Mercurial > hg > octave-lyh
annotate liboctave/dMatrix.h @ 9665:1dba57e9d08d
use blas_trans_type for xgemm
| author | Jaroslav Hajek <highegg@gmail.com> |
|---|---|
| date | Sat, 26 Sep 2009 10:41:07 +0200 |
| parents | afcf852256d2 |
| children | f80c566bc751 |
| rev | line source |
|---|---|
| 458 | 1 /* |
| 2 | |
| 7017 | 3 Copyright (C) 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2002, 2003, |
| 8920 | 4 2004, 2005, 2006, 2007, 2008, 2009 John W. Eaton |
| 458 | 5 |
| 6 This file is part of Octave. | |
| 7 | |
| 8 Octave is free software; you can redistribute it and/or modify it | |
| 9 under the terms of the GNU General Public License as published by the | |
| 7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
| 11 option) any later version. | |
| 458 | 12 |
| 13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
| 14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
| 15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
| 16 for more details. | |
| 17 | |
| 18 You should have received a copy of the GNU General Public License | |
| 7016 | 19 along with Octave; see the file COPYING. If not, see |
| 20 <http://www.gnu.org/licenses/>. | |
| 458 | 21 |
| 22 */ | |
| 23 | |
| 24 #if !defined (octave_Matrix_int_h) | |
| 25 #define octave_Matrix_int_h 1 | |
| 26 | |
| 1989 | 27 #include "MArray2.h" |
| 28 #include "MDiagArray2.h" | |
| 5785 | 29 #include "MatrixType.h" |
| 458 | 30 |
| 31 #include "mx-defs.h" | |
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32 #include "mx-op-decl.h" |
| 8335 | 33 #include "DET.h" |
| 458 | 34 |
| 3585 | 35 class |
| 6108 | 36 OCTAVE_API |
| 3585 | 37 Matrix : public MArray2<double> |
| 458 | 38 { |
| 39 public: | |
| 40 | |
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41 typedef ColumnVector column_vector_type; |
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42 typedef RowVector row_vector_type; |
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43 |
| 7788 | 44 typedef void (*solve_singularity_handler) (double rcon); |
| 3480 | 45 |
| 1214 | 46 Matrix (void) : MArray2<double> () { } |
| 3585 | 47 |
| 5275 | 48 Matrix (octave_idx_type r, octave_idx_type c) : MArray2<double> (r, c) { } |
| 3585 | 49 |
| 5275 | 50 Matrix (octave_idx_type r, octave_idx_type c, double val) : MArray2<double> (r, c, val) { } |
| 3585 | 51 |
| 6979 | 52 Matrix (const dim_vector& dv) : MArray2<double> (dv) { } |
| 53 | |
| 54 Matrix (const dim_vector& dv, double val) : MArray2<double> (dv, val) { } | |
| 55 | |
| 1214 | 56 Matrix (const Matrix& a) : MArray2<double> (a) { } |
| 3585 | 57 |
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58 template <class U> |
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59 Matrix (const MArray2<U>& a) : MArray2<double> (a) { } |
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60 |
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61 template <class U> |
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62 Matrix (const Array2<U>& a) : MArray2<double> (a) { } |
| 3585 | 63 |
| 64 explicit Matrix (const RowVector& rv); | |
| 458 | 65 |
| 3585 | 66 explicit Matrix (const ColumnVector& cv); |
| 67 | |
| 68 explicit Matrix (const DiagMatrix& a); | |
| 69 | |
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70 explicit Matrix (const PermMatrix& a); |
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71 |
| 3585 | 72 explicit Matrix (const boolMatrix& a); |
| 73 | |
| 74 explicit Matrix (const charMatrix& a); | |
| 1574 | 75 |
| 458 | 76 Matrix& operator = (const Matrix& a) |
| 77 { | |
| 1214 | 78 MArray2<double>::operator = (a); |
| 458 | 79 return *this; |
| 80 } | |
| 81 | |
| 2385 | 82 bool operator == (const Matrix& a) const; |
| 83 bool operator != (const Matrix& a) const; | |
| 458 | 84 |
| 3354 | 85 bool is_symmetric (void) const; |
| 86 | |
| 1359 | 87 // destructive insert/delete/reorder operations |
| 458 | 88 |
| 5275 | 89 Matrix& insert (const Matrix& a, octave_idx_type r, octave_idx_type c); |
| 90 Matrix& insert (const RowVector& a, octave_idx_type r, octave_idx_type c); | |
| 91 Matrix& insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c); | |
| 92 Matrix& insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c); | |
| 458 | 93 |
| 94 Matrix& fill (double val); | |
| 5275 | 95 Matrix& fill (double val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2); |
| 458 | 96 |
| 97 Matrix append (const Matrix& a) const; | |
| 98 Matrix append (const RowVector& a) const; | |
| 99 Matrix append (const ColumnVector& a) const; | |
| 100 Matrix append (const DiagMatrix& a) const; | |
| 101 | |
| 102 Matrix stack (const Matrix& a) const; | |
| 103 Matrix stack (const RowVector& a) const; | |
| 104 Matrix stack (const ColumnVector& a) const; | |
| 105 Matrix stack (const DiagMatrix& a) const; | |
| 106 | |
| 6108 | 107 friend OCTAVE_API Matrix real (const ComplexMatrix& a); |
| 108 friend OCTAVE_API Matrix imag (const ComplexMatrix& a); | |
| 1205 | 109 |
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110 friend class ComplexMatrix; |
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111 |
| 3225 | 112 Matrix transpose (void) const { return MArray2<double>::transpose (); } |
| 113 | |
| 1359 | 114 // resize is the destructive equivalent for this one |
| 458 | 115 |
| 5275 | 116 Matrix extract (octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) const; |
| 458 | 117 |
| 5275 | 118 Matrix extract_n (octave_idx_type r1, octave_idx_type c1, octave_idx_type nr, octave_idx_type nc) const; |
| 4316 | 119 |
| 1359 | 120 // extract row or column i. |
| 458 | 121 |
| 5275 | 122 RowVector row (octave_idx_type i) const; |
| 458 | 123 |
| 5275 | 124 ColumnVector column (octave_idx_type i) const; |
| 458 | 125 |
| 6207 | 126 private: |
| 7788 | 127 Matrix tinverse (MatrixType &mattype, octave_idx_type& info, double& rcon, |
| 6207 | 128 int force, int calc_cond) const; |
| 129 | |
| 7788 | 130 Matrix finverse (MatrixType &mattype, octave_idx_type& info, double& rcon, |
| 6207 | 131 int force, int calc_cond) const; |
| 132 | |
| 133 public: | |
| 458 | 134 Matrix inverse (void) const; |
| 6479 | 135 Matrix inverse (octave_idx_type& info) const; |
| 7788 | 136 Matrix inverse (octave_idx_type& info, double& rcon, int force = 0, |
| 6479 | 137 int calc_cond = 1) const; |
| 138 | |
| 6207 | 139 Matrix inverse (MatrixType &mattype) const; |
| 140 Matrix inverse (MatrixType &mattype, octave_idx_type& info) const; | |
| 7788 | 141 Matrix inverse (MatrixType &mattype, octave_idx_type& info, double& rcon, |
| 6207 | 142 int force = 0, int calc_cond = 1) const; |
| 458 | 143 |
| 4384 | 144 Matrix pseudo_inverse (double tol = 0.0) const; |
| 740 | 145 |
| 458 | 146 ComplexMatrix fourier (void) const; |
| 147 ComplexMatrix ifourier (void) const; | |
| 148 | |
| 677 | 149 ComplexMatrix fourier2d (void) const; |
| 150 ComplexMatrix ifourier2d (void) const; | |
| 151 | |
| 458 | 152 DET determinant (void) const; |
| 5275 | 153 DET determinant (octave_idx_type& info) const; |
| 7788 | 154 DET determinant (octave_idx_type& info, double& rcon, int calc_cond = 1) const; |
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155 DET determinant (MatrixType &mattype, octave_idx_type& info, |
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156 double& rcon, int calc_cond = 1) const; |
| 7788 | 157 |
| 158 double rcond (void) const; | |
| 159 double rcond (MatrixType &mattype) const; | |
| 458 | 160 |
| 5785 | 161 private: |
| 162 // Upper triangular matrix solvers | |
| 163 Matrix utsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, | |
| 7788 | 164 double& rcon, solve_singularity_handler sing_handler, |
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165 bool calc_cond = false, blas_trans_type transt = blas_no_trans) const; |
| 5785 | 166 |
| 167 // Lower triangular matrix solvers | |
| 168 Matrix ltsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, | |
| 7788 | 169 double& rcon, solve_singularity_handler sing_handler, |
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170 bool calc_cond = false, blas_trans_type transt = blas_no_trans) const; |
| 5785 | 171 |
| 172 // Full matrix solvers (lu/cholesky) | |
| 173 Matrix fsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, | |
| 7788 | 174 double& rcon, solve_singularity_handler sing_handler, |
| 5785 | 175 bool calc_cond = false) const; |
| 176 | |
| 177 public: | |
| 178 // Generic interface to solver with no probing of type | |
| 179 Matrix solve (MatrixType &typ, const Matrix& b) const; | |
| 180 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const; | |
| 181 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, | |
| 7788 | 182 double& rcon) const; |
| 5785 | 183 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, |
| 7788 | 184 double& rcon, solve_singularity_handler sing_handler, |
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185 bool singular_fallback = true, blas_trans_type transt = blas_no_trans) const; |
| 5785 | 186 |
| 187 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const; | |
| 188 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, | |
| 189 octave_idx_type& info) const; | |
| 190 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, | |
| 7788 | 191 octave_idx_type& info, double& rcon) const; |
| 5785 | 192 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, |
| 7788 | 193 octave_idx_type& info, double& rcon, |
| 5785 | 194 solve_singularity_handler sing_handler, |
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195 bool singular_fallback = true, |
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196 blas_trans_type transt = blas_no_trans) const; |
| 5785 | 197 |
| 198 ColumnVector solve (MatrixType &typ, const ColumnVector& b) const; | |
| 199 ColumnVector solve (MatrixType &typ, const ColumnVector& b, | |
| 200 octave_idx_type& info) const; | |
| 201 ColumnVector solve (MatrixType &typ, const ColumnVector& b, | |
| 7788 | 202 octave_idx_type& info, double& rcon) const; |
| 5785 | 203 ColumnVector solve (MatrixType &typ, const ColumnVector& b, |
| 7788 | 204 octave_idx_type& info, double& rcon, |
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205 solve_singularity_handler sing_handler, |
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206 blas_trans_type transt = blas_no_trans) const; |
| 5785 | 207 |
| 208 ComplexColumnVector solve (MatrixType &typ, | |
| 209 const ComplexColumnVector& b) const; | |
| 210 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, | |
| 211 octave_idx_type& info) const; | |
| 212 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, | |
| 7788 | 213 octave_idx_type& info, double& rcon) const; |
| 5785 | 214 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, |
| 7788 | 215 octave_idx_type& info, double& rcon, |
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216 solve_singularity_handler sing_handler, |
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217 blas_trans_type transt = blas_no_trans) const; |
| 5785 | 218 |
| 219 // Generic interface to solver with probing of type | |
| 458 | 220 Matrix solve (const Matrix& b) const; |
| 5275 | 221 Matrix solve (const Matrix& b, octave_idx_type& info) const; |
| 7788 | 222 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon) const; |
| 223 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon, | |
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224 solve_singularity_handler sing_handler, |
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225 blas_trans_type transt = blas_no_trans) const; |
| 458 | 226 |
| 227 ComplexMatrix solve (const ComplexMatrix& b) const; | |
| 5275 | 228 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const; |
| 7788 | 229 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon) const; |
| 230 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon, | |
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231 solve_singularity_handler sing_handler, |
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232 blas_trans_type transt = blas_no_trans) const; |
| 458 | 233 |
| 234 ColumnVector solve (const ColumnVector& b) const; | |
| 5275 | 235 ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const; |
| 7788 | 236 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcon) const; |
| 237 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcon, | |
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238 solve_singularity_handler sing_handler, |
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239 blas_trans_type transt = blas_no_trans) const; |
| 458 | 240 |
| 241 ComplexColumnVector solve (const ComplexColumnVector& b) const; | |
| 5275 | 242 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const; |
| 243 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, | |
| 7788 | 244 double& rcon) const; |
| 5275 | 245 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, |
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246 double& rcon, solve_singularity_handler sing_handler, |
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247 blas_trans_type transt = blas_no_trans) const; |
| 458 | 248 |
| 5785 | 249 // Singular solvers |
| 458 | 250 Matrix lssolve (const Matrix& b) const; |
| 5275 | 251 Matrix lssolve (const Matrix& b, octave_idx_type& info) const; |
| 7076 | 252 Matrix lssolve (const Matrix& b, octave_idx_type& info, |
| 253 octave_idx_type& rank) const; | |
| 254 Matrix lssolve (const Matrix& b, octave_idx_type& info, | |
| 7788 | 255 octave_idx_type& rank, double& rcon) const; |
| 458 | 256 |
| 257 ComplexMatrix lssolve (const ComplexMatrix& b) const; | |
| 5275 | 258 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const; |
| 259 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info, | |
| 260 octave_idx_type& rank) const; | |
| 7076 | 261 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info, |
| 7788 | 262 octave_idx_type& rank, double &rcon) const; |
| 458 | 263 |
| 264 ColumnVector lssolve (const ColumnVector& b) const; | |
| 5275 | 265 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info) const; |
| 7076 | 266 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info, |
| 267 octave_idx_type& rank) const; | |
| 268 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info, | |
| 7788 | 269 octave_idx_type& rank, double& rcon) const; |
| 458 | 270 |
| 271 ComplexColumnVector lssolve (const ComplexColumnVector& b) const; | |
| 7076 | 272 ComplexColumnVector lssolve (const ComplexColumnVector& b, |
| 273 octave_idx_type& info) const; | |
| 274 ComplexColumnVector lssolve (const ComplexColumnVector& b, | |
| 275 octave_idx_type& info, | |
| 5275 | 276 octave_idx_type& rank) const; |
| 7076 | 277 ComplexColumnVector lssolve (const ComplexColumnVector& b, |
| 278 octave_idx_type& info, | |
| 7788 | 279 octave_idx_type& rank, double& rcon) const; |
| 458 | 280 |
| 281 Matrix& operator += (const DiagMatrix& a); | |
| 282 Matrix& operator -= (const DiagMatrix& a); | |
| 283 | |
| 1359 | 284 // unary operations |
| 458 | 285 |
| 2964 | 286 boolMatrix operator ! (void) const; |
| 458 | 287 |
| 1359 | 288 // other operations |
| 458 | 289 |
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290 typedef double (*dmapper) (double); |
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291 typedef Complex (*cmapper) (const Complex&); |
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292 typedef bool (*bmapper) (double); |
| 2676 | 293 |
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294 Matrix map (dmapper fcn) const; |
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295 ComplexMatrix map (cmapper fcn) const; |
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296 boolMatrix map (bmapper fcn) const; |
| 458 | 297 |
| 4431 | 298 bool any_element_is_negative (bool = false) const; |
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299 bool any_element_is_nan (void) const; |
| 2385 | 300 bool any_element_is_inf_or_nan (void) const; |
| 5943 | 301 bool any_element_not_one_or_zero (void) const; |
| 2385 | 302 bool all_elements_are_int_or_inf_or_nan (void) const; |
| 303 bool all_integers (double& max_val, double& min_val) const; | |
| 304 bool too_large_for_float (void) const; | |
| 1963 | 305 |
| 4017 | 306 boolMatrix all (int dim = -1) const; |
| 307 boolMatrix any (int dim = -1) const; | |
| 458 | 308 |
| 4017 | 309 Matrix cumprod (int dim = -1) const; |
| 310 Matrix cumsum (int dim = -1) const; | |
| 311 Matrix prod (int dim = -1) const; | |
| 312 Matrix sum (int dim = -1) const; | |
| 313 Matrix sumsq (int dim = -1) const; | |
| 2385 | 314 Matrix abs (void) const; |
| 458 | 315 |
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316 Matrix diag (octave_idx_type k = 0) const; |
| 458 | 317 |
| 318 ColumnVector row_min (void) const; | |
| 2354 | 319 ColumnVector row_max (void) const; |
| 458 | 320 |
| 5275 | 321 ColumnVector row_min (Array<octave_idx_type>& index) const; |
| 322 ColumnVector row_max (Array<octave_idx_type>& index) const; | |
| 458 | 323 |
| 324 RowVector column_min (void) const; | |
| 2354 | 325 RowVector column_max (void) const; |
| 458 | 326 |
| 5275 | 327 RowVector column_min (Array<octave_idx_type>& index) const; |
| 328 RowVector column_max (Array<octave_idx_type>& index) const; | |
| 458 | 329 |
| 1359 | 330 // i/o |
| 458 | 331 |
| 6108 | 332 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const Matrix& a); |
| 333 friend OCTAVE_API std::istream& operator >> (std::istream& is, Matrix& a); | |
| 458 | 334 |
| 3933 | 335 static double resize_fill_value (void) { return 0; } |
| 336 | |
| 458 | 337 private: |
| 338 | |
| 5275 | 339 Matrix (double *d, octave_idx_type r, octave_idx_type c) : MArray2<double> (d, r, c) { } |
| 458 | 340 }; |
| 341 | |
| 5508 | 342 // Publish externally used friend functions. |
| 343 | |
| 6108 | 344 extern OCTAVE_API Matrix real (const ComplexMatrix& a); |
| 345 extern OCTAVE_API Matrix imag (const ComplexMatrix& a); | |
| 5508 | 346 |
| 347 // column vector by row vector -> matrix operations | |
| 348 | |
| 6108 | 349 extern OCTAVE_API Matrix operator * (const ColumnVector& a, const RowVector& b); |
| 5508 | 350 |
| 351 // Other functions. | |
| 352 | |
| 6108 | 353 extern OCTAVE_API Matrix Givens (double, double); |
| 1819 | 354 |
| 6108 | 355 extern OCTAVE_API Matrix Sylvester (const Matrix&, const Matrix&, const Matrix&); |
| 1959 | 356 |
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357 extern OCTAVE_API Matrix xgemm (const Matrix& a, const Matrix& b, |
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358 blas_trans_type transa = blas_no_trans, |
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359 blas_trans_type transb = blas_no_trans); |
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360 |
| 6108 | 361 extern OCTAVE_API Matrix operator * (const Matrix& a, const Matrix& b); |
| 2828 | 362 |
| 6108 | 363 extern OCTAVE_API Matrix min (double d, const Matrix& m); |
| 364 extern OCTAVE_API Matrix min (const Matrix& m, double d); | |
| 365 extern OCTAVE_API Matrix min (const Matrix& a, const Matrix& b); | |
| 4309 | 366 |
| 6108 | 367 extern OCTAVE_API Matrix max (double d, const Matrix& m); |
| 368 extern OCTAVE_API Matrix max (const Matrix& m, double d); | |
| 369 extern OCTAVE_API Matrix max (const Matrix& a, const Matrix& b); | |
| 4309 | 370 |
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371 extern OCTAVE_API Matrix linspace (const ColumnVector& x1, |
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372 const ColumnVector& x2, |
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373 octave_idx_type n); |
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374 |
| 6708 | 375 MS_CMP_OP_DECLS (Matrix, double, OCTAVE_API) |
| 376 MS_BOOL_OP_DECLS (Matrix, double, OCTAVE_API) | |
| 2870 | 377 |
| 6708 | 378 SM_CMP_OP_DECLS (double, Matrix, OCTAVE_API) |
| 379 SM_BOOL_OP_DECLS (double, Matrix, OCTAVE_API) | |
| 2870 | 380 |
| 6708 | 381 MM_CMP_OP_DECLS (Matrix, Matrix, OCTAVE_API) |
| 382 MM_BOOL_OP_DECLS (Matrix, Matrix, OCTAVE_API) | |
| 2870 | 383 |
| 3573 | 384 MARRAY_FORWARD_DEFS (MArray2, Matrix, double) |
| 385 | |
| 3689 | 386 template <class T> |
| 387 void read_int (std::istream& is, bool swap_bytes, T& val); | |
| 388 | |
| 458 | 389 #endif |
| 390 | |
| 391 /* | |
| 392 ;;; Local Variables: *** | |
| 393 ;;; mode: C++ *** | |
| 394 ;;; End: *** | |
| 395 */ |