Mercurial > hg > octave-lyh
view liboctave/CMatrix.cc @ 7532:493bb0de3199
avoid another xGELSD workspace query bug
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Tue, 26 Feb 2008 02:47:56 -0500 |
| parents | 8c32f95c2639 |
| children | f9983d2761df |
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// Matrix manipulations. /* Copyright (C) 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007 John W. Eaton 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/>. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include <cfloat> #include <iostream> #include <vector> // FIXME #ifdef HAVE_SYS_TYPES_H #include <sys/types.h> #endif #include "Array-util.h" #include "CMatrix.h" #include "CmplxAEPBAL.h" #include "CmplxDET.h" #include "CmplxSCHUR.h" #include "CmplxSVD.h" #include "CmplxCHOL.h" #include "f77-fcn.h" #include "functor.h" #include "lo-error.h" #include "lo-ieee.h" #include "lo-mappers.h" #include "lo-utils.h" #include "mx-base.h" #include "mx-cm-dm.h" #include "mx-dm-cm.h" #include "mx-cm-s.h" #include "mx-inlines.cc" #include "oct-cmplx.h" #if defined (HAVE_FFTW3) #include "oct-fftw.h" #endif // Fortran functions we call. extern "C" { F77_RET_T F77_FUNC (xilaenv, XILAENV) (const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zgebal, ZGEBAL) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type&, octave_idx_type&, double*, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dgebak, DGEBAK) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zgemm, ZGEMM) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, const Complex&, const Complex*, const octave_idx_type&, const Complex*, const octave_idx_type&, const Complex&, Complex*, const octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zgemv, ZGEMV) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, const Complex&, const Complex*, const octave_idx_type&, const Complex*, const octave_idx_type&, const Complex&, Complex*, const octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (xzdotu, XZDOTU) (const octave_idx_type&, const Complex*, const octave_idx_type&, const Complex*, const octave_idx_type&, Complex&); F77_RET_T F77_FUNC (zgetrf, ZGETRF) (const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type*, octave_idx_type&); F77_RET_T F77_FUNC (zgetrs, ZGETRS) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, const octave_idx_type*, Complex*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zgetri, ZGETRI) (const octave_idx_type&, Complex*, const octave_idx_type&, const octave_idx_type*, Complex*, const octave_idx_type&, octave_idx_type&); F77_RET_T F77_FUNC (zgecon, ZGECON) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, const double&, double&, Complex*, double*, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zgelsy, ZGELSY) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type*, double&, octave_idx_type&, Complex*, const octave_idx_type&, double*, octave_idx_type&); F77_RET_T F77_FUNC (zgelsd, ZGELSD) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, double*, double&, octave_idx_type&, Complex*, const octave_idx_type&, double*, octave_idx_type*, octave_idx_type&); F77_RET_T F77_FUNC (zpotrf, ZPOTRF) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zpocon, ZPOCON) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, const double&, double&, Complex*, double*, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zpotrs, ZPOTRS) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, const Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (ztrtri, ZTRTRI) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const Complex*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (ztrcon, ZTRCON) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const Complex*, const octave_idx_type&, double&, Complex*, double*, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (ztrtrs, ZTRTRS) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, const Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); // Note that the original complex fft routines were not written for // double complex arguments. They have been modified by adding an // implicit double precision (a-h,o-z) statement at the beginning of // each subroutine. F77_RET_T F77_FUNC (cffti, CFFTI) (const octave_idx_type&, Complex*); F77_RET_T F77_FUNC (cfftf, CFFTF) (const octave_idx_type&, Complex*, Complex*); F77_RET_T F77_FUNC (cfftb, CFFTB) (const octave_idx_type&, Complex*, Complex*); F77_RET_T F77_FUNC (zlartg, ZLARTG) (const Complex&, const Complex&, double&, Complex&, Complex&); F77_RET_T F77_FUNC (ztrsyl, ZTRSYL) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, const Complex*, const octave_idx_type&, const Complex*, const octave_idx_type&, const Complex*, const octave_idx_type&, double&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (xzlange, XZLANGE) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, const Complex*, const octave_idx_type&, double*, double& F77_CHAR_ARG_LEN_DECL); } static const Complex Complex_NaN_result (octave_NaN, octave_NaN); // Complex Matrix class ComplexMatrix::ComplexMatrix (const Matrix& a) : MArray2<Complex> (a.rows (), a.cols ()) { for (octave_idx_type j = 0; j < cols (); j++) for (octave_idx_type i = 0; i < rows (); i++) elem (i, j) = a.elem (i, j); } ComplexMatrix::ComplexMatrix (const RowVector& rv) : MArray2<Complex> (1, rv.length (), 0.0) { for (octave_idx_type i = 0; i < rv.length (); i++) elem (0, i) = rv.elem (i); } ComplexMatrix::ComplexMatrix (const ColumnVector& cv) : MArray2<Complex> (cv.length (), 1, 0.0) { for (octave_idx_type i = 0; i < cv.length (); i++) elem (i, 0) = cv.elem (i); } ComplexMatrix::ComplexMatrix (const DiagMatrix& a) : MArray2<Complex> (a.rows (), a.cols (), 0.0) { for (octave_idx_type i = 0; i < a.length (); i++) elem (i, i) = a.elem (i, i); } ComplexMatrix::ComplexMatrix (const ComplexRowVector& rv) : MArray2<Complex> (1, rv.length (), 0.0) { for (octave_idx_type i = 0; i < rv.length (); i++) elem (0, i) = rv.elem (i); } ComplexMatrix::ComplexMatrix (const ComplexColumnVector& cv) : MArray2<Complex> (cv.length (), 1, 0.0) { for (octave_idx_type i = 0; i < cv.length (); i++) elem (i, 0) = cv.elem (i); } ComplexMatrix::ComplexMatrix (const ComplexDiagMatrix& a) : MArray2<Complex> (a.rows (), a.cols (), 0.0) { for (octave_idx_type i = 0; i < a.length (); i++) elem (i, i) = a.elem (i, i); } // FIXME -- could we use a templated mixed-type copy function // here? ComplexMatrix::ComplexMatrix (const boolMatrix& a) : MArray2<Complex> (a.rows (), a.cols (), 0.0) { for (octave_idx_type i = 0; i < a.rows (); i++) for (octave_idx_type j = 0; j < a.cols (); j++) elem (i, j) = a.elem (i, j); } ComplexMatrix::ComplexMatrix (const charMatrix& a) : MArray2<Complex> (a.rows (), a.cols (), 0.0) { for (octave_idx_type i = 0; i < a.rows (); i++) for (octave_idx_type j = 0; j < a.cols (); j++) elem (i, j) = a.elem (i, j); } bool ComplexMatrix::operator == (const ComplexMatrix& a) const { if (rows () != a.rows () || cols () != a.cols ()) return false; return mx_inline_equal (data (), a.data (), length ()); } bool ComplexMatrix::operator != (const ComplexMatrix& a) const { return !(*this == a); } bool ComplexMatrix::is_hermitian (void) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (is_square () && nr > 0) { for (octave_idx_type i = 0; i < nr; i++) for (octave_idx_type j = i; j < nc; j++) if (elem (i, j) != conj (elem (j, i))) return false; return true; } return false; } // destructive insert/delete/reorder operations ComplexMatrix& ComplexMatrix::insert (const Matrix& 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"); return *this; } if (a_nr >0 && a_nc > 0) { make_unique (); for (octave_idx_type j = 0; j < a_nc; j++) for (octave_idx_type i = 0; i < a_nr; i++) xelem (r+i, c+j) = a.elem (i, j); } return *this; } ComplexMatrix& ComplexMatrix::insert (const RowVector& a, octave_idx_type r, octave_idx_type c) { octave_idx_type a_len = a.length (); if (r < 0 || r >= rows () || c < 0 || c + a_len > cols ()) { (*current_liboctave_error_handler) ("range error for insert"); return *this; } 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; } ComplexMatrix& ComplexMatrix::insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c) { octave_idx_type a_len = a.length (); if (r < 0 || r + a_len > rows () || c < 0 || c >= cols ()) { (*current_liboctave_error_handler) ("range error for insert"); return *this; } 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; } ComplexMatrix& ComplexMatrix::insert (const DiagMatrix& 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"); return *this; } 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; } ComplexMatrix& ComplexMatrix::insert (const ComplexMatrix& a, octave_idx_type r, octave_idx_type c) { Array2<Complex>::insert (a, r, c); return *this; } ComplexMatrix& ComplexMatrix::insert (const ComplexRowVector& a, octave_idx_type r, octave_idx_type c) { octave_idx_type a_len = a.length (); if (r < 0 || r >= rows () || c < 0 || c + a_len > cols ()) { (*current_liboctave_error_handler) ("range error for insert"); return *this; } for (octave_idx_type i = 0; i < a_len; i++) elem (r, c+i) = a.elem (i); return *this; } ComplexMatrix& ComplexMatrix::insert (const ComplexColumnVector& a, octave_idx_type r, octave_idx_type c) { octave_idx_type a_len = a.length (); if (r < 0 || r + a_len > rows () || c < 0 || c >= cols ()) { (*current_liboctave_error_handler) ("range error for insert"); return *this; } 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; } ComplexMatrix& ComplexMatrix::insert (const ComplexDiagMatrix& 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"); return *this; } 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; } ComplexMatrix& ComplexMatrix::fill (double 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; } ComplexMatrix& ComplexMatrix::fill (const Complex& 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; } ComplexMatrix& ComplexMatrix::fill (double 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"); return *this; } if (r1 > r2) { octave_idx_type tmp = r1; r1 = r2; r2 = tmp; } if (c1 > c2) { octave_idx_type tmp = c1; c1 = c2; c2 = tmp; } 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; } ComplexMatrix& ComplexMatrix::fill (const Complex& 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"); return *this; } if (r1 > r2) { octave_idx_type tmp = r1; r1 = r2; r2 = tmp; } if (c1 > c2) { octave_idx_type tmp = c1; c1 = c2; c2 = tmp; } 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; } ComplexMatrix ComplexMatrix::append (const Matrix& 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"); return *this; } octave_idx_type nc_insert = nc; ComplexMatrix retval (nr, nc + a.cols ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::append (const RowVector& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr != 1) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return *this; } octave_idx_type nc_insert = nc; ComplexMatrix retval (nr, nc + a.length ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::append (const ColumnVector& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr != a.length ()) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return *this; } octave_idx_type nc_insert = nc; ComplexMatrix retval (nr, nc + 1); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::append (const DiagMatrix& 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"); return *this; } octave_idx_type nc_insert = nc; ComplexMatrix retval (nr, nc + a.cols ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::append (const ComplexMatrix& 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"); return *this; } octave_idx_type nc_insert = nc; ComplexMatrix retval (nr, nc + a.cols ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::append (const ComplexRowVector& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr != 1) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return *this; } octave_idx_type nc_insert = nc; ComplexMatrix retval (nr, nc + a.length ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::append (const ComplexColumnVector& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr != a.length ()) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return *this; } octave_idx_type nc_insert = nc; ComplexMatrix retval (nr, nc + 1); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::append (const ComplexDiagMatrix& 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"); return *this; } octave_idx_type nc_insert = nc; ComplexMatrix retval (nr, nc + a.cols ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::stack (const Matrix& 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"); return *this; } octave_idx_type nr_insert = nr; ComplexMatrix retval (nr + a.rows (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::stack (const RowVector& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nc != a.length ()) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return *this; } octave_idx_type nr_insert = nr; ComplexMatrix retval (nr + 1, nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::stack (const ColumnVector& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nc != 1) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return *this; } octave_idx_type nr_insert = nr; ComplexMatrix retval (nr + a.length (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::stack (const DiagMatrix& 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"); return *this; } octave_idx_type nr_insert = nr; ComplexMatrix retval (nr + a.rows (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::stack (const ComplexMatrix& 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"); return *this; } octave_idx_type nr_insert = nr; ComplexMatrix retval (nr + a.rows (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::stack (const ComplexRowVector& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nc != a.length ()) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return *this; } octave_idx_type nr_insert = nr; ComplexMatrix retval (nr + 1, nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::stack (const ComplexColumnVector& a) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nc != 1) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return *this; } octave_idx_type nr_insert = nr; ComplexMatrix retval (nr + a.length (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::stack (const ComplexDiagMatrix& 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"); return *this; } octave_idx_type nr_insert = nr; ComplexMatrix retval (nr + a.rows (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::hermitian (void) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); ComplexMatrix result; if (length () > 0) { result.resize (nc, nr); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = 0; i < nr; i++) result.elem (j, i) = conj (elem (i, j)); } return result; } ComplexMatrix conj (const ComplexMatrix& a) { octave_idx_type a_len = a.length (); ComplexMatrix retval; if (a_len > 0) retval = ComplexMatrix (mx_inline_conj_dup (a.data (), a_len), a.rows (), a.cols ()); return retval; } // resize is the destructive equivalent for this one ComplexMatrix ComplexMatrix::extract (octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) const { if (r1 > r2) { octave_idx_type tmp = r1; r1 = r2; r2 = tmp; } if (c1 > c2) { octave_idx_type tmp = c1; c1 = c2; c2 = tmp; } octave_idx_type new_r = r2 - r1 + 1; octave_idx_type new_c = c2 - c1 + 1; ComplexMatrix result (new_r, new_c); for (octave_idx_type j = 0; j < new_c; j++) for (octave_idx_type i = 0; i < new_r; i++) result.xelem (i, j) = elem (r1+i, c1+j); return result; } ComplexMatrix ComplexMatrix::extract_n (octave_idx_type r1, octave_idx_type c1, octave_idx_type nr, octave_idx_type nc) const { ComplexMatrix result (nr, nc); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = 0; i < nr; i++) result.xelem (i, j) = elem (r1+i, c1+j); return result; } // extract row or column i. ComplexRowVector ComplexMatrix::row (octave_idx_type i) const { octave_idx_type nc = cols (); if (i < 0 || i >= rows ()) { (*current_liboctave_error_handler) ("invalid row selection"); return ComplexRowVector (); } ComplexRowVector retval (nc); for (octave_idx_type j = 0; j < cols (); j++) retval.xelem (j) = elem (i, j); return retval; } ComplexColumnVector ComplexMatrix::column (octave_idx_type i) const { octave_idx_type nr = rows (); if (i < 0 || i >= cols ()) { (*current_liboctave_error_handler) ("invalid column selection"); return ComplexColumnVector (); } ComplexColumnVector retval (nr); for (octave_idx_type j = 0; j < nr; j++) retval.xelem (j) = elem (j, i); return retval; } ComplexMatrix ComplexMatrix::inverse (void) const { octave_idx_type info; double rcond; MatrixType mattype (*this); return inverse (mattype, info, rcond, 0, 0); } ComplexMatrix ComplexMatrix::inverse (octave_idx_type& info) const { double rcond; MatrixType mattype (*this); return inverse (mattype, info, rcond, 0, 0); } ComplexMatrix ComplexMatrix::inverse (octave_idx_type& info, double& rcond, int force, int calc_cond) const { MatrixType mattype (*this); return inverse (mattype, info, rcond, force, calc_cond); } ComplexMatrix ComplexMatrix::inverse (MatrixType &mattype) const { octave_idx_type info; double rcond; return inverse (mattype, info, rcond, 0, 0); } ComplexMatrix ComplexMatrix::inverse (MatrixType &mattype, octave_idx_type& info) const { double rcond; return inverse (mattype, info, rcond, 0, 0); } ComplexMatrix ComplexMatrix::tinverse (MatrixType &mattype, octave_idx_type& info, double& rcond, int force, int calc_cond) const { ComplexMatrix retval; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr != nc || nr == 0 || nc == 0) (*current_liboctave_error_handler) ("inverse requires square matrix"); else { int typ = mattype.type (); char uplo = (typ == MatrixType::Lower ? 'L' : 'U'); char udiag = 'N'; retval = *this; Complex *tmp_data = retval.fortran_vec (); F77_XFCN (ztrtri, ZTRTRI, (F77_CONST_CHAR_ARG2 (&uplo, 1), F77_CONST_CHAR_ARG2 (&udiag, 1), nr, tmp_data, nr, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); // Throw-away extra info LAPACK gives so as to not change output. rcond = 0.0; if (info != 0) info = -1; else if (calc_cond) { octave_idx_type ztrcon_info = 0; char job = '1'; OCTAVE_LOCAL_BUFFER (Complex, cwork, 2*nr); OCTAVE_LOCAL_BUFFER (double, rwork, nr); F77_XFCN (ztrcon, ZTRCON, (F77_CONST_CHAR_ARG2 (&job, 1), F77_CONST_CHAR_ARG2 (&uplo, 1), F77_CONST_CHAR_ARG2 (&udiag, 1), nr, tmp_data, nr, rcond, cwork, rwork, ztrcon_info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (ztrcon_info != 0) info = -1; } if (info == -1 && ! force) retval = *this; // Restore matrix contents. } return retval; } ComplexMatrix ComplexMatrix::finverse (MatrixType &mattype, octave_idx_type& info, double& rcond, int force, int calc_cond) const { ComplexMatrix retval; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr != nc) (*current_liboctave_error_handler) ("inverse requires square matrix"); else { Array<octave_idx_type> ipvt (nr); octave_idx_type *pipvt = ipvt.fortran_vec (); retval = *this; Complex *tmp_data = retval.fortran_vec (); Array<Complex> z(1); octave_idx_type lwork = -1; // Query the optimum work array size. F77_XFCN (zgetri, ZGETRI, (nc, tmp_data, nr, pipvt, z.fortran_vec (), lwork, info)); lwork = static_cast<octave_idx_type> (std::real(z(0))); lwork = (lwork < 2 *nc ? 2*nc : lwork); z.resize (lwork); Complex *pz = z.fortran_vec (); info = 0; // Calculate the norm of the matrix, for later use. double anorm; if (calc_cond) anorm = retval.abs().sum().row(static_cast<octave_idx_type>(0)).max(); F77_XFCN (zgetrf, ZGETRF, (nc, nc, tmp_data, nr, pipvt, info)); // Throw-away extra info LAPACK gives so as to not change output. rcond = 0.0; if (info != 0) info = -1; else if (calc_cond) { // Now calculate the condition number for non-singular matrix. octave_idx_type zgecon_info = 0; char job = '1'; Array<double> rz (2 * nc); double *prz = rz.fortran_vec (); F77_XFCN (zgecon, ZGECON, (F77_CONST_CHAR_ARG2 (&job, 1), nc, tmp_data, nr, anorm, rcond, pz, prz, zgecon_info F77_CHAR_ARG_LEN (1))); if (zgecon_info != 0) info = -1; } if (info == -1 && ! force) retval = *this; // Restore contents. else { octave_idx_type zgetri_info = 0; F77_XFCN (zgetri, ZGETRI, (nc, tmp_data, nr, pipvt, pz, lwork, zgetri_info)); if (zgetri_info != 0) info = -1; } if (info != 0) mattype.mark_as_rectangular(); } return retval; } ComplexMatrix ComplexMatrix::inverse (MatrixType &mattype, octave_idx_type& info, double& rcond, int force, int calc_cond) const { int typ = mattype.type (false); ComplexMatrix ret; if (typ == MatrixType::Unknown) typ = mattype.type (*this); if (typ == MatrixType::Upper || typ == MatrixType::Lower) ret = tinverse (mattype, info, rcond, force, calc_cond); else { if (mattype.is_hermitian ()) { ComplexCHOL chol (*this, info, calc_cond); if (info == 0) { if (calc_cond) rcond = chol.rcond(); else rcond = 1.0; ret = chol.inverse (); } else mattype.mark_as_unsymmetric (); } if (!mattype.is_hermitian ()) ret = finverse(mattype, info, rcond, force, calc_cond); if ((mattype.is_hermitian () || calc_cond) && rcond == 0.) ret = ComplexMatrix (rows (), columns (), Complex (octave_Inf, 0.)); } return ret; } ComplexMatrix ComplexMatrix::pseudo_inverse (double tol) const { ComplexMatrix retval; ComplexSVD result (*this, SVD::economy); DiagMatrix S = result.singular_values (); ComplexMatrix U = result.left_singular_matrix (); ComplexMatrix V = result.right_singular_matrix (); ColumnVector sigma = S.diag (); octave_idx_type r = sigma.length () - 1; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (tol <= 0.0) { if (nr > nc) tol = nr * sigma.elem (0) * DBL_EPSILON; else tol = nc * sigma.elem (0) * DBL_EPSILON; } while (r >= 0 && sigma.elem (r) < tol) r--; if (r < 0) retval = ComplexMatrix (nc, nr, 0.0); else { ComplexMatrix Ur = U.extract (0, 0, nr-1, r); DiagMatrix D = DiagMatrix (sigma.extract (0, r)) . inverse (); ComplexMatrix Vr = V.extract (0, 0, nc-1, r); retval = Vr * D * Ur.hermitian (); } return retval; } #if defined (HAVE_FFTW3) ComplexMatrix ComplexMatrix::fourier (void) const { size_t nr = rows (); size_t nc = cols (); ComplexMatrix retval (nr, nc); size_t npts, nsamples; if (nr == 1 || nc == 1) { npts = nr > nc ? nr : nc; nsamples = 1; } else { npts = nr; nsamples = nc; } const Complex *in (data ()); Complex *out (retval.fortran_vec ()); octave_fftw::fft (in, out, npts, nsamples); return retval; } ComplexMatrix ComplexMatrix::ifourier (void) const { size_t nr = rows (); size_t nc = cols (); ComplexMatrix retval (nr, nc); size_t npts, nsamples; if (nr == 1 || nc == 1) { npts = nr > nc ? nr : nc; nsamples = 1; } else { npts = nr; nsamples = nc; } const Complex *in (data ()); Complex *out (retval.fortran_vec ()); octave_fftw::ifft (in, out, npts, nsamples); return retval; } ComplexMatrix ComplexMatrix::fourier2d (void) const { dim_vector dv(rows (), cols ()); ComplexMatrix retval (rows (), cols ()); const Complex *in (data ()); Complex *out (retval.fortran_vec ()); octave_fftw::fftNd (in, out, 2, dv); return retval; } ComplexMatrix ComplexMatrix::ifourier2d (void) const { dim_vector dv(rows (), cols ()); ComplexMatrix retval (rows (), cols ()); const Complex *in (data ()); Complex *out (retval.fortran_vec ()); octave_fftw::ifftNd (in, out, 2, dv); return retval; } #else ComplexMatrix ComplexMatrix::fourier (void) const { ComplexMatrix retval; octave_idx_type nr = rows (); octave_idx_type nc = cols (); octave_idx_type npts, nsamples; if (nr == 1 || nc == 1) { npts = nr > nc ? nr : nc; nsamples = 1; } else { npts = nr; nsamples = nc; } octave_idx_type nn = 4*npts+15; Array<Complex> wsave (nn); Complex *pwsave = wsave.fortran_vec (); retval = *this; Complex *tmp_data = retval.fortran_vec (); F77_FUNC (cffti, CFFTI) (npts, pwsave); for (octave_idx_type j = 0; j < nsamples; j++) { OCTAVE_QUIT; F77_FUNC (cfftf, CFFTF) (npts, &tmp_data[npts*j], pwsave); } return retval; } ComplexMatrix ComplexMatrix::ifourier (void) const { ComplexMatrix retval; octave_idx_type nr = rows (); octave_idx_type nc = cols (); octave_idx_type npts, nsamples; if (nr == 1 || nc == 1) { npts = nr > nc ? nr : nc; nsamples = 1; } else { npts = nr; nsamples = nc; } octave_idx_type nn = 4*npts+15; Array<Complex> wsave (nn); Complex *pwsave = wsave.fortran_vec (); retval = *this; Complex *tmp_data = retval.fortran_vec (); F77_FUNC (cffti, CFFTI) (npts, pwsave); for (octave_idx_type j = 0; j < nsamples; j++) { OCTAVE_QUIT; F77_FUNC (cfftb, CFFTB) (npts, &tmp_data[npts*j], pwsave); } for (octave_idx_type j = 0; j < npts*nsamples; j++) tmp_data[j] = tmp_data[j] / static_cast<double> (npts); return retval; } ComplexMatrix ComplexMatrix::fourier2d (void) const { ComplexMatrix retval; octave_idx_type nr = rows (); octave_idx_type nc = cols (); octave_idx_type npts, nsamples; if (nr == 1 || nc == 1) { npts = nr > nc ? nr : nc; nsamples = 1; } else { npts = nr; nsamples = nc; } octave_idx_type nn = 4*npts+15; Array<Complex> wsave (nn); Complex *pwsave = wsave.fortran_vec (); retval = *this; Complex *tmp_data = retval.fortran_vec (); F77_FUNC (cffti, CFFTI) (npts, pwsave); for (octave_idx_type j = 0; j < nsamples; j++) { OCTAVE_QUIT; F77_FUNC (cfftf, CFFTF) (npts, &tmp_data[npts*j], pwsave); } npts = nc; nsamples = nr; nn = 4*npts+15; wsave.resize (nn); pwsave = wsave.fortran_vec (); Array<Complex> tmp (npts); Complex *prow = tmp.fortran_vec (); F77_FUNC (cffti, CFFTI) (npts, pwsave); for (octave_idx_type j = 0; j < nsamples; j++) { OCTAVE_QUIT; for (octave_idx_type i = 0; i < npts; i++) prow[i] = tmp_data[i*nr + j]; F77_FUNC (cfftf, CFFTF) (npts, prow, pwsave); for (octave_idx_type i = 0; i < npts; i++) tmp_data[i*nr + j] = prow[i]; } return retval; } ComplexMatrix ComplexMatrix::ifourier2d (void) const { ComplexMatrix retval; octave_idx_type nr = rows (); octave_idx_type nc = cols (); octave_idx_type npts, nsamples; if (nr == 1 || nc == 1) { npts = nr > nc ? nr : nc; nsamples = 1; } else { npts = nr; nsamples = nc; } octave_idx_type nn = 4*npts+15; Array<Complex> wsave (nn); Complex *pwsave = wsave.fortran_vec (); retval = *this; Complex *tmp_data = retval.fortran_vec (); F77_FUNC (cffti, CFFTI) (npts, pwsave); for (octave_idx_type j = 0; j < nsamples; j++) { OCTAVE_QUIT; F77_FUNC (cfftb, CFFTB) (npts, &tmp_data[npts*j], pwsave); } for (octave_idx_type j = 0; j < npts*nsamples; j++) tmp_data[j] = tmp_data[j] / static_cast<double> (npts); npts = nc; nsamples = nr; nn = 4*npts+15; wsave.resize (nn); pwsave = wsave.fortran_vec (); Array<Complex> tmp (npts); Complex *prow = tmp.fortran_vec (); F77_FUNC (cffti, CFFTI) (npts, pwsave); for (octave_idx_type j = 0; j < nsamples; j++) { OCTAVE_QUIT; for (octave_idx_type i = 0; i < npts; i++) prow[i] = tmp_data[i*nr + j]; F77_FUNC (cfftb, CFFTB) (npts, prow, pwsave); for (octave_idx_type i = 0; i < npts; i++) tmp_data[i*nr + j] = prow[i] / static_cast<double> (npts); } return retval; } #endif ComplexDET ComplexMatrix::determinant (void) const { octave_idx_type info; double rcond; return determinant (info, rcond, 0); } ComplexDET ComplexMatrix::determinant (octave_idx_type& info) const { double rcond; return determinant (info, rcond, 0); } ComplexDET ComplexMatrix::determinant (octave_idx_type& info, double& rcond, int calc_cond) const { ComplexDET retval; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr == 0 || nc == 0) { retval = ComplexDET (1.0, 0); } else { Array<octave_idx_type> ipvt (nr); octave_idx_type *pipvt = ipvt.fortran_vec (); ComplexMatrix atmp = *this; Complex *tmp_data = atmp.fortran_vec (); info = 0; // Calculate the norm of the matrix, for later use. double anorm = 0; if (calc_cond) anorm = atmp.abs().sum().row(static_cast<octave_idx_type>(0)).max(); F77_XFCN (zgetrf, ZGETRF, (nr, nc, tmp_data, nr, pipvt, info)); // Throw-away extra info LAPACK gives so as to not change output. rcond = 0.0; if (info != 0) { info = -1; retval = ComplexDET (); } else { if (calc_cond) { // Now calc the condition number for non-singular matrix. char job = '1'; Array<Complex> z (2*nr); Complex *pz = z.fortran_vec (); Array<double> rz (2*nr); double *prz = rz.fortran_vec (); F77_XFCN (zgecon, ZGECON, (F77_CONST_CHAR_ARG2 (&job, 1), nc, tmp_data, nr, anorm, rcond, pz, prz, info F77_CHAR_ARG_LEN (1))); } if (info != 0) { info = -1; retval = ComplexDET (); } else { Complex c = 1.0; int e = 0; for (octave_idx_type i = 0; i < nc; i++) { if (ipvt(i) != (i+1)) c = -c; c *= atmp(i,i); if (c == 0.0) break; while (std::abs(c) < 0.5) { c *= 2.0; e--; } while (std::abs(c) >= 2.0) { c /= 2.0; e++; } } retval = ComplexDET (c, e); } } } return retval; } ComplexMatrix ComplexMatrix::utsolve (MatrixType &mattype, const ComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond) const { ComplexMatrix retval; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr != b.rows ()) (*current_liboctave_error_handler) ("matrix dimension mismatch solution of linear equations"); else if (nr == 0 || nc == 0 || b.cols () == 0) retval = ComplexMatrix (nc, b.cols (), Complex (0.0, 0.0)); else { volatile int typ = mattype.type (); if (typ == MatrixType::Permuted_Upper || typ == MatrixType::Upper) { octave_idx_type b_nc = b.cols (); rcond = 1.; info = 0; if (typ == MatrixType::Permuted_Upper) { (*current_liboctave_error_handler) ("permuted triangular matrix not implemented"); } else { const Complex *tmp_data = fortran_vec (); if (calc_cond) { char norm = '1'; char uplo = 'U'; char dia = 'N'; Array<Complex> z (2 * nc); Complex *pz = z.fortran_vec (); Array<double> rz (nc); double *prz = rz.fortran_vec (); F77_XFCN (ztrcon, ZTRCON, (F77_CONST_CHAR_ARG2 (&norm, 1), F77_CONST_CHAR_ARG2 (&uplo, 1), F77_CONST_CHAR_ARG2 (&dia, 1), nr, tmp_data, nr, rcond, pz, prz, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) info = -2; volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0 || xisnan (rcond)) { info = -2; if (sing_handler) sing_handler (rcond); else (*current_liboctave_error_handler) ("matrix singular to machine precision, rcond = %g", rcond); } } if (info == 0) { retval = b; Complex *result = retval.fortran_vec (); char uplo = 'U'; char trans = 'N'; char dia = 'N'; F77_XFCN (ztrtrs, ZTRTRS, (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, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); } } } else (*current_liboctave_error_handler) ("incorrect matrix type"); } return retval; } ComplexMatrix ComplexMatrix::ltsolve (MatrixType &mattype, const ComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond) const { ComplexMatrix retval; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr != b.rows ()) (*current_liboctave_error_handler) ("matrix dimension mismatch solution of linear equations"); else if (nr == 0 || nc == 0 || b.cols () == 0) retval = ComplexMatrix (nc, b.cols (), Complex (0.0, 0.0)); else { volatile int typ = mattype.type (); if (typ == MatrixType::Permuted_Lower || typ == MatrixType::Lower) { octave_idx_type b_nc = b.cols (); rcond = 1.; info = 0; if (typ == MatrixType::Permuted_Lower) { (*current_liboctave_error_handler) ("permuted triangular matrix not implemented"); } else { const Complex *tmp_data = fortran_vec (); if (calc_cond) { char norm = '1'; char uplo = 'L'; char dia = 'N'; Array<Complex> z (2 * nc); Complex *pz = z.fortran_vec (); Array<double> rz (nc); double *prz = rz.fortran_vec (); F77_XFCN (ztrcon, ZTRCON, (F77_CONST_CHAR_ARG2 (&norm, 1), F77_CONST_CHAR_ARG2 (&uplo, 1), F77_CONST_CHAR_ARG2 (&dia, 1), nr, tmp_data, nr, rcond, pz, prz, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) info = -2; volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0 || xisnan (rcond)) { info = -2; if (sing_handler) sing_handler (rcond); else (*current_liboctave_error_handler) ("matrix singular to machine precision, rcond = %g", rcond); } } if (info == 0) { retval = b; Complex *result = retval.fortran_vec (); char uplo = 'L'; char trans = 'N'; char dia = 'N'; F77_XFCN (ztrtrs, ZTRTRS, (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, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); } } } else (*current_liboctave_error_handler) ("incorrect matrix type"); } return retval; } ComplexMatrix ComplexMatrix::fsolve (MatrixType &mattype, const ComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool calc_cond) const { ComplexMatrix retval; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr != nc || nr != b.rows ()) (*current_liboctave_error_handler) ("matrix dimension mismatch solution of linear equations"); else if (nr == 0 || b.cols () == 0) retval = ComplexMatrix (nc, b.cols (), Complex (0.0, 0.0)); else { volatile int typ = mattype.type (); // Calculate the norm of the matrix, for later use. double anorm = -1.; if (typ == MatrixType::Hermitian) { info = 0; char job = 'L'; ComplexMatrix atmp = *this; Complex *tmp_data = atmp.fortran_vec (); anorm = atmp.abs().sum().row(static_cast<octave_idx_type>(0)).max(); F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 (&job, 1), nr, tmp_data, nr, info F77_CHAR_ARG_LEN (1))); // Throw-away extra info LAPACK gives so as to not change output. rcond = 0.0; if (info != 0) { info = -2; mattype.mark_as_unsymmetric (); typ = MatrixType::Full; } else { if (calc_cond) { Array<Complex> z (2 * nc); Complex *pz = z.fortran_vec (); Array<double> rz (nc); double *prz = rz.fortran_vec (); F77_XFCN (zpocon, ZPOCON, (F77_CONST_CHAR_ARG2 (&job, 1), nr, tmp_data, nr, anorm, rcond, pz, prz, info F77_CHAR_ARG_LEN (1))); if (info != 0) info = -2; volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0 || xisnan (rcond)) { info = -2; if (sing_handler) sing_handler (rcond); else (*current_liboctave_error_handler) ("matrix singular to machine precision, rcond = %g", rcond); } } if (info == 0) { retval = b; Complex *result = retval.fortran_vec (); octave_idx_type b_nc = b.cols (); F77_XFCN (zpotrs, ZPOTRS, (F77_CONST_CHAR_ARG2 (&job, 1), nr, b_nc, tmp_data, nr, result, b.rows(), info F77_CHAR_ARG_LEN (1))); } else { mattype.mark_as_unsymmetric (); typ = MatrixType::Full; } } } if (typ == MatrixType::Full) { info = 0; Array<octave_idx_type> ipvt (nr); octave_idx_type *pipvt = ipvt.fortran_vec (); ComplexMatrix atmp = *this; Complex *tmp_data = atmp.fortran_vec (); Array<Complex> z (2 * nc); Complex *pz = z.fortran_vec (); Array<double> rz (2 * nc); double *prz = rz.fortran_vec (); // Calculate the norm of the matrix, for later use. if (anorm < 0.) anorm = atmp.abs().sum().row(static_cast<octave_idx_type>(0)).max(); F77_XFCN (zgetrf, ZGETRF, (nr, nr, tmp_data, nr, pipvt, info)); // Throw-away extra info LAPACK gives so as to not change output. rcond = 0.0; if (info != 0) { info = -2; if (sing_handler) sing_handler (rcond); else (*current_liboctave_error_handler) ("matrix singular to machine precision"); mattype.mark_as_rectangular (); } else { if (calc_cond) { // Now calculate the condition number for // non-singular matrix. char job = '1'; F77_XFCN (zgecon, ZGECON, (F77_CONST_CHAR_ARG2 (&job, 1), nc, tmp_data, nr, anorm, rcond, pz, prz, info F77_CHAR_ARG_LEN (1))); if (info != 0) info = -2; volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0 || xisnan (rcond)) { info = -2; if (sing_handler) sing_handler (rcond); else (*current_liboctave_error_handler) ("matrix singular to machine precision, rcond = %g", rcond); } } if (info == 0) { retval = b; Complex *result = retval.fortran_vec (); octave_idx_type b_nc = b.cols (); char job = 'N'; F77_XFCN (zgetrs, ZGETRS, (F77_CONST_CHAR_ARG2 (&job, 1), nr, b_nc, tmp_data, nr, pipvt, result, b.rows(), info F77_CHAR_ARG_LEN (1))); } else mattype.mark_as_rectangular (); } } } return retval; } ComplexMatrix ComplexMatrix::solve (MatrixType &typ, const Matrix& b) const { octave_idx_type info; double rcond; return solve (typ, b, info, rcond, 0); } ComplexMatrix ComplexMatrix::solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const { double rcond; return solve (typ, b, info, rcond, 0); } ComplexMatrix ComplexMatrix::solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, double& rcond) const { return solve (typ, b, info, rcond, 0); } ComplexMatrix ComplexMatrix::solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool singular_fallback) const { ComplexMatrix tmp (b); return solve (typ, tmp, info, rcond, sing_handler, singular_fallback); } ComplexMatrix ComplexMatrix::solve (MatrixType &typ, const ComplexMatrix& b) const { octave_idx_type info; double rcond; return solve (typ, b, info, rcond, 0); } ComplexMatrix ComplexMatrix::solve (MatrixType &typ, const ComplexMatrix& b, octave_idx_type& info) const { double rcond; return solve (typ, b, info, rcond, 0); } ComplexMatrix ComplexMatrix::solve (MatrixType &typ, const ComplexMatrix& b, octave_idx_type& info, double& rcond) const { return solve (typ, b, info, rcond, 0); } ComplexMatrix ComplexMatrix::solve (MatrixType &mattype, const ComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler, bool singular_fallback) const { ComplexMatrix 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, rcond, sing_handler, false); else if (typ == MatrixType::Lower || typ == MatrixType::Permuted_Lower) retval = ltsolve (mattype, b, info, rcond, sing_handler, false); else if (typ == MatrixType::Full || typ == MatrixType::Hermitian) retval = fsolve (mattype, b, info, rcond, sing_handler, true); else if (typ != MatrixType::Rectangular) { (*current_liboctave_error_handler) ("unknown matrix type"); return ComplexMatrix (); } // 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, rcond); } return retval; } ComplexColumnVector ComplexMatrix::solve (MatrixType &typ, const ColumnVector& b) const { octave_idx_type info; double rcond; return solve (typ, ComplexColumnVector (b), info, rcond, 0); } ComplexColumnVector ComplexMatrix::solve (MatrixType &typ, const ColumnVector& b, octave_idx_type& info) const { double rcond; return solve (typ, ComplexColumnVector (b), info, rcond, 0); } ComplexColumnVector ComplexMatrix::solve (MatrixType &typ, const ColumnVector& b, octave_idx_type& info, double& rcond) const { return solve (typ, ComplexColumnVector (b), info, rcond, 0); } ComplexColumnVector ComplexMatrix::solve (MatrixType &typ, const ColumnVector& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler) const { return solve (typ, ComplexColumnVector (b), info, rcond, sing_handler); } ComplexColumnVector ComplexMatrix::solve (MatrixType &typ, const ComplexColumnVector& b) const { octave_idx_type info; double rcond; return solve (typ, b, info, rcond, 0); } ComplexColumnVector ComplexMatrix::solve (MatrixType &typ, const ComplexColumnVector& b, octave_idx_type& info) const { double rcond; return solve (typ, b, info, rcond, 0); } ComplexColumnVector ComplexMatrix::solve (MatrixType &typ, const ComplexColumnVector& b, octave_idx_type& info, double& rcond) const { return solve (typ, b, info, rcond, 0); } ComplexColumnVector ComplexMatrix::solve (MatrixType &typ, const ComplexColumnVector& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler) const { ComplexMatrix tmp (b); return solve (typ, tmp, info, rcond, sing_handler).column(static_cast<octave_idx_type> (0)); } ComplexMatrix ComplexMatrix::solve (const Matrix& b) const { octave_idx_type info; double rcond; return solve (b, info, rcond, 0); } ComplexMatrix ComplexMatrix::solve (const Matrix& b, octave_idx_type& info) const { double rcond; return solve (b, info, rcond, 0); } ComplexMatrix ComplexMatrix::solve (const Matrix& b, octave_idx_type& info, double& rcond) const { return solve (b, info, rcond, 0); } ComplexMatrix ComplexMatrix::solve (const Matrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler) const { ComplexMatrix tmp (b); return solve (tmp, info, rcond, sing_handler); } ComplexMatrix ComplexMatrix::solve (const ComplexMatrix& b) const { octave_idx_type info; double rcond; return solve (b, info, rcond, 0); } ComplexMatrix ComplexMatrix::solve (const ComplexMatrix& b, octave_idx_type& info) const { double rcond; return solve (b, info, rcond, 0); } ComplexMatrix ComplexMatrix::solve (const ComplexMatrix& b, octave_idx_type& info, double& rcond) const { return solve (b, info, rcond, 0); } ComplexMatrix ComplexMatrix::solve (const ComplexMatrix& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler) const { MatrixType mattype (*this); return solve (mattype, b, info, rcond, sing_handler); } ComplexColumnVector ComplexMatrix::solve (const ColumnVector& b) const { octave_idx_type info; double rcond; return solve (ComplexColumnVector (b), info, rcond, 0); } ComplexColumnVector ComplexMatrix::solve (const ColumnVector& b, octave_idx_type& info) const { double rcond; return solve (ComplexColumnVector (b), info, rcond, 0); } ComplexColumnVector ComplexMatrix::solve (const ColumnVector& b, octave_idx_type& info, double& rcond) const { return solve (ComplexColumnVector (b), info, rcond, 0); } ComplexColumnVector ComplexMatrix::solve (const ColumnVector& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler) const { return solve (ComplexColumnVector (b), info, rcond, sing_handler); } ComplexColumnVector ComplexMatrix::solve (const ComplexColumnVector& b) const { octave_idx_type info; double rcond; return solve (b, info, rcond, 0); } ComplexColumnVector ComplexMatrix::solve (const ComplexColumnVector& b, octave_idx_type& info) const { double rcond; return solve (b, info, rcond, 0); } ComplexColumnVector ComplexMatrix::solve (const ComplexColumnVector& b, octave_idx_type& info, double& rcond) const { return solve (b, info, rcond, 0); } ComplexColumnVector ComplexMatrix::solve (const ComplexColumnVector& b, octave_idx_type& info, double& rcond, solve_singularity_handler sing_handler) const { MatrixType mattype (*this); return solve (mattype, b, info, rcond, sing_handler); } ComplexMatrix ComplexMatrix::lssolve (const Matrix& b) const { octave_idx_type info; octave_idx_type rank; double rcond; return lssolve (ComplexMatrix (b), info, rank, rcond); } ComplexMatrix ComplexMatrix::lssolve (const Matrix& b, octave_idx_type& info) const { octave_idx_type rank; double rcond; return lssolve (ComplexMatrix (b), info, rank, rcond); } ComplexMatrix ComplexMatrix::lssolve (const Matrix& b, octave_idx_type& info, octave_idx_type& rank) const { double rcond; return lssolve (ComplexMatrix (b), info, rank, rcond); } ComplexMatrix ComplexMatrix::lssolve (const Matrix& b, octave_idx_type& info, octave_idx_type& rank, double& rcond) const { return lssolve (ComplexMatrix (b), info, rank, rcond); } ComplexMatrix ComplexMatrix::lssolve (const ComplexMatrix& b) const { octave_idx_type info; octave_idx_type rank; double rcond; return lssolve (b, info, rank, rcond); } ComplexMatrix ComplexMatrix::lssolve (const ComplexMatrix& b, octave_idx_type& info) const { octave_idx_type rank; double rcond; return lssolve (b, info, rank, rcond); } ComplexMatrix ComplexMatrix::lssolve (const ComplexMatrix& b, octave_idx_type& info, octave_idx_type& rank) const { double rcond; return lssolve (b, info, rank, rcond); } ComplexMatrix ComplexMatrix::lssolve (const ComplexMatrix& b, octave_idx_type& info, octave_idx_type& rank, double& rcond) const { ComplexMatrix retval; octave_idx_type nrhs = b.cols (); octave_idx_type m = rows (); octave_idx_type n = cols (); if (m != b.rows ()) (*current_liboctave_error_handler) ("matrix dimension mismatch solution of linear equations"); else if (m== 0 || n == 0 || b.cols () == 0) retval = ComplexMatrix (n, b.cols (), Complex (0.0, 0.0)); else { volatile octave_idx_type minmn = (m < n ? m : n); octave_idx_type maxmn = m > n ? m : n; rcond = -1.0; if (m != n) { retval = ComplexMatrix (maxmn, nrhs); for (octave_idx_type j = 0; j < nrhs; j++) for (octave_idx_type i = 0; i < m; i++) retval.elem (i, j) = b.elem (i, j); } else retval = b; ComplexMatrix atmp = *this; Complex *tmp_data = atmp.fortran_vec (); Complex *pretval = retval.fortran_vec (); Array<double> s (minmn); double *ps = s.fortran_vec (); // Ask ZGELSD what the dimension of WORK should be. octave_idx_type lwork = -1; Array<Complex> work (1); octave_idx_type smlsiz; F77_FUNC (xilaenv, XILAENV) (9, F77_CONST_CHAR_ARG2 ("ZGELSD", 6), F77_CONST_CHAR_ARG2 (" ", 1), 0, 0, 0, 0, smlsiz F77_CHAR_ARG_LEN (6) F77_CHAR_ARG_LEN (1)); octave_idx_type mnthr; F77_FUNC (xilaenv, XILAENV) (6, F77_CONST_CHAR_ARG2 ("ZGELSD", 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 rwork and iwork because ZGELSD in // older versions of LAPACK does not return them on a query // call. double dminmn = static_cast<double> (minmn); double dsmlsizp1 = static_cast<double> (smlsiz+1); #if defined (HAVE_LOG2) double tmp = log2 (dminmn) / dsmlsizp1 + 1; #else double tmp = log (dminmn) / dsmlsizp1 / log (2.0) + 1; #endif octave_idx_type nlvl = static_cast<int> (tmp); if (nlvl < 0) nlvl = 0; octave_idx_type lrwork = minmn*(10 + 2*smlsiz + 8*nlvl) + 3*smlsiz*nrhs + (smlsiz+1)*(smlsiz+1); if (lrwork < 1) lrwork = 1; Array<double> rwork (lrwork); double *prwork = rwork.fortran_vec (); octave_idx_type liwork = 3 * minmn * nlvl + 11 * minmn; if (liwork < 1) liwork = 1; Array<octave_idx_type> iwork (liwork); octave_idx_type* piwork = iwork.fortran_vec (); F77_XFCN (zgelsd, ZGELSD, (m, n, nrhs, tmp_data, m, pretval, maxmn, ps, rcond, rank, work.fortran_vec (), lwork, prwork, piwork, info)); // 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 ZGELSD to operate // efficiently. if (n >= mnthr) { octave_idx_type 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; const octave_idx_type lworkaround = 4*m + m*m + addend; if (std::real (work(0)) < lworkaround) work(0) = lworkaround; } else if (m >= n) { octave_idx_type lworkaround = 2*m + m*nrhs; if (std::real (work(0)) < lworkaround) work(0) = lworkaround; } lwork = static_cast<octave_idx_type> (std::real (work(0))); work.resize (lwork); F77_XFCN (zgelsd, ZGELSD, (m, n, nrhs, tmp_data, m, pretval, maxmn, ps, rcond, rank, work.fortran_vec (), lwork, prwork, piwork, info)); if (rank < minmn) (*current_liboctave_warning_handler) ("zgelsd: rank deficient %dx%d matrix, rank = %d, tol = %e", m, n, rank, rcond); if (s.elem (0) == 0.0) rcond = 0.0; else rcond = s.elem (minmn - 1) / s.elem (0); retval.resize (n, nrhs); } return retval; } ComplexColumnVector ComplexMatrix::lssolve (const ColumnVector& b) const { octave_idx_type info; octave_idx_type rank; double rcond; return lssolve (ComplexColumnVector (b), info, rank, rcond); } ComplexColumnVector ComplexMatrix::lssolve (const ColumnVector& b, octave_idx_type& info) const { octave_idx_type rank; double rcond; return lssolve (ComplexColumnVector (b), info, rank, rcond); } ComplexColumnVector ComplexMatrix::lssolve (const ColumnVector& b, octave_idx_type& info, octave_idx_type& rank) const { double rcond; return lssolve (ComplexColumnVector (b), info, rank, rcond); } ComplexColumnVector ComplexMatrix::lssolve (const ColumnVector& b, octave_idx_type& info, octave_idx_type& rank, double& rcond) const { return lssolve (ComplexColumnVector (b), info, rank, rcond); } ComplexColumnVector ComplexMatrix::lssolve (const ComplexColumnVector& b) const { octave_idx_type info; octave_idx_type rank; double rcond; return lssolve (b, info, rank, rcond); } ComplexColumnVector ComplexMatrix::lssolve (const ComplexColumnVector& b, octave_idx_type& info) const { octave_idx_type rank; double rcond; return lssolve (b, info, rank, rcond); } ComplexColumnVector ComplexMatrix::lssolve (const ComplexColumnVector& b, octave_idx_type& info, octave_idx_type& rank) const { double rcond; return lssolve (b, info, rank, rcond); } ComplexColumnVector ComplexMatrix::lssolve (const ComplexColumnVector& b, octave_idx_type& info, octave_idx_type& rank, double& rcond) const { ComplexColumnVector retval; octave_idx_type nrhs = 1; octave_idx_type m = rows (); octave_idx_type n = cols (); if (m != b.length ()) (*current_liboctave_error_handler) ("matrix dimension mismatch solution of linear equations"); else if (m == 0 || n == 0 || b.cols () == 0) retval = ComplexColumnVector (n, Complex (0.0, 0.0)); else { volatile octave_idx_type minmn = (m < n ? m : n); octave_idx_type maxmn = m > n ? m : n; rcond = -1.0; if (m != n) { retval = ComplexColumnVector (maxmn); for (octave_idx_type i = 0; i < m; i++) retval.elem (i) = b.elem (i); } else retval = b; ComplexMatrix atmp = *this; Complex *tmp_data = atmp.fortran_vec (); Complex *pretval = retval.fortran_vec (); Array<double> s (minmn); double *ps = s.fortran_vec (); // Ask ZGELSD what the dimension of WORK should be. octave_idx_type lwork = -1; Array<Complex> work (1); // FIXME: Can SMLSIZ be other than 25? octave_idx_type smlsiz = 25; // We compute the size of rwork and iwork because ZGELSD in // older versions of LAPACK does not return them on a query // call. double dminmn = static_cast<double> (minmn); double dsmlsizp1 = static_cast<double> (smlsiz+1); #if defined (HAVE_LOG2) double tmp = log2 (dminmn) / dsmlsizp1 + 1; #else double tmp = log (dminmn) / dsmlsizp1 / log (2.0) + 1; #endif octave_idx_type nlvl = static_cast<int> (tmp); if (nlvl < 0) nlvl = 0; octave_idx_type lrwork = minmn*(10 + 2*smlsiz + 8*nlvl) + 3*smlsiz*nrhs + (smlsiz+1)*(smlsiz+1); if (lrwork < 1) lrwork = 1; Array<double> rwork (lrwork); double *prwork = rwork.fortran_vec (); octave_idx_type liwork = 3 * minmn * nlvl + 11 * minmn; if (liwork < 1) liwork = 1; Array<octave_idx_type> iwork (liwork); octave_idx_type* piwork = iwork.fortran_vec (); F77_XFCN (zgelsd, ZGELSD, (m, n, nrhs, tmp_data, m, pretval, maxmn, ps, rcond, rank, work.fortran_vec (), lwork, prwork, piwork, info)); lwork = static_cast<octave_idx_type> (std::real (work(0))); work.resize (lwork); rwork.resize (static_cast<octave_idx_type> (rwork(0))); iwork.resize (iwork(0)); F77_XFCN (zgelsd, ZGELSD, (m, n, nrhs, tmp_data, m, pretval, maxmn, ps, rcond, rank, work.fortran_vec (), lwork, prwork, piwork, info)); if (rank < minmn) { if (rank < minmn) (*current_liboctave_warning_handler) ("zgelsd: rank deficient %dx%d matrix, rank = %d, tol = %e", m, n, rank, rcond); if (s.elem (0) == 0.0) rcond = 0.0; else rcond = s.elem (minmn - 1) / s.elem (0); retval.resize (n, nrhs); } } return retval; } // Constants for matrix exponential calculation. static double padec [] = { 5.0000000000000000e-1, 1.1666666666666667e-1, 1.6666666666666667e-2, 1.6025641025641026e-3, 1.0683760683760684e-4, 4.8562548562548563e-6, 1.3875013875013875e-7, 1.9270852604185938e-9, }; static void solve_singularity_warning (double rcond) { (*current_liboctave_warning_handler) ("singular matrix encountered in expm calculation, rcond = %g", rcond); } ComplexMatrix ComplexMatrix::expm (void) const { ComplexMatrix retval; ComplexMatrix m = *this; octave_idx_type nc = columns (); // Preconditioning step 1: trace normalization to reduce dynamic // range of poles, but avoid making stable eigenvalues unstable. // trace shift value Complex trshift = 0.0; for (octave_idx_type i = 0; i < nc; i++) trshift += m.elem (i, i); trshift /= nc; if (trshift.real () < 0.0) { trshift = trshift.imag (); if (trshift.real () > 709.0) trshift = 709.0; } for (octave_idx_type i = 0; i < nc; i++) m.elem (i, i) -= trshift; // Preconditioning step 2: eigenvalue balancing. // code follows development in AEPBAL Complex *mp = m.fortran_vec (); octave_idx_type info, ilo, ihi,ilos,ihis; Array<double> dpermute (nc); Array<double> dscale (nc); // FIXME -- should pass job as a parameter in expm // Permute first char job = 'P'; F77_XFCN (zgebal, ZGEBAL, (F77_CONST_CHAR_ARG2 (&job, 1), nc, mp, nc, ilo, ihi, dpermute.fortran_vec (), info F77_CHAR_ARG_LEN (1))); // then scale job = 'S'; F77_XFCN (zgebal, ZGEBAL, (F77_CONST_CHAR_ARG2 (&job, 1), nc, mp, nc, ilos, ihis, dscale.fortran_vec (), info F77_CHAR_ARG_LEN (1))); // Preconditioning step 3: scaling. ColumnVector work (nc); double inf_norm; F77_XFCN (xzlange, XZLANGE, (F77_CONST_CHAR_ARG2 ("I", 1), nc, nc, m.fortran_vec (), nc, work.fortran_vec (), inf_norm F77_CHAR_ARG_LEN (1))); int sqpow = (inf_norm > 0.0 ? static_cast<int> (1.0 + log (inf_norm) / log (2.0)) : 0); // Check whether we need to square at all. if (sqpow < 0) sqpow = 0; if (sqpow > 0) { if (sqpow > 1023) sqpow = 1023; double scale_factor = 1.0; for (octave_idx_type i = 0; i < sqpow; i++) scale_factor *= 2.0; m = m / scale_factor; } // npp, dpp: pade' approx polynomial matrices. ComplexMatrix npp (nc, nc, 0.0); Complex *pnpp = npp.fortran_vec (); ComplexMatrix dpp = npp; Complex *pdpp = dpp.fortran_vec (); // Now powers a^8 ... a^1. int minus_one_j = -1; for (octave_idx_type j = 7; j >= 0; j--) { for (octave_idx_type i = 0; i < nc; i++) { octave_idx_type k = i * nc + i; pnpp[k] += padec[j]; pdpp[k] += minus_one_j * padec[j]; } npp = m * npp; pnpp = npp.fortran_vec (); dpp = m * dpp; pdpp = dpp.fortran_vec (); minus_one_j *= -1; } // Zero power. dpp = -dpp; for (octave_idx_type j = 0; j < nc; j++) { npp.elem (j, j) += 1.0; dpp.elem (j, j) += 1.0; } // Compute pade approximation = inverse (dpp) * npp. double rcond; retval = dpp.solve (npp, info, rcond, solve_singularity_warning); if (info < 0) return retval; // Reverse preconditioning step 3: repeated squaring. while (sqpow) { retval = retval * retval; sqpow--; } // Reverse preconditioning step 2: inverse balancing. // Done in two steps: inverse scaling, then inverse permutation // inverse scaling (diagonal transformation) for (octave_idx_type i = 0; i < nc; i++) for (octave_idx_type j = 0; j < nc; j++) retval(i,j) *= dscale(i) / dscale(j); OCTAVE_QUIT; // construct balancing permutation vector Array<octave_idx_type> iperm (nc); for (octave_idx_type i = 0; i < nc; i++) iperm(i) = i; // initialize to identity permutation // leading permutations in forward order for (octave_idx_type i = 0; i < (ilo-1); i++) { octave_idx_type swapidx = static_cast<octave_idx_type> (dpermute(i)) - 1; octave_idx_type tmp = iperm(i); iperm(i) = iperm(swapidx); iperm(swapidx) = tmp; } // construct inverse balancing permutation vector Array<octave_idx_type> invpvec (nc); for (octave_idx_type i = 0; i < nc; i++) invpvec(iperm(i)) = i; // Thanks to R. A. Lippert for this method OCTAVE_QUIT; ComplexMatrix tmpMat = retval; for (octave_idx_type i = 0; i < nc; i++) for (octave_idx_type j = 0; j < nc; j++) retval(i,j) = tmpMat(invpvec(i),invpvec(j)); OCTAVE_QUIT; for (octave_idx_type i = 0; i < nc; i++) iperm(i) = i; // initialize to identity permutation // trailing permutations must be done in reverse order for (octave_idx_type i = nc - 1; i >= ihi; i--) { octave_idx_type swapidx = static_cast<octave_idx_type> (dpermute(i)) - 1; octave_idx_type tmp = iperm(i); iperm(i) = iperm(swapidx); iperm(swapidx) = tmp; } // construct inverse balancing permutation vector for (octave_idx_type i = 0; i < nc; i++) invpvec(iperm(i)) = i; // Thanks to R. A. Lippert for this method OCTAVE_QUIT; tmpMat = retval; for (octave_idx_type i = 0; i < nc; i++) for (octave_idx_type j = 0; j < nc; j++) retval(i,j) = tmpMat(invpvec(i),invpvec(j)); // Reverse preconditioning step 1: fix trace normalization. return exp (trshift) * retval; } // column vector by row vector -> matrix operations ComplexMatrix operator * (const ColumnVector& v, const ComplexRowVector& a) { ComplexColumnVector tmp (v); return tmp * a; } ComplexMatrix operator * (const ComplexColumnVector& a, const RowVector& b) { ComplexRowVector tmp (b); return a * tmp; } ComplexMatrix operator * (const ComplexColumnVector& v, const ComplexRowVector& a) { ComplexMatrix retval; octave_idx_type len = v.length (); if (len != 0) { octave_idx_type a_len = a.length (); retval.resize (len, a_len); Complex *c = retval.fortran_vec (); F77_XFCN (zgemm, ZGEMM, (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; } // matrix by diagonal matrix -> matrix operations ComplexMatrix& ComplexMatrix::operator += (const DiagMatrix& a) { octave_idx_type nr = rows (); octave_idx_type nc = cols (); octave_idx_type a_nr = rows (); octave_idx_type a_nc = cols (); if (nr != a_nr || nc != a_nc) { gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc); return *this; } for (octave_idx_type i = 0; i < a.length (); i++) elem (i, i) += a.elem (i, i); return *this; } ComplexMatrix& ComplexMatrix::operator -= (const DiagMatrix& a) { octave_idx_type nr = rows (); octave_idx_type nc = cols (); octave_idx_type a_nr = rows (); octave_idx_type a_nc = cols (); if (nr != a_nr || nc != a_nc) { gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc); return *this; } for (octave_idx_type i = 0; i < a.length (); i++) elem (i, i) -= a.elem (i, i); return *this; } ComplexMatrix& ComplexMatrix::operator += (const ComplexDiagMatrix& a) { octave_idx_type nr = rows (); octave_idx_type nc = cols (); octave_idx_type a_nr = rows (); octave_idx_type a_nc = cols (); if (nr != a_nr || nc != a_nc) { gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc); return *this; } for (octave_idx_type i = 0; i < a.length (); i++) elem (i, i) += a.elem (i, i); return *this; } ComplexMatrix& ComplexMatrix::operator -= (const ComplexDiagMatrix& a) { octave_idx_type nr = rows (); octave_idx_type nc = cols (); octave_idx_type a_nr = rows (); octave_idx_type a_nc = cols (); if (nr != a_nr || nc != a_nc) { gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc); return *this; } for (octave_idx_type i = 0; i < a.length (); i++) elem (i, i) -= a.elem (i, i); return *this; } // matrix by matrix -> matrix operations ComplexMatrix& ComplexMatrix::operator += (const Matrix& 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) { gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc); return *this; } if (nr == 0 || nc == 0) return *this; Complex *d = fortran_vec (); // Ensures only one reference to my privates! mx_inline_add2 (d, a.data (), length ()); return *this; } ComplexMatrix& ComplexMatrix::operator -= (const Matrix& 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) { gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc); return *this; } if (nr == 0 || nc == 0) return *this; Complex *d = fortran_vec (); // Ensures only one reference to my privates! mx_inline_subtract2 (d, a.data (), length ()); return *this; } // unary operations boolMatrix ComplexMatrix::operator ! (void) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); boolMatrix b (nr, nc); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = 0; i < nr; i++) b.elem (i, j) = elem (i, j) == 0.0; return b; } // other operations Matrix ComplexMatrix::map (dmapper fcn) const { return MArray2<Complex>::map<double> (func_ptr (fcn)); } ComplexMatrix ComplexMatrix::map (cmapper fcn) const { return MArray2<Complex>::map<Complex> (func_ptr (fcn)); } boolMatrix ComplexMatrix::map (bmapper fcn) const { return MArray2<Complex>::map<bool> (func_ptr (fcn)); } bool ComplexMatrix::any_element_is_inf_or_nan (void) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = 0; i < nr; i++) { Complex val = elem (i, j); if (xisinf (val) || xisnan (val)) return true; } return false; } // Return true if no elements have imaginary components. bool ComplexMatrix::all_elements_are_real (void) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); for (octave_idx_type j = 0; j < nc; j++) { for (octave_idx_type i = 0; i < nr; i++) { double ip = std::imag (elem (i, j)); if (ip != 0.0 || lo_ieee_signbit (ip)) return false; } } return true; } // Return nonzero if any element of CM has a non-integer real or // imaginary part. Also extract the largest and smallest (real or // imaginary) values and return them in MAX_VAL and MIN_VAL. bool ComplexMatrix::all_integers (double& max_val, double& min_val) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr > 0 && nc > 0) { Complex val = elem (0, 0); double r_val = std::real (val); double i_val = std::imag (val); max_val = r_val; min_val = r_val; if (i_val > max_val) max_val = i_val; if (i_val < max_val) min_val = i_val; } else return false; for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = 0; i < nr; i++) { Complex val = elem (i, j); double r_val = std::real (val); double i_val = std::imag (val); if (r_val > max_val) max_val = r_val; if (i_val > max_val) max_val = i_val; if (r_val < min_val) min_val = r_val; if (i_val < min_val) min_val = i_val; if (D_NINT (r_val) != r_val || D_NINT (i_val) != i_val) return false; } return true; } bool ComplexMatrix::too_large_for_float (void) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = 0; i < nr; i++) { Complex val = elem (i, j); double r_val = std::real (val); double i_val = std::imag (val); if ((! (xisnan (r_val) || xisinf (r_val)) && fabs (r_val) > FLT_MAX) || (! (xisnan (i_val) || xisinf (i_val)) && fabs (i_val) > FLT_MAX)) return true; } return false; } // FIXME Do these really belong here? Maybe they should be // in a base class? boolMatrix ComplexMatrix::all (int dim) const { MX_ALL_OP (dim); } boolMatrix ComplexMatrix::any (int dim) const { MX_ANY_OP (dim); } ComplexMatrix ComplexMatrix::cumprod (int dim) const { MX_CUMULATIVE_OP (ComplexMatrix, Complex, *=); } ComplexMatrix ComplexMatrix::cumsum (int dim) const { MX_CUMULATIVE_OP (ComplexMatrix, Complex, +=); } ComplexMatrix ComplexMatrix::prod (int dim) const { MX_REDUCTION_OP (ComplexMatrix, *=, 1.0, 1.0); } ComplexMatrix ComplexMatrix::sum (int dim) const { MX_REDUCTION_OP (ComplexMatrix, +=, 0.0, 0.0); } ComplexMatrix ComplexMatrix::sumsq (int dim) const { #define ROW_EXPR \ Complex d = elem (i, j); \ retval.elem (i, 0) += d * conj (d) #define COL_EXPR \ Complex d = elem (i, j); \ retval.elem (0, j) += d * conj (d) MX_BASE_REDUCTION_OP (ComplexMatrix, ROW_EXPR, COL_EXPR, 0.0, 0.0); #undef ROW_EXPR #undef COL_EXPR } Matrix ComplexMatrix::abs (void) const { octave_idx_type nr = rows (); octave_idx_type nc = cols (); Matrix retval (nr, nc); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = 0; i < nr; i++) retval (i, j) = std::abs (elem (i, j)); return retval; } ComplexColumnVector ComplexMatrix::diag (void) const { return diag (0); } ComplexColumnVector ComplexMatrix::diag (octave_idx_type k) const { octave_idx_type nnr = rows (); octave_idx_type nnc = cols (); if (k > 0) nnc -= k; else if (k < 0) nnr += k; ComplexColumnVector d; if (nnr > 0 && nnc > 0) { octave_idx_type ndiag = (nnr < nnc) ? nnr : nnc; d.resize (ndiag); if (k > 0) { for (octave_idx_type i = 0; i < ndiag; i++) d.elem (i) = elem (i, i+k); } else if (k < 0) { for (octave_idx_type i = 0; i < ndiag; i++) d.elem (i) = elem (i-k, i); } else { for (octave_idx_type i = 0; i < ndiag; i++) d.elem (i) = elem (i, i); } } else (*current_liboctave_error_handler) ("diag: requested diagonal out of range"); return d; } bool ComplexMatrix::row_is_real_only (octave_idx_type i) const { bool retval = true; octave_idx_type nc = columns (); for (octave_idx_type j = 0; j < nc; j++) { if (std::imag (elem (i, j)) != 0.0) { retval = false; break; } } return retval; } bool ComplexMatrix::column_is_real_only (octave_idx_type j) const { bool retval = true; octave_idx_type nr = rows (); for (octave_idx_type i = 0; i < nr; i++) { if (std::imag (elem (i, j)) != 0.0) { retval = false; break; } } return retval; } ComplexColumnVector ComplexMatrix::row_min (void) const { Array<octave_idx_type> dummy_idx; return row_min (dummy_idx); } ComplexColumnVector ComplexMatrix::row_min (Array<octave_idx_type>& idx_arg) const { ComplexColumnVector result; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr > 0 && nc > 0) { result.resize (nr); idx_arg.resize (nr); for (octave_idx_type i = 0; i < nr; i++) { bool real_only = row_is_real_only (i); octave_idx_type idx_j; Complex tmp_min; double abs_min = octave_NaN; for (idx_j = 0; idx_j < nc; idx_j++) { tmp_min = elem (i, idx_j); if (! xisnan (tmp_min)) { abs_min = real_only ? std::real (tmp_min) : std::abs (tmp_min); break; } } for (octave_idx_type j = idx_j+1; j < nc; j++) { Complex tmp = elem (i, j); if (xisnan (tmp)) continue; double abs_tmp = real_only ? std::real (tmp) : std::abs (tmp); if (abs_tmp < abs_min) { idx_j = j; tmp_min = tmp; abs_min = abs_tmp; } } if (xisnan (tmp_min)) { result.elem (i) = Complex_NaN_result; idx_arg.elem (i) = 0; } else { result.elem (i) = tmp_min; idx_arg.elem (i) = idx_j; } } } return result; } ComplexColumnVector ComplexMatrix::row_max (void) const { Array<octave_idx_type> dummy_idx; return row_max (dummy_idx); } ComplexColumnVector ComplexMatrix::row_max (Array<octave_idx_type>& idx_arg) const { ComplexColumnVector result; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr > 0 && nc > 0) { result.resize (nr); idx_arg.resize (nr); for (octave_idx_type i = 0; i < nr; i++) { bool real_only = row_is_real_only (i); octave_idx_type idx_j; Complex tmp_max; double abs_max = octave_NaN; for (idx_j = 0; idx_j < nc; idx_j++) { tmp_max = elem (i, idx_j); if (! xisnan (tmp_max)) { abs_max = real_only ? std::real (tmp_max) : std::abs (tmp_max); break; } } for (octave_idx_type j = idx_j+1; j < nc; j++) { Complex tmp = elem (i, j); if (xisnan (tmp)) continue; double abs_tmp = real_only ? std::real (tmp) : std::abs (tmp); if (abs_tmp > abs_max) { idx_j = j; tmp_max = tmp; abs_max = abs_tmp; } } if (xisnan (tmp_max)) { result.elem (i) = Complex_NaN_result; idx_arg.elem (i) = 0; } else { result.elem (i) = tmp_max; idx_arg.elem (i) = idx_j; } } } return result; } ComplexRowVector ComplexMatrix::column_min (void) const { Array<octave_idx_type> dummy_idx; return column_min (dummy_idx); } ComplexRowVector ComplexMatrix::column_min (Array<octave_idx_type>& idx_arg) const { ComplexRowVector result; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr > 0 && nc > 0) { result.resize (nc); idx_arg.resize (nc); for (octave_idx_type j = 0; j < nc; j++) { bool real_only = column_is_real_only (j); octave_idx_type idx_i; Complex tmp_min; double abs_min = octave_NaN; for (idx_i = 0; idx_i < nr; idx_i++) { tmp_min = elem (idx_i, j); if (! xisnan (tmp_min)) { abs_min = real_only ? std::real (tmp_min) : std::abs (tmp_min); break; } } for (octave_idx_type i = idx_i+1; i < nr; i++) { Complex tmp = elem (i, j); if (xisnan (tmp)) continue; double abs_tmp = real_only ? std::real (tmp) : std::abs (tmp); if (abs_tmp < abs_min) { idx_i = i; tmp_min = tmp; abs_min = abs_tmp; } } if (xisnan (tmp_min)) { result.elem (j) = Complex_NaN_result; idx_arg.elem (j) = 0; } else { result.elem (j) = tmp_min; idx_arg.elem (j) = idx_i; } } } return result; } ComplexRowVector ComplexMatrix::column_max (void) const { Array<octave_idx_type> dummy_idx; return column_max (dummy_idx); } ComplexRowVector ComplexMatrix::column_max (Array<octave_idx_type>& idx_arg) const { ComplexRowVector result; octave_idx_type nr = rows (); octave_idx_type nc = cols (); if (nr > 0 && nc > 0) { result.resize (nc); idx_arg.resize (nc); for (octave_idx_type j = 0; j < nc; j++) { bool real_only = column_is_real_only (j); octave_idx_type idx_i; Complex tmp_max; double abs_max = octave_NaN; for (idx_i = 0; idx_i < nr; idx_i++) { tmp_max = elem (idx_i, j); if (! xisnan (tmp_max)) { abs_max = real_only ? std::real (tmp_max) : std::abs (tmp_max); break; } } for (octave_idx_type i = idx_i+1; i < nr; i++) { Complex tmp = elem (i, j); if (xisnan (tmp)) continue; double abs_tmp = real_only ? std::real (tmp) : std::abs (tmp); if (abs_tmp > abs_max) { idx_i = i; tmp_max = tmp; abs_max = abs_tmp; } } if (xisnan (tmp_max)) { result.elem (j) = Complex_NaN_result; idx_arg.elem (j) = 0; } else { result.elem (j) = tmp_max; idx_arg.elem (j) = idx_i; } } } return result; } // i/o std::ostream& operator << (std::ostream& os, const ComplexMatrix& a) { for (octave_idx_type i = 0; i < a.rows (); i++) { for (octave_idx_type j = 0; j < a.cols (); j++) { os << " "; octave_write_complex (os, a.elem (i, j)); } os << "\n"; } return os; } std::istream& operator >> (std::istream& is, ComplexMatrix& a) { octave_idx_type nr = a.rows (); octave_idx_type nc = a.cols (); if (nr < 1 || nc < 1) is.clear (std::ios::badbit); else { Complex tmp; for (octave_idx_type i = 0; i < nr; i++) for (octave_idx_type j = 0; j < nc; j++) { tmp = octave_read_complex (is); if (is) a.elem (i, j) = tmp; else goto done; } } done: return is; } ComplexMatrix Givens (const Complex& x, const Complex& y) { double cc; Complex cs, temp_r; F77_FUNC (zlartg, ZLARTG) (x, y, cc, cs, temp_r); ComplexMatrix g (2, 2); g.elem (0, 0) = cc; g.elem (1, 1) = cc; g.elem (0, 1) = cs; g.elem (1, 0) = -conj (cs); return g; } ComplexMatrix Sylvester (const ComplexMatrix& a, const ComplexMatrix& b, const ComplexMatrix& c) { ComplexMatrix retval; // FIXME -- need to check that a, b, and c are all the same // size. // Compute Schur decompositions ComplexSCHUR as (a, "U"); ComplexSCHUR bs (b, "U"); // Transform c to new coordinates. ComplexMatrix ua = as.unitary_matrix (); ComplexMatrix sch_a = as.schur_matrix (); ComplexMatrix ub = bs.unitary_matrix (); ComplexMatrix sch_b = bs.schur_matrix (); ComplexMatrix cx = ua.hermitian () * c * ub; // Solve the sylvester equation, back-transform, and return the // solution. octave_idx_type a_nr = a.rows (); octave_idx_type b_nr = b.rows (); double scale; octave_idx_type info; Complex *pa = sch_a.fortran_vec (); Complex *pb = sch_b.fortran_vec (); Complex *px = cx.fortran_vec (); F77_XFCN (ztrsyl, ZTRSYL, (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.hermitian (); return retval; } ComplexMatrix operator * (const ComplexMatrix& m, const Matrix& a) { ComplexMatrix tmp (a); return m * tmp; } ComplexMatrix operator * (const Matrix& m, const ComplexMatrix& a) { ComplexMatrix tmp (m); return tmp * a; } /* Simple Dot Product, Matrix-Vector and Matrix-Matrix Unit tests %!assert([1+i 2+i 3+i] * [ 4+i ; 5+i ; 6+i], 29+21i, 1e-14) %!assert([1+i 2+i ; 3+i 4+i ] * [5+i ; 6+i], [15 + 14i ; 37 + 18i], 1e-14) %!assert([1+i 2+i ; 3+i 4+i ] * [5+i 6+i ; 7+i 8+i], [17 + 15i 20 + 17i; 41 + 19i 48 + 21i], 1e-14) */ /* Test some simple identities %!shared M, cv, rv %! M = randn(10,10)+i*rand(10,10); %! cv = randn(10,1)+i*rand(10,1); %! rv = randn(1,10)+i*rand(1,10); %!assert([M*cv,M*cv],M*[cv,cv],1e-14) %!assert([rv*M;rv*M],[rv;rv]*M,1e-14) %!assert(2*rv*cv,[rv,rv]*[cv;cv],1e-14) */ ComplexMatrix operator * (const ComplexMatrix& m, const ComplexMatrix& a) { ComplexMatrix retval; octave_idx_type nr = m.rows (); octave_idx_type nc = m.cols (); octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (nc != a_nr) gripe_nonconformant ("operator *", nr, nc, a_nr, a_nc); else { if (nr == 0 || nc == 0 || a_nc == 0) retval.resize (nr, a_nc, 0.0); else { octave_idx_type ld = nr; octave_idx_type lda = a.rows (); retval.resize (nr, a_nc); Complex *c = retval.fortran_vec (); if (a_nc == 1) { if (nr == 1) F77_FUNC (xzdotu, XZDOTU) (nc, m.data (), 1, a.data (), 1, *c); else { F77_XFCN (zgemv, ZGEMV, (F77_CONST_CHAR_ARG2 ("N", 1), nr, nc, 1.0, m.data (), ld, a.data (), 1, 0.0, c, 1 F77_CHAR_ARG_LEN (1))); } } else { F77_XFCN (zgemm, ZGEMM, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 ("N", 1), nr, a_nc, nc, 1.0, m.data (), ld, a.data (), lda, 0.0, c, nr F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); } } } return retval; } // 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); ComplexMatrix min (const Complex& c, const ComplexMatrix& m) { octave_idx_type nr = m.rows (); octave_idx_type nc = m.columns (); EMPTY_RETURN_CHECK (ComplexMatrix); ComplexMatrix 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) = xmin (c, m (i, j)); } return result; } ComplexMatrix min (const ComplexMatrix& m, const Complex& c) { octave_idx_type nr = m.rows (); octave_idx_type nc = m.columns (); EMPTY_RETURN_CHECK (ComplexMatrix); ComplexMatrix 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) = xmin (m (i, j), c); } return result; } ComplexMatrix min (const ComplexMatrix& a, const ComplexMatrix& 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 expecting args of same size"); return ComplexMatrix (); } EMPTY_RETURN_CHECK (ComplexMatrix); ComplexMatrix result (nr, nc); for (octave_idx_type j = 0; j < nc; j++) { int columns_are_real_only = 1; for (octave_idx_type i = 0; i < nr; i++) { OCTAVE_QUIT; if (std::imag (a (i, j)) != 0.0 || std::imag (b (i, j)) != 0.0) { columns_are_real_only = 0; break; } } if (columns_are_real_only) { for (octave_idx_type i = 0; i < nr; i++) result (i, j) = xmin (std::real (a (i, j)), std::real (b (i, j))); } else { for (octave_idx_type i = 0; i < nr; i++) { OCTAVE_QUIT; result (i, j) = xmin (a (i, j), b (i, j)); } } } return result; } ComplexMatrix max (const Complex& c, const ComplexMatrix& m) { octave_idx_type nr = m.rows (); octave_idx_type nc = m.columns (); EMPTY_RETURN_CHECK (ComplexMatrix); ComplexMatrix 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) = xmax (c, m (i, j)); } return result; } ComplexMatrix max (const ComplexMatrix& m, const Complex& c) { octave_idx_type nr = m.rows (); octave_idx_type nc = m.columns (); EMPTY_RETURN_CHECK (ComplexMatrix); ComplexMatrix 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) = xmax (m (i, j), c); } return result; } ComplexMatrix max (const ComplexMatrix& a, const ComplexMatrix& 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 expecting args of same size"); return ComplexMatrix (); } EMPTY_RETURN_CHECK (ComplexMatrix); ComplexMatrix result (nr, nc); for (octave_idx_type j = 0; j < nc; j++) { int columns_are_real_only = 1; for (octave_idx_type i = 0; i < nr; i++) { OCTAVE_QUIT; if (std::imag (a (i, j)) != 0.0 || std::imag (b (i, j)) != 0.0) { columns_are_real_only = 0; break; } } if (columns_are_real_only) { for (octave_idx_type i = 0; i < nr; i++) { OCTAVE_QUIT; result (i, j) = xmax (std::real (a (i, j)), std::real (b (i, j))); } } else { for (octave_idx_type i = 0; i < nr; i++) { OCTAVE_QUIT; result (i, j) = xmax (a (i, j), b (i, j)); } } } return result; } MS_CMP_OPS(ComplexMatrix, std::real, Complex, std::real) MS_BOOL_OPS(ComplexMatrix, Complex, 0.0) SM_CMP_OPS(Complex, std::real, ComplexMatrix, std::real) SM_BOOL_OPS(Complex, ComplexMatrix, 0.0) MM_CMP_OPS(ComplexMatrix, std::real, ComplexMatrix, std::real) MM_BOOL_OPS(ComplexMatrix, ComplexMatrix, 0.0) /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */