_handler, transt); } FloatMatrix FloatMatrix::lssolve (const FloatMatrix& b) const { octave_idx_type info; octave_idx_type rank; float rcon; return lssolve (b, info, rank, rcon); } FloatMatrix FloatMatrix::lssolve (const FloatMatrix& b, octave_idx_type& info) const { octave_idx_type rank; float rcon; return lssolve (b, info, rank, rcon); } FloatMatrix FloatMatrix::lssolve (const FloatMatrix& b, octave_idx_type& info, octave_idx_type& rank) const { float rcon; return lssolve (b, info, rank, rcon); } FloatMatrix FloatMatrix::lssolve (const FloatMatrix& b, octave_idx_type& info, octave_idx_type& rank, float& rcon) const { FloatMatrix retval; F77_INT m = octave::to_f77_int (rows ()); F77_INT n = octave::to_f77_int (cols ()); F77_INT b_nr = octave::to_f77_int (b.rows ()); F77_INT b_nc = octave::to_f77_int (b.cols ()); F77_INT nrhs = b_nc; // alias for code readability if (m != b_nr) (*current_liboctave_error_handler) ("matrix dimension mismatch solution of linear equations"); if (m == 0 || n == 0 || b_nc == 0) retval = FloatMatrix (n, b_nc, 0.0); else { volatile F77_INT minmn = (m < n ? m : n); F77_INT maxmn = (m > n ? m : n); rcon = -1.0; if (m != n) { retval = FloatMatrix (maxmn, nrhs, 0.0); for (F77_INT j = 0; j < nrhs; j++) for (F77_INT i = 0; i < m; i++) retval.elem (i, j) = b.elem (i, j); } else retval = b; FloatMatrix atmp = *this; float *tmp_data = atmp.fortran_vec (); float *pretval = retval.fortran_vec (); Array<float> s (dim_vector (minmn, 1)); float *ps = s.fortran_vec (); // Ask DGELSD what the dimension of WORK should be. F77_INT lwork = -1; Array<float> work (dim_vector (1, 1)); F77_INT smlsiz; F77_FUNC (xilaenv, XILAENV) (9, F77_CONST_CHAR_ARG2 ("SGELSD", 6), F77_CONST_CHAR_ARG2 (" ", 1), 0, 0, 0, 0, smlsiz F77_CHAR_ARG_LEN (6) F77_CHAR_ARG_LEN (1)); F77_INT mnthr; F77_FUNC (xilaenv, XILAENV) (6, F77_CONST_CHAR_ARG2 ("SGELSD", 6), F77_CONST_CHAR_ARG2 (" ", 1), m, n, nrhs, -1, mnthr F77_CHAR_ARG_LEN (6) F77_CHAR_ARG_LEN (1)); // We compute the size of iwork because DGELSD in older versions // of LAPACK does not return it on a query call. float dminmn = static_cast<float> (minmn); float dsmlsizp1 = static_cast<float> (smlsiz+1); float tmp = octave::math::log2 (dminmn / dsmlsizp1); F77_INT nlvl = static_cast<F77_INT> (tmp) + 1; if (nlvl < 0) nlvl = 0; F77_INT liwork = 3 * minmn * nlvl + 11 * minmn; if (liwork < 1) liwork = 1; Array<F77_INT> iwork (dim_vector (liwork, 1)); F77_INT *piwork = iwork.fortran_vec (); F77_INT tmp_info = 0; F77_INT tmp_rank = 0; F77_XFCN (sgelsd, SGELSD, (m, n, nrhs, tmp_data, m, pretval, maxmn, ps, rcon, tmp_rank, work.fortran_vec (), lwork, piwork, tmp_info)); info = tmp_info; rank = tmp_rank; // The workspace query is broken in at least LAPACK 3.0.0 // through 3.1.1 when n >= mnthr. The obtuse formula below // should provide sufficient workspace for DGELSD to operate // efficiently. if (n > m && n >= mnthr) { const F77_INT wlalsd = 9*m + 2*m*smlsiz + 8*m*nlvl + m*nrhs + (smlsiz+1)*(smlsiz+1); F77_INT addend = m; if (2*m-4 > addend) addend = 2*m-4; if (nrhs > addend) addend = nrhs; if (n-3*m > addend) addend = n-3*m; if (wlalsd > addend) addend = wlalsd; const F77_INT lworkaround = 4*m + m*m + addend; if (work(0) < lworkaround) work(0) = lworkaround; } else if (m >= n) { F77_INT lworkaround = 12*n + 2*n*smlsiz + 8*n*nlvl + n*nrhs + (smlsiz+1)*(smlsiz+1); if (work(0) < lworkaround) work(0) = lworkaround; } lwork = static_cast<F77_INT> (work(0)); work.resize (dim_vector (lwork, 1)); float anorm = norm1 (*this); if (octave::math::isinf (anorm)) { rcon = 0.0; retval = FloatMatrix (n, b_nc, 0.0); } else if (octave::math::isnan (anorm)) { rcon = octave::numeric_limits<float>::NaN (); retval = FloatMatrix (n, b_nc, octave::numeric_limits<float>::NaN ()); } else { F77_XFCN (sgelsd, SGELSD, (m, n, nrhs, tmp_data, m, pretval, maxmn, ps, rcon, tmp_rank, work.fortran_vec (), lwork, piwork, tmp_info)); info = tmp_info; rank = tmp_rank; if (s.elem (0) == 0.0) rcon = 0.0; else rcon = s.elem (minmn - 1) / s.elem (0); retval.resize (n, nrhs); } } return retval; } FloatComplexMatrix FloatMatrix::lssolve (const FloatComplexMatrix& b) const { FloatComplexMatrix tmp (*this); octave_idx_type info; octave_idx_type rank; float rcon; return tmp.lssolve (b, info, rank, rcon); } FloatComplexMatrix FloatMatrix::lssolve (const FloatComplexMatrix& b, octave_idx_type& info) const { FloatComplexMatrix tmp (*this); octave_idx_type rank; float rcon; return tmp.lssolve (b, info, rank, rcon); } FloatComplexMatrix FloatMatrix::lssolve (const FloatComplexMatrix& b, octave_idx_type& info, octave_idx_type& rank) const { FloatComplexMatrix tmp (*this); float rcon; return tmp.lssolve (b, info, rank, rcon); } FloatComplexMatrix FloatMatrix::lssolve (const FloatComplexMatrix& b, octave_idx_type& info, octave_idx_type& rank, float& rcon) const { FloatComplexMatrix tmp (*this); return tmp.lssolve (b, info, rank, rcon); } FloatColumnVector FloatMatrix::lssolve (const FloatColumnVector& b) const { octave_idx_type info; octave_idx_type rank; float rcon; return lssolve (b, info, rank, rcon); } FloatColumnVector FloatMatrix::lssolve (const FloatColumnVector& b, octave_idx_type& info) const { octave_idx_type rank; float rcon; return lssolve (b, info, rank, rcon); } FloatColumnVector FloatMatrix::lssolve (const FloatColumnVector& b, octave_idx_type& info, octave_idx_type& rank) const { float rcon; return lssolve (b, info, rank, rcon); } FloatColumnVector FloatMatrix::lssolve (const FloatColumnVector& b, octave_idx_type& info, octave_idx_type& rank, float& rcon) const { FloatColumnVector retval; F77_INT nrhs = 1; F77_INT m = octave::to_f77_int (rows ()); F77_INT n = octave::to_f77_int (cols ()); if (m != b.numel ()) (*current_liboctave_error_handler) ("matrix dimension mismatch solution of linear equations"); if (m == 0 || n == 0) retval = FloatColumnVector (n, 0.0); else { volatile F77_INT minmn = (m < n ? m : n); F77_INT maxmn = (m > n ? m : n); rcon = -1.0; if (m != n) { retval = FloatColumnVector (maxmn, 0.0); for (F77_INT i = 0; i < m; i++) retval.elem (i) = b.elem (i); } else retval = b; FloatMatrix atmp = *this; float *tmp_data = atmp.fortran_vec (); float *pretval = retval.fortran_vec (); Array<float> s (dim_vector (minmn, 1)); float *ps = s.fortran_vec (); // Ask DGELSD what the dimension of WORK should be. F77_INT lwork = -1; Array<float> work (dim_vector (1, 1)); F77_INT smlsiz; F77_FUNC (xilaenv, XILAENV) (9, F77_CONST_CHAR_ARG2 ("SGELSD", 6), F77_CONST_CHAR_ARG2 (" ", 1), 0, 0, 0, 0, smlsiz F77_CHAR_ARG_LEN (6) F77_CHAR_ARG_LEN (1)); // We compute the size of iwork because DGELSD in older versions // of LAPACK does not return it on a query call. float dminmn = static_cast<float> (minmn); float dsmlsizp1 = static_cast<float> (smlsiz+1); float tmp = octave::math::log2 (dminmn / dsmlsizp1); F77_INT nlvl = static_cast<F77_INT> (tmp) + 1; if (nlvl < 0) nlvl = 0; F77_INT liwork = 3 * minmn * nlvl + 11 * minmn; if (liwork < 1) liwork = 1; Array<F77_INT> iwork (dim_vector (liwork, 1)); F77_INT *piwork = iwork.fortran_vec (); F77_INT tmp_info = 0; F77_INT tmp_rank = 0; F77_XFCN (sgelsd, SGELSD, (m, n, nrhs, tmp_data, m, pretval, maxmn, ps, rcon, tmp_rank, work.fortran_vec (), lwork, piwork, tmp_info)); info = tmp_info; rank = tmp_rank; lwork = static_cast<F77_INT> (work(0)); work.resize (dim_vector (lwork, 1)); F77_XFCN (sgelsd, SGELSD, (m, n, nrhs, tmp_data, m, pretval, maxmn, ps, rcon, tmp_rank, work.fortran_vec (), lwork, piwork, tmp_info)); info = tmp_info; rank = tmp_rank; if (rank < minmn) { if (s.elem (0) == 0.0) rcon = 0.0; else rcon = s.elem (minmn - 1) / s.elem (0); } retval.resize (n); } return retval; } FloatComplexColumnVector FloatMatrix::lssolve (const FloatComplexColumnVector& b) const { FloatComplexMatrix tmp (*this); octave_idx_type info; octave_idx_type rank; float rcon; return tmp.lssolve (b, info, rank, rcon); } FloatComplexColumnVector FloatMatrix::lssolve (const FloatComplexColumnVector& b, octave_idx_type& info) const { FloatComplexMatrix tmp (*this); octave_idx_type rank; float rcon; return tmp.lssolve (b, info, rank, rcon); } FloatComplexColumnVector FloatMatrix::lssolve (const FloatComplexColumnVector& b, octave_idx_type& info, octave_idx_type& rank) const { FloatComplexMatrix tmp (*this); float rcon; return tmp.lssolve (b, info, rank, rcon); } FloatComplexColumnVector FloatMatrix::lssolve (const FloatComplexColumnVector& b, octave_idx_type& info, octave_idx_type& rank, float& rcon) const { FloatComplexMatrix tmp (*this); return tmp.lssolve (b, info, rank, rcon); } FloatMatrix& FloatMatrix::operator += (const FloatDiagMatrix& a) { octave_idx_type nr = rows (); octave_idx_type nc = cols (); octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (nr != a_nr || nc != a_nc) octave::err_nonconformant ("operator +=", nr, nc, a_nr, a_nc); for (octave_idx_type i = 0; i < a.length (); i++) elem (i, i) += a.elem (i, i); return *this; } FloatMatrix& FloatMatrix::operator -= (const FloatDiagMatrix& a) { octave_idx_type nr = rows (); octave_idx_type nc = cols (); octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (nr != a_nr || nc != a_nc) octave::err_nonconformant ("operator -=", nr, nc, a_nr, a_nc); for (octave_idx_type i = 0; i < a.length (); i++) elem (i, i) -= a.elem (i, i); return *this; } // column vector by row vector -> matrix operations FloatMatrix operator * (const FloatColumnVector& v, const FloatRowVector& a) { FloatMatrix retval; F77_INT len = octave::to_f77_int (v.numel ()); if (len != 0) { F77_INT a_len = octave::to_f77_int (a.numel ()); retval = FloatMatrix (len, a_len); float *c = retval.fortran_vec (); F77_XFCN (sgemm, SGEMM, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 ("N", 1), len, a_len, 1, 1.0, v.data (), len, a.data (), 1, 0.0, c, len F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); } return retval; } // FIXME: Do these really belong here? Maybe they should be in a base class? FloatMatrix FloatMatrix::cumprod (int dim) const { return FloatNDArray::cumprod (dim); } FloatMatrix FloatMatrix::cumsum (int dim) const { return FloatNDArray::cumsum (dim); } FloatMatrix FloatMatrix::prod (int dim) const { return FloatNDArray::prod (dim); } FloatMatrix FloatMatrix::sum (int dim) const { return FloatNDArray::sum (dim); } FloatMatrix FloatMatrix::sumsq (int dim) const { return FloatNDArray::sumsq (dim); } FloatMatrix FloatMatrix::abs (void) const { return FloatNDArray::abs (); } FloatMatrix FloatMatrix::diag (octave_idx_type k) const { return FloatNDArray::diag (k); } FloatDiagMatrix FloatMatrix::diag (octave_idx_type m, octave_idx_type n) const { FloatDiagMatrix retval; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr == 1 || nc == 1) retval = FloatDiagMatrix (*this, m, n); else (*current_liboctave_error_handler) ("diag: expecting vector argument"); return retval; } FloatColumnVector FloatMatrix::row_min (void) const { Array<octave_idx_type> dummy_idx; return row_min (dummy_idx); } FloatColumnVector FloatMatrix::row_min (Array<octave_idx_type>& idx_arg) const { FloatColumnVector result; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr > 0 && nc > 0) { result.resize (nr); idx_arg.resize (dim_vector (nr, 1)); for (octave_idx_type i = 0; i < nr; i++) { octave_idx_type idx_j; float tmp_min = octave::numeric_limits<float>::NaN (); for (idx_j = 0; idx_j < nc; idx_j++) { tmp_min = elem (i, idx_j); if (! octave::math::isnan (tmp_min)) break; } for (octave_idx_type j = idx_j+1; j < nc; j++) { float tmp = elem (i, j); if (octave::math::isnan (tmp)) continue; else if (tmp < tmp_min) { idx_j = j; tmp_min = tmp; } } result.elem (i) = tmp_min; idx_arg.elem (i) = (octave::math::isnan (tmp_min) ? 0 : idx_j); } } return result; } FloatColumnVector FloatMatrix::row_max (void) const { Array<octave_idx_type> dummy_idx; return row_max (dummy_idx); } FloatColumnVector FloatMatrix::row_max (Array<octave_idx_type>& idx_arg) const { FloatColumnVector result; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr > 0 && nc > 0) { result.resize (nr); idx_arg.resize (dim_vector (nr, 1)); for (octave_idx_type i = 0; i < nr; i++) { octave_idx_type idx_j; float tmp_max = octave::numeric_limits<float>::NaN (); for (idx_j = 0; idx_j < nc; idx_j++) { tmp_max = elem (i, idx_j); if (! octave::math::isnan (tmp_max)) break; } for (octave_idx_type j = idx_j+1; j < nc; j++) { float tmp = elem (i, j); if (octave::math::isnan (tmp)) continue; else if (tmp > tmp_max) { idx_j = j; tmp_max = tmp; } } result.elem (i) = tmp_max; idx_arg.elem (i) = (octave::math::isnan (tmp_max) ? 0 : idx_j); } } return result; } FloatRowVector FloatMatrix::column_min (void) const { Array<octave_idx_type> dummy_idx; return column_min (dummy_idx); } FloatRowVector FloatMatrix::column_min (Array<octave_idx_type>& idx_arg) const { FloatRowVector result; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr > 0 && nc > 0) { result.resize (nc); idx_arg.resize (dim_vector (1, nc)); for (octave_idx_type j = 0; j < nc; j++) { octave_idx_type idx_i; float tmp_min = octave::numeric_limits<float>::NaN (); for (idx_i = 0; idx_i < nr; idx_i++) { tmp_min = elem (idx_i, j); if (! octave::math::isnan (tmp_min)) break; } for (octave_idx_type i = idx_i+1; i < nr; i++) { float tmp = elem (i, j); if (octave::math::isnan (tmp)) continue; else if (tmp < tmp_min) { idx_i = i; tmp_min = tmp; } } result.elem (j) = tmp_min; idx_arg.elem (j) = (octave::math::isnan (tmp_min) ? 0 : idx_i); } } return result; } FloatRowVector FloatMatrix::column_max (void) const { Array<octave_idx_type> dummy_idx; return column_max (dummy_idx); } FloatRowVector FloatMatrix::column_max (Array<octave_idx_type>& idx_arg) const { FloatRowVector result; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr > 0 && nc > 0) { result.resize (nc); idx_arg.resize (dim_vector (1, nc)); for (octave_idx_type j = 0; j < nc; j++) { octave_idx_type idx_i; float tmp_max = octave::numeric_limits<float>::NaN (); for (idx_i = 0; idx_i < nr; idx_i++) { tmp_max = elem (idx_i, j); if (! octave::math::isnan (tmp_max)) break; } for (octave_idx_type i = idx_i+1; i < nr; i++) { float tmp = elem (i, j); if (octave::math::isnan (tmp)) continue; else if (tmp > tmp_max) { idx_i = i; tmp_max = tmp; } } result.elem (j) = tmp_max; idx_arg.elem (j) = (octave::math::isnan (tmp_max) ? 0 : idx_i); } } return result; } std::ostream& operator << (std::ostream& os, const FloatMatrix& a) { for (octave_idx_type i = 0; i < a.rows (); i++) { for (octave_idx_type j = 0; j < a.cols (); j++) { os << ' '; octave::write_value<float> (os, a.elem (i, j)); } os << "\n"; } return os; } std::istream& operator >> (std::istream& is, FloatMatrix& a) { octave_idx_type nr = a.rows (); octave_idx_type nc = a.cols (); if (nr > 0 && nc > 0) { float tmp; for (octave_idx_type i = 0; i < nr; i++) for (octave_idx_type j = 0; j < nc; j++) { tmp = octave::read_value<float> (is); if (is) a.elem (i, j) = tmp; else return is; } } return is; } FloatMatrix Givens (float x, float y) { float cc, s, temp_r; F77_FUNC (slartg, SLARTG) (x, y, cc, s, temp_r); FloatMatrix g (2, 2); g.elem (0, 0) = cc; g.elem (1, 1) = cc; g.elem (0, 1) = s; g.elem (1, 0) = -s; return g; } FloatMatrix Sylvester (const FloatMatrix& a, const FloatMatrix& b, const FloatMatrix& c) { FloatMatrix retval; // FIXME: need to check that a, b, and c are all the same size. // Compute Schur decompositions. octave::math::schur<FloatMatrix> as (a, "U"); octave::math::schur<FloatMatrix> bs (b, "U"); // Transform c to new coordinates. FloatMatrix ua = as.unitary_schur_matrix (); FloatMatrix sch_a = as.schur_matrix (); FloatMatrix ub = bs.unitary_schur_matrix (); FloatMatrix sch_b = bs.schur_matrix (); FloatMatrix cx = ua.transpose () * c * ub; // Solve the sylvester equation, back-transform, and return the // solution. F77_INT a_nr = octave::to_f77_int (a.rows ()); F77_INT b_nr = octave::to_f77_int (b.rows ()); float scale; F77_INT info; float *pa = sch_a.fortran_vec (); float *pb = sch_b.fortran_vec (); float *px = cx.fortran_vec (); F77_XFCN (strsyl, STRSYL, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 ("N", 1), 1, a_nr, b_nr, pa, a_nr, pb, b_nr, px, a_nr, scale, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); // FIXME: check info? retval = ua*cx*ub.transpose (); return retval; } // matrix by matrix -> matrix operations /* ## Simple Dot Product, Matrix-Vector, and Matrix-Matrix Unit tests %!assert (single ([1 2 3]) * single ([ 4 ; 5 ; 6]), single (32), 5e-7) %!assert (single ([1 2 ; 3 4]) * single ([5 ; 6]), single ([17 ; 39]), 5e-7) %!assert (single ([1 2 ; 3 4]) * single ([5 6 ; 7 8]), single ([19 22; 43 50]), 5e-7) ## Test some simple identities %!shared M, cv, rv %! M = single (randn (10,10)); %! cv = single (randn (10,1)); %! rv = single (randn (1,10)); %!assert ([M*cv,M*cv], M*[cv,cv], 5e-6) %!assert ([M'*cv,M'*cv], M'*[cv,cv], 5e-6) %!assert ([rv*M;rv*M], [rv;rv]*M, 5e-6) %!assert ([rv*M';rv*M'], [rv;rv]*M', 5e-6) %!assert (2*rv*cv, [rv,rv]*[cv;cv], 5e-6) */ static char get_blas_trans_arg (bool trans) { return trans ? 'T' : 'N'; } // the general GEMM operation FloatMatrix xgemm (const FloatMatrix& a, const FloatMatrix& b, blas_trans_type transa, blas_trans_type transb) { FloatMatrix retval; bool tra = transa != blas_no_trans; bool trb = transb != blas_no_trans; F77_INT a_nr = octave::to_f77_int (tra ? a.cols () : a.rows ()); F77_INT a_nc = octave::to_f77_int (tra ? a.rows () : a.cols ()); F77_INT b_nr = octave::to_f77_int (trb ? b.cols () : b.rows ()); F77_INT b_nc = octave::to_f77_int (trb ? b.rows () : b.cols ()); if (a_nc != b_nr) octave::err_nonconformant ("operator *", a_nr, a_nc, b_nr, b_nc); if (a_nr == 0 || a_nc == 0 || b_nc == 0) retval = FloatMatrix (a_nr, b_nc, 0.0); else if (a.data () == b.data () && a_nr == b_nc && tra != trb) { F77_INT lda = octave::to_f77_int (a.rows ()); retval = FloatMatrix (a_nr, b_nc); float *c = retval.fortran_vec (); const char ctra = get_blas_trans_arg (tra); F77_XFCN (ssyrk, SSYRK, (F77_CONST_CHAR_ARG2 ("U", 1), F77_CONST_CHAR_ARG2 (&ctra, 1), a_nr, a_nc, 1.0, a.data (), lda, 0.0, c, a_nr F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); for (int j = 0; j < a_nr; j++) for (int i = 0; i < j; i++) retval.xelem (j, i) = retval.xelem (i, j); } else { F77_INT lda = octave::to_f77_int (a.rows ()); F77_INT tda = octave::to_f77_int (a.cols ()); F77_INT ldb = octave::to_f77_int (b.rows ()); F77_INT tdb = octave::to_f77_int (b.cols ()); retval = FloatMatrix (a_nr, b_nc); float *c = retval.fortran_vec (); if (b_nc == 1) { if (a_nr == 1) F77_FUNC (xsdot, XSDOT) (a_nc, a.data (), 1, b.data (), 1, *c); else { const char ctra = get_blas_trans_arg (tra); F77_XFCN (sgemv, SGEMV, (F77_CONST_CHAR_ARG2 (&ctra, 1), lda, tda, 1.0, a.data (), lda, b.data (), 1, 0.0, c, 1 F77_CHAR_ARG_LEN (1))); } } else if (a_nr == 1) { const char crevtrb = get_blas_trans_arg (! trb); F77_XFCN (sgemv, SGEMV, (F77_CONST_CHAR_ARG2 (&crevtrb, 1), ldb, tdb, 1.0, b.data (), ldb, a.data (), 1, 0.0, c, 1 F77_CHAR_ARG_LEN (1))); } else { const char ctra = get_blas_trans_arg (tra); const char ctrb = get_blas_trans_arg (trb); F77_XFCN (sgemm, SGEMM, (F77_CONST_CHAR_ARG2 (&ctra, 1), F77_CONST_CHAR_ARG2 (&ctrb, 1), a_nr, b_nc, a_nc, 1.0, a.data (), lda, b.data (), ldb, 0.0, c, a_nr F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); } } return retval; } FloatMatrix operator * (const FloatMatrix& a, const FloatMatrix& b) { return xgemm (a, b); } // FIXME: it would be nice to share code among the min/max functions below. #define EMPTY_RETURN_CHECK(T) \ if (nr == 0 || nc == 0) \ return T (nr, nc); FloatMatrix min (float d, const FloatMatrix& m) { octave_idx_type nr = m.rows (); octave_idx_type nc = m.columns (); EMPTY_RETURN_CHECK (FloatMatrix); FloatMatrix result (nr, nc); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = 0; i < nr; i++) { octave_quit (); result(i, j) = octave::math::min (d, m(i, j)); } return result; } FloatMatrix min (const FloatMatrix& m, float d) { octave_idx_type nr = m.rows (); octave_idx_type nc = m.columns (); EMPTY_RETURN_CHECK (FloatMatrix); FloatMatrix result (nr, nc); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = 0; i < nr; i++) { octave_quit (); result(i, j) = octave::math::min (m(i, j), d); } return result; } FloatMatrix min (const FloatMatrix& a, const FloatMatrix& b) { octave_idx_type nr = a.rows (); octave_idx_type nc = a.columns (); if (nr != b.rows () || nc != b.columns ()) (*current_liboctave_error_handler) ("two-arg min requires same size arguments"); EMPTY_RETURN_CHECK (FloatMatrix); FloatMatrix result (nr, nc); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = 0; i < nr; i++) { octave_quit (); result(i, j) = octave::math::min (a(i, j), b(i, j)); } return result; } FloatMatrix max (float d, const FloatMatrix& m) { octave_idx_type nr = m.rows (); octave_idx_type nc = m.columns (); EMPTY_RETURN_CHECK (FloatMatrix); FloatMatrix result (nr, nc); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = 0; i < nr; i++) { octave_quit (); result(i, j) = octave::math::max (d, m(i, j)); } return result; } FloatMatrix max (const FloatMatrix& m, float d) { octave_idx_type nr = m.rows (); octave_idx_type nc = m.columns (); EMPTY_RETURN_CHECK (FloatMatrix); FloatMatrix result (nr, nc); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = 0; i < nr; i++) { octave_quit (); result(i, j) = octave::math::max (m(i, j), d); } return result; } FloatMatrix max (const FloatMatrix& a, const FloatMatrix& b) { octave_idx_type nr = a.rows (); octave_idx_type nc = a.columns (); if (nr != b.rows () || nc != b.columns ()) (*current_liboctave_error_handler) ("two-arg max requires same size arguments"); EMPTY_RETURN_CHECK (FloatMatrix); FloatMatrix result (nr, nc); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = 0; i < nr; i++) { octave_quit (); result(i, j) = octave::math::max (a(i, j), b(i, j)); } return result; } FloatMatrix linspace (const FloatColumnVector& x1, const FloatColumnVector& x2, octave_idx_type n) { octave_idx_type m = x1.numel (); if (x2.numel () != m) (*current_liboctave_error_handler) ("linspace: vectors must be of equal length"); FloatMatrix retval; if (n < 1) { retval.clear (m, 0); return retval; } retval.clear (m, n); for (octave_idx_type i = 0; i < m; i++) retval.xelem (i, 0) = x1(i); // The last column is unused so temporarily store delta there float *delta = &retval.xelem (0, n-1); for (octave_idx_type i = 0; i < m; i++) delta[i] = (x1(i) == x2(i)) ? 0 : (x2(i) - x1(i)) / (n - 1); for (octave_idx_type j = 1; j < n-1; j++) for (octave_idx_type i = 0; i < m; i++) retval.xelem (i, j) = x1(i) + j*delta[i]; for (octave_idx_type i = 0; i < m; i++) retval.xelem (i, n-1) = x2(i); return retval; } MS_CMP_OPS (FloatMatrix, float) MS_BOOL_OPS (FloatMatrix, float) SM_CMP_OPS (float, FloatMatrix) SM_BOOL_OPS (float, FloatMatrix) MM_CMP_OPS (FloatMatrix, FloatMatrix) MM_BOOL_OPS (FloatMatrix, FloatMatrix)