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annotate liboctave/array/dMatrix.h @ 17524:534247e14b03

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Merge the official development
author LYH <lyh.kernel@gmail.com>
date Fri, 27 Sep 2013 03:01:11 +0800
parents 648dabbb4c6b
children
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1 /*
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2
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72c96de7a403 maint: update copyright notices for 2012
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3 Copyright (C) 1994-2012 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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20
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21 */
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23 #if !defined (octave_Matrix_int_h)
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24 #define octave_Matrix_int_h 1
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25
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26 #include "MArray.h"
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27 #include "MDiagArray2.h"
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28 #include "MatrixType.h"
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30 #include "mx-defs.h"
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31 #include "mx-op-decl.h"
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32 #include "DET.h"
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34 class
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35 OCTAVE_API
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36 Matrix : public MArray<double>
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37 {
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38 public:
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39
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40 typedef ColumnVector column_vector_type;
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41 typedef RowVector row_vector_type;
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42
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43 typedef void (*solve_singularity_handler) (double rcon);
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44
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45 Matrix (void) : MArray<double> () { }
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46
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47 Matrix (octave_idx_type r, octave_idx_type c)
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48 : MArray<double> (dim_vector (r, c)) { }
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49
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50 Matrix (octave_idx_type r, octave_idx_type c, double val)
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51 : MArray<double> (dim_vector (r, c), val) { }
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52
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53 Matrix (const dim_vector& dv) : MArray<double> (dv.redim (2)) { }
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54
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55 Matrix (const dim_vector& dv, double val)
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56 : MArray<double> (dv.redim (2), val) { }
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57
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58 Matrix (const Matrix& a) : MArray<double> (a) { }
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59
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60 template <class U>
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61 Matrix (const MArray<U>& a) : MArray<double> (a.as_matrix ()) { }
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62
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63 template <class U>
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64 Matrix (const Array<U>& a) : MArray<double> (a.as_matrix ()) { }
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65
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66 explicit Matrix (const RowVector& rv);
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67
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68 explicit Matrix (const ColumnVector& cv);
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69
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70 explicit Matrix (const DiagMatrix& a);
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71
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72 explicit Matrix (const PermMatrix& a);
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73
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74 explicit Matrix (const boolMatrix& a);
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75
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76 explicit Matrix (const charMatrix& a);
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77
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78 Matrix& operator = (const Matrix& a)
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79 {
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80 MArray<double>::operator = (a);
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81 return *this;
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82 }
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83
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84 bool operator == (const Matrix& a) const;
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85 bool operator != (const Matrix& a) const;
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86
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87 bool is_symmetric (void) const;
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88
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89 // destructive insert/delete/reorder operations
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90
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91 Matrix& insert (const Matrix& a, octave_idx_type r, octave_idx_type c);
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92 Matrix& insert (const RowVector& a, octave_idx_type r, octave_idx_type c);
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93 Matrix& insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c);
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94 Matrix& insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c);
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95
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96 Matrix& fill (double val);
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97 Matrix& fill (double val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2);
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98
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99 Matrix append (const Matrix& a) const;
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100 Matrix append (const RowVector& a) const;
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101 Matrix append (const ColumnVector& a) const;
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102 Matrix append (const DiagMatrix& a) const;
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103
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104 Matrix stack (const Matrix& a) const;
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105 Matrix stack (const RowVector& a) const;
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106 Matrix stack (const ColumnVector& a) const;
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107 Matrix stack (const DiagMatrix& a) const;
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108
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109 friend OCTAVE_API Matrix real (const ComplexMatrix& a);
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110 friend OCTAVE_API Matrix imag (const ComplexMatrix& a);
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111
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112 friend class ComplexMatrix;
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113
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114 Matrix transpose (void) const { return MArray<double>::transpose (); }
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115
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116 // resize is the destructive equivalent for this one
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117
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118 Matrix extract (octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) const;
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119
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120 Matrix extract_n (octave_idx_type r1, octave_idx_type c1, octave_idx_type nr, octave_idx_type nc) const;
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121
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122 // extract row or column i.
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123
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124 RowVector row (octave_idx_type i) const;
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125
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126 ColumnVector column (octave_idx_type i) const;
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127
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128 void resize (octave_idx_type nr, octave_idx_type nc, double rfv = 0)
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129 {
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130 MArray<double>::resize (dim_vector (nr, nc), rfv);
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131 }
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132
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133 private:
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134 Matrix tinverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
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135 int force, int calc_cond) const;
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136
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137 Matrix finverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
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138 int force, int calc_cond) const;
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139
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140 public:
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141 Matrix inverse (void) const;
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142 Matrix inverse (octave_idx_type& info) const;
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143 Matrix inverse (octave_idx_type& info, double& rcon, int force = 0,
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144 int calc_cond = 1) const;
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145
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146 Matrix inverse (MatrixType &mattype) const;
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147 Matrix inverse (MatrixType &mattype, octave_idx_type& info) const;
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148 Matrix inverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
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149 int force = 0, int calc_cond = 1) const;
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150
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151 Matrix pseudo_inverse (double tol = 0.0) const;
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152
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153 ComplexMatrix fourier (void) const;
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154 ComplexMatrix ifourier (void) const;
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155
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156 ComplexMatrix fourier2d (void) const;
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157 ComplexMatrix ifourier2d (void) const;
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158
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159 DET determinant (void) const;
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160 DET determinant (octave_idx_type& info) const;
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161 DET determinant (octave_idx_type& info, double& rcon, int calc_cond = 1) const;
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162 DET determinant (MatrixType &mattype, octave_idx_type& info,
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163 double& rcon, int calc_cond = 1) const;
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164
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165 double rcond (void) const;
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166 double rcond (MatrixType &mattype) const;
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167
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168 private:
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169 // Upper triangular matrix solvers
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170 Matrix utsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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171 double& rcon, solve_singularity_handler sing_handler,
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172 bool calc_cond = false, blas_trans_type transt = blas_no_trans) const;
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173
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174 // Lower triangular matrix solvers
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175 Matrix ltsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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176 double& rcon, solve_singularity_handler sing_handler,
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177 bool calc_cond = false, blas_trans_type transt = blas_no_trans) const;
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178
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179 // Full matrix solvers (lu/cholesky)
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180 Matrix fsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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181 double& rcon, solve_singularity_handler sing_handler,
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182 bool calc_cond = false) const;
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183
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184 public:
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185 // Generic interface to solver with no probing of type
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186 Matrix solve (MatrixType &typ, const Matrix& b) const;
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187 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const;
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188 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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189 double& rcon) const;
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190 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
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191 double& rcon, solve_singularity_handler sing_handler,
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192 bool singular_fallback = true, blas_trans_type transt = blas_no_trans) const;
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193
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194 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const;
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195 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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196 octave_idx_type& info) const;
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197 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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198 octave_idx_type& info, double& rcon) const;
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199 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
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200 octave_idx_type& info, double& rcon,
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201 solve_singularity_handler sing_handler,
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202 bool singular_fallback = true,
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203 blas_trans_type transt = blas_no_trans) const;
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204
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205 ColumnVector solve (MatrixType &typ, const ColumnVector& b) const;
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206 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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207 octave_idx_type& info) const;
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208 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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209 octave_idx_type& info, double& rcon) const;
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210 ColumnVector solve (MatrixType &typ, const ColumnVector& b,
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211 octave_idx_type& info, double& rcon,
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212 solve_singularity_handler sing_handler,
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213 blas_trans_type transt = blas_no_trans) const;
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214
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215 ComplexColumnVector solve (MatrixType &typ,
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216 const ComplexColumnVector& b) const;
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217 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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218 octave_idx_type& info) const;
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219 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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220 octave_idx_type& info, double& rcon) const;
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221 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
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222 octave_idx_type& info, double& rcon,
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223 solve_singularity_handler sing_handler,
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224 blas_trans_type transt = blas_no_trans) const;
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225
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226 // Generic interface to solver with probing of type
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227 Matrix solve (const Matrix& b) const;
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228 Matrix solve (const Matrix& b, octave_idx_type& info) const;
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229 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon) const;
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230 Matrix solve (const Matrix& 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;
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233
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234 ComplexMatrix solve (const ComplexMatrix& b) const;
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235 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const;
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236 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon) const;
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237 ComplexMatrix solve (const ComplexMatrix& 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;
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240
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241 ColumnVector solve (const ColumnVector& b) const;
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242 ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const;
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243 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcon) const;
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244 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcon,
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245 solve_singularity_handler sing_handler,
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246 blas_trans_type transt = blas_no_trans) const;
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247
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248 ComplexColumnVector solve (const ComplexColumnVector& b) const;
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249 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const;
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250 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
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251 double& rcon) const;
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252 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
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253 double& rcon, solve_singularity_handler sing_handler,
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254 blas_trans_type transt = blas_no_trans) const;
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255
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256 // Singular solvers
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257 Matrix lssolve (const Matrix& b) const;
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258 Matrix lssolve (const Matrix& b, octave_idx_type& info) const;
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259 Matrix lssolve (const Matrix& b, octave_idx_type& info,
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260 octave_idx_type& rank) const;
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261 Matrix lssolve (const Matrix& b, octave_idx_type& info,
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262 octave_idx_type& rank, double& rcon) const;
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263
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264 ComplexMatrix lssolve (const ComplexMatrix& b) const;
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265 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const;
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266 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
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267 octave_idx_type& rank) const;
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268 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
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269 octave_idx_type& rank, double &rcon) const;
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270
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271 ColumnVector lssolve (const ColumnVector& b) const;
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272 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info) const;
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273 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
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274 octave_idx_type& rank) const;
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275 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
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276 octave_idx_type& rank, double& rcon) const;
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277
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278 ComplexColumnVector lssolve (const ComplexColumnVector& b) const;
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279 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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280 octave_idx_type& info) const;
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281 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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282 octave_idx_type& info,
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283 octave_idx_type& rank) const;
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284 ComplexColumnVector lssolve (const ComplexColumnVector& b,
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285 octave_idx_type& info,
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286 octave_idx_type& rank, double& rcon) const;
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287
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288 Matrix& operator += (const DiagMatrix& a);
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289 Matrix& operator -= (const DiagMatrix& a);
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290
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291 // unary operations
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292
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293 boolMatrix operator ! (void) const;
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294
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295 // other operations
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296
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297 bool any_element_is_negative (bool = false) const;
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298 bool any_element_is_positive (bool = false) const;
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299 bool any_element_is_nan (void) const;
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300 bool any_element_is_inf_or_nan (void) const;
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301 bool any_element_not_one_or_zero (void) const;
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302 bool all_elements_are_int_or_inf_or_nan (void) const;
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303 bool all_integers (double& max_val, double& min_val) const;
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304 bool too_large_for_float (void) const;
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305
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306 boolMatrix all (int dim = -1) const;
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307 boolMatrix any (int dim = -1) const;
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308
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309 Matrix cumprod (int dim = -1) const;
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310 Matrix cumsum (int dim = -1) const;
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311 Matrix prod (int dim = -1) const;
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312 Matrix sum (int dim = -1) const;
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313 Matrix sumsq (int dim = -1) const;
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314 Matrix abs (void) const;
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315
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316 Matrix diag (octave_idx_type k = 0) const;
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317
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318 DiagMatrix diag (octave_idx_type m, octave_idx_type n) const;
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319
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320 ColumnVector row_min (void) const;
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321 ColumnVector row_max (void) const;
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322
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323 ColumnVector row_min (Array<octave_idx_type>& index) const;
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324 ColumnVector row_max (Array<octave_idx_type>& index) const;
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325
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326 RowVector column_min (void) const;
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327 RowVector column_max (void) const;
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328
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329 RowVector column_min (Array<octave_idx_type>& index) const;
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330 RowVector column_max (Array<octave_idx_type>& index) const;
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331
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332 // i/o
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333
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334 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const Matrix& a);
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335 friend OCTAVE_API std::istream& operator >> (std::istream& is, Matrix& a);
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336 };
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337
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338 // Publish externally used friend functions.
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339
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340 extern OCTAVE_API Matrix real (const ComplexMatrix& a);
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341 extern OCTAVE_API Matrix imag (const ComplexMatrix& a);
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342
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343 // column vector by row vector -> matrix operations
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344
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345 extern OCTAVE_API Matrix operator * (const ColumnVector& a, const RowVector& b);
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346
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347 // Other functions.
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348
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349 extern OCTAVE_API Matrix Givens (double, double);
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350
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351 extern OCTAVE_API Matrix Sylvester (const Matrix&, const Matrix&, const Matrix&);
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352
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353 extern OCTAVE_API Matrix xgemm (const Matrix& a, const Matrix& b,
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354 blas_trans_type transa = blas_no_trans,
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355 blas_trans_type transb = blas_no_trans);
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356
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357 extern OCTAVE_API Matrix operator * (const Matrix& a, const Matrix& b);
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358
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359 extern OCTAVE_API Matrix min (double d, const Matrix& m);
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360 extern OCTAVE_API Matrix min (const Matrix& m, double d);
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361 extern OCTAVE_API Matrix min (const Matrix& a, const Matrix& b);
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362
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363 extern OCTAVE_API Matrix max (double d, const Matrix& m);
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364 extern OCTAVE_API Matrix max (const Matrix& m, double d);
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365 extern OCTAVE_API Matrix max (const Matrix& a, const Matrix& b);
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366
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367 extern OCTAVE_API Matrix linspace (const ColumnVector& x1,
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368 const ColumnVector& x2,
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369 octave_idx_type n);
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370
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371 MS_CMP_OP_DECLS (Matrix, double, OCTAVE_API)
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372 MS_BOOL_OP_DECLS (Matrix, double, OCTAVE_API)
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373
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374 SM_CMP_OP_DECLS (double, Matrix, OCTAVE_API)
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375 SM_BOOL_OP_DECLS (double, Matrix, OCTAVE_API)
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376
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377 MM_CMP_OP_DECLS (Matrix, Matrix, OCTAVE_API)
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378 MM_BOOL_OP_DECLS (Matrix, Matrix, OCTAVE_API)
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379
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380 MARRAY_FORWARD_DEFS (MArray, Matrix, double)
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381
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382 template <class T>
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383 void read_int (std::istream& is, bool swap_bytes, T& val);
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384
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385 #endif