Mercurial > hg > octave-nkf
annotate liboctave/CMatrix.h @ 7788:45f5faba05a2
Add the rcond function
author | David Bateman <dbateman@free.fr> |
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date | Wed, 14 May 2008 18:09:56 +0200 |
parents | 36594d5bbe13 |
children | 82be108cc558 |
rev | line source |
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458 | 1 /* |
2 | |
7017 | 3 Copyright (C) 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2002, 2003, |
4 2004, 2005, 2006, 2007 John W. Eaton | |
458 | 5 |
6 This file is part of Octave. | |
7 | |
8 Octave is free software; you can redistribute it and/or modify it | |
9 under the terms of the GNU General Public License as published by the | |
7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
11 option) any later version. | |
458 | 12 |
13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
16 for more details. | |
17 | |
18 You should have received a copy of the GNU General Public License | |
7016 | 19 along with Octave; see the file COPYING. If not, see |
20 <http://www.gnu.org/licenses/>. | |
458 | 21 |
22 */ | |
23 | |
24 #if !defined (octave_ComplexMatrix_h) | |
25 #define octave_ComplexMatrix_h 1 | |
26 | |
1989 | 27 #include "MArray2.h" |
28 #include "MDiagArray2.h" | |
5785 | 29 #include "MatrixType.h" |
458 | 30 |
31 #include "mx-defs.h" | |
2870 | 32 #include "mx-op-defs.h" |
1650 | 33 #include "oct-cmplx.h" |
458 | 34 |
3585 | 35 class |
6108 | 36 OCTAVE_API |
3585 | 37 ComplexMatrix : public MArray2<Complex> |
458 | 38 { |
39 public: | |
40 | |
7788 | 41 typedef void (*solve_singularity_handler) (double rcon); |
3480 | 42 |
1214 | 43 ComplexMatrix (void) : MArray2<Complex> () { } |
3585 | 44 |
5275 | 45 ComplexMatrix (octave_idx_type r, octave_idx_type c) : MArray2<Complex> (r, c) { } |
3585 | 46 |
5275 | 47 ComplexMatrix (octave_idx_type r, octave_idx_type c, const Complex& val) |
1214 | 48 : MArray2<Complex> (r, c, val) { } |
3585 | 49 |
6979 | 50 ComplexMatrix (const dim_vector& dv) : MArray2<Complex> (dv) { } |
51 | |
52 ComplexMatrix (const dim_vector& dv, const Complex& val) | |
53 : MArray2<Complex> (dv, val) { } | |
54 | |
1214 | 55 ComplexMatrix (const ComplexMatrix& a) : MArray2<Complex> (a) { } |
3585 | 56 |
57 ComplexMatrix (const MArray2<Complex>& a) : MArray2<Complex> (a) { } | |
58 | |
59 explicit ComplexMatrix (const Matrix& a); | |
60 | |
61 explicit ComplexMatrix (const RowVector& rv); | |
62 | |
63 explicit ComplexMatrix (const ColumnVector& cv); | |
458 | 64 |
3585 | 65 explicit ComplexMatrix (const DiagMatrix& a); |
66 | |
67 explicit ComplexMatrix (const ComplexRowVector& rv); | |
68 | |
69 explicit ComplexMatrix (const ComplexColumnVector& cv); | |
70 | |
71 explicit ComplexMatrix (const ComplexDiagMatrix& a); | |
72 | |
73 explicit ComplexMatrix (const boolMatrix& a); | |
74 | |
75 explicit ComplexMatrix (const charMatrix& a); | |
1574 | 76 |
458 | 77 ComplexMatrix& operator = (const ComplexMatrix& a) |
78 { | |
1214 | 79 MArray2<Complex>::operator = (a); |
458 | 80 return *this; |
81 } | |
82 | |
2384 | 83 bool operator == (const ComplexMatrix& a) const; |
84 bool operator != (const ComplexMatrix& a) const; | |
458 | 85 |
2815 | 86 bool is_hermitian (void) const; |
87 | |
1359 | 88 // destructive insert/delete/reorder operations |
458 | 89 |
5275 | 90 ComplexMatrix& insert (const Matrix& a, octave_idx_type r, octave_idx_type c); |
91 ComplexMatrix& insert (const RowVector& a, octave_idx_type r, octave_idx_type c); | |
92 ComplexMatrix& insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c); | |
93 ComplexMatrix& insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c); | |
458 | 94 |
5275 | 95 ComplexMatrix& insert (const ComplexMatrix& a, octave_idx_type r, octave_idx_type c); |
96 ComplexMatrix& insert (const ComplexRowVector& a, octave_idx_type r, octave_idx_type c); | |
97 ComplexMatrix& insert (const ComplexColumnVector& a, octave_idx_type r, octave_idx_type c); | |
98 ComplexMatrix& insert (const ComplexDiagMatrix& a, octave_idx_type r, octave_idx_type c); | |
458 | 99 |
100 ComplexMatrix& fill (double val); | |
101 ComplexMatrix& fill (const Complex& val); | |
5275 | 102 ComplexMatrix& fill (double val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2); |
103 ComplexMatrix& fill (const Complex& val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2); | |
458 | 104 |
105 ComplexMatrix append (const Matrix& a) const; | |
106 ComplexMatrix append (const RowVector& a) const; | |
107 ComplexMatrix append (const ColumnVector& a) const; | |
108 ComplexMatrix append (const DiagMatrix& a) const; | |
109 | |
110 ComplexMatrix append (const ComplexMatrix& a) const; | |
111 ComplexMatrix append (const ComplexRowVector& a) const; | |
112 ComplexMatrix append (const ComplexColumnVector& a) const; | |
113 ComplexMatrix append (const ComplexDiagMatrix& a) const; | |
114 | |
115 ComplexMatrix stack (const Matrix& a) const; | |
116 ComplexMatrix stack (const RowVector& a) const; | |
117 ComplexMatrix stack (const ColumnVector& a) const; | |
118 ComplexMatrix stack (const DiagMatrix& a) const; | |
119 | |
120 ComplexMatrix stack (const ComplexMatrix& a) const; | |
121 ComplexMatrix stack (const ComplexRowVector& a) const; | |
122 ComplexMatrix stack (const ComplexColumnVector& a) const; | |
123 ComplexMatrix stack (const ComplexDiagMatrix& a) const; | |
124 | |
125 ComplexMatrix hermitian (void) const; // complex conjugate transpose | |
3225 | 126 ComplexMatrix transpose (void) const |
127 { return MArray2<Complex>::transpose (); } | |
458 | 128 |
129 friend ComplexMatrix conj (const ComplexMatrix& a); | |
130 | |
1359 | 131 // resize is the destructive equivalent for this one |
458 | 132 |
5275 | 133 ComplexMatrix extract (octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) const; |
458 | 134 |
5275 | 135 ComplexMatrix extract_n (octave_idx_type r1, octave_idx_type c1, octave_idx_type nr, octave_idx_type nc) const; |
4316 | 136 |
1359 | 137 // extract row or column i. |
458 | 138 |
5275 | 139 ComplexRowVector row (octave_idx_type i) const; |
458 | 140 |
5275 | 141 ComplexColumnVector column (octave_idx_type i) const; |
458 | 142 |
6207 | 143 private: |
144 ComplexMatrix tinverse (MatrixType &mattype, octave_idx_type& info, | |
7788 | 145 double& rcon, int force, int calc_cond) const; |
6207 | 146 |
147 ComplexMatrix finverse (MatrixType &mattype, octave_idx_type& info, | |
7788 | 148 double& rcon, int force, int calc_cond) const; |
6207 | 149 |
150 public: | |
458 | 151 ComplexMatrix inverse (void) const; |
6479 | 152 ComplexMatrix inverse (octave_idx_type& info) const; |
7788 | 153 ComplexMatrix inverse (octave_idx_type& info, double& rcon, int force = 0, |
6479 | 154 int calc_cond = 1) const; |
155 | |
6207 | 156 ComplexMatrix inverse (MatrixType &mattype) const; |
157 ComplexMatrix inverse (MatrixType &mattype, octave_idx_type& info) const; | |
158 ComplexMatrix inverse (MatrixType &mattype, octave_idx_type& info, | |
7788 | 159 double& rcon, int force = 0, |
4329 | 160 int calc_cond = 1) const; |
458 | 161 |
4384 | 162 ComplexMatrix pseudo_inverse (double tol = 0.0) const; |
740 | 163 |
458 | 164 ComplexMatrix fourier (void) const; |
165 ComplexMatrix ifourier (void) const; | |
166 | |
677 | 167 ComplexMatrix fourier2d (void) const; |
168 ComplexMatrix ifourier2d (void) const; | |
169 | |
458 | 170 ComplexDET determinant (void) const; |
5275 | 171 ComplexDET determinant (octave_idx_type& info) const; |
7788 | 172 ComplexDET determinant (octave_idx_type& info, double& rcon, int calc_cond = 1) const; |
173 | |
174 double rcond (void) const; | |
175 double rcond (MatrixType &mattype) const; | |
458 | 176 |
5785 | 177 private: |
178 // Upper triangular matrix solvers | |
179 ComplexMatrix utsolve (MatrixType &typ, const ComplexMatrix& b, | |
7788 | 180 octave_idx_type& info, double& rcon, |
5785 | 181 solve_singularity_handler sing_handler, |
182 bool calc_cond = false) const; | |
183 | |
184 // Lower triangular matrix solvers | |
185 ComplexMatrix ltsolve (MatrixType &typ, const ComplexMatrix& b, | |
7788 | 186 octave_idx_type& info, double& rcon, |
5785 | 187 solve_singularity_handler sing_handler, |
188 bool calc_cond = false) const; | |
189 | |
190 // Full matrix solvers (umfpack/cholesky) | |
191 ComplexMatrix fsolve (MatrixType &typ, const ComplexMatrix& b, | |
7788 | 192 octave_idx_type& info, double& rcon, |
5785 | 193 solve_singularity_handler sing_handler, |
194 bool calc_cond = false) const; | |
195 | |
196 public: | |
197 // Generic interface to solver with no probing of type | |
198 ComplexMatrix solve (MatrixType &typ, const Matrix& b) const; | |
199 ComplexMatrix solve (MatrixType &typ, const Matrix& b, | |
200 octave_idx_type& info) const; | |
201 ComplexMatrix solve (MatrixType &typ, const Matrix& b, | |
7788 | 202 octave_idx_type& info, double& rcon) const; |
5785 | 203 ComplexMatrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, |
7788 | 204 double& rcon, solve_singularity_handler sing_handler, |
5785 | 205 bool singular_fallback = true) const; |
206 | |
207 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const; | |
208 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, | |
209 octave_idx_type& info) const; | |
210 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, | |
7788 | 211 octave_idx_type& info, double& rcon) const; |
5785 | 212 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, |
7788 | 213 octave_idx_type& info, double& rcon, |
5785 | 214 solve_singularity_handler sing_handler, |
215 bool singular_fallback = true) const; | |
216 | |
217 ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b) const; | |
218 ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b, | |
219 octave_idx_type& info) const; | |
220 ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b, | |
7788 | 221 octave_idx_type& info, double& rcon) const; |
5785 | 222 ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b, |
7788 | 223 octave_idx_type& info, double& rcon, |
5785 | 224 solve_singularity_handler sing_handler) const; |
225 | |
226 ComplexColumnVector solve (MatrixType &typ, | |
227 const ComplexColumnVector& b) const; | |
228 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, | |
229 octave_idx_type& info) const; | |
230 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, | |
7788 | 231 octave_idx_type& info, double& rcon) const; |
5785 | 232 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, |
7788 | 233 octave_idx_type& info, double& rcon, |
5785 | 234 solve_singularity_handler sing_handler) const; |
235 | |
236 // Generic interface to solver with probing of type | |
458 | 237 ComplexMatrix solve (const Matrix& b) const; |
5275 | 238 ComplexMatrix solve (const Matrix& b, octave_idx_type& info) const; |
7788 | 239 ComplexMatrix solve (const Matrix& b, octave_idx_type& info, double& rcon) const; |
240 ComplexMatrix solve (const Matrix& b, octave_idx_type& info, double& rcon, | |
3480 | 241 solve_singularity_handler sing_handler) const; |
458 | 242 |
243 ComplexMatrix solve (const ComplexMatrix& b) const; | |
5275 | 244 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const; |
7788 | 245 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon) const; |
246 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon, | |
3480 | 247 solve_singularity_handler sing_handler) const; |
458 | 248 |
3585 | 249 ComplexColumnVector solve (const ColumnVector& b) const; |
5275 | 250 ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info) const; |
251 ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info, | |
7788 | 252 double& rcon) const; |
253 ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcon, | |
3585 | 254 solve_singularity_handler sing_handler) const; |
255 | |
458 | 256 ComplexColumnVector solve (const ComplexColumnVector& b) const; |
5275 | 257 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const; |
258 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, | |
7788 | 259 double& rcon) const; |
5275 | 260 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, |
7788 | 261 double& rcon, |
3480 | 262 solve_singularity_handler sing_handler) const; |
458 | 263 |
3585 | 264 ComplexMatrix lssolve (const Matrix& b) const; |
5275 | 265 ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info) const; |
7076 | 266 ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info, |
267 octave_idx_type& rank) const; | |
268 ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info, | |
7788 | 269 octave_idx_type& rank, double& rcon) const; |
3585 | 270 |
458 | 271 ComplexMatrix lssolve (const ComplexMatrix& b) const; |
5275 | 272 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const; |
273 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info, | |
274 octave_idx_type& rank) const; | |
7076 | 275 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info, |
7788 | 276 octave_idx_type& rank, double& rcon) const; |
458 | 277 |
3585 | 278 ComplexColumnVector lssolve (const ColumnVector& b) const; |
7076 | 279 ComplexColumnVector lssolve (const ColumnVector& b, |
280 octave_idx_type& info) const; | |
5275 | 281 ComplexColumnVector lssolve (const ColumnVector& b, octave_idx_type& info, |
282 octave_idx_type& rank) const; | |
7076 | 283 ComplexColumnVector lssolve (const ColumnVector& b, octave_idx_type& info, |
7788 | 284 octave_idx_type& rank, double& rcon) const; |
3585 | 285 |
458 | 286 ComplexColumnVector lssolve (const ComplexColumnVector& b) const; |
7076 | 287 ComplexColumnVector lssolve (const ComplexColumnVector& b, |
288 octave_idx_type& info) const; | |
289 ComplexColumnVector lssolve (const ComplexColumnVector& b, | |
290 octave_idx_type& info, | |
5275 | 291 octave_idx_type& rank) const; |
7076 | 292 ComplexColumnVector lssolve (const ComplexColumnVector& b, |
293 octave_idx_type& info, | |
7788 | 294 octave_idx_type& rank, double& rcon) const; |
458 | 295 |
1819 | 296 ComplexMatrix expm (void) const; |
297 | |
1359 | 298 // matrix by diagonal matrix -> matrix operations |
458 | 299 |
300 ComplexMatrix& operator += (const DiagMatrix& a); | |
301 ComplexMatrix& operator -= (const DiagMatrix& a); | |
302 | |
303 ComplexMatrix& operator += (const ComplexDiagMatrix& a); | |
304 ComplexMatrix& operator -= (const ComplexDiagMatrix& a); | |
305 | |
1359 | 306 // matrix by matrix -> matrix operations |
458 | 307 |
308 ComplexMatrix& operator += (const Matrix& a); | |
309 ComplexMatrix& operator -= (const Matrix& a); | |
310 | |
1359 | 311 // unary operations |
458 | 312 |
2964 | 313 boolMatrix operator ! (void) const; |
458 | 314 |
1359 | 315 // other operations |
458 | 316 |
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317 typedef double (*dmapper) (const Complex&); |
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318 typedef Complex (*cmapper) (const Complex&); |
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319 typedef bool (*bmapper) (const Complex&); |
2676 | 320 |
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321 Matrix map (dmapper fcn) const; |
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322 ComplexMatrix map (cmapper fcn) const; |
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323 boolMatrix map (bmapper fcn) const; |
458 | 324 |
2384 | 325 bool any_element_is_inf_or_nan (void) const; |
2408 | 326 bool all_elements_are_real (void) const; |
2384 | 327 bool all_integers (double& max_val, double& min_val) const; |
328 bool too_large_for_float (void) const; | |
1963 | 329 |
4017 | 330 boolMatrix all (int dim = -1) const; |
331 boolMatrix any (int dim = -1) const; | |
458 | 332 |
4017 | 333 ComplexMatrix cumprod (int dim = -1) const; |
334 ComplexMatrix cumsum (int dim = -1) const; | |
335 ComplexMatrix prod (int dim = -1) const; | |
336 ComplexMatrix sum (int dim = -1) const; | |
337 ComplexMatrix sumsq (int dim = -1) const; | |
4329 | 338 Matrix abs (void) const; |
458 | 339 |
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Move diag function into the octave_value class
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340 ComplexMatrix diag (octave_idx_type k = 0) const; |
458 | 341 |
5275 | 342 bool row_is_real_only (octave_idx_type) const; |
343 bool column_is_real_only (octave_idx_type) const; | |
458 | 344 |
2354 | 345 ComplexColumnVector row_min (void) const; |
458 | 346 ComplexColumnVector row_max (void) const; |
2354 | 347 |
5275 | 348 ComplexColumnVector row_min (Array<octave_idx_type>& index) const; |
349 ComplexColumnVector row_max (Array<octave_idx_type>& index) const; | |
458 | 350 |
351 ComplexRowVector column_min (void) const; | |
2354 | 352 ComplexRowVector column_max (void) const; |
458 | 353 |
5275 | 354 ComplexRowVector column_min (Array<octave_idx_type>& index) const; |
355 ComplexRowVector column_max (Array<octave_idx_type>& index) const; | |
458 | 356 |
1359 | 357 // i/o |
458 | 358 |
6108 | 359 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const ComplexMatrix& a); |
360 friend OCTAVE_API std::istream& operator >> (std::istream& is, ComplexMatrix& a); | |
458 | 361 |
3933 | 362 static Complex resize_fill_value (void) { return Complex (0.0, 0.0); } |
363 | |
458 | 364 private: |
365 | |
5275 | 366 ComplexMatrix (Complex *d, octave_idx_type r, octave_idx_type c) : MArray2<Complex> (d, r, c) { } |
458 | 367 }; |
368 | |
5508 | 369 // column vector by row vector -> matrix operations |
370 | |
6108 | 371 extern OCTAVE_API ComplexMatrix |
5508 | 372 operator * (const ColumnVector& a, const ComplexRowVector& b); |
373 | |
6108 | 374 extern OCTAVE_API ComplexMatrix |
5508 | 375 operator * (const ComplexColumnVector& a, const RowVector& b); |
1819 | 376 |
6108 | 377 extern OCTAVE_API ComplexMatrix |
5508 | 378 operator * (const ComplexColumnVector& a, const ComplexRowVector& b); |
379 | |
6108 | 380 extern OCTAVE_API ComplexMatrix |
5508 | 381 Givens (const Complex&, const Complex&); |
382 | |
6108 | 383 extern OCTAVE_API ComplexMatrix |
5508 | 384 Sylvester (const ComplexMatrix&, const ComplexMatrix&, const ComplexMatrix&); |
1819 | 385 |
6108 | 386 extern OCTAVE_API ComplexMatrix operator * (const Matrix&, const ComplexMatrix&); |
387 extern OCTAVE_API ComplexMatrix operator * (const ComplexMatrix&, const Matrix&); | |
388 extern OCTAVE_API ComplexMatrix operator * (const ComplexMatrix&, const ComplexMatrix&); | |
2828 | 389 |
6108 | 390 extern OCTAVE_API ComplexMatrix min (const Complex& c, const ComplexMatrix& m); |
391 extern OCTAVE_API ComplexMatrix min (const ComplexMatrix& m, const Complex& c); | |
392 extern OCTAVE_API ComplexMatrix min (const ComplexMatrix& a, const ComplexMatrix& b); | |
4309 | 393 |
6108 | 394 extern OCTAVE_API ComplexMatrix max (const Complex& c, const ComplexMatrix& m); |
395 extern OCTAVE_API ComplexMatrix max (const ComplexMatrix& m, const Complex& c); | |
396 extern OCTAVE_API ComplexMatrix max (const ComplexMatrix& a, const ComplexMatrix& b); | |
4309 | 397 |
6708 | 398 MS_CMP_OP_DECLS (ComplexMatrix, Complex, OCTAVE_API) |
399 MS_BOOL_OP_DECLS (ComplexMatrix, Complex, OCTAVE_API) | |
2870 | 400 |
6708 | 401 SM_CMP_OP_DECLS (Complex, ComplexMatrix, OCTAVE_API) |
402 SM_BOOL_OP_DECLS (Complex, ComplexMatrix, OCTAVE_API) | |
2870 | 403 |
6708 | 404 MM_CMP_OP_DECLS (ComplexMatrix, ComplexMatrix, OCTAVE_API) |
405 MM_BOOL_OP_DECLS (ComplexMatrix, ComplexMatrix, OCTAVE_API) | |
2870 | 406 |
3573 | 407 MARRAY_FORWARD_DEFS (MArray2, ComplexMatrix, Complex) |
408 | |
458 | 409 #endif |
410 | |
411 /* | |
412 ;;; Local Variables: *** | |
413 ;;; mode: C++ *** | |
414 ;;; End: *** | |
415 */ |