Mercurial > hg > octave-lyh
view liboctave/CSparse.h @ 7802:1a446f28ce68
implement optimized sparse-dense transposed multiplication
author | Jaroslav Hajek <highegg@gmail.com> |
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date | Sun, 18 May 2008 20:23:31 +0200 |
parents | 8c32f95c2639 |
children | 935be827eaf8 |
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/* Copyright (C) 2004, 2005, 2006, 2007 David Bateman Copyright (C) 1998, 1999, 2000, 2001, 2002, 2003, 2004 Andy Adler 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 <http://www.gnu.org/licenses/>. */ #if !defined (octave_CSparse_h) #define octave_CSparse_h 1 #include "dMatrix.h" #include "dNDArray.h" #include "CNDArray.h" #include "dColVector.h" #include "CColVector.h" #include "oct-cmplx.h" #include "CmplxDET.h" #include "MSparse.h" #include "MSparse-defs.h" #include "Sparse-op-defs.h" #include "MatrixType.h" class SparseMatrix; class SparseBoolMatrix; class OCTAVE_API SparseComplexMatrix : public MSparse<Complex> { public: typedef void (*solve_singularity_handler) (double rcond); SparseComplexMatrix (void) : MSparse<Complex> () { } SparseComplexMatrix (octave_idx_type r, octave_idx_type c) : MSparse<Complex> (r, c) { } SparseComplexMatrix (const dim_vector& dv, octave_idx_type nz = 0) : MSparse<Complex> (dv, nz) { } explicit SparseComplexMatrix (octave_idx_type r, octave_idx_type c, Complex val) : MSparse<Complex> (r, c, val) { } SparseComplexMatrix (octave_idx_type r, octave_idx_type c, double val) : MSparse<Complex> (r, c, Complex (val)) { } SparseComplexMatrix (const SparseComplexMatrix& a) : MSparse<Complex> (a) { } SparseComplexMatrix (const SparseComplexMatrix& a, const dim_vector& dv) : MSparse<Complex> (a, dv) { } SparseComplexMatrix (const MSparse<Complex>& a) : MSparse<Complex> (a) { } explicit SparseComplexMatrix (const ComplexMatrix& a) : MSparse<Complex> (a) { } explicit SparseComplexMatrix (const ComplexNDArray& a) : MSparse<Complex> (a) { } explicit SparseComplexMatrix (const Array<Complex> a, const Array<octave_idx_type>& r, const Array<octave_idx_type>& c, octave_idx_type nr = -1, octave_idx_type nc = -1, bool sum_terms = true) : MSparse<Complex> (a, r, c, nr, nc, sum_terms) { } explicit SparseComplexMatrix (const Array<Complex> a, const Array<double>& r, const Array<double>& c, octave_idx_type nr = -1, octave_idx_type nc = -1, bool sum_terms = true) : MSparse<Complex> (a, r, c, nr, nc, sum_terms) { } explicit SparseComplexMatrix (const SparseMatrix& a); explicit SparseComplexMatrix (const SparseBoolMatrix& a); SparseComplexMatrix (octave_idx_type r, octave_idx_type c, octave_idx_type num_nz) : MSparse<Complex> (r, c, num_nz) { } SparseComplexMatrix& operator = (const SparseComplexMatrix& a) { MSparse<Complex>::operator = (a); return *this; } bool operator == (const SparseComplexMatrix& a) const; bool operator != (const SparseComplexMatrix& a) const; bool is_hermitian (void) const; SparseComplexMatrix max (int dim = 0) const; SparseComplexMatrix max (Array2<octave_idx_type>& index, int dim = 0) const; SparseComplexMatrix min (int dim = 0) const; SparseComplexMatrix min (Array2<octave_idx_type>& index, int dim = 0) const; SparseComplexMatrix& insert (const SparseComplexMatrix& a, octave_idx_type r, octave_idx_type c); SparseComplexMatrix& insert (const SparseMatrix& a, octave_idx_type r, octave_idx_type c); SparseComplexMatrix& insert (const SparseComplexMatrix& a, const Array<octave_idx_type>& indx); SparseComplexMatrix& insert (const SparseMatrix& a, const Array<octave_idx_type>& indx); SparseComplexMatrix concat (const SparseComplexMatrix& rb, const Array<octave_idx_type>& ra_idx); SparseComplexMatrix concat (const SparseMatrix& rb, const Array<octave_idx_type>& ra_idx); ComplexMatrix matrix_value (void) const; SparseComplexMatrix hermitian (void) const; // complex conjugate transpose SparseComplexMatrix transpose (void) const { return MSparse<Complex>::transpose (); } friend SparseComplexMatrix conj (const SparseComplexMatrix& a); private: SparseComplexMatrix dinverse (MatrixType &mattyp, octave_idx_type& info, double& rcond, const bool force = false, const bool calccond = true) const; SparseComplexMatrix tinverse (MatrixType &mattyp, octave_idx_type& info, double& rcond, const bool force = false, const bool calccond = true) const; public: SparseComplexMatrix inverse (void) const; SparseComplexMatrix inverse (MatrixType& mattype) const; SparseComplexMatrix inverse (MatrixType& mattype, octave_idx_type& info) const; SparseComplexMatrix inverse (MatrixType& mattype, octave_idx_type& info, double& rcond, int force = 0, int calc_cond = 1) const; ComplexDET determinant (void) const; ComplexDET determinant (octave_idx_type& info) const; ComplexDET determinant (octave_idx_type& info, double& rcond, int calc_cond = 1) const; private: // Diagonal matrix solvers ComplexMatrix dsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; ComplexMatrix dsolve (MatrixType &typ, const ComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; SparseComplexMatrix dsolve (MatrixType &typ, const SparseMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; SparseComplexMatrix dsolve (MatrixType &typ, const SparseComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; // Upper triangular matrix solvers ComplexMatrix utsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; ComplexMatrix utsolve (MatrixType &typ, const ComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; SparseComplexMatrix utsolve (MatrixType &typ, const SparseMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; SparseComplexMatrix utsolve (MatrixType &typ, const SparseComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; // Lower triangular matrix solvers ComplexMatrix ltsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; ComplexMatrix ltsolve (MatrixType &typ, const ComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; SparseComplexMatrix ltsolve (MatrixType &typ, const SparseMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; SparseComplexMatrix ltsolve (MatrixType &typ, const SparseComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; // Tridiagonal matrix solvers ComplexMatrix trisolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; ComplexMatrix trisolve (MatrixType &typ, const ComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; SparseComplexMatrix trisolve (MatrixType &typ, const SparseMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; SparseComplexMatrix trisolve (MatrixType &typ, const SparseComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; // Banded matrix solvers (umfpack/cholesky) ComplexMatrix bsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; ComplexMatrix bsolve (MatrixType &typ, const ComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; SparseComplexMatrix bsolve (MatrixType &typ, const SparseMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; SparseComplexMatrix bsolve (MatrixType &typ, const SparseComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; // Full matrix solvers (umfpack/cholesky) void * factorize (octave_idx_type& err, double &rcond, Matrix &Control, Matrix &Info, solve_singularity_handler sing_handler, bool calc_cond) const; ComplexMatrix fsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; ComplexMatrix fsolve (MatrixType &typ, const ComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; SparseComplexMatrix fsolve (MatrixType &typ, const SparseMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; SparseComplexMatrix fsolve (MatrixType &typ, const SparseComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond = false) const; public: // Generic interface to solver with no probing of type ComplexMatrix solve (MatrixType &typ, const Matrix& b) const; ComplexMatrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const; ComplexMatrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, double& rcond) const; ComplexMatrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool singular_fallback = true) const; ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const; ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, octave_idx_type& info) const; ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, octave_idx_type& info, double& rcond) const; ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool singular_fallback = true) const; SparseComplexMatrix solve (MatrixType &typ, const SparseMatrix& b) const; SparseComplexMatrix solve (MatrixType &typ, const SparseMatrix& b, octave_idx_type& info) const; SparseComplexMatrix solve (MatrixType &typ, const SparseMatrix& b, octave_idx_type& info, double& rcond) const; SparseComplexMatrix solve (MatrixType &typ, const SparseMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool singular_fallback = true) const; SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b) const; SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b, octave_idx_type& info) const; SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b, octave_idx_type& info, double& rcond) const; SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool singular_fallback = true) const; ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b) const; ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b, octave_idx_type& info) const; ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b, octave_idx_type& info, double& rcond) const; ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler) const; ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b) const; ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, octave_idx_type& info) const; ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, octave_idx_type& info, double& rcond) const; ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler) const; // Generic interface to solver with probing of type ComplexMatrix solve (const Matrix& b) const; ComplexMatrix solve (const Matrix& b, octave_idx_type& info) const; ComplexMatrix solve (const Matrix& b, octave_idx_type& info, double& rcond) const; ComplexMatrix solve (const Matrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler) const; ComplexMatrix solve (const ComplexMatrix& b) const; ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const; ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcond) const; ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler) const; SparseComplexMatrix solve (const SparseMatrix& b) const; SparseComplexMatrix solve (const SparseMatrix& b, octave_idx_type& info) const; SparseComplexMatrix solve (const SparseMatrix& b, octave_idx_type& info, double& rcond) const; SparseComplexMatrix solve (const SparseMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler) const; SparseComplexMatrix solve (const SparseComplexMatrix& b) const; SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info) const; SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info, double& rcond) const; SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler) const; ComplexColumnVector solve (const ColumnVector& b) const; ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info) const; ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcond) const; ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler) const; ComplexColumnVector solve (const ComplexColumnVector& b) const; ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const; ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, double& rcond) const; ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler) const; SparseComplexMatrix squeeze (void) const; SparseComplexMatrix index (idx_vector& i, int resize_ok) const; SparseComplexMatrix index (idx_vector& i, idx_vector& j, int resize_ok) const; SparseComplexMatrix index (Array<idx_vector>& ra_idx, int resize_ok) const; SparseComplexMatrix reshape (const dim_vector& new_dims) const; SparseComplexMatrix permute (const Array<octave_idx_type>& vec, bool inv = false) const; SparseComplexMatrix ipermute (const Array<octave_idx_type>& vec) const; bool any_element_is_inf_or_nan (void) const; bool all_elements_are_real (void) const; bool all_integers (double& max_val, double& min_val) const; bool too_large_for_float (void) const; SparseBoolMatrix operator ! (void) const; SparseBoolMatrix all (int dim = -1) const; SparseBoolMatrix any (int dim = -1) const; SparseComplexMatrix cumprod (int dim = -1) const; SparseComplexMatrix cumsum (int dim = -1) const; SparseComplexMatrix prod (int dim = -1) const; SparseComplexMatrix sum (int dim = -1) const; SparseComplexMatrix sumsq (int dim = -1) const; SparseMatrix abs (void) const; SparseComplexMatrix diag (octave_idx_type k = 0) const; // i/o friend OCTAVE_API std::ostream& operator << (std::ostream& os, const SparseComplexMatrix& a); friend OCTAVE_API std::istream& operator >> (std::istream& is, SparseComplexMatrix& a); typedef double (*dmapper) (const Complex&); typedef Complex (*cmapper) (const Complex&); typedef bool (*bmapper) (const Complex&); SparseMatrix map (dmapper fcn) const; SparseComplexMatrix map (cmapper fcn) const; SparseBoolMatrix map (bmapper fcn) const; }; extern OCTAVE_API SparseComplexMatrix operator * (const SparseMatrix&, const SparseComplexMatrix&); extern OCTAVE_API SparseComplexMatrix operator * (const SparseComplexMatrix&, const SparseMatrix&); extern OCTAVE_API SparseComplexMatrix operator * (const SparseComplexMatrix&, const SparseComplexMatrix&); extern OCTAVE_API ComplexMatrix operator * (const Matrix&, const SparseComplexMatrix&); extern OCTAVE_API ComplexMatrix operator * (const ComplexMatrix&, const SparseMatrix&); extern OCTAVE_API ComplexMatrix operator * (const ComplexMatrix&, const SparseComplexMatrix&); extern OCTAVE_API ComplexMatrix mul_trans (const ComplexMatrix&, const SparseComplexMatrix&); extern OCTAVE_API ComplexMatrix mul_herm (const ComplexMatrix&, const SparseComplexMatrix&); extern OCTAVE_API ComplexMatrix operator * (const SparseMatrix&, const ComplexMatrix&); extern OCTAVE_API ComplexMatrix operator * (const SparseComplexMatrix&, const Matrix&); extern OCTAVE_API ComplexMatrix operator * (const SparseComplexMatrix&, const ComplexMatrix&); extern OCTAVE_API ComplexMatrix trans_mul (const SparseComplexMatrix&, const ComplexMatrix&); extern OCTAVE_API ComplexMatrix herm_mul (const SparseComplexMatrix&, const ComplexMatrix&); extern OCTAVE_API SparseComplexMatrix min (const Complex& c, const SparseComplexMatrix& m); extern OCTAVE_API SparseComplexMatrix min (const SparseComplexMatrix& m, const Complex& c); extern OCTAVE_API SparseComplexMatrix min (const SparseComplexMatrix& a, const SparseComplexMatrix& b); extern OCTAVE_API SparseComplexMatrix max (const Complex& c, const SparseComplexMatrix& m); extern OCTAVE_API SparseComplexMatrix max (const SparseComplexMatrix& m, const Complex& c); extern OCTAVE_API SparseComplexMatrix max (const SparseComplexMatrix& a, const SparseComplexMatrix& b); SPARSE_SMS_CMP_OP_DECLS (SparseComplexMatrix, Complex, OCTAVE_API) SPARSE_SMS_BOOL_OP_DECLS (SparseComplexMatrix, Complex, OCTAVE_API) SPARSE_SSM_CMP_OP_DECLS (Complex, SparseComplexMatrix, OCTAVE_API) SPARSE_SSM_BOOL_OP_DECLS (Complex, SparseComplexMatrix, OCTAVE_API) SPARSE_SMSM_CMP_OP_DECLS (SparseComplexMatrix, SparseComplexMatrix, OCTAVE_API) SPARSE_SMSM_BOOL_OP_DECLS (SparseComplexMatrix, SparseComplexMatrix, OCTAVE_API) SPARSE_FORWARD_DEFS (MSparse, SparseComplexMatrix, ComplexMatrix, Complex) #ifdef IDX_TYPE_LONG #define UMFPACK_ZNAME(name) umfpack_zl_ ## name #else #define UMFPACK_ZNAME(name) umfpack_zi_ ## name #endif #endif /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */