annotate liboctave/CMatrix.h @ 7788:45f5faba05a2

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