Mercurial > hg > octave-nkf
annotate liboctave/dMatrix.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 |
| rev | line source |
|---|---|
| 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_Matrix_int_h) | |
| 25 #define octave_Matrix_int_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" |
| 458 | 33 |
| 3585 | 34 class |
| 6108 | 35 OCTAVE_API |
| 3585 | 36 Matrix : public MArray2<double> |
| 458 | 37 { |
| 38 public: | |
| 39 | |
| 7788 | 40 typedef void (*solve_singularity_handler) (double rcon); |
| 3480 | 41 |
| 1214 | 42 Matrix (void) : MArray2<double> () { } |
| 3585 | 43 |
| 5275 | 44 Matrix (octave_idx_type r, octave_idx_type c) : MArray2<double> (r, c) { } |
| 3585 | 45 |
| 5275 | 46 Matrix (octave_idx_type r, octave_idx_type c, double val) : MArray2<double> (r, c, val) { } |
| 3585 | 47 |
| 6979 | 48 Matrix (const dim_vector& dv) : MArray2<double> (dv) { } |
| 49 | |
| 50 Matrix (const dim_vector& dv, double val) : MArray2<double> (dv, val) { } | |
| 51 | |
| 1214 | 52 Matrix (const Matrix& a) : MArray2<double> (a) { } |
| 3585 | 53 |
| 54 Matrix (const MArray2<double>& a) : MArray2<double> (a) { } | |
| 55 | |
| 56 explicit Matrix (const RowVector& rv); | |
| 458 | 57 |
| 3585 | 58 explicit Matrix (const ColumnVector& cv); |
| 59 | |
| 60 explicit Matrix (const DiagMatrix& a); | |
| 61 | |
| 62 explicit Matrix (const boolMatrix& a); | |
| 63 | |
| 64 explicit Matrix (const charMatrix& a); | |
| 1574 | 65 |
| 458 | 66 Matrix& operator = (const Matrix& a) |
| 67 { | |
| 1214 | 68 MArray2<double>::operator = (a); |
| 458 | 69 return *this; |
| 70 } | |
| 71 | |
| 2385 | 72 bool operator == (const Matrix& a) const; |
| 73 bool operator != (const Matrix& a) const; | |
| 458 | 74 |
| 3354 | 75 bool is_symmetric (void) const; |
| 76 | |
| 1359 | 77 // destructive insert/delete/reorder operations |
| 458 | 78 |
| 5275 | 79 Matrix& insert (const Matrix& a, octave_idx_type r, octave_idx_type c); |
| 80 Matrix& insert (const RowVector& a, octave_idx_type r, octave_idx_type c); | |
| 81 Matrix& insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c); | |
| 82 Matrix& insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c); | |
| 458 | 83 |
| 84 Matrix& fill (double val); | |
| 5275 | 85 Matrix& fill (double val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2); |
| 458 | 86 |
| 87 Matrix append (const Matrix& a) const; | |
| 88 Matrix append (const RowVector& a) const; | |
| 89 Matrix append (const ColumnVector& a) const; | |
| 90 Matrix append (const DiagMatrix& a) const; | |
| 91 | |
| 92 Matrix stack (const Matrix& a) const; | |
| 93 Matrix stack (const RowVector& a) const; | |
| 94 Matrix stack (const ColumnVector& a) const; | |
| 95 Matrix stack (const DiagMatrix& a) const; | |
| 96 | |
| 6108 | 97 friend OCTAVE_API Matrix real (const ComplexMatrix& a); |
| 98 friend OCTAVE_API Matrix imag (const ComplexMatrix& a); | |
| 1205 | 99 |
| 3225 | 100 Matrix transpose (void) const { return MArray2<double>::transpose (); } |
| 101 | |
| 1359 | 102 // resize is the destructive equivalent for this one |
| 458 | 103 |
| 5275 | 104 Matrix extract (octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) const; |
| 458 | 105 |
| 5275 | 106 Matrix extract_n (octave_idx_type r1, octave_idx_type c1, octave_idx_type nr, octave_idx_type nc) const; |
| 4316 | 107 |
| 1359 | 108 // extract row or column i. |
| 458 | 109 |
| 5275 | 110 RowVector row (octave_idx_type i) const; |
| 458 | 111 |
| 5275 | 112 ColumnVector column (octave_idx_type i) const; |
| 458 | 113 |
| 6207 | 114 private: |
| 7788 | 115 Matrix tinverse (MatrixType &mattype, octave_idx_type& info, double& rcon, |
| 6207 | 116 int force, int calc_cond) const; |
| 117 | |
| 7788 | 118 Matrix finverse (MatrixType &mattype, octave_idx_type& info, double& rcon, |
| 6207 | 119 int force, int calc_cond) const; |
| 120 | |
| 121 public: | |
| 458 | 122 Matrix inverse (void) const; |
| 6479 | 123 Matrix inverse (octave_idx_type& info) const; |
| 7788 | 124 Matrix inverse (octave_idx_type& info, double& rcon, int force = 0, |
| 6479 | 125 int calc_cond = 1) const; |
| 126 | |
| 6207 | 127 Matrix inverse (MatrixType &mattype) const; |
| 128 Matrix inverse (MatrixType &mattype, octave_idx_type& info) const; | |
| 7788 | 129 Matrix inverse (MatrixType &mattype, octave_idx_type& info, double& rcon, |
| 6207 | 130 int force = 0, int calc_cond = 1) const; |
| 458 | 131 |
| 4384 | 132 Matrix pseudo_inverse (double tol = 0.0) const; |
| 740 | 133 |
| 458 | 134 ComplexMatrix fourier (void) const; |
| 135 ComplexMatrix ifourier (void) const; | |
| 136 | |
| 677 | 137 ComplexMatrix fourier2d (void) const; |
| 138 ComplexMatrix ifourier2d (void) const; | |
| 139 | |
| 458 | 140 DET determinant (void) const; |
| 5275 | 141 DET determinant (octave_idx_type& info) const; |
| 7788 | 142 DET determinant (octave_idx_type& info, double& rcon, int calc_cond = 1) const; |
| 143 | |
| 144 double rcond (void) const; | |
| 145 double rcond (MatrixType &mattype) const; | |
| 458 | 146 |
| 5785 | 147 private: |
| 148 // Upper triangular matrix solvers | |
| 149 Matrix utsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, | |
| 7788 | 150 double& rcon, solve_singularity_handler sing_handler, |
| 5785 | 151 bool calc_cond = false) const; |
| 152 | |
| 153 // Lower triangular matrix solvers | |
| 154 Matrix ltsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, | |
| 7788 | 155 double& rcon, solve_singularity_handler sing_handler, |
| 5785 | 156 bool calc_cond = false) const; |
| 157 | |
| 158 // Full matrix solvers (lu/cholesky) | |
| 159 Matrix fsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, | |
| 7788 | 160 double& rcon, solve_singularity_handler sing_handler, |
| 5785 | 161 bool calc_cond = false) const; |
| 162 | |
| 163 public: | |
| 164 // Generic interface to solver with no probing of type | |
| 165 Matrix solve (MatrixType &typ, const Matrix& b) const; | |
| 166 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const; | |
| 167 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, | |
| 7788 | 168 double& rcon) const; |
| 5785 | 169 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, |
| 7788 | 170 double& rcon, solve_singularity_handler sing_handler, |
| 5785 | 171 bool singular_fallback = true) const; |
| 172 | |
| 173 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const; | |
| 174 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, | |
| 175 octave_idx_type& info) const; | |
| 176 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, | |
| 7788 | 177 octave_idx_type& info, double& rcon) const; |
| 5785 | 178 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, |
| 7788 | 179 octave_idx_type& info, double& rcon, |
| 5785 | 180 solve_singularity_handler sing_handler, |
| 181 bool singular_fallback = true) const; | |
| 182 | |
| 183 ColumnVector solve (MatrixType &typ, const ColumnVector& b) const; | |
| 184 ColumnVector solve (MatrixType &typ, const ColumnVector& b, | |
| 185 octave_idx_type& info) const; | |
| 186 ColumnVector solve (MatrixType &typ, const ColumnVector& b, | |
| 7788 | 187 octave_idx_type& info, double& rcon) const; |
| 5785 | 188 ColumnVector solve (MatrixType &typ, const ColumnVector& b, |
| 7788 | 189 octave_idx_type& info, double& rcon, |
| 5785 | 190 solve_singularity_handler sing_handler) const; |
| 191 | |
| 192 ComplexColumnVector solve (MatrixType &typ, | |
| 193 const ComplexColumnVector& b) const; | |
| 194 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, | |
| 195 octave_idx_type& info) const; | |
| 196 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, | |
| 7788 | 197 octave_idx_type& info, double& rcon) const; |
| 5785 | 198 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, |
| 7788 | 199 octave_idx_type& info, double& rcon, |
| 5785 | 200 solve_singularity_handler sing_handler) const; |
| 201 | |
| 202 // Generic interface to solver with probing of type | |
| 458 | 203 Matrix solve (const Matrix& b) const; |
| 5275 | 204 Matrix solve (const Matrix& b, octave_idx_type& info) const; |
| 7788 | 205 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon) const; |
| 206 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon, | |
| 3480 | 207 solve_singularity_handler sing_handler) const; |
| 458 | 208 |
| 209 ComplexMatrix solve (const ComplexMatrix& b) const; | |
| 5275 | 210 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const; |
| 7788 | 211 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon) const; |
| 212 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon, | |
| 3480 | 213 solve_singularity_handler sing_handler) const; |
| 458 | 214 |
| 215 ColumnVector solve (const ColumnVector& b) const; | |
| 5275 | 216 ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const; |
| 7788 | 217 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcon) const; |
| 218 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcon, | |
| 3480 | 219 solve_singularity_handler sing_handler) const; |
| 458 | 220 |
| 221 ComplexColumnVector solve (const ComplexColumnVector& b) const; | |
| 5275 | 222 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const; |
| 223 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, | |
| 7788 | 224 double& rcon) const; |
| 5275 | 225 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, |
| 7788 | 226 double& rcon, |
| 3480 | 227 solve_singularity_handler sing_handler) const; |
| 458 | 228 |
| 5785 | 229 // Singular solvers |
| 458 | 230 Matrix lssolve (const Matrix& b) const; |
| 5275 | 231 Matrix lssolve (const Matrix& b, octave_idx_type& info) const; |
| 7076 | 232 Matrix lssolve (const Matrix& b, octave_idx_type& info, |
| 233 octave_idx_type& rank) const; | |
| 234 Matrix lssolve (const Matrix& b, octave_idx_type& info, | |
| 7788 | 235 octave_idx_type& rank, double& rcon) const; |
| 458 | 236 |
| 237 ComplexMatrix lssolve (const ComplexMatrix& b) const; | |
| 5275 | 238 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const; |
| 239 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info, | |
| 240 octave_idx_type& rank) const; | |
| 7076 | 241 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info, |
| 7788 | 242 octave_idx_type& rank, double &rcon) const; |
| 458 | 243 |
| 244 ColumnVector lssolve (const ColumnVector& b) const; | |
| 5275 | 245 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info) const; |
| 7076 | 246 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info, |
| 247 octave_idx_type& rank) const; | |
| 248 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info, | |
| 7788 | 249 octave_idx_type& rank, double& rcon) const; |
| 458 | 250 |
| 251 ComplexColumnVector lssolve (const ComplexColumnVector& b) const; | |
| 7076 | 252 ComplexColumnVector lssolve (const ComplexColumnVector& b, |
| 253 octave_idx_type& info) const; | |
| 254 ComplexColumnVector lssolve (const ComplexColumnVector& b, | |
| 255 octave_idx_type& info, | |
| 5275 | 256 octave_idx_type& rank) const; |
| 7076 | 257 ComplexColumnVector lssolve (const ComplexColumnVector& b, |
| 258 octave_idx_type& info, | |
| 7788 | 259 octave_idx_type& rank, double& rcon) const; |
| 458 | 260 |
| 1819 | 261 Matrix expm (void) const; |
| 262 | |
| 458 | 263 Matrix& operator += (const DiagMatrix& a); |
| 264 Matrix& operator -= (const DiagMatrix& a); | |
| 265 | |
| 1359 | 266 // unary operations |
| 458 | 267 |
| 2964 | 268 boolMatrix operator ! (void) const; |
| 458 | 269 |
| 1359 | 270 // other operations |
| 458 | 271 |
|
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272 typedef double (*dmapper) (double); |
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273 typedef Complex (*cmapper) (const Complex&); |
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274 typedef bool (*bmapper) (double); |
| 2676 | 275 |
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276 Matrix map (dmapper fcn) const; |
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277 ComplexMatrix map (cmapper fcn) const; |
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278 boolMatrix map (bmapper fcn) const; |
| 458 | 279 |
| 4431 | 280 bool any_element_is_negative (bool = false) const; |
| 2385 | 281 bool any_element_is_inf_or_nan (void) const; |
| 5943 | 282 bool any_element_not_one_or_zero (void) const; |
| 2385 | 283 bool all_elements_are_int_or_inf_or_nan (void) const; |
| 284 bool all_integers (double& max_val, double& min_val) const; | |
| 285 bool too_large_for_float (void) const; | |
| 1963 | 286 |
| 4017 | 287 boolMatrix all (int dim = -1) const; |
| 288 boolMatrix any (int dim = -1) const; | |
| 458 | 289 |
| 4017 | 290 Matrix cumprod (int dim = -1) const; |
| 291 Matrix cumsum (int dim = -1) const; | |
| 292 Matrix prod (int dim = -1) const; | |
| 293 Matrix sum (int dim = -1) const; | |
| 294 Matrix sumsq (int dim = -1) const; | |
| 2385 | 295 Matrix abs (void) const; |
| 458 | 296 |
|
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297 Matrix diag (octave_idx_type k = 0) const; |
| 458 | 298 |
| 299 ColumnVector row_min (void) const; | |
| 2354 | 300 ColumnVector row_max (void) const; |
| 458 | 301 |
| 5275 | 302 ColumnVector row_min (Array<octave_idx_type>& index) const; |
| 303 ColumnVector row_max (Array<octave_idx_type>& index) const; | |
| 458 | 304 |
| 305 RowVector column_min (void) const; | |
| 2354 | 306 RowVector column_max (void) const; |
| 458 | 307 |
| 5275 | 308 RowVector column_min (Array<octave_idx_type>& index) const; |
| 309 RowVector column_max (Array<octave_idx_type>& index) const; | |
| 458 | 310 |
| 1359 | 311 // i/o |
| 458 | 312 |
| 6108 | 313 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const Matrix& a); |
| 314 friend OCTAVE_API std::istream& operator >> (std::istream& is, Matrix& a); | |
| 458 | 315 |
| 3933 | 316 static double resize_fill_value (void) { return 0; } |
| 317 | |
| 458 | 318 private: |
| 319 | |
| 5275 | 320 Matrix (double *d, octave_idx_type r, octave_idx_type c) : MArray2<double> (d, r, c) { } |
| 458 | 321 }; |
| 322 | |
| 5508 | 323 // Publish externally used friend functions. |
| 324 | |
| 6108 | 325 extern OCTAVE_API Matrix real (const ComplexMatrix& a); |
| 326 extern OCTAVE_API Matrix imag (const ComplexMatrix& a); | |
| 5508 | 327 |
| 328 // column vector by row vector -> matrix operations | |
| 329 | |
| 6108 | 330 extern OCTAVE_API Matrix operator * (const ColumnVector& a, const RowVector& b); |
| 5508 | 331 |
| 332 // Other functions. | |
| 333 | |
| 6108 | 334 extern OCTAVE_API Matrix Givens (double, double); |
| 1819 | 335 |
| 6108 | 336 extern OCTAVE_API Matrix Sylvester (const Matrix&, const Matrix&, const Matrix&); |
| 1959 | 337 |
| 6108 | 338 extern OCTAVE_API Matrix operator * (const Matrix& a, const Matrix& b); |
| 2828 | 339 |
| 6108 | 340 extern OCTAVE_API Matrix min (double d, const Matrix& m); |
| 341 extern OCTAVE_API Matrix min (const Matrix& m, double d); | |
| 342 extern OCTAVE_API Matrix min (const Matrix& a, const Matrix& b); | |
| 4309 | 343 |
| 6108 | 344 extern OCTAVE_API Matrix max (double d, const Matrix& m); |
| 345 extern OCTAVE_API Matrix max (const Matrix& m, double d); | |
| 346 extern OCTAVE_API Matrix max (const Matrix& a, const Matrix& b); | |
| 4309 | 347 |
| 6708 | 348 MS_CMP_OP_DECLS (Matrix, double, OCTAVE_API) |
| 349 MS_BOOL_OP_DECLS (Matrix, double, OCTAVE_API) | |
| 2870 | 350 |
| 6708 | 351 SM_CMP_OP_DECLS (double, Matrix, OCTAVE_API) |
| 352 SM_BOOL_OP_DECLS (double, Matrix, OCTAVE_API) | |
| 2870 | 353 |
| 6708 | 354 MM_CMP_OP_DECLS (Matrix, Matrix, OCTAVE_API) |
| 355 MM_BOOL_OP_DECLS (Matrix, Matrix, OCTAVE_API) | |
| 2870 | 356 |
| 3573 | 357 MARRAY_FORWARD_DEFS (MArray2, Matrix, double) |
| 358 | |
| 3689 | 359 template <class T> |
| 360 void read_int (std::istream& is, bool swap_bytes, T& val); | |
| 361 | |
| 458 | 362 #endif |
| 363 | |
| 364 /* | |
| 365 ;;; Local Variables: *** | |
| 366 ;;; mode: C++ *** | |
| 367 ;;; End: *** | |
| 368 */ |