Mercurial > hg > octave-nkf
annotate liboctave/dMatrix.cc @ 10362:b47ab50a6aa8
simplify appliers in mx-inlines.cc
author | Jaroslav Hajek <highegg@gmail.com> |
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date | Fri, 26 Feb 2010 09:47:54 +0100 |
parents | a3635bc1ea19 |
children | a0728e81ed25 |
rev | line source |
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1993 | 1 // Matrix manipulations. |
458 | 2 /* |
3 | |
7017 | 4 Copyright (C) 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2001, 2002, |
8920 | 5 2003, 2004, 2005, 2006, 2007, 2009 John W. Eaton |
7803 | 6 Copyright (C) 2008 Jaroslav Hajek |
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7 Copyright (C) 2009 VZLU Prague, a.s. |
458 | 8 |
9 This file is part of Octave. | |
10 | |
11 Octave is free software; you can redistribute it and/or modify it | |
12 under the terms of the GNU General Public License as published by the | |
7016 | 13 Free Software Foundation; either version 3 of the License, or (at your |
14 option) any later version. | |
458 | 15 |
16 Octave is distributed in the hope that it will be useful, but WITHOUT | |
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
18 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
19 for more details. | |
20 | |
21 You should have received a copy of the GNU General Public License | |
7016 | 22 along with Octave; see the file COPYING. If not, see |
23 <http://www.gnu.org/licenses/>. | |
458 | 24 |
25 */ | |
26 | |
27 #ifdef HAVE_CONFIG_H | |
1192 | 28 #include <config.h> |
458 | 29 #endif |
30 | |
1367 | 31 #include <cfloat> |
32 | |
3503 | 33 #include <iostream> |
6209 | 34 #include <vector> |
1367 | 35 |
4669 | 36 #include "Array-util.h" |
2317 | 37 #include "byte-swap.h" |
2828 | 38 #include "dMatrix.h" |
1819 | 39 #include "dbleAEPBAL.h" |
8335 | 40 #include "DET.h" |
1819 | 41 #include "dbleSCHUR.h" |
740 | 42 #include "dbleSVD.h" |
6207 | 43 #include "dbleCHOL.h" |
1847 | 44 #include "f77-fcn.h" |
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45 #include "functor.h" |
458 | 46 #include "lo-error.h" |
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47 #include "oct-locbuf.h" |
2354 | 48 #include "lo-ieee.h" |
49 #include "lo-mappers.h" | |
1968 | 50 #include "lo-utils.h" |
1367 | 51 #include "mx-base.h" |
2828 | 52 #include "mx-m-dm.h" |
3176 | 53 #include "mx-dm-m.h" |
1367 | 54 #include "mx-inlines.cc" |
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55 #include "mx-op-defs.h" |
1650 | 56 #include "oct-cmplx.h" |
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57 #include "oct-fftw.h" |
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58 #include "oct-norm.h" |
4153 | 59 #include "quit.h" |
458 | 60 |
61 // Fortran functions we call. | |
62 | |
63 extern "C" | |
64 { | |
7478 | 65 F77_RET_T |
7477 | 66 F77_FUNC (xilaenv, XILAENV) (const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, |
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67 F77_CONST_CHAR_ARG_DECL, |
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68 const octave_idx_type&, const octave_idx_type&, |
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69 const octave_idx_type&, const octave_idx_type&, |
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70 octave_idx_type& |
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71 F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); |
7476 | 72 |
4552 | 73 F77_RET_T |
74 F77_FUNC (dgebal, DGEBAL) (F77_CONST_CHAR_ARG_DECL, | |
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75 const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type&, |
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76 octave_idx_type&, double*, octave_idx_type& |
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77 F77_CHAR_ARG_LEN_DECL); |
4552 | 78 |
79 F77_RET_T | |
80 F77_FUNC (dgebak, DGEBAK) (F77_CONST_CHAR_ARG_DECL, | |
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81 F77_CONST_CHAR_ARG_DECL, |
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82 const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, double*, |
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83 const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type& |
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84 F77_CHAR_ARG_LEN_DECL |
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85 F77_CHAR_ARG_LEN_DECL); |
4552 | 86 |
87 | |
88 F77_RET_T | |
89 F77_FUNC (dgemm, DGEMM) (F77_CONST_CHAR_ARG_DECL, | |
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90 F77_CONST_CHAR_ARG_DECL, |
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91 const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, |
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92 const double&, const double*, const octave_idx_type&, |
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93 const double*, const octave_idx_type&, const double&, |
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94 double*, const octave_idx_type& |
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95 F77_CHAR_ARG_LEN_DECL |
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96 F77_CHAR_ARG_LEN_DECL); |
4552 | 97 |
98 F77_RET_T | |
5983 | 99 F77_FUNC (dgemv, DGEMV) (F77_CONST_CHAR_ARG_DECL, |
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100 const octave_idx_type&, const octave_idx_type&, const double&, |
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101 const double*, const octave_idx_type&, const double*, |
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102 const octave_idx_type&, const double&, double*, |
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103 const octave_idx_type& |
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104 F77_CHAR_ARG_LEN_DECL); |
5983 | 105 |
106 F77_RET_T | |
107 F77_FUNC (xddot, XDDOT) (const octave_idx_type&, const double*, const octave_idx_type&, | |
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108 const double*, const octave_idx_type&, double&); |
5983 | 109 |
110 F77_RET_T | |
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111 F77_FUNC (dsyrk, DSYRK) (F77_CONST_CHAR_ARG_DECL, |
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112 F77_CONST_CHAR_ARG_DECL, |
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113 const octave_idx_type&, const octave_idx_type&, |
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114 const double&, const double*, const octave_idx_type&, |
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115 const double&, double*, const octave_idx_type& |
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116 F77_CHAR_ARG_LEN_DECL |
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117 F77_CHAR_ARG_LEN_DECL); |
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118 |
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119 F77_RET_T |
5275 | 120 F77_FUNC (dgetrf, DGETRF) (const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&, |
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121 octave_idx_type*, octave_idx_type&); |
4329 | 122 |
4552 | 123 F77_RET_T |
5275 | 124 F77_FUNC (dgetrs, DGETRS) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, |
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125 const double*, const octave_idx_type&, |
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126 const octave_idx_type*, double*, const octave_idx_type&, octave_idx_type& |
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127 F77_CHAR_ARG_LEN_DECL); |
4552 | 128 |
129 F77_RET_T | |
5275 | 130 F77_FUNC (dgetri, DGETRI) (const octave_idx_type&, double*, const octave_idx_type&, const octave_idx_type*, |
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131 double*, const octave_idx_type&, octave_idx_type&); |
4552 | 132 |
133 F77_RET_T | |
5275 | 134 F77_FUNC (dgecon, DGECON) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, double*, |
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135 const octave_idx_type&, const double&, double&, |
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136 double*, octave_idx_type*, octave_idx_type& |
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137 F77_CHAR_ARG_LEN_DECL); |
4552 | 138 |
139 F77_RET_T | |
7072 | 140 F77_FUNC (dgelsy, DGELSY) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, |
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141 double*, const octave_idx_type&, double*, |
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142 const octave_idx_type&, octave_idx_type*, double&, octave_idx_type&, |
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143 double*, const octave_idx_type&, octave_idx_type&); |
7072 | 144 |
145 F77_RET_T | |
146 F77_FUNC (dgelsd, DGELSD) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, | |
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147 double*, const octave_idx_type&, double*, |
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148 const octave_idx_type&, double*, double&, octave_idx_type&, |
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149 double*, const octave_idx_type&, octave_idx_type*, |
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150 octave_idx_type&); |
458 | 151 |
5785 | 152 F77_RET_T |
153 F77_FUNC (dpotrf, DPOTRF) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, | |
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154 double *, const octave_idx_type&, |
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155 octave_idx_type& F77_CHAR_ARG_LEN_DECL); |
5785 | 156 |
157 F77_RET_T | |
158 F77_FUNC (dpocon, DPOCON) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, | |
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159 double*, const octave_idx_type&, const double&, |
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160 double&, double*, octave_idx_type*, |
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161 octave_idx_type& F77_CHAR_ARG_LEN_DECL); |
5785 | 162 F77_RET_T |
163 F77_FUNC (dpotrs, DPOTRS) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, | |
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164 const octave_idx_type&, const double*, |
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165 const octave_idx_type&, double*, |
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166 const octave_idx_type&, octave_idx_type& |
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167 F77_CHAR_ARG_LEN_DECL); |
5785 | 168 |
169 F77_RET_T | |
6207 | 170 F77_FUNC (dtrtri, DTRTRI) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, |
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171 const octave_idx_type&, const double*, |
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172 const octave_idx_type&, octave_idx_type& |
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173 F77_CHAR_ARG_LEN_DECL |
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174 F77_CHAR_ARG_LEN_DECL); |
6207 | 175 F77_RET_T |
5785 | 176 F77_FUNC (dtrcon, DTRCON) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, |
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177 F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, |
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178 const double*, const octave_idx_type&, double&, |
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179 double*, octave_idx_type*, octave_idx_type& |
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180 F77_CHAR_ARG_LEN_DECL |
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181 F77_CHAR_ARG_LEN_DECL |
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182 F77_CHAR_ARG_LEN_DECL); |
5785 | 183 F77_RET_T |
184 F77_FUNC (dtrtrs, DTRTRS) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, | |
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185 F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, |
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186 const octave_idx_type&, const double*, |
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187 const octave_idx_type&, double*, |
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188 const octave_idx_type&, octave_idx_type& |
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189 F77_CHAR_ARG_LEN_DECL |
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190 F77_CHAR_ARG_LEN_DECL |
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191 F77_CHAR_ARG_LEN_DECL); |
5785 | 192 |
4552 | 193 F77_RET_T |
194 F77_FUNC (dlartg, DLARTG) (const double&, const double&, double&, | |
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195 double&, double&); |
4552 | 196 |
197 F77_RET_T | |
198 F77_FUNC (dtrsyl, DTRSYL) (F77_CONST_CHAR_ARG_DECL, | |
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199 F77_CONST_CHAR_ARG_DECL, |
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200 const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, |
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201 const double*, const octave_idx_type&, const double*, |
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202 const octave_idx_type&, const double*, const octave_idx_type&, |
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203 double&, octave_idx_type& |
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204 F77_CHAR_ARG_LEN_DECL |
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205 F77_CHAR_ARG_LEN_DECL); |
4552 | 206 |
207 F77_RET_T | |
5275 | 208 F77_FUNC (xdlange, XDLANGE) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, |
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209 const octave_idx_type&, const double*, |
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210 const octave_idx_type&, double*, double& |
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211 F77_CHAR_ARG_LEN_DECL); |
458 | 212 } |
213 | |
1360 | 214 // Matrix class. |
458 | 215 |
2349 | 216 Matrix::Matrix (const RowVector& rv) |
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217 : MArray<double> (rv) |
2349 | 218 { |
219 } | |
220 | |
221 Matrix::Matrix (const ColumnVector& cv) | |
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222 : MArray<double> (cv) |
2349 | 223 { |
224 } | |
225 | |
458 | 226 Matrix::Matrix (const DiagMatrix& a) |
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227 : MArray<double> (a.rows (), a.cols (), 0.0) |
458 | 228 { |
5275 | 229 for (octave_idx_type i = 0; i < a.length (); i++) |
458 | 230 elem (i, i) = a.elem (i, i); |
231 } | |
232 | |
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233 Matrix::Matrix (const PermMatrix& a) |
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234 : MArray<double> (a.rows (), a.cols (), 0.0) |
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235 { |
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236 const Array<octave_idx_type> ia (a.pvec ()); |
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237 octave_idx_type len = a.rows (); |
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238 if (a.is_col_perm ()) |
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239 for (octave_idx_type i = 0; i < len; i++) |
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240 elem (ia(i), i) = 1.0; |
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241 else |
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242 for (octave_idx_type i = 0; i < len; i++) |
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243 elem (i, ia(i)) = 1.0; |
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244 } |
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245 |
5775 | 246 // FIXME -- could we use a templated mixed-type copy function |
1574 | 247 // here? |
248 | |
2828 | 249 Matrix::Matrix (const boolMatrix& a) |
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250 : MArray<double> (a) |
2828 | 251 { |
252 } | |
253 | |
1574 | 254 Matrix::Matrix (const charMatrix& a) |
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255 : MArray<double> (a.rows (), a.cols ()) |
1574 | 256 { |
5275 | 257 for (octave_idx_type i = 0; i < a.rows (); i++) |
258 for (octave_idx_type j = 0; j < a.cols (); j++) | |
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259 elem (i, j) = static_cast<unsigned char> (a.elem (i, j)); |
1574 | 260 } |
261 | |
2385 | 262 bool |
458 | 263 Matrix::operator == (const Matrix& a) const |
264 { | |
265 if (rows () != a.rows () || cols () != a.cols ()) | |
2385 | 266 return false; |
458 | 267 |
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268 return mx_inline_equal (length (), data (), a.data ()); |
458 | 269 } |
270 | |
2385 | 271 bool |
458 | 272 Matrix::operator != (const Matrix& a) const |
273 { | |
274 return !(*this == a); | |
275 } | |
276 | |
3354 | 277 bool |
278 Matrix::is_symmetric (void) const | |
279 { | |
280 if (is_square () && rows () > 0) | |
281 { | |
5275 | 282 for (octave_idx_type i = 0; i < rows (); i++) |
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283 for (octave_idx_type j = i+1; j < cols (); j++) |
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284 if (elem (i, j) != elem (j, i)) |
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285 return false; |
3354 | 286 |
287 return true; | |
288 } | |
289 | |
290 return false; | |
291 } | |
292 | |
458 | 293 Matrix& |
5275 | 294 Matrix::insert (const Matrix& a, octave_idx_type r, octave_idx_type c) |
458 | 295 { |
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296 Array<double>::insert (a, r, c); |
458 | 297 return *this; |
298 } | |
299 | |
300 Matrix& | |
5275 | 301 Matrix::insert (const RowVector& a, octave_idx_type r, octave_idx_type c) |
458 | 302 { |
5275 | 303 octave_idx_type a_len = a.length (); |
4316 | 304 |
1698 | 305 if (r < 0 || r >= rows () || c < 0 || c + a_len > cols ()) |
458 | 306 { |
307 (*current_liboctave_error_handler) ("range error for insert"); | |
308 return *this; | |
309 } | |
310 | |
4316 | 311 if (a_len > 0) |
312 { | |
313 make_unique (); | |
314 | |
5275 | 315 for (octave_idx_type i = 0; i < a_len; i++) |
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316 xelem (r, c+i) = a.elem (i); |
4316 | 317 } |
458 | 318 |
319 return *this; | |
320 } | |
321 | |
322 Matrix& | |
5275 | 323 Matrix::insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c) |
458 | 324 { |
5275 | 325 octave_idx_type a_len = a.length (); |
4316 | 326 |
1698 | 327 if (r < 0 || r + a_len > rows () || c < 0 || c >= cols ()) |
458 | 328 { |
329 (*current_liboctave_error_handler) ("range error for insert"); | |
330 return *this; | |
331 } | |
332 | |
4316 | 333 if (a_len > 0) |
334 { | |
335 make_unique (); | |
336 | |
5275 | 337 for (octave_idx_type i = 0; i < a_len; i++) |
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338 xelem (r+i, c) = a.elem (i); |
4316 | 339 } |
458 | 340 |
341 return *this; | |
342 } | |
343 | |
344 Matrix& | |
5275 | 345 Matrix::insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c) |
458 | 346 { |
5275 | 347 octave_idx_type a_nr = a.rows (); |
348 octave_idx_type a_nc = a.cols (); | |
1697 | 349 |
1698 | 350 if (r < 0 || r + a_nr > rows () || c < 0 || c + a_nc > cols ()) |
458 | 351 { |
352 (*current_liboctave_error_handler) ("range error for insert"); | |
353 return *this; | |
354 } | |
355 | |
1697 | 356 fill (0.0, r, c, r + a_nr - 1, c + a_nc - 1); |
357 | |
5275 | 358 octave_idx_type a_len = a.length (); |
4316 | 359 |
360 if (a_len > 0) | |
361 { | |
362 make_unique (); | |
363 | |
5275 | 364 for (octave_idx_type i = 0; i < a_len; i++) |
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365 xelem (r+i, c+i) = a.elem (i, i); |
4316 | 366 } |
458 | 367 |
368 return *this; | |
369 } | |
370 | |
371 Matrix& | |
372 Matrix::fill (double val) | |
373 { | |
5275 | 374 octave_idx_type nr = rows (); |
375 octave_idx_type nc = cols (); | |
4316 | 376 |
458 | 377 if (nr > 0 && nc > 0) |
4316 | 378 { |
379 make_unique (); | |
380 | |
5275 | 381 for (octave_idx_type j = 0; j < nc; j++) |
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382 for (octave_idx_type i = 0; i < nr; i++) |
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383 xelem (i, j) = val; |
4316 | 384 } |
458 | 385 |
386 return *this; | |
387 } | |
388 | |
389 Matrix& | |
5275 | 390 Matrix::fill (double val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) |
458 | 391 { |
5275 | 392 octave_idx_type nr = rows (); |
393 octave_idx_type nc = cols (); | |
4316 | 394 |
458 | 395 if (r1 < 0 || r2 < 0 || c1 < 0 || c2 < 0 |
396 || r1 >= nr || r2 >= nr || c1 >= nc || c2 >= nc) | |
397 { | |
398 (*current_liboctave_error_handler) ("range error for fill"); | |
399 return *this; | |
400 } | |
401 | |
5275 | 402 if (r1 > r2) { octave_idx_type tmp = r1; r1 = r2; r2 = tmp; } |
403 if (c1 > c2) { octave_idx_type tmp = c1; c1 = c2; c2 = tmp; } | |
458 | 404 |
4316 | 405 if (r2 >= r1 && c2 >= c1) |
406 { | |
407 make_unique (); | |
408 | |
5275 | 409 for (octave_idx_type j = c1; j <= c2; j++) |
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410 for (octave_idx_type i = r1; i <= r2; i++) |
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411 xelem (i, j) = val; |
4316 | 412 } |
458 | 413 |
414 return *this; | |
415 } | |
416 | |
417 Matrix | |
418 Matrix::append (const Matrix& a) const | |
419 { | |
5275 | 420 octave_idx_type nr = rows (); |
421 octave_idx_type nc = cols (); | |
458 | 422 if (nr != a.rows ()) |
423 { | |
424 (*current_liboctave_error_handler) ("row dimension mismatch for append"); | |
425 return Matrix (); | |
426 } | |
427 | |
5275 | 428 octave_idx_type nc_insert = nc; |
458 | 429 Matrix retval (nr, nc + a.cols ()); |
430 retval.insert (*this, 0, 0); | |
431 retval.insert (a, 0, nc_insert); | |
432 return retval; | |
433 } | |
434 | |
435 Matrix | |
436 Matrix::append (const RowVector& a) const | |
437 { | |
5275 | 438 octave_idx_type nr = rows (); |
439 octave_idx_type nc = cols (); | |
458 | 440 if (nr != 1) |
441 { | |
442 (*current_liboctave_error_handler) ("row dimension mismatch for append"); | |
443 return Matrix (); | |
444 } | |
445 | |
5275 | 446 octave_idx_type nc_insert = nc; |
458 | 447 Matrix retval (nr, nc + a.length ()); |
448 retval.insert (*this, 0, 0); | |
449 retval.insert (a, 0, nc_insert); | |
450 return retval; | |
451 } | |
452 | |
453 Matrix | |
454 Matrix::append (const ColumnVector& a) const | |
455 { | |
5275 | 456 octave_idx_type nr = rows (); |
457 octave_idx_type nc = cols (); | |
458 | 458 if (nr != a.length ()) |
459 { | |
460 (*current_liboctave_error_handler) ("row dimension mismatch for append"); | |
461 return Matrix (); | |
462 } | |
463 | |
5275 | 464 octave_idx_type nc_insert = nc; |
458 | 465 Matrix retval (nr, nc + 1); |
466 retval.insert (*this, 0, 0); | |
467 retval.insert (a, 0, nc_insert); | |
468 return retval; | |
469 } | |
470 | |
471 Matrix | |
472 Matrix::append (const DiagMatrix& a) const | |
473 { | |
5275 | 474 octave_idx_type nr = rows (); |
475 octave_idx_type nc = cols (); | |
458 | 476 if (nr != a.rows ()) |
477 { | |
478 (*current_liboctave_error_handler) ("row dimension mismatch for append"); | |
479 return *this; | |
480 } | |
481 | |
5275 | 482 octave_idx_type nc_insert = nc; |
458 | 483 Matrix retval (nr, nc + a.cols ()); |
484 retval.insert (*this, 0, 0); | |
485 retval.insert (a, 0, nc_insert); | |
486 return retval; | |
487 } | |
488 | |
489 Matrix | |
490 Matrix::stack (const Matrix& a) const | |
491 { | |
5275 | 492 octave_idx_type nr = rows (); |
493 octave_idx_type nc = cols (); | |
458 | 494 if (nc != a.cols ()) |
495 { | |
496 (*current_liboctave_error_handler) | |
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497 ("column dimension mismatch for stack"); |
458 | 498 return Matrix (); |
499 } | |
500 | |
5275 | 501 octave_idx_type nr_insert = nr; |
458 | 502 Matrix retval (nr + a.rows (), nc); |
503 retval.insert (*this, 0, 0); | |
504 retval.insert (a, nr_insert, 0); | |
505 return retval; | |
506 } | |
507 | |
508 Matrix | |
509 Matrix::stack (const RowVector& a) const | |
510 { | |
5275 | 511 octave_idx_type nr = rows (); |
512 octave_idx_type nc = cols (); | |
458 | 513 if (nc != a.length ()) |
514 { | |
515 (*current_liboctave_error_handler) | |
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516 ("column dimension mismatch for stack"); |
458 | 517 return Matrix (); |
518 } | |
519 | |
5275 | 520 octave_idx_type nr_insert = nr; |
458 | 521 Matrix retval (nr + 1, nc); |
522 retval.insert (*this, 0, 0); | |
523 retval.insert (a, nr_insert, 0); | |
524 return retval; | |
525 } | |
526 | |
527 Matrix | |
528 Matrix::stack (const ColumnVector& a) const | |
529 { | |
5275 | 530 octave_idx_type nr = rows (); |
531 octave_idx_type nc = cols (); | |
458 | 532 if (nc != 1) |
533 { | |
534 (*current_liboctave_error_handler) | |
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535 ("column dimension mismatch for stack"); |
458 | 536 return Matrix (); |
537 } | |
538 | |
5275 | 539 octave_idx_type nr_insert = nr; |
458 | 540 Matrix retval (nr + a.length (), nc); |
541 retval.insert (*this, 0, 0); | |
542 retval.insert (a, nr_insert, 0); | |
543 return retval; | |
544 } | |
545 | |
546 Matrix | |
547 Matrix::stack (const DiagMatrix& a) const | |
548 { | |
5275 | 549 octave_idx_type nr = rows (); |
550 octave_idx_type nc = cols (); | |
458 | 551 if (nc != a.cols ()) |
552 { | |
553 (*current_liboctave_error_handler) | |
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554 ("column dimension mismatch for stack"); |
458 | 555 return Matrix (); |
556 } | |
557 | |
5275 | 558 octave_idx_type nr_insert = nr; |
458 | 559 Matrix retval (nr + a.rows (), nc); |
560 retval.insert (*this, 0, 0); | |
561 retval.insert (a, nr_insert, 0); | |
562 return retval; | |
563 } | |
564 | |
565 Matrix | |
1205 | 566 real (const ComplexMatrix& a) |
567 { | |
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568 return Matrix (mx_inline_real_dup (a.data (), a.length ()), |
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569 a.rows (), a.cols ()); |
1205 | 570 } |
571 | |
572 Matrix | |
573 imag (const ComplexMatrix& a) | |
574 { | |
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575 return Matrix (mx_inline_imag_dup (a.data (), a.length ()), |
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576 a.rows (), a.cols ()); |
1205 | 577 } |
578 | |
579 Matrix | |
5275 | 580 Matrix::extract (octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) const |
458 | 581 { |
5275 | 582 if (r1 > r2) { octave_idx_type tmp = r1; r1 = r2; r2 = tmp; } |
583 if (c1 > c2) { octave_idx_type tmp = c1; c1 = c2; c2 = tmp; } | |
584 | |
585 octave_idx_type new_r = r2 - r1 + 1; | |
586 octave_idx_type new_c = c2 - c1 + 1; | |
458 | 587 |
588 Matrix result (new_r, new_c); | |
589 | |
5275 | 590 for (octave_idx_type j = 0; j < new_c; j++) |
591 for (octave_idx_type i = 0; i < new_r; i++) | |
4316 | 592 result.xelem (i, j) = elem (r1+i, c1+j); |
593 | |
594 return result; | |
595 } | |
596 | |
597 Matrix | |
5275 | 598 Matrix::extract_n (octave_idx_type r1, octave_idx_type c1, octave_idx_type nr, octave_idx_type nc) const |
4316 | 599 { |
600 Matrix result (nr, nc); | |
601 | |
5275 | 602 for (octave_idx_type j = 0; j < nc; j++) |
603 for (octave_idx_type i = 0; i < nr; i++) | |
4316 | 604 result.xelem (i, j) = elem (r1+i, c1+j); |
458 | 605 |
606 return result; | |
607 } | |
608 | |
609 // extract row or column i. | |
610 | |
611 RowVector | |
5275 | 612 Matrix::row (octave_idx_type i) const |
458 | 613 { |
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614 return index (idx_vector (i), idx_vector::colon); |
458 | 615 } |
616 | |
617 ColumnVector | |
5275 | 618 Matrix::column (octave_idx_type i) const |
458 | 619 { |
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620 return index (idx_vector::colon, idx_vector (i)); |
458 | 621 } |
622 | |
623 Matrix | |
624 Matrix::inverse (void) const | |
625 { | |
5275 | 626 octave_idx_type info; |
7788 | 627 double rcon; |
6207 | 628 MatrixType mattype (*this); |
7788 | 629 return inverse (mattype, info, rcon, 0, 0); |
6207 | 630 } |
631 | |
632 Matrix | |
6479 | 633 Matrix::inverse (octave_idx_type& info) const |
634 { | |
7788 | 635 double rcon; |
6479 | 636 MatrixType mattype (*this); |
7788 | 637 return inverse (mattype, info, rcon, 0, 0); |
6479 | 638 } |
639 | |
640 Matrix | |
7788 | 641 Matrix::inverse (octave_idx_type& info, double& rcon, int force, |
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642 int calc_cond) const |
6479 | 643 { |
644 MatrixType mattype (*this); | |
7788 | 645 return inverse (mattype, info, rcon, force, calc_cond); |
6479 | 646 } |
647 | |
648 Matrix | |
6207 | 649 Matrix::inverse (MatrixType& mattype) const |
650 { | |
651 octave_idx_type info; | |
7788 | 652 double rcon; |
653 return inverse (mattype, info, rcon, 0, 0); | |
6207 | 654 } |
655 | |
656 Matrix | |
657 Matrix::inverse (MatrixType &mattype, octave_idx_type& info) const | |
658 { | |
7788 | 659 double rcon; |
660 return inverse (mattype, info, rcon, 0, 0); | |
458 | 661 } |
662 | |
663 Matrix | |
7788 | 664 Matrix::tinverse (MatrixType &mattype, octave_idx_type& info, double& rcon, |
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665 int force, int calc_cond) const |
458 | 666 { |
6207 | 667 Matrix retval; |
668 | |
669 octave_idx_type nr = rows (); | |
670 octave_idx_type nc = cols (); | |
671 | |
672 if (nr != nc || nr == 0 || nc == 0) | |
673 (*current_liboctave_error_handler) ("inverse requires square matrix"); | |
674 else | |
675 { | |
676 int typ = mattype.type (); | |
677 char uplo = (typ == MatrixType::Lower ? 'L' : 'U'); | |
678 char udiag = 'N'; | |
679 retval = *this; | |
680 double *tmp_data = retval.fortran_vec (); | |
681 | |
682 F77_XFCN (dtrtri, DTRTRI, (F77_CONST_CHAR_ARG2 (&uplo, 1), | |
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683 F77_CONST_CHAR_ARG2 (&udiag, 1), |
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684 nr, tmp_data, nr, info |
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685 F77_CHAR_ARG_LEN (1) |
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686 F77_CHAR_ARG_LEN (1))); |
6207 | 687 |
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688 // Throw-away extra info LAPACK gives so as to not change output. |
7788 | 689 rcon = 0.0; |
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690 if (info != 0) |
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691 info = -1; |
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692 else if (calc_cond) |
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693 { |
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694 octave_idx_type dtrcon_info = 0; |
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695 char job = '1'; |
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696 |
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697 OCTAVE_LOCAL_BUFFER (double, work, 3 * nr); |
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698 OCTAVE_LOCAL_BUFFER (octave_idx_type, iwork, nr); |
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699 |
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700 F77_XFCN (dtrcon, DTRCON, (F77_CONST_CHAR_ARG2 (&job, 1), |
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701 F77_CONST_CHAR_ARG2 (&uplo, 1), |
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702 F77_CONST_CHAR_ARG2 (&udiag, 1), |
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703 nr, tmp_data, nr, rcon, |
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704 work, iwork, dtrcon_info |
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705 F77_CHAR_ARG_LEN (1) |
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706 F77_CHAR_ARG_LEN (1) |
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707 F77_CHAR_ARG_LEN (1))); |
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708 |
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709 if (dtrcon_info != 0) |
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710 info = -1; |
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711 } |
6207 | 712 |
713 if (info == -1 && ! force) | |
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714 retval = *this; // Restore matrix contents. |
6207 | 715 } |
716 | |
717 return retval; | |
458 | 718 } |
719 | |
6207 | 720 |
458 | 721 Matrix |
7788 | 722 Matrix::finverse (MatrixType &mattype, octave_idx_type& info, double& rcon, |
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723 int force, int calc_cond) const |
458 | 724 { |
1948 | 725 Matrix retval; |
726 | |
5275 | 727 octave_idx_type nr = rows (); |
728 octave_idx_type nc = cols (); | |
1948 | 729 |
458 | 730 if (nr != nc || nr == 0 || nc == 0) |
1948 | 731 (*current_liboctave_error_handler) ("inverse requires square matrix"); |
458 | 732 else |
733 { | |
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734 Array<octave_idx_type> ipvt (nr, 1); |
5275 | 735 octave_idx_type *pipvt = ipvt.fortran_vec (); |
1948 | 736 |
737 retval = *this; | |
738 double *tmp_data = retval.fortran_vec (); | |
739 | |
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740 Array<double> z(1, 1); |
5275 | 741 octave_idx_type lwork = -1; |
4329 | 742 |
4330 | 743 // Query the optimum work array size. |
4329 | 744 F77_XFCN (dgetri, DGETRI, (nc, tmp_data, nr, pipvt, |
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745 z.fortran_vec (), lwork, info)); |
4329 | 746 |
5275 | 747 lwork = static_cast<octave_idx_type> (z(0)); |
4329 | 748 lwork = (lwork < 2 *nc ? 2*nc : lwork); |
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749 z.resize (lwork, 1); |
4329 | 750 double *pz = z.fortran_vec (); |
751 | |
752 info = 0; | |
753 | |
4330 | 754 // Calculate the norm of the matrix, for later use. |
4329 | 755 double anorm = 0; |
756 if (calc_cond) | |
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757 anorm = retval.abs().sum().row(static_cast<octave_idx_type>(0)).max(); |
4329 | 758 |
759 F77_XFCN (dgetrf, DGETRF, (nc, nc, tmp_data, nr, pipvt, info)); | |
1948 | 760 |
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761 // Throw-away extra info LAPACK gives so as to not change output. |
7788 | 762 rcon = 0.0; |
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763 if (info != 0) |
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764 info = -1; |
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765 else if (calc_cond) |
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766 { |
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767 octave_idx_type dgecon_info = 0; |
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768 |
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769 // Now calculate the condition number for non-singular matrix. |
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770 char job = '1'; |
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771 Array<octave_idx_type> iz (nc, 1); |
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772 octave_idx_type *piz = iz.fortran_vec (); |
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773 F77_XFCN (dgecon, DGECON, (F77_CONST_CHAR_ARG2 (&job, 1), |
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774 nc, tmp_data, nr, anorm, |
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775 rcon, pz, piz, dgecon_info |
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776 F77_CHAR_ARG_LEN (1))); |
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777 |
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778 if (dgecon_info != 0) |
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779 info = -1; |
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780 } |
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781 |
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782 if (info == -1 && ! force) |
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783 retval = *this; // Restore matrix contents. |
1948 | 784 else |
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785 { |
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786 octave_idx_type dgetri_info = 0; |
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787 |
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788 F77_XFCN (dgetri, DGETRI, (nc, tmp_data, nr, pipvt, |
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789 pz, lwork, dgetri_info)); |
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790 |
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791 if (dgetri_info != 0) |
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792 info = -1; |
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793 } |
6207 | 794 |
795 if (info != 0) | |
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796 mattype.mark_as_rectangular(); |
458 | 797 } |
798 | |
1948 | 799 return retval; |
458 | 800 } |
801 | |
740 | 802 Matrix |
7788 | 803 Matrix::inverse (MatrixType &mattype, octave_idx_type& info, double& rcon, |
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804 int force, int calc_cond) const |
6207 | 805 { |
806 int typ = mattype.type (false); | |
807 Matrix ret; | |
808 | |
809 if (typ == MatrixType::Unknown) | |
810 typ = mattype.type (*this); | |
811 | |
812 if (typ == MatrixType::Upper || typ == MatrixType::Lower) | |
7788 | 813 ret = tinverse (mattype, info, rcon, force, calc_cond); |
6840 | 814 else |
6207 | 815 { |
816 if (mattype.is_hermitian ()) | |
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817 { |
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818 CHOL chol (*this, info, calc_cond); |
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819 if (info == 0) |
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820 { |
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821 if (calc_cond) |
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822 rcon = chol.rcond (); |
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823 else |
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824 rcon = 1.0; |
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825 ret = chol.inverse (); |
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826 } |
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827 else |
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828 mattype.mark_as_unsymmetric (); |
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829 } |
6207 | 830 |
831 if (!mattype.is_hermitian ()) | |
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832 ret = finverse(mattype, info, rcon, force, calc_cond); |
7788 | 833 |
834 if ((mattype.is_hermitian () || calc_cond) && rcon == 0.) | |
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835 ret = Matrix (rows (), columns (), octave_Inf); |
6207 | 836 } |
837 | |
838 return ret; | |
839 } | |
840 | |
841 Matrix | |
4384 | 842 Matrix::pseudo_inverse (double tol) const |
740 | 843 { |
3480 | 844 SVD result (*this, SVD::economy); |
740 | 845 |
846 DiagMatrix S = result.singular_values (); | |
847 Matrix U = result.left_singular_matrix (); | |
848 Matrix V = result.right_singular_matrix (); | |
849 | |
850 ColumnVector sigma = S.diag (); | |
851 | |
5275 | 852 octave_idx_type r = sigma.length () - 1; |
853 octave_idx_type nr = rows (); | |
854 octave_idx_type nc = cols (); | |
740 | 855 |
856 if (tol <= 0.0) | |
857 { | |
858 if (nr > nc) | |
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859 tol = nr * sigma.elem (0) * DBL_EPSILON; |
740 | 860 else |
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861 tol = nc * sigma.elem (0) * DBL_EPSILON; |
740 | 862 } |
863 | |
864 while (r >= 0 && sigma.elem (r) < tol) | |
865 r--; | |
866 | |
867 if (r < 0) | |
868 return Matrix (nc, nr, 0.0); | |
869 else | |
870 { | |
871 Matrix Ur = U.extract (0, 0, nr-1, r); | |
872 DiagMatrix D = DiagMatrix (sigma.extract (0, r)) . inverse (); | |
873 Matrix Vr = V.extract (0, 0, nc-1, r); | |
874 return Vr * D * Ur.transpose (); | |
875 } | |
876 } | |
877 | |
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878 #if defined (HAVE_FFTW) |
3827 | 879 |
880 ComplexMatrix | |
881 Matrix::fourier (void) const | |
882 { | |
883 size_t nr = rows (); | |
884 size_t nc = cols (); | |
885 | |
886 ComplexMatrix retval (nr, nc); | |
887 | |
888 size_t npts, nsamples; | |
889 | |
890 if (nr == 1 || nc == 1) | |
891 { | |
892 npts = nr > nc ? nr : nc; | |
893 nsamples = 1; | |
894 } | |
895 else | |
896 { | |
897 npts = nr; | |
898 nsamples = nc; | |
899 } | |
900 | |
4773 | 901 const double *in (fortran_vec ()); |
3827 | 902 Complex *out (retval.fortran_vec ()); |
903 | |
4773 | 904 octave_fftw::fft (in, out, npts, nsamples); |
3827 | 905 |
906 return retval; | |
907 } | |
908 | |
909 ComplexMatrix | |
910 Matrix::ifourier (void) const | |
911 { | |
912 size_t nr = rows (); | |
913 size_t nc = cols (); | |
914 | |
915 ComplexMatrix retval (nr, nc); | |
916 | |
917 size_t npts, nsamples; | |
918 | |
919 if (nr == 1 || nc == 1) | |
920 { | |
921 npts = nr > nc ? nr : nc; | |
922 nsamples = 1; | |
923 } | |
924 else | |
925 { | |
926 npts = nr; | |
927 nsamples = nc; | |
928 } | |
929 | |
930 ComplexMatrix tmp (*this); | |
931 Complex *in (tmp.fortran_vec ()); | |
932 Complex *out (retval.fortran_vec ()); | |
933 | |
4773 | 934 octave_fftw::ifft (in, out, npts, nsamples); |
3827 | 935 |
936 return retval; | |
937 } | |
938 | |
939 ComplexMatrix | |
940 Matrix::fourier2d (void) const | |
941 { | |
4773 | 942 dim_vector dv(rows (), cols ()); |
943 | |
944 const double *in = fortran_vec (); | |
945 ComplexMatrix retval (rows (), cols ()); | |
946 octave_fftw::fftNd (in, retval.fortran_vec (), 2, dv); | |
3827 | 947 |
948 return retval; | |
949 } | |
950 | |
951 ComplexMatrix | |
952 Matrix::ifourier2d (void) const | |
953 { | |
4773 | 954 dim_vector dv(rows (), cols ()); |
3827 | 955 |
956 ComplexMatrix retval (*this); | |
4773 | 957 Complex *out (retval.fortran_vec ()); |
958 | |
959 octave_fftw::ifftNd (out, out, 2, dv); | |
3827 | 960 |
961 return retval; | |
962 } | |
963 | |
964 #else | |
965 | |
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966 extern "C" |
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967 { |
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968 // Note that the original complex fft routines were not written for |
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969 // double complex arguments. They have been modified by adding an |
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970 // implicit double precision (a-h,o-z) statement at the beginning of |
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971 // each subroutine. |
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972 |
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973 F77_RET_T |
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974 F77_FUNC (zffti, ZFFTI) (const octave_idx_type&, Complex*); |
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975 |
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976 F77_RET_T |
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977 F77_FUNC (zfftf, ZFFTF) (const octave_idx_type&, Complex*, Complex*); |
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978 |
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979 F77_RET_T |
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980 F77_FUNC (zfftb, ZFFTB) (const octave_idx_type&, Complex*, Complex*); |
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981 } |
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982 |
458 | 983 ComplexMatrix |
984 Matrix::fourier (void) const | |
985 { | |
1948 | 986 ComplexMatrix retval; |
987 | |
5275 | 988 octave_idx_type nr = rows (); |
989 octave_idx_type nc = cols (); | |
990 | |
991 octave_idx_type npts, nsamples; | |
1948 | 992 |
458 | 993 if (nr == 1 || nc == 1) |
994 { | |
995 npts = nr > nc ? nr : nc; | |
996 nsamples = 1; | |
997 } | |
998 else | |
999 { | |
1000 npts = nr; | |
1001 nsamples = nc; | |
1002 } | |
1003 | |
5275 | 1004 octave_idx_type nn = 4*npts+15; |
1948 | 1005 |
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1006 Array<Complex> wsave (nn, 1); |
1948 | 1007 Complex *pwsave = wsave.fortran_vec (); |
1008 | |
3585 | 1009 retval = ComplexMatrix (*this); |
1948 | 1010 Complex *tmp_data = retval.fortran_vec (); |
1011 | |
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1012 F77_FUNC (zffti, ZFFTI) (npts, pwsave); |
458 | 1013 |
5275 | 1014 for (octave_idx_type j = 0; j < nsamples; j++) |
4153 | 1015 { |
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1016 octave_quit (); |
4153 | 1017 |
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1018 F77_FUNC (zfftf, ZFFTF) (npts, &tmp_data[npts*j], pwsave); |
4153 | 1019 } |
1948 | 1020 |
1021 return retval; | |
458 | 1022 } |
1023 | |
1024 ComplexMatrix | |
1025 Matrix::ifourier (void) const | |
1026 { | |
1948 | 1027 ComplexMatrix retval; |
1028 | |
5275 | 1029 octave_idx_type nr = rows (); |
1030 octave_idx_type nc = cols (); | |
1031 | |
1032 octave_idx_type npts, nsamples; | |
1948 | 1033 |
458 | 1034 if (nr == 1 || nc == 1) |
1035 { | |
1036 npts = nr > nc ? nr : nc; | |
1037 nsamples = 1; | |
1038 } | |
1039 else | |
1040 { | |
1041 npts = nr; | |
1042 nsamples = nc; | |
1043 } | |
1044 | |
5275 | 1045 octave_idx_type nn = 4*npts+15; |
1948 | 1046 |
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1047 Array<Complex> wsave (nn, 1); |
1948 | 1048 Complex *pwsave = wsave.fortran_vec (); |
1049 | |
3585 | 1050 retval = ComplexMatrix (*this); |
1948 | 1051 Complex *tmp_data = retval.fortran_vec (); |
1052 | |
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1053 F77_FUNC (zffti, ZFFTI) (npts, pwsave); |
458 | 1054 |
5275 | 1055 for (octave_idx_type j = 0; j < nsamples; j++) |
4153 | 1056 { |
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1057 octave_quit (); |
4153 | 1058 |
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1059 F77_FUNC (zfftb, ZFFTB) (npts, &tmp_data[npts*j], pwsave); |
4153 | 1060 } |
458 | 1061 |
5275 | 1062 for (octave_idx_type j = 0; j < npts*nsamples; j++) |
3572 | 1063 tmp_data[j] = tmp_data[j] / static_cast<double> (npts); |
458 | 1064 |
1948 | 1065 return retval; |
458 | 1066 } |
1067 | |
677 | 1068 ComplexMatrix |
1069 Matrix::fourier2d (void) const | |
1070 { | |
1948 | 1071 ComplexMatrix retval; |
1072 | |
5275 | 1073 octave_idx_type nr = rows (); |
1074 octave_idx_type nc = cols (); | |
1075 | |
1076 octave_idx_type npts, nsamples; | |
1948 | 1077 |
677 | 1078 if (nr == 1 || nc == 1) |
1079 { | |
1080 npts = nr > nc ? nr : nc; | |
1081 nsamples = 1; | |
1082 } | |
1083 else | |
1084 { | |
1085 npts = nr; | |
1086 nsamples = nc; | |
1087 } | |
1088 | |
5275 | 1089 octave_idx_type nn = 4*npts+15; |
1948 | 1090 |
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1091 Array<Complex> wsave (nn, 1); |
1948 | 1092 Complex *pwsave = wsave.fortran_vec (); |
1093 | |
3585 | 1094 retval = ComplexMatrix (*this); |
1948 | 1095 Complex *tmp_data = retval.fortran_vec (); |
1096 | |
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1097 F77_FUNC (zffti, ZFFTI) (npts, pwsave); |
677 | 1098 |
5275 | 1099 for (octave_idx_type j = 0; j < nsamples; j++) |
4153 | 1100 { |
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1101 octave_quit (); |
4153 | 1102 |
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1103 F77_FUNC (zfftf, ZFFTF) (npts, &tmp_data[npts*j], pwsave); |
4153 | 1104 } |
677 | 1105 |
1106 npts = nc; | |
1107 nsamples = nr; | |
1108 nn = 4*npts+15; | |
1948 | 1109 |
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1110 wsave.resize (nn, 1); |
1948 | 1111 pwsave = wsave.fortran_vec (); |
1112 | |
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1113 Array<Complex> tmp (npts, 1); |
4773 | 1114 Complex *prow = tmp.fortran_vec (); |
1948 | 1115 |
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1116 F77_FUNC (zffti, ZFFTI) (npts, pwsave); |
677 | 1117 |
5275 | 1118 for (octave_idx_type j = 0; j < nsamples; j++) |
677 | 1119 { |
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1120 octave_quit (); |
4153 | 1121 |
5275 | 1122 for (octave_idx_type i = 0; i < npts; i++) |
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1123 prow[i] = tmp_data[i*nr + j]; |
1948 | 1124 |
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1125 F77_FUNC (zfftf, ZFFTF) (npts, prow, pwsave); |
677 | 1126 |
5275 | 1127 for (octave_idx_type i = 0; i < npts; i++) |
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1128 tmp_data[i*nr + j] = prow[i]; |
677 | 1129 } |
1130 | |
1948 | 1131 return retval; |
677 | 1132 } |
1133 | |
1134 ComplexMatrix | |
1135 Matrix::ifourier2d (void) const | |
1136 { | |
1948 | 1137 ComplexMatrix retval; |
1138 | |
5275 | 1139 octave_idx_type nr = rows (); |
1140 octave_idx_type nc = cols (); | |
1141 | |
1142 octave_idx_type npts, nsamples; | |
1948 | 1143 |
677 | 1144 if (nr == 1 || nc == 1) |
1145 { | |
1146 npts = nr > nc ? nr : nc; | |
1147 nsamples = 1; | |
1148 } | |
1149 else | |
1150 { | |
1151 npts = nr; | |
1152 nsamples = nc; | |
1153 } | |
1154 | |
5275 | 1155 octave_idx_type nn = 4*npts+15; |
1948 | 1156 |
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1157 Array<Complex> wsave (nn, 1); |
1948 | 1158 Complex *pwsave = wsave.fortran_vec (); |
1159 | |
3585 | 1160 retval = ComplexMatrix (*this); |
1948 | 1161 Complex *tmp_data = retval.fortran_vec (); |
1162 | |
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1163 F77_FUNC (zffti, ZFFTI) (npts, pwsave); |
677 | 1164 |
5275 | 1165 for (octave_idx_type j = 0; j < nsamples; j++) |
4153 | 1166 { |
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1167 octave_quit (); |
4153 | 1168 |
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1169 F77_FUNC (zfftb, ZFFTB) (npts, &tmp_data[npts*j], pwsave); |
4153 | 1170 } |
677 | 1171 |
5275 | 1172 for (octave_idx_type j = 0; j < npts*nsamples; j++) |
3572 | 1173 tmp_data[j] = tmp_data[j] / static_cast<double> (npts); |
677 | 1174 |
1175 npts = nc; | |
1176 nsamples = nr; | |
1177 nn = 4*npts+15; | |
1948 | 1178 |
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1179 wsave.resize (nn, 1); |
1948 | 1180 pwsave = wsave.fortran_vec (); |
1181 | |
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1182 Array<Complex> tmp (npts, 1); |
4773 | 1183 Complex *prow = tmp.fortran_vec (); |
1948 | 1184 |
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1185 F77_FUNC (zffti, ZFFTI) (npts, pwsave); |
677 | 1186 |
5275 | 1187 for (octave_idx_type j = 0; j < nsamples; j++) |
677 | 1188 { |
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1189 octave_quit (); |
4153 | 1190 |
5275 | 1191 for (octave_idx_type i = 0; i < npts; i++) |
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1192 prow[i] = tmp_data[i*nr + j]; |
1948 | 1193 |
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1194 F77_FUNC (zfftb, ZFFTB) (npts, prow, pwsave); |
677 | 1195 |
5275 | 1196 for (octave_idx_type i = 0; i < npts; i++) |
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1197 tmp_data[i*nr + j] = prow[i] / static_cast<double> (npts); |
677 | 1198 } |
1199 | |
1948 | 1200 return retval; |
677 | 1201 } |
1202 | |
3827 | 1203 #endif |
1204 | |
458 | 1205 DET |
1206 Matrix::determinant (void) const | |
1207 { | |
5275 | 1208 octave_idx_type info; |
7788 | 1209 double rcon; |
1210 return determinant (info, rcon, 0); | |
458 | 1211 } |
1212 | |
1213 DET | |
5275 | 1214 Matrix::determinant (octave_idx_type& info) const |
458 | 1215 { |
7788 | 1216 double rcon; |
1217 return determinant (info, rcon, 0); | |
458 | 1218 } |
1219 | |
1220 DET | |
7788 | 1221 Matrix::determinant (octave_idx_type& info, double& rcon, int calc_cond) const |
458 | 1222 { |
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1223 MatrixType mattype (*this); |
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1224 return determinant (mattype, info, rcon, calc_cond); |
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1225 } |
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1226 |
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1227 DET |
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1228 Matrix::determinant (MatrixType& mattype, |
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1229 octave_idx_type& info, double& rcon, int calc_cond) const |
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1230 { |
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1231 DET retval (1.0); |
458 | 1232 |
5275 | 1233 octave_idx_type nr = rows (); |
1234 octave_idx_type nc = cols (); | |
458 | 1235 |
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1236 if (nr != nc) |
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1237 (*current_liboctave_error_handler) ("matrix must be square"); |
458 | 1238 else |
1239 { | |
8806 | 1240 volatile int typ = mattype.type (); |
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1241 |
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1242 // Even though the matrix is marked as singular (Rectangular), we may |
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1243 // still get a useful number from the LU factorization, because it always |
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1244 // completes. |
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1245 |
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parents:
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|
1246 if (typ == MatrixType::Unknown) |
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reuse matrix type detected in det
Jaroslav Hajek <highegg@gmail.com>
parents:
8336
diff
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|
1247 typ = mattype.type (*this); |
10213
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fix det() after singular matrix is flagged
Jaroslav Hajek <highegg@gmail.com>
parents:
10158
diff
changeset
|
1248 else if (typ == MatrixType::Rectangular) |
f7ba6cfe7fb7
fix det() after singular matrix is flagged
Jaroslav Hajek <highegg@gmail.com>
parents:
10158
diff
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|
1249 typ = MatrixType::Full; |
8337
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reuse matrix type detected in det
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diff
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|
1250 |
8336
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make det take advantage of matrix type
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diff
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|
1251 if (typ == MatrixType::Lower || typ == MatrixType::Upper) |
9813c07ca946
make det take advantage of matrix type
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
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|
1252 { |
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diff
changeset
|
1253 for (octave_idx_type i = 0; i < nc; i++) |
9813c07ca946
make det take advantage of matrix type
Jaroslav Hajek <highegg@gmail.com>
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diff
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|
1254 retval *= elem (i,i); |
9813c07ca946
make det take advantage of matrix type
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diff
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|
1255 } |
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make det take advantage of matrix type
Jaroslav Hajek <highegg@gmail.com>
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|
1256 else if (typ == MatrixType::Hermitian) |
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make det take advantage of matrix type
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diff
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|
1257 { |
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make det take advantage of matrix type
Jaroslav Hajek <highegg@gmail.com>
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diff
changeset
|
1258 Matrix atmp = *this; |
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make det take advantage of matrix type
Jaroslav Hajek <highegg@gmail.com>
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|
1259 double *tmp_data = atmp.fortran_vec (); |
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|
1260 |
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diff
changeset
|
1261 info = 0; |
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changeset
|
1262 double anorm = 0; |
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make det take advantage of matrix type
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|
1263 if (calc_cond) anorm = xnorm (*this, 1); |
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|
1264 |
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changeset
|
1265 |
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changeset
|
1266 char job = 'L'; |
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changeset
|
1267 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 (&job, 1), nr, |
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Jaroslav Hajek <highegg@gmail.com>
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|
1268 tmp_data, nr, info |
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make det take advantage of matrix type
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|
1269 F77_CHAR_ARG_LEN (1))); |
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|
1270 |
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Jaroslav Hajek <highegg@gmail.com>
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changeset
|
1271 if (info != 0) |
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changeset
|
1272 { |
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changeset
|
1273 rcon = 0.0; |
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changeset
|
1274 mattype.mark_as_unsymmetric (); |
9813c07ca946
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|
1275 typ = MatrixType::Full; |
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|
1276 } |
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changeset
|
1277 else |
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Jaroslav Hajek <highegg@gmail.com>
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changeset
|
1278 { |
10350
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merge MArray classes & improve Array interface
Jaroslav Hajek <highegg@gmail.com>
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|
1279 Array<double> z (3 * nc, 1); |
8336
9813c07ca946
make det take advantage of matrix type
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|
1280 double *pz = z.fortran_vec (); |
10350
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merge MArray classes & improve Array interface
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|
1281 Array<octave_idx_type> iz (nc, 1); |
8336
9813c07ca946
make det take advantage of matrix type
Jaroslav Hajek <highegg@gmail.com>
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diff
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|
1282 octave_idx_type *piz = iz.fortran_vec (); |
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|
1283 |
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|
1284 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 (&job, 1), |
9813c07ca946
make det take advantage of matrix type
Jaroslav Hajek <highegg@gmail.com>
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diff
changeset
|
1285 nr, tmp_data, nr, anorm, |
9813c07ca946
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|
1286 rcon, pz, piz, info |
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changeset
|
1287 F77_CHAR_ARG_LEN (1))); |
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|
1288 |
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changeset
|
1289 if (info != 0) |
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changeset
|
1290 rcon = 0.0; |
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|
1291 |
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changeset
|
1292 for (octave_idx_type i = 0; i < nc; i++) |
8337
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reuse matrix type detected in det
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parents:
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diff
changeset
|
1293 retval *= atmp (i,i); |
8336
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|
1294 |
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|
1295 retval = retval.square (); |
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|
1296 } |
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diff
changeset
|
1297 } |
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changeset
|
1298 else if (typ != MatrixType::Full) |
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|
1299 (*current_liboctave_error_handler) ("det: invalid dense matrix type"); |
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|
1300 |
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|
1301 if (typ == MatrixType::Full) |
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|
1302 { |
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merge MArray classes & improve Array interface
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10314
diff
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|
1303 Array<octave_idx_type> ipvt (nr, 1); |
8336
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Jaroslav Hajek <highegg@gmail.com>
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|
1304 octave_idx_type *pipvt = ipvt.fortran_vec (); |
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|
1305 |
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|
1306 Matrix atmp = *this; |
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make det take advantage of matrix type
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|
1307 double *tmp_data = atmp.fortran_vec (); |
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|
1308 |
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|
1309 info = 0; |
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changeset
|
1310 |
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|
1311 // Calculate the norm of the matrix, for later use. |
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|
1312 double anorm = 0; |
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|
1313 if (calc_cond) anorm = xnorm (*this, 1); |
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|
1314 |
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|
1315 F77_XFCN (dgetrf, DGETRF, (nr, nr, tmp_data, nr, pipvt, info)); |
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|
1316 |
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|
1317 // Throw-away extra info LAPACK gives so as to not change output. |
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|
1318 rcon = 0.0; |
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|
1319 if (info != 0) |
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|
1320 { |
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changeset
|
1321 info = -1; |
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|
1322 retval = DET (); |
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|
1323 } |
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|
1324 else |
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|
1325 { |
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changeset
|
1326 if (calc_cond) |
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Jaroslav Hajek <highegg@gmail.com>
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diff
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|
1327 { |
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|
1328 // Now calc the condition number for non-singular matrix. |
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|
1329 char job = '1'; |
10350
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merge MArray classes & improve Array interface
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|
1330 Array<double> z (4 * nc, 1); |
8336
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|
1331 double *pz = z.fortran_vec (); |
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|
1332 Array<octave_idx_type> iz (nc, 1); |
8336
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|
1333 octave_idx_type *piz = iz.fortran_vec (); |
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|
1334 |
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|
1335 F77_XFCN (dgecon, DGECON, (F77_CONST_CHAR_ARG2 (&job, 1), |
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|
1336 nc, tmp_data, nr, anorm, |
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|
1337 rcon, pz, piz, info |
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|
1338 F77_CHAR_ARG_LEN (1))); |
8335 | 1339 } |
8336
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|
1340 |
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|
1341 if (info != 0) |
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|
1342 { |
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|
1343 info = -1; |
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|
1344 retval = DET (); |
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|
1345 } |
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|
1346 else |
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|
1347 { |
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changeset
|
1348 for (octave_idx_type i = 0; i < nc; i++) |
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|
1349 { |
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changeset
|
1350 double c = atmp(i,i); |
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|
1351 retval *= (ipvt(i) != (i+1)) ? -c : c; |
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|
1352 } |
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|
1353 } |
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|
1354 } |
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|
1355 } |
458 | 1356 } |
1357 | |
1358 return retval; | |
1359 } | |
1360 | |
7788 | 1361 double |
1362 Matrix::rcond (void) const | |
1363 { | |
1364 MatrixType mattype (*this); | |
1365 return rcond (mattype); | |
1366 } | |
1367 | |
1368 double | |
1369 Matrix::rcond (MatrixType &mattype) const | |
1370 { | |
1371 double rcon; | |
1372 octave_idx_type nr = rows (); | |
1373 octave_idx_type nc = cols (); | |
1374 | |
1375 if (nr != nc) | |
1376 (*current_liboctave_error_handler) ("matrix must be square"); | |
1377 else if (nr == 0 || nc == 0) | |
1378 rcon = octave_Inf; | |
1379 else | |
1380 { | |
1381 int typ = mattype.type (); | |
1382 | |
1383 if (typ == MatrixType::Unknown) | |
10314
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10213
diff
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|
1384 typ = mattype.type (*this); |
7788 | 1385 |
1386 // Only calculate the condition number for LU/Cholesky | |
1387 if (typ == MatrixType::Upper) | |
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diff
changeset
|
1388 { |
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changeset
|
1389 const double *tmp_data = fortran_vec (); |
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diff
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|
1390 octave_idx_type info = 0; |
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changeset
|
1391 char norm = '1'; |
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10213
diff
changeset
|
1392 char uplo = 'U'; |
07ebe522dac2
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diff
changeset
|
1393 char dia = 'N'; |
07ebe522dac2
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diff
changeset
|
1394 |
10350
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changeset
|
1395 Array<double> z (3 * nc, 1); |
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1396 double *pz = z.fortran_vec (); |
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1397 Array<octave_idx_type> iz (nc, 1); |
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1398 octave_idx_type *piz = iz.fortran_vec (); |
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1399 |
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1400 F77_XFCN (dtrcon, DTRCON, (F77_CONST_CHAR_ARG2 (&norm, 1), |
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1401 F77_CONST_CHAR_ARG2 (&uplo, 1), |
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1402 F77_CONST_CHAR_ARG2 (&dia, 1), |
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1403 nr, tmp_data, nr, rcon, |
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1404 pz, piz, info |
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1405 F77_CHAR_ARG_LEN (1) |
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1406 F77_CHAR_ARG_LEN (1) |
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1407 F77_CHAR_ARG_LEN (1))); |
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1408 |
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1409 if (info != 0) |
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1410 rcon = 0.0; |
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1411 } |
7788 | 1412 else if (typ == MatrixType::Permuted_Upper) |
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1413 (*current_liboctave_error_handler) |
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1414 ("permuted triangular matrix not implemented"); |
7788 | 1415 else if (typ == MatrixType::Lower) |
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1416 { |
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1417 const double *tmp_data = fortran_vec (); |
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1418 octave_idx_type info = 0; |
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1419 char norm = '1'; |
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1420 char uplo = 'L'; |
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1421 char dia = 'N'; |
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1422 |
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1423 Array<double> z (3 * nc, 1); |
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1424 double *pz = z.fortran_vec (); |
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1425 Array<octave_idx_type> iz (nc, 1); |
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1426 octave_idx_type *piz = iz.fortran_vec (); |
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1427 |
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1428 F77_XFCN (dtrcon, DTRCON, (F77_CONST_CHAR_ARG2 (&norm, 1), |
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1429 F77_CONST_CHAR_ARG2 (&uplo, 1), |
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1430 F77_CONST_CHAR_ARG2 (&dia, 1), |
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1431 nr, tmp_data, nr, rcon, |
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1432 pz, piz, info |
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1433 F77_CHAR_ARG_LEN (1) |
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1434 F77_CHAR_ARG_LEN (1) |
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1435 F77_CHAR_ARG_LEN (1))); |
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1436 |
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1437 if (info != 0) |
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1438 rcon = 0.0; |
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1439 } |
7788 | 1440 else if (typ == MatrixType::Permuted_Lower) |
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1441 (*current_liboctave_error_handler) |
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1442 ("permuted triangular matrix not implemented"); |
7788 | 1443 else if (typ == MatrixType::Full || typ == MatrixType::Hermitian) |
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1444 { |
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1445 double anorm = -1.0; |
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1446 Matrix atmp = *this; |
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1447 double *tmp_data = atmp.fortran_vec (); |
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1448 |
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1449 if (typ == MatrixType::Hermitian) |
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1450 { |
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1451 octave_idx_type info = 0; |
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1452 char job = 'L'; |
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1453 anorm = atmp.abs().sum(). |
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1454 row(static_cast<octave_idx_type>(0)).max(); |
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1455 |
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1456 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 (&job, 1), nr, |
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1457 tmp_data, nr, info |
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1458 F77_CHAR_ARG_LEN (1))); |
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1459 |
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1460 if (info != 0) |
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1461 { |
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1462 rcon = 0.0; |
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1463 mattype.mark_as_unsymmetric (); |
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1464 typ = MatrixType::Full; |
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1465 } |
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|
1466 else |
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1467 { |
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1468 Array<double> z (3 * nc, 1); |
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|
1469 double *pz = z.fortran_vec (); |
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1470 Array<octave_idx_type> iz (nc, 1); |
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1471 octave_idx_type *piz = iz.fortran_vec (); |
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1472 |
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1473 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 (&job, 1), |
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1474 nr, tmp_data, nr, anorm, |
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1475 rcon, pz, piz, info |
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1476 F77_CHAR_ARG_LEN (1))); |
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|
1477 |
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1478 if (info != 0) |
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1479 rcon = 0.0; |
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1480 } |
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1481 } |
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|
1482 |
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1483 if (typ == MatrixType::Full) |
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1484 { |
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1485 octave_idx_type info = 0; |
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1486 |
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1487 Array<octave_idx_type> ipvt (nr, 1); |
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1488 octave_idx_type *pipvt = ipvt.fortran_vec (); |
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1489 |
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1490 if(anorm < 0.) |
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1491 anorm = atmp.abs().sum(). |
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1492 row(static_cast<octave_idx_type>(0)).max(); |
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1493 |
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|
1494 Array<double> z (4 * nc, 1); |
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|
1495 double *pz = z.fortran_vec (); |
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1496 Array<octave_idx_type> iz (nc, 1); |
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1497 octave_idx_type *piz = iz.fortran_vec (); |
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1498 |
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1499 F77_XFCN (dgetrf, DGETRF, (nr, nr, tmp_data, nr, pipvt, info)); |
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1500 |
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1501 if (info != 0) |
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1502 { |
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1503 rcon = 0.0; |
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1504 mattype.mark_as_rectangular (); |
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1505 } |
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|
1506 else |
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|
1507 { |
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1508 char job = '1'; |
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1509 F77_XFCN (dgecon, DGECON, (F77_CONST_CHAR_ARG2 (&job, 1), |
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1510 nc, tmp_data, nr, anorm, |
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1511 rcon, pz, piz, info |
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|
1512 F77_CHAR_ARG_LEN (1))); |
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|
1513 |
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|
1514 if (info != 0) |
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|
1515 rcon = 0.0; |
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1516 } |
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1517 } |
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1518 } |
7788 | 1519 else |
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|
1520 rcon = 0.0; |
7788 | 1521 } |
1522 | |
1523 return rcon; | |
1524 } | |
1525 | |
458 | 1526 Matrix |
5785 | 1527 Matrix::utsolve (MatrixType &mattype, const Matrix& b, octave_idx_type& info, |
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1528 double& rcon, solve_singularity_handler sing_handler, |
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|
1529 bool calc_cond, blas_trans_type transt) const |
5785 | 1530 { |
1531 Matrix retval; | |
1532 | |
1533 octave_idx_type nr = rows (); | |
1534 octave_idx_type nc = cols (); | |
1535 | |
6924 | 1536 if (nr != b.rows ()) |
5785 | 1537 (*current_liboctave_error_handler) |
1538 ("matrix dimension mismatch solution of linear equations"); | |
6924 | 1539 else if (nr == 0 || nc == 0 || b.cols () == 0) |
1540 retval = Matrix (nc, b.cols (), 0.0); | |
5785 | 1541 else |
1542 { | |
1543 volatile int typ = mattype.type (); | |
1544 | |
1545 if (typ == MatrixType::Permuted_Upper || | |
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1546 typ == MatrixType::Upper) |
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|
1547 { |
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1548 octave_idx_type b_nc = b.cols (); |
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1549 rcon = 1.; |
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|
1550 info = 0; |
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|
1551 |
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1552 if (typ == MatrixType::Permuted_Upper) |
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|
1553 { |
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1554 (*current_liboctave_error_handler) |
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1555 ("permuted triangular matrix not implemented"); |
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1556 } |
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1557 else |
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1558 { |
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1559 const double *tmp_data = fortran_vec (); |
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1560 |
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1561 if (calc_cond) |
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1562 { |
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1563 char norm = '1'; |
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1564 char uplo = 'U'; |
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1565 char dia = 'N'; |
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1566 |
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1567 Array<double> z (3 * nc, 1); |
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1568 double *pz = z.fortran_vec (); |
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1569 Array<octave_idx_type> iz (nc, 1); |
10314
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1570 octave_idx_type *piz = iz.fortran_vec (); |
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1571 |
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1572 F77_XFCN (dtrcon, DTRCON, (F77_CONST_CHAR_ARG2 (&norm, 1), |
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1573 F77_CONST_CHAR_ARG2 (&uplo, 1), |
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1574 F77_CONST_CHAR_ARG2 (&dia, 1), |
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1575 nr, tmp_data, nr, rcon, |
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1576 pz, piz, info |
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1577 F77_CHAR_ARG_LEN (1) |
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1578 F77_CHAR_ARG_LEN (1) |
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1579 F77_CHAR_ARG_LEN (1))); |
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1580 |
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1581 if (info != 0) |
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1582 info = -2; |
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|
1583 |
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1584 volatile double rcond_plus_one = rcon + 1.0; |
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1585 |
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1586 if (rcond_plus_one == 1.0 || xisnan (rcon)) |
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1587 { |
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1588 info = -2; |
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1589 |
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1590 if (sing_handler) |
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1591 sing_handler (rcon); |
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|
1592 else |
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1593 (*current_liboctave_error_handler) |
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1594 ("matrix singular to machine precision, rcond = %g", |
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1595 rcon); |
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1596 } |
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1597 } |
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1598 |
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1599 if (info == 0) |
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1600 { |
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1601 retval = b; |
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1602 double *result = retval.fortran_vec (); |
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1603 |
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1604 char uplo = 'U'; |
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1605 char trans = get_blas_char (transt); |
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1606 char dia = 'N'; |
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1607 |
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1608 F77_XFCN (dtrtrs, DTRTRS, (F77_CONST_CHAR_ARG2 (&uplo, 1), |
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1609 F77_CONST_CHAR_ARG2 (&trans, 1), |
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1610 F77_CONST_CHAR_ARG2 (&dia, 1), |
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1611 nr, b_nc, tmp_data, nr, |
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1612 result, nr, info |
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1613 F77_CHAR_ARG_LEN (1) |
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1614 F77_CHAR_ARG_LEN (1) |
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1615 F77_CHAR_ARG_LEN (1))); |
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1616 } |
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1617 } |
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1618 } |
5785 | 1619 else |
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|
1620 (*current_liboctave_error_handler) ("incorrect matrix type"); |
5785 | 1621 } |
1622 | |
1623 return retval; | |
1624 } | |
1625 | |
1626 Matrix | |
1627 Matrix::ltsolve (MatrixType &mattype, const Matrix& b, octave_idx_type& info, | |
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1628 double& rcon, solve_singularity_handler sing_handler, |
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|
1629 bool calc_cond, blas_trans_type transt) const |
5785 | 1630 { |
1631 Matrix retval; | |
1632 | |
1633 octave_idx_type nr = rows (); | |
1634 octave_idx_type nc = cols (); | |
1635 | |
6924 | 1636 if (nr != b.rows ()) |
5785 | 1637 (*current_liboctave_error_handler) |
1638 ("matrix dimension mismatch solution of linear equations"); | |
6924 | 1639 else if (nr == 0 || nc == 0 || b.cols () == 0) |
1640 retval = Matrix (nc, b.cols (), 0.0); | |
5785 | 1641 else |
1642 { | |
1643 volatile int typ = mattype.type (); | |
1644 | |
1645 if (typ == MatrixType::Permuted_Lower || | |
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1646 typ == MatrixType::Lower) |
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|
1647 { |
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1648 octave_idx_type b_nc = b.cols (); |
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1649 rcon = 1.; |
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|
1650 info = 0; |
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1651 |
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1652 if (typ == MatrixType::Permuted_Lower) |
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1653 { |
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1654 (*current_liboctave_error_handler) |
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1655 ("permuted triangular matrix not implemented"); |
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1656 } |
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|
1657 else |
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1658 { |
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|
1659 const double *tmp_data = fortran_vec (); |
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1660 |
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1661 if (calc_cond) |
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1662 { |
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1663 char norm = '1'; |
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1664 char uplo = 'L'; |
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1665 char dia = 'N'; |
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1666 |
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1667 Array<double> z (3 * nc, 1); |
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1668 double *pz = z.fortran_vec (); |
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1669 Array<octave_idx_type> iz (nc, 1); |
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|
1670 octave_idx_type *piz = iz.fortran_vec (); |
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1671 |
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1672 F77_XFCN (dtrcon, DTRCON, (F77_CONST_CHAR_ARG2 (&norm, 1), |
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|
1673 F77_CONST_CHAR_ARG2 (&uplo, 1), |
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1674 F77_CONST_CHAR_ARG2 (&dia, 1), |
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1675 nr, tmp_data, nr, rcon, |
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|
1676 pz, piz, info |
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|
1677 F77_CHAR_ARG_LEN (1) |
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1678 F77_CHAR_ARG_LEN (1) |
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1679 F77_CHAR_ARG_LEN (1))); |
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1680 |
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1681 if (info != 0) |
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|
1682 info = -2; |
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|
1683 |
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1684 volatile double rcond_plus_one = rcon + 1.0; |
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|
1685 |
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|
1686 if (rcond_plus_one == 1.0 || xisnan (rcon)) |
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1687 { |
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|
1688 info = -2; |
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|
1689 |
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1690 if (sing_handler) |
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1691 sing_handler (rcon); |
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|
1692 else |
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|
1693 (*current_liboctave_error_handler) |
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1694 ("matrix singular to machine precision, rcond = %g", |
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|
1695 rcon); |
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|
1696 } |
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|
1697 } |
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|
1698 |
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1699 if (info == 0) |
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|
1700 { |
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|
1701 retval = b; |
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1702 double *result = retval.fortran_vec (); |
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|
1703 |
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1704 char uplo = 'L'; |
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1705 char trans = get_blas_char (transt); |
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1706 char dia = 'N'; |
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|
1707 |
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1708 F77_XFCN (dtrtrs, DTRTRS, (F77_CONST_CHAR_ARG2 (&uplo, 1), |
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|
1709 F77_CONST_CHAR_ARG2 (&trans, 1), |
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|
1710 F77_CONST_CHAR_ARG2 (&dia, 1), |
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|
1711 nr, b_nc, tmp_data, nr, |
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|
1712 result, nr, info |
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|
1713 F77_CHAR_ARG_LEN (1) |
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1714 F77_CHAR_ARG_LEN (1) |
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1715 F77_CHAR_ARG_LEN (1))); |
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|
1716 } |
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|
1717 } |
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1718 } |
5785 | 1719 else |
10314
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|
1720 (*current_liboctave_error_handler) ("incorrect matrix type"); |
5785 | 1721 } |
1722 | |
1723 return retval; | |
1724 } | |
1725 | |
1726 Matrix | |
1727 Matrix::fsolve (MatrixType &mattype, const Matrix& b, octave_idx_type& info, | |
10314
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1728 double& rcon, solve_singularity_handler sing_handler, |
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1729 bool calc_cond) const |
5785 | 1730 { |
1731 Matrix retval; | |
1732 | |
1733 octave_idx_type nr = rows (); | |
1734 octave_idx_type nc = cols (); | |
1735 | |
6924 | 1736 if (nr != nc || nr != b.rows ()) |
5785 | 1737 (*current_liboctave_error_handler) |
1738 ("matrix dimension mismatch solution of linear equations"); | |
6924 | 1739 else if (nr == 0 || b.cols () == 0) |
1740 retval = Matrix (nc, b.cols (), 0.0); | |
5785 | 1741 else |
1742 { | |
1743 volatile int typ = mattype.type (); | |
1744 | |
1745 // Calculate the norm of the matrix, for later use. | |
1746 double anorm = -1.; | |
1747 | |
1748 if (typ == MatrixType::Hermitian) | |
10314
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|
1749 { |
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|
1750 info = 0; |
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|
1751 char job = 'L'; |
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1752 Matrix atmp = *this; |
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1753 double *tmp_data = atmp.fortran_vec (); |
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1754 anorm = atmp.abs().sum().row(static_cast<octave_idx_type>(0)).max(); |
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|
1755 |
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1756 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 (&job, 1), nr, |
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1757 tmp_data, nr, info |
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|
1758 F77_CHAR_ARG_LEN (1))); |
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|
1759 |
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|
1760 // Throw-away extra info LAPACK gives so as to not change output. |
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1761 rcon = 0.0; |
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1762 if (info != 0) |
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|
1763 { |
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|
1764 info = -2; |
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|
1765 |
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1766 mattype.mark_as_unsymmetric (); |
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1767 typ = MatrixType::Full; |
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|
1768 } |
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|
1769 else |
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|
1770 { |
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|
1771 if (calc_cond) |
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1772 { |
10350
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merge MArray classes & improve Array interface
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|
1773 Array<double> z (3 * nc, 1); |
10314
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|
1774 double *pz = z.fortran_vec (); |
10350
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1775 Array<octave_idx_type> iz (nc, 1); |
10314
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|
1776 octave_idx_type *piz = iz.fortran_vec (); |
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|
1777 |
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|
1778 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 (&job, 1), |
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|
1779 nr, tmp_data, nr, anorm, |
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1780 rcon, pz, piz, info |
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|
1781 F77_CHAR_ARG_LEN (1))); |
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|
1782 |
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|
1783 if (info != 0) |
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|
1784 info = -2; |
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|
1785 |
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|
1786 volatile double rcond_plus_one = rcon + 1.0; |
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|
1787 |
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1788 if (rcond_plus_one == 1.0 || xisnan (rcon)) |
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|
1789 { |
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|
1790 info = -2; |
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|
1791 |
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1792 if (sing_handler) |
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1793 sing_handler (rcon); |
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|
1794 else |
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|
1795 (*current_liboctave_error_handler) |
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1796 ("matrix singular to machine precision, rcond = %g", |
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|
1797 rcon); |
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|
1798 } |
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|
1799 } |
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|
1800 |
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1801 if (info == 0) |
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1802 { |
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1803 retval = b; |
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1804 double *result = retval.fortran_vec (); |
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1805 |
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1806 octave_idx_type b_nc = b.cols (); |
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1807 |
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1808 F77_XFCN (dpotrs, DPOTRS, (F77_CONST_CHAR_ARG2 (&job, 1), |
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1809 nr, b_nc, tmp_data, nr, |
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1810 result, b.rows(), info |
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|
1811 F77_CHAR_ARG_LEN (1))); |
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1812 } |
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|
1813 else |
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|
1814 { |
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1815 mattype.mark_as_unsymmetric (); |
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1816 typ = MatrixType::Full; |
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|
1817 } |
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|
1818 } |
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1819 } |
5785 | 1820 |
1821 if (typ == MatrixType::Full) | |
10314
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|
1822 { |
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|
1823 info = 0; |
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1824 |
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1825 Array<octave_idx_type> ipvt (nr, 1); |
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1826 octave_idx_type *pipvt = ipvt.fortran_vec (); |
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1827 |
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1828 Matrix atmp = *this; |
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1829 double *tmp_data = atmp.fortran_vec (); |
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1830 if(anorm < 0.) |
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1831 anorm = atmp.abs().sum().row(static_cast<octave_idx_type>(0)).max(); |
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1832 |
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1833 Array<double> z (4 * nc, 1); |
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1834 double *pz = z.fortran_vec (); |
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1835 Array<octave_idx_type> iz (nc, 1); |
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1836 octave_idx_type *piz = iz.fortran_vec (); |
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1837 |
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1838 F77_XFCN (dgetrf, DGETRF, (nr, nr, tmp_data, nr, pipvt, info)); |
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1839 |
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1840 // Throw-away extra info LAPACK gives so as to not change output. |
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1841 rcon = 0.0; |
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1842 if (info != 0) |
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1843 { |
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1844 info = -2; |
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1845 |
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1846 if (sing_handler) |
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1847 sing_handler (rcon); |
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1848 else |
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1849 (*current_liboctave_error_handler) |
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1850 ("matrix singular to machine precision"); |
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1851 |
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1852 mattype.mark_as_rectangular (); |
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1853 } |
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1854 else |
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1855 { |
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1856 if (calc_cond) |
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1857 { |
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1858 // Now calculate the condition number for |
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1859 // non-singular matrix. |
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1860 char job = '1'; |
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1861 F77_XFCN (dgecon, DGECON, (F77_CONST_CHAR_ARG2 (&job, 1), |
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1862 nc, tmp_data, nr, anorm, |
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1863 rcon, pz, piz, info |
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1864 F77_CHAR_ARG_LEN (1))); |
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1865 |
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1866 if (info != 0) |
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1867 info = -2; |
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1868 |
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1869 volatile double rcond_plus_one = rcon + 1.0; |
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1870 |
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1871 if (rcond_plus_one == 1.0 || xisnan (rcon)) |
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1872 { |
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1873 info = -2; |
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1874 |
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1875 if (sing_handler) |
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1876 sing_handler (rcon); |
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1877 else |
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1878 (*current_liboctave_error_handler) |
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1879 ("matrix singular to machine precision, rcond = %g", |
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1880 rcon); |
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1881 } |
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1882 } |
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1883 |
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1884 if (info == 0) |
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1885 { |
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1886 retval = b; |
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1887 double *result = retval.fortran_vec (); |
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1888 |
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1889 octave_idx_type b_nc = b.cols (); |
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1890 |
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1891 char job = 'N'; |
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1892 F77_XFCN (dgetrs, DGETRS, (F77_CONST_CHAR_ARG2 (&job, 1), |
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1893 nr, b_nc, tmp_data, nr, |
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1894 pipvt, result, b.rows(), info |
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1895 F77_CHAR_ARG_LEN (1))); |
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1896 } |
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1897 else |
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1898 mattype.mark_as_rectangular (); |
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1899 } |
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1900 } |
5785 | 1901 else if (typ != MatrixType::Hermitian) |
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1902 (*current_liboctave_error_handler) ("incorrect matrix type"); |
5785 | 1903 } |
1904 | |
1905 return retval; | |
1906 } | |
1907 | |
1908 Matrix | |
1909 Matrix::solve (MatrixType &typ, const Matrix& b) const | |
1910 { | |
1911 octave_idx_type info; | |
7788 | 1912 double rcon; |
1913 return solve (typ, b, info, rcon, 0); | |
5785 | 1914 } |
1915 | |
1916 Matrix | |
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1917 Matrix::solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const |
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1918 { |
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1919 double rcon; |
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1920 return solve (typ, b, info, rcon, 0); |
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1921 } |
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1922 |
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1923 Matrix |
5785 | 1924 Matrix::solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, |
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1925 double& rcon) const |
5785 | 1926 { |
7788 | 1927 return solve (typ, b, info, rcon, 0); |
5785 | 1928 } |
1929 | |
1930 Matrix | |
1931 Matrix::solve (MatrixType &mattype, const Matrix& b, octave_idx_type& info, | |
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1932 double& rcon, solve_singularity_handler sing_handler, |
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1933 bool singular_fallback, blas_trans_type transt) const |
5785 | 1934 { |
1935 Matrix retval; | |
1936 int typ = mattype.type (); | |
1937 | |
1938 if (typ == MatrixType::Unknown) | |
1939 typ = mattype.type (*this); | |
1940 | |
1941 // Only calculate the condition number for LU/Cholesky | |
1942 if (typ == MatrixType::Upper || typ == MatrixType::Permuted_Upper) | |
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1943 retval = utsolve (mattype, b, info, rcon, sing_handler, false, transt); |
5785 | 1944 else if (typ == MatrixType::Lower || typ == MatrixType::Permuted_Lower) |
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1945 retval = ltsolve (mattype, b, info, rcon, sing_handler, false, transt); |
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1946 else if (transt == blas_trans || transt == blas_conj_trans) |
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1947 return transpose ().solve (mattype, b, info, rcon, sing_handler, singular_fallback); |
5785 | 1948 else if (typ == MatrixType::Full || typ == MatrixType::Hermitian) |
7788 | 1949 retval = fsolve (mattype, b, info, rcon, sing_handler, true); |
5785 | 1950 else if (typ != MatrixType::Rectangular) |
1951 { | |
1952 (*current_liboctave_error_handler) ("unknown matrix type"); | |
1953 return Matrix (); | |
1954 } | |
1955 | |
1956 // Rectangular or one of the above solvers flags a singular matrix | |
1957 if (singular_fallback && mattype.type () == MatrixType::Rectangular) | |
1958 { | |
1959 octave_idx_type rank; | |
7788 | 1960 retval = lssolve (b, info, rank, rcon); |
5785 | 1961 } |
1962 | |
1963 return retval; | |
1964 } | |
1965 | |
1966 ComplexMatrix | |
1967 Matrix::solve (MatrixType &typ, const ComplexMatrix& b) const | |
1968 { | |
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1969 octave_idx_type info; |
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1970 double rcon; |
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1971 return solve (typ, b, info, rcon, 0); |
5785 | 1972 } |
1973 | |
1974 ComplexMatrix | |
1975 Matrix::solve (MatrixType &typ, const ComplexMatrix& b, | |
1976 octave_idx_type& info) const | |
1977 { | |
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1978 double rcon; |
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1979 return solve (typ, b, info, rcon, 0); |
5785 | 1980 } |
1981 | |
1982 ComplexMatrix | |
1983 Matrix::solve (MatrixType &typ, const ComplexMatrix& b, octave_idx_type& info, | |
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1984 double& rcon) const |
5785 | 1985 { |
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1986 return solve (typ, b, info, rcon, 0); |
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1987 } |
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1988 |
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1989 static Matrix |
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1990 stack_complex_matrix (const ComplexMatrix& cm) |
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1991 { |
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1992 octave_idx_type m = cm.rows (), n = cm.cols (), nel = m*n; |
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1993 Matrix retval (m, 2*n); |
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1994 const Complex *cmd = cm.data (); |
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1995 double *rd = retval.fortran_vec (); |
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1996 for (octave_idx_type i = 0; i < nel; i++) |
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1997 { |
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1998 rd[i] = std::real (cmd[i]); |
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1999 rd[nel+i] = std::imag (cmd[i]); |
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2000 } |
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2001 return retval; |
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2002 } |
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2003 |
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2004 static ComplexMatrix |
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2005 unstack_complex_matrix (const Matrix& sm) |
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2006 { |
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2007 octave_idx_type m = sm.rows (), n = sm.cols () / 2, nel = m*n; |
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2008 ComplexMatrix retval (m, n); |
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2009 const double *smd = sm.data (); |
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2010 Complex *rd = retval.fortran_vec (); |
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2011 for (octave_idx_type i = 0; i < nel; i++) |
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2012 rd[i] = Complex (smd[i], smd[nel+i]); |
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2013 return retval; |
5785 | 2014 } |
2015 | |
2016 ComplexMatrix | |
2017 Matrix::solve (MatrixType &typ, const ComplexMatrix& b, octave_idx_type& info, | |
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2018 double& rcon, solve_singularity_handler sing_handler, |
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2019 bool singular_fallback, blas_trans_type transt) const |
5785 | 2020 { |
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2021 Matrix tmp = stack_complex_matrix (b); |
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2022 tmp = solve (typ, tmp, info, rcon, sing_handler, singular_fallback, transt); |
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2023 return unstack_complex_matrix (tmp); |
5785 | 2024 } |
2025 | |
2026 ColumnVector | |
2027 Matrix::solve (MatrixType &typ, const ColumnVector& b) const | |
2028 { | |
7788 | 2029 octave_idx_type info; double rcon; |
2030 return solve (typ, b, info, rcon); | |
5785 | 2031 } |
2032 | |
2033 ColumnVector | |
2034 Matrix::solve (MatrixType &typ, const ColumnVector& b, | |
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2035 octave_idx_type& info) const |
5785 | 2036 { |
7788 | 2037 double rcon; |
2038 return solve (typ, b, info, rcon); | |
5785 | 2039 } |
2040 | |
2041 ColumnVector | |
2042 Matrix::solve (MatrixType &typ, const ColumnVector& b, octave_idx_type& info, | |
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2043 double& rcon) const |
5785 | 2044 { |
7788 | 2045 return solve (typ, b, info, rcon, 0); |
5785 | 2046 } |
2047 | |
2048 ColumnVector | |
2049 Matrix::solve (MatrixType &typ, const ColumnVector& b, octave_idx_type& info, | |
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2050 double& rcon, solve_singularity_handler sing_handler, blas_trans_type transt) const |
5785 | 2051 { |
2052 Matrix tmp (b); | |
10352 | 2053 tmp = solve (typ, tmp, info, rcon, sing_handler, true, transt); |
2054 return tmp.column(static_cast<octave_idx_type> (0)); | |
5785 | 2055 } |
2056 | |
2057 ComplexColumnVector | |
2058 Matrix::solve (MatrixType &typ, const ComplexColumnVector& b) const | |
2059 { | |
2060 ComplexMatrix tmp (*this); | |
2061 return tmp.solve (typ, b); | |
2062 } | |
2063 | |
2064 ComplexColumnVector | |
2065 Matrix::solve (MatrixType &typ, const ComplexColumnVector& b, | |
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2066 octave_idx_type& info) const |
5785 | 2067 { |
2068 ComplexMatrix tmp (*this); | |
2069 return tmp.solve (typ, b, info); | |
2070 } | |
2071 | |
2072 ComplexColumnVector | |
2073 Matrix::solve (MatrixType &typ, const ComplexColumnVector& b, | |
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2074 octave_idx_type& info, double& rcon) const |
5785 | 2075 { |
2076 ComplexMatrix tmp (*this); | |
7788 | 2077 return tmp.solve (typ, b, info, rcon); |
5785 | 2078 } |
2079 | |
2080 ComplexColumnVector | |
2081 Matrix::solve (MatrixType &typ, const ComplexColumnVector& b, | |
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2082 octave_idx_type& info, double& rcon, |
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2083 solve_singularity_handler sing_handler, blas_trans_type transt) const |
5785 | 2084 { |
2085 ComplexMatrix tmp (*this); | |
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2086 return tmp.solve(typ, b, info, rcon, sing_handler, transt); |
5785 | 2087 } |
2088 | |
2089 Matrix | |
458 | 2090 Matrix::solve (const Matrix& b) const |
2091 { | |
5275 | 2092 octave_idx_type info; |
7788 | 2093 double rcon; |
2094 return solve (b, info, rcon, 0); | |
458 | 2095 } |
2096 | |
2097 Matrix | |
5275 | 2098 Matrix::solve (const Matrix& b, octave_idx_type& info) const |
458 | 2099 { |
7788 | 2100 double rcon; |
2101 return solve (b, info, rcon, 0); | |
458 | 2102 } |
2103 | |
2104 Matrix | |
7788 | 2105 Matrix::solve (const Matrix& b, octave_idx_type& info, double& rcon) const |
458 | 2106 { |
7788 | 2107 return solve (b, info, rcon, 0); |
3480 | 2108 } |
2109 | |
2110 Matrix | |
5785 | 2111 Matrix::solve (const Matrix& b, octave_idx_type& info, |
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2112 double& rcon, solve_singularity_handler sing_handler, blas_trans_type transt) const |
3480 | 2113 { |
5785 | 2114 MatrixType mattype (*this); |
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2115 return solve (mattype, b, info, rcon, sing_handler, true, transt); |
458 | 2116 } |
2117 | |
2118 ComplexMatrix | |
2119 Matrix::solve (const ComplexMatrix& b) const | |
2120 { | |
2121 ComplexMatrix tmp (*this); | |
2122 return tmp.solve (b); | |
2123 } | |
2124 | |
2125 ComplexMatrix | |
5275 | 2126 Matrix::solve (const ComplexMatrix& b, octave_idx_type& info) const |
458 | 2127 { |
2128 ComplexMatrix tmp (*this); | |
2129 return tmp.solve (b, info); | |
2130 } | |
2131 | |
2132 ComplexMatrix | |
7788 | 2133 Matrix::solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon) const |
458 | 2134 { |
2135 ComplexMatrix tmp (*this); | |
7788 | 2136 return tmp.solve (b, info, rcon); |
458 | 2137 } |
2138 | |
3480 | 2139 ComplexMatrix |
7788 | 2140 Matrix::solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon, |
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2141 solve_singularity_handler sing_handler, blas_trans_type transt) const |
3480 | 2142 { |
2143 ComplexMatrix tmp (*this); | |
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2144 return tmp.solve (b, info, rcon, sing_handler, transt); |
3480 | 2145 } |
2146 | |
458 | 2147 ColumnVector |
2148 Matrix::solve (const ColumnVector& b) const | |
2149 { | |
7788 | 2150 octave_idx_type info; double rcon; |
2151 return solve (b, info, rcon); | |
458 | 2152 } |
2153 | |
2154 ColumnVector | |
5275 | 2155 Matrix::solve (const ColumnVector& b, octave_idx_type& info) const |
458 | 2156 { |
7788 | 2157 double rcon; |
2158 return solve (b, info, rcon); | |
458 | 2159 } |
2160 | |
2161 ColumnVector | |
7788 | 2162 Matrix::solve (const ColumnVector& b, octave_idx_type& info, double& rcon) const |
458 | 2163 { |
7788 | 2164 return solve (b, info, rcon, 0); |
3480 | 2165 } |
2166 | |
2167 ColumnVector | |
7788 | 2168 Matrix::solve (const ColumnVector& b, octave_idx_type& info, double& rcon, |
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2169 solve_singularity_handler sing_handler, blas_trans_type transt) const |
3480 | 2170 { |
5785 | 2171 MatrixType mattype (*this); |
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2172 return solve (mattype, b, info, rcon, sing_handler, transt); |
458 | 2173 } |
2174 | |
2175 ComplexColumnVector | |
2176 Matrix::solve (const ComplexColumnVector& b) const | |
2177 { | |
2178 ComplexMatrix tmp (*this); | |
2179 return tmp.solve (b); | |
2180 } | |
2181 | |
2182 ComplexColumnVector | |
5275 | 2183 Matrix::solve (const ComplexColumnVector& b, octave_idx_type& info) const |
458 | 2184 { |
2185 ComplexMatrix tmp (*this); | |
2186 return tmp.solve (b, info); | |
2187 } | |
2188 | |
2189 ComplexColumnVector | |
7788 | 2190 Matrix::solve (const ComplexColumnVector& b, octave_idx_type& info, double& rcon) const |
458 | 2191 { |
2192 ComplexMatrix tmp (*this); | |
7788 | 2193 return tmp.solve (b, info, rcon); |
458 | 2194 } |
2195 | |
3480 | 2196 ComplexColumnVector |
7788 | 2197 Matrix::solve (const ComplexColumnVector& b, octave_idx_type& info, double& rcon, |
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2198 solve_singularity_handler sing_handler, blas_trans_type transt) const |
3480 | 2199 { |
2200 ComplexMatrix tmp (*this); | |
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2201 return tmp.solve (b, info, rcon, sing_handler, transt); |
3480 | 2202 } |
2203 | |
458 | 2204 Matrix |
2205 Matrix::lssolve (const Matrix& b) const | |
2206 { | |
5275 | 2207 octave_idx_type info; |
2208 octave_idx_type rank; | |
7788 | 2209 double rcon; |
2210 return lssolve (b, info, rank, rcon); | |
458 | 2211 } |
2212 | |
2213 Matrix | |
5275 | 2214 Matrix::lssolve (const Matrix& b, octave_idx_type& info) const |
458 | 2215 { |
5275 | 2216 octave_idx_type rank; |
7788 | 2217 double rcon; |
2218 return lssolve (b, info, rank, rcon); | |
458 | 2219 } |
2220 | |
2221 Matrix | |
7072 | 2222 Matrix::lssolve (const Matrix& b, octave_idx_type& info, |
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2223 octave_idx_type& rank) const |
458 | 2224 { |
7788 | 2225 double rcon; |
2226 return lssolve (b, info, rank, rcon); | |
7076 | 2227 } |
2228 | |
2229 Matrix | |
2230 Matrix::lssolve (const Matrix& b, octave_idx_type& info, | |
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2231 octave_idx_type& rank, double &rcon) const |
7076 | 2232 { |
1948 | 2233 Matrix retval; |
2234 | |
5275 | 2235 octave_idx_type nrhs = b.cols (); |
2236 | |
2237 octave_idx_type m = rows (); | |
2238 octave_idx_type n = cols (); | |
458 | 2239 |
6924 | 2240 if (m != b.rows ()) |
1948 | 2241 (*current_liboctave_error_handler) |
6924 | 2242 ("matrix dimension mismatch solution of linear equations"); |
2243 else if (m == 0 || n == 0 || b.cols () == 0) | |
2244 retval = Matrix (n, b.cols (), 0.0); | |
1948 | 2245 else |
458 | 2246 { |
7072 | 2247 volatile octave_idx_type minmn = (m < n ? m : n); |
2248 octave_idx_type maxmn = m > n ? m : n; | |
7788 | 2249 rcon = -1.0; |
7072 | 2250 if (m != n) |
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2251 { |
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2252 retval = Matrix (maxmn, nrhs, 0.0); |
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2253 |
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2254 for (octave_idx_type j = 0; j < nrhs; j++) |
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2255 for (octave_idx_type i = 0; i < m; i++) |
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2256 retval.elem (i, j) = b.elem (i, j); |
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2257 } |
7072 | 2258 else |
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2259 retval = b; |
7072 | 2260 |
1948 | 2261 Matrix atmp = *this; |
2262 double *tmp_data = atmp.fortran_vec (); | |
2263 | |
7072 | 2264 double *pretval = retval.fortran_vec (); |
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2265 Array<double> s (minmn, 1); |
7071 | 2266 double *ps = s.fortran_vec (); |
1948 | 2267 |
7072 | 2268 // Ask DGELSD what the dimension of WORK should be. |
5275 | 2269 octave_idx_type lwork = -1; |
3752 | 2270 |
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2271 Array<double> work (1, 1); |
1948 | 2272 |
7477 | 2273 octave_idx_type smlsiz; |
2274 F77_FUNC (xilaenv, XILAENV) (9, F77_CONST_CHAR_ARG2 ("DGELSD", 6), | |
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2275 F77_CONST_CHAR_ARG2 (" ", 1), |
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2276 0, 0, 0, 0, smlsiz |
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2277 F77_CHAR_ARG_LEN (6) |
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2278 F77_CHAR_ARG_LEN (1)); |
7079 | 2279 |
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2280 octave_idx_type mnthr; |
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2281 F77_FUNC (xilaenv, XILAENV) (6, F77_CONST_CHAR_ARG2 ("DGELSD", 6), |
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2282 F77_CONST_CHAR_ARG2 (" ", 1), |
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2283 m, n, nrhs, -1, mnthr |
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2284 F77_CHAR_ARG_LEN (6) |
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2285 F77_CHAR_ARG_LEN (1)); |
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2286 |
7079 | 2287 // We compute the size of iwork because DGELSD in older versions |
2288 // of LAPACK does not return it on a query call. | |
7124 | 2289 double dminmn = static_cast<double> (minmn); |
2290 double dsmlsizp1 = static_cast<double> (smlsiz+1); | |
7079 | 2291 #if defined (HAVE_LOG2) |
7367 | 2292 double tmp = log2 (dminmn / dsmlsizp1); |
7079 | 2293 #else |
7367 | 2294 double tmp = log (dminmn / dsmlsizp1) / log (2.0); |
7079 | 2295 #endif |
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2296 octave_idx_type nlvl = static_cast<octave_idx_type> (tmp) + 1; |
7079 | 2297 if (nlvl < 0) |
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2298 nlvl = 0; |
7079 | 2299 |
2300 octave_idx_type liwork = 3 * minmn * nlvl + 11 * minmn; | |
2301 if (liwork < 1) | |
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2302 liwork = 1; |
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2303 Array<octave_idx_type> iwork (liwork, 1); |
7072 | 2304 octave_idx_type* piwork = iwork.fortran_vec (); |
2305 | |
2306 F77_XFCN (dgelsd, DGELSD, (m, n, nrhs, tmp_data, m, pretval, maxmn, | |
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2307 ps, rcon, rank, work.fortran_vec (), |
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2308 lwork, piwork, info)); |
1948 | 2309 |
7476 | 2310 // The workspace query is broken in at least LAPACK 3.0.0 |
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2311 // through 3.1.1 when n >= mnthr. The obtuse formula below |
7476 | 2312 // should provide sufficient workspace for DGELSD to operate |
2313 // efficiently. | |
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2314 if (n >= mnthr) |
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2315 { |
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2316 const octave_idx_type wlalsd |
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2317 = 9*m + 2*m*smlsiz + 8*m*nlvl + m*nrhs + (smlsiz+1)*(smlsiz+1); |
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2318 |
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2319 octave_idx_type addend = m; |
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2320 |
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2321 if (2*m-4 > addend) |
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2322 addend = 2*m-4; |
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2323 |
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2324 if (nrhs > addend) |
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2325 addend = nrhs; |
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2326 |
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2327 if (n-3*m > addend) |
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2328 addend = n-3*m; |
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2329 |
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2330 if (wlalsd > addend) |
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2331 addend = wlalsd; |
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2332 |
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2333 const octave_idx_type lworkaround = 4*m + m*m + addend; |
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2334 |
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2335 if (work(0) < lworkaround) |
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2336 work(0) = lworkaround; |
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2337 } |
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2338 else if (m >= n) |
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2339 { |
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2340 octave_idx_type lworkaround |
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2341 = 12*n + 2*n*smlsiz + 8*n*nlvl + n*nrhs + (smlsiz+1)*(smlsiz+1); |
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2342 |
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2343 if (work(0) < lworkaround) |
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2344 work(0) = lworkaround; |
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2345 } |
7476 | 2346 |
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2347 lwork = static_cast<octave_idx_type> (work(0)); |
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2348 work.resize (lwork, 1); |
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2349 |
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|
2350 F77_XFCN (dgelsd, DGELSD, (m, n, nrhs, tmp_data, m, pretval, |
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2351 maxmn, ps, rcon, rank, |
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2352 work.fortran_vec (), lwork, |
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2353 piwork, info)); |
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2354 |
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2355 if (rank < minmn) |
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2356 (*current_liboctave_warning_handler) |
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2357 ("dgelsd: rank deficient %dx%d matrix, rank = %d", m, n, rank); |
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2358 if (s.elem (0) == 0.0) |
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2359 rcon = 0.0; |
1948 | 2360 else |
10314
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2361 rcon = s.elem (minmn - 1) / s.elem (0); |
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|
2362 |
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|
2363 retval.resize (n, nrhs); |
458 | 2364 } |
2365 | |
2366 return retval; | |
2367 } | |
2368 | |
2369 ComplexMatrix | |
2370 Matrix::lssolve (const ComplexMatrix& b) const | |
2371 { | |
2372 ComplexMatrix tmp (*this); | |
5275 | 2373 octave_idx_type info; |
2374 octave_idx_type rank; | |
7788 | 2375 double rcon; |
2376 return tmp.lssolve (b, info, rank, rcon); | |
458 | 2377 } |
2378 | |
2379 ComplexMatrix | |
5275 | 2380 Matrix::lssolve (const ComplexMatrix& b, octave_idx_type& info) const |
458 | 2381 { |
2382 ComplexMatrix tmp (*this); | |
5275 | 2383 octave_idx_type rank; |
7788 | 2384 double rcon; |
2385 return tmp.lssolve (b, info, rank, rcon); | |
458 | 2386 } |
2387 | |
2388 ComplexMatrix | |
7076 | 2389 Matrix::lssolve (const ComplexMatrix& b, octave_idx_type& info, |
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2390 octave_idx_type& rank) const |
458 | 2391 { |
2392 ComplexMatrix tmp (*this); | |
7788 | 2393 double rcon; |
2394 return tmp.lssolve (b, info, rank, rcon); | |
7076 | 2395 } |
2396 | |
2397 ComplexMatrix | |
2398 Matrix::lssolve (const ComplexMatrix& b, octave_idx_type& info, | |
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2399 octave_idx_type& rank, double& rcon) const |
7076 | 2400 { |
2401 ComplexMatrix tmp (*this); | |
7788 | 2402 return tmp.lssolve (b, info, rank, rcon); |
458 | 2403 } |
2404 | |
2405 ColumnVector | |
2406 Matrix::lssolve (const ColumnVector& b) const | |
2407 { | |
5275 | 2408 octave_idx_type info; |
2409 octave_idx_type rank; | |
7788 | 2410 double rcon; |
2411 return lssolve (b, info, rank, rcon); | |
458 | 2412 } |
2413 | |
2414 ColumnVector | |
5275 | 2415 Matrix::lssolve (const ColumnVector& b, octave_idx_type& info) const |
458 | 2416 { |
5275 | 2417 octave_idx_type rank; |
7788 | 2418 double rcon; |
2419 return lssolve (b, info, rank, rcon); | |
458 | 2420 } |
2421 | |
2422 ColumnVector | |
7072 | 2423 Matrix::lssolve (const ColumnVector& b, octave_idx_type& info, |
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2424 octave_idx_type& rank) const |
458 | 2425 { |
7788 | 2426 double rcon; |
2427 return lssolve (b, info, rank, rcon); | |
7076 | 2428 } |
2429 | |
2430 ColumnVector | |
2431 Matrix::lssolve (const ColumnVector& b, octave_idx_type& info, | |
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2432 octave_idx_type& rank, double &rcon) const |
7076 | 2433 { |
1948 | 2434 ColumnVector retval; |
2435 | |
5275 | 2436 octave_idx_type nrhs = 1; |
2437 | |
2438 octave_idx_type m = rows (); | |
2439 octave_idx_type n = cols (); | |
458 | 2440 |
6924 | 2441 if (m != b.length ()) |
1948 | 2442 (*current_liboctave_error_handler) |
6924 | 2443 ("matrix dimension mismatch solution of linear equations"); |
2444 else if (m == 0 || n == 0) | |
2445 retval = ColumnVector (n, 0.0); | |
1948 | 2446 else |
458 | 2447 { |
7072 | 2448 volatile octave_idx_type minmn = (m < n ? m : n); |
2449 octave_idx_type maxmn = m > n ? m : n; | |
7788 | 2450 rcon = -1.0; |
7072 | 2451 |
2452 if (m != n) | |
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2453 { |
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2454 retval = ColumnVector (maxmn, 0.0); |
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2455 |
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2456 for (octave_idx_type i = 0; i < m; i++) |
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2457 retval.elem (i) = b.elem (i); |
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2458 } |
7072 | 2459 else |
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2460 retval = b; |
7072 | 2461 |
1948 | 2462 Matrix atmp = *this; |
2463 double *tmp_data = atmp.fortran_vec (); | |
2464 | |
7072 | 2465 double *pretval = retval.fortran_vec (); |
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2466 Array<double> s (minmn, 1); |
7071 | 2467 double *ps = s.fortran_vec (); |
1948 | 2468 |
7072 | 2469 // Ask DGELSD what the dimension of WORK should be. |
5275 | 2470 octave_idx_type lwork = -1; |
3752 | 2471 |
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2472 Array<double> work (1, 1); |
3752 | 2473 |
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2474 octave_idx_type smlsiz; |
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2475 F77_FUNC (xilaenv, XILAENV) (9, F77_CONST_CHAR_ARG2 ("DGELSD", 6), |
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2476 F77_CONST_CHAR_ARG2 (" ", 1), |
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2477 0, 0, 0, 0, smlsiz |
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2478 F77_CHAR_ARG_LEN (6) |
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2479 F77_CHAR_ARG_LEN (1)); |
7079 | 2480 |
2481 // We compute the size of iwork because DGELSD in older versions | |
2482 // of LAPACK does not return it on a query call. | |
7124 | 2483 double dminmn = static_cast<double> (minmn); |
2484 double dsmlsizp1 = static_cast<double> (smlsiz+1); | |
7079 | 2485 #if defined (HAVE_LOG2) |
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2486 double tmp = log2 (dminmn / dsmlsizp1); |
7079 | 2487 #else |
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2488 double tmp = log (dminmn / dsmlsizp1) / log (2.0); |
7079 | 2489 #endif |
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2490 octave_idx_type nlvl = static_cast<octave_idx_type> (tmp) + 1; |
7079 | 2491 if (nlvl < 0) |
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2492 nlvl = 0; |
7079 | 2493 |
2494 octave_idx_type liwork = 3 * minmn * nlvl + 11 * minmn; | |
2495 if (liwork < 1) | |
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2496 liwork = 1; |
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2497 Array<octave_idx_type> iwork (liwork, 1); |
7072 | 2498 octave_idx_type* piwork = iwork.fortran_vec (); |
2499 | |
2500 F77_XFCN (dgelsd, DGELSD, (m, n, nrhs, tmp_data, m, pretval, maxmn, | |
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2501 ps, rcon, rank, work.fortran_vec (), |
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2502 lwork, piwork, info)); |
1948 | 2503 |
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2504 lwork = static_cast<octave_idx_type> (work(0)); |
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2505 work.resize (lwork, 1); |
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2506 |
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2507 F77_XFCN (dgelsd, DGELSD, (m, n, nrhs, tmp_data, m, pretval, |
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2508 maxmn, ps, rcon, rank, |
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2509 work.fortran_vec (), lwork, |
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2510 piwork, info)); |
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2511 |
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2512 if (rank < minmn) |
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2513 { |
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2514 if (rank < minmn) |
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2515 (*current_liboctave_warning_handler) |
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|
2516 ("dgelsd: rank deficient %dx%d matrix, rank = %d", m, n, rank); |
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2517 if (s.elem (0) == 0.0) |
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|
2518 rcon = 0.0; |
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2519 else |
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|
2520 rcon = s.elem (minmn - 1) / s.elem (0); |
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2521 } |
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|
2522 |
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|
2523 retval.resize (n, nrhs); |
458 | 2524 } |
2525 | |
2526 return retval; | |
2527 } | |
2528 | |
2529 ComplexColumnVector | |
2530 Matrix::lssolve (const ComplexColumnVector& b) const | |
2531 { | |
2532 ComplexMatrix tmp (*this); | |
7076 | 2533 octave_idx_type info; |
2534 octave_idx_type rank; | |
7788 | 2535 double rcon; |
2536 return tmp.lssolve (b, info, rank, rcon); | |
458 | 2537 } |
2538 | |
2539 ComplexColumnVector | |
5275 | 2540 Matrix::lssolve (const ComplexColumnVector& b, octave_idx_type& info) const |
458 | 2541 { |
2542 ComplexMatrix tmp (*this); | |
7076 | 2543 octave_idx_type rank; |
7788 | 2544 double rcon; |
2545 return tmp.lssolve (b, info, rank, rcon); | |
458 | 2546 } |
2547 | |
2548 ComplexColumnVector | |
7076 | 2549 Matrix::lssolve (const ComplexColumnVector& b, octave_idx_type& info, |
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|
2550 octave_idx_type& rank) const |
458 | 2551 { |
2552 ComplexMatrix tmp (*this); | |
7788 | 2553 double rcon; |
2554 return tmp.lssolve (b, info, rank, rcon); | |
7076 | 2555 } |
2556 | |
2557 ComplexColumnVector | |
2558 Matrix::lssolve (const ComplexColumnVector& b, octave_idx_type& info, | |
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2559 octave_idx_type& rank, double &rcon) const |
7076 | 2560 { |
2561 ComplexMatrix tmp (*this); | |
7788 | 2562 return tmp.lssolve (b, info, rank, rcon); |
458 | 2563 } |
2564 | |
2565 Matrix& | |
2566 Matrix::operator += (const DiagMatrix& a) | |
2567 { | |
5275 | 2568 octave_idx_type nr = rows (); |
2569 octave_idx_type nc = cols (); | |
2570 | |
2571 octave_idx_type a_nr = a.rows (); | |
2572 octave_idx_type a_nc = a.cols (); | |
2385 | 2573 |
2574 if (nr != a_nr || nc != a_nc) | |
458 | 2575 { |
2385 | 2576 gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc); |
458 | 2577 return *this; |
2578 } | |
2579 | |
5275 | 2580 for (octave_idx_type i = 0; i < a.length (); i++) |
458 | 2581 elem (i, i) += a.elem (i, i); |
2582 | |
2583 return *this; | |
2584 } | |
2585 | |
2586 Matrix& | |
2587 Matrix::operator -= (const DiagMatrix& a) | |
2588 { | |
5275 | 2589 octave_idx_type nr = rows (); |
2590 octave_idx_type nc = cols (); | |
2591 | |
2592 octave_idx_type a_nr = a.rows (); | |
2593 octave_idx_type a_nc = a.cols (); | |
2385 | 2594 |
2595 if (nr != a_nr || nc != a_nc) | |
458 | 2596 { |
2385 | 2597 gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc); |
458 | 2598 return *this; |
2599 } | |
2600 | |
5275 | 2601 for (octave_idx_type i = 0; i < a.length (); i++) |
458 | 2602 elem (i, i) -= a.elem (i, i); |
2603 | |
2604 return *this; | |
2605 } | |
2606 | |
2607 // unary operations | |
2608 | |
2964 | 2609 boolMatrix |
458 | 2610 Matrix::operator ! (void) const |
2611 { | |
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2612 return do_mx_unary_op<bool, double> (*this, mx_inline_not); |
458 | 2613 } |
2614 | |
1205 | 2615 // column vector by row vector -> matrix operations |
458 | 2616 |
1205 | 2617 Matrix |
2618 operator * (const ColumnVector& v, const RowVector& a) | |
458 | 2619 { |
1948 | 2620 Matrix retval; |
2621 | |
5275 | 2622 octave_idx_type len = v.length (); |
3233 | 2623 |
2624 if (len != 0) | |
1205 | 2625 { |
5275 | 2626 octave_idx_type a_len = a.length (); |
3233 | 2627 |
9359
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avoid useless zero initialization when doing matrix multiply
Jaroslav Hajek <highegg@gmail.com>
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|
2628 retval = Matrix (len, a_len); |
3233 | 2629 double *c = retval.fortran_vec (); |
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2630 |
4552 | 2631 F77_XFCN (dgemm, DGEMM, (F77_CONST_CHAR_ARG2 ("N", 1), |
10314
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|
2632 F77_CONST_CHAR_ARG2 ("N", 1), |
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|
2633 len, a_len, 1, 1.0, v.data (), len, |
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|
2634 a.data (), 1, 0.0, c, len |
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|
2635 F77_CHAR_ARG_LEN (1) |
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|
2636 F77_CHAR_ARG_LEN (1))); |
1205 | 2637 } |
458 | 2638 |
1948 | 2639 return retval; |
458 | 2640 } |
2641 | |
2642 // other operations. | |
2643 | |
2385 | 2644 bool |
4431 | 2645 Matrix::any_element_is_negative (bool neg_zero) const |
2385 | 2646 { |
5275 | 2647 octave_idx_type nel = nelem (); |
2385 | 2648 |
4431 | 2649 if (neg_zero) |
2650 { | |
5275 | 2651 for (octave_idx_type i = 0; i < nel; i++) |
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|
2652 if (lo_ieee_signbit (elem (i))) |
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untabify liboctave C++ sources
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|
2653 return true; |
4431 | 2654 } |
2655 else | |
2656 { | |
5275 | 2657 for (octave_idx_type i = 0; i < nel; i++) |
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|
2658 if (elem (i) < 0) |
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untabify liboctave C++ sources
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|
2659 return true; |
4431 | 2660 } |
2385 | 2661 |
2662 return false; | |
2663 } | |
2664 | |
7922
935be827eaf8
error for NaN values in & and | expressions
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diff
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|
2665 bool |
935be827eaf8
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changeset
|
2666 Matrix::any_element_is_nan (void) const |
935be827eaf8
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|
2667 { |
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|
2668 octave_idx_type nel = nelem (); |
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|
2669 |
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changeset
|
2670 for (octave_idx_type i = 0; i < nel; i++) |
935be827eaf8
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|
2671 { |
935be827eaf8
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diff
changeset
|
2672 double val = elem (i); |
935be827eaf8
error for NaN values in & and | expressions
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changeset
|
2673 if (xisnan (val)) |
10314
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|
2674 return true; |
7922
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|
2675 } |
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diff
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|
2676 |
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diff
changeset
|
2677 return false; |
935be827eaf8
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diff
changeset
|
2678 } |
2385 | 2679 |
2680 bool | |
2681 Matrix::any_element_is_inf_or_nan (void) const | |
2682 { | |
5275 | 2683 octave_idx_type nel = nelem (); |
2684 | |
2685 for (octave_idx_type i = 0; i < nel; i++) | |
4634 | 2686 { |
2687 double val = elem (i); | |
2688 if (xisinf (val) || xisnan (val)) | |
10314
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|
2689 return true; |
4634 | 2690 } |
2691 | |
2692 return false; | |
2385 | 2693 } |
2694 | |
2695 bool | |
5943 | 2696 Matrix::any_element_not_one_or_zero (void) const |
2697 { | |
2698 octave_idx_type nel = nelem (); | |
2699 | |
2700 for (octave_idx_type i = 0; i < nel; i++) | |
2701 { | |
2702 double val = elem (i); | |
2703 if (val != 0 && val != 1) | |
10314
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|
2704 return true; |
5943 | 2705 } |
2706 | |
2707 return false; | |
2708 } | |
2709 | |
2710 bool | |
2385 | 2711 Matrix::all_elements_are_int_or_inf_or_nan (void) const |
2712 { | |
5275 | 2713 octave_idx_type nel = nelem (); |
2714 | |
2715 for (octave_idx_type i = 0; i < nel; i++) | |
4634 | 2716 { |
2717 double val = elem (i); | |
2718 if (xisnan (val) || D_NINT (val) == val) | |
10314
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|
2719 continue; |
4634 | 2720 else |
10314
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untabify liboctave C++ sources
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|
2721 return false; |
4634 | 2722 } |
2385 | 2723 |
2724 return true; | |
2725 } | |
2726 | |
1968 | 2727 // Return nonzero if any element of M is not an integer. Also extract |
2728 // the largest and smallest values and return them in MAX_VAL and MIN_VAL. | |
2729 | |
2385 | 2730 bool |
1968 | 2731 Matrix::all_integers (double& max_val, double& min_val) const |
2732 { | |
5275 | 2733 octave_idx_type nel = nelem (); |
4634 | 2734 |
2735 if (nel > 0) | |
1968 | 2736 { |
4634 | 2737 max_val = elem (0); |
2738 min_val = elem (0); | |
1968 | 2739 } |
2740 else | |
2385 | 2741 return false; |
1968 | 2742 |
5275 | 2743 for (octave_idx_type i = 0; i < nel; i++) |
4634 | 2744 { |
2745 double val = elem (i); | |
2746 | |
2747 if (val > max_val) | |
10314
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|
2748 max_val = val; |
4634 | 2749 |
2750 if (val < min_val) | |
10314
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|
2751 min_val = val; |
4634 | 2752 |
2753 if (D_NINT (val) != val) | |
10314
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|
2754 return false; |
4634 | 2755 } |
2385 | 2756 |
2757 return true; | |
1968 | 2758 } |
2759 | |
2385 | 2760 bool |
1968 | 2761 Matrix::too_large_for_float (void) const |
2762 { | |
5275 | 2763 octave_idx_type nel = nelem (); |
2764 | |
2765 for (octave_idx_type i = 0; i < nel; i++) | |
4634 | 2766 { |
2767 double val = elem (i); | |
2768 | |
5389 | 2769 if (! (xisnan (val) || xisinf (val)) |
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|
2770 && fabs (val) > FLT_MAX) |
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|
2771 return true; |
4634 | 2772 } |
1968 | 2773 |
2385 | 2774 return false; |
1968 | 2775 } |
2776 | |
5775 | 2777 // FIXME Do these really belong here? Maybe they should be |
4015 | 2778 // in a base class? |
458 | 2779 |
2832 | 2780 boolMatrix |
4015 | 2781 Matrix::all (int dim) const |
458 | 2782 { |
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simplify appliers in mx-inlines.cc
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|
2783 return do_mx_red_op<bool, double> (*this, dim, mx_inline_all); |
458 | 2784 } |
2785 | |
2832 | 2786 boolMatrix |
4015 | 2787 Matrix::any (int dim) const |
458 | 2788 { |
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changeset
|
2789 return do_mx_red_op<bool, double> (*this, dim, mx_inline_any); |
458 | 2790 } |
2791 | |
2792 Matrix | |
3723 | 2793 Matrix::cumprod (int dim) const |
458 | 2794 { |
10362
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|
2795 return do_mx_cum_op<double, double> (*this, dim, mx_inline_cumprod); |
458 | 2796 } |
2797 | |
2798 Matrix | |
3723 | 2799 Matrix::cumsum (int dim) const |
458 | 2800 { |
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|
2801 return do_mx_cum_op<double, double> (*this, dim, mx_inline_cumsum); |
458 | 2802 } |
2803 | |
2804 Matrix | |
3723 | 2805 Matrix::prod (int dim) const |
458 | 2806 { |
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|
2807 return do_mx_red_op<double, double> (*this, dim, mx_inline_prod); |
458 | 2808 } |
2809 | |
2810 Matrix | |
3723 | 2811 Matrix::sum (int dim) const |
458 | 2812 { |
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|
2813 return do_mx_red_op<double, double> (*this, dim, mx_inline_sum); |
458 | 2814 } |
2815 | |
2816 Matrix | |
3723 | 2817 Matrix::sumsq (int dim) const |
458 | 2818 { |
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|
2819 return do_mx_red_op<double, double> (*this, dim, mx_inline_sumsq); |
458 | 2820 } |
2821 | |
2385 | 2822 Matrix |
2823 Matrix::abs (void) const | |
2824 { | |
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a1ae2aae903e
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2825 return Matrix (mx_inline_fabs_dup (data (), length ()), |
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|
2826 rows (), cols ()); |
2385 | 2827 } |
2828 | |
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Move diag function into the octave_value class
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diff
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|
2829 Matrix |
5275 | 2830 Matrix::diag (octave_idx_type k) const |
458 | 2831 { |
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merge MArray classes & improve Array interface
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|
2832 return MArray<double>::diag (k); |
458 | 2833 } |
2834 | |
2835 ColumnVector | |
2836 Matrix::row_min (void) const | |
2837 { | |
5275 | 2838 Array<octave_idx_type> dummy_idx; |
4587 | 2839 return row_min (dummy_idx); |
458 | 2840 } |
2841 | |
2842 ColumnVector | |
5275 | 2843 Matrix::row_min (Array<octave_idx_type>& idx_arg) const |
458 | 2844 { |
2845 ColumnVector result; | |
2846 | |
5275 | 2847 octave_idx_type nr = rows (); |
2848 octave_idx_type nc = cols (); | |
458 | 2849 |
2850 if (nr > 0 && nc > 0) | |
2851 { | |
2852 result.resize (nr); | |
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changeset
|
2853 idx_arg.resize (nr, 1); |
458 | 2854 |
5275 | 2855 for (octave_idx_type i = 0; i < nr; i++) |
458 | 2856 { |
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|
2857 octave_idx_type idx_j; |
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2858 |
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2859 double tmp_min = octave_NaN; |
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2860 |
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2861 for (idx_j = 0; idx_j < nc; idx_j++) |
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2862 { |
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|
2863 tmp_min = elem (i, idx_j); |
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|
2864 |
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2865 if (! xisnan (tmp_min)) |
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|
2866 break; |
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|
2867 } |
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|
2868 |
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|
2869 for (octave_idx_type j = idx_j+1; j < nc; j++) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2870 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2871 double tmp = elem (i, j); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2872 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2873 if (xisnan (tmp)) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2874 continue; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2875 else if (tmp < tmp_min) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2876 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2877 idx_j = j; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2878 tmp_min = tmp; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2879 } |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2880 } |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2881 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2882 result.elem (i) = tmp_min; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2883 idx_arg.elem (i) = xisnan (tmp_min) ? 0 : idx_j; |
458 | 2884 } |
2885 } | |
2886 | |
2887 return result; | |
2888 } | |
2889 | |
2890 ColumnVector | |
2891 Matrix::row_max (void) const | |
2892 { | |
5275 | 2893 Array<octave_idx_type> dummy_idx; |
4587 | 2894 return row_max (dummy_idx); |
458 | 2895 } |
2896 | |
2897 ColumnVector | |
5275 | 2898 Matrix::row_max (Array<octave_idx_type>& idx_arg) const |
458 | 2899 { |
2900 ColumnVector result; | |
2901 | |
5275 | 2902 octave_idx_type nr = rows (); |
2903 octave_idx_type nc = cols (); | |
458 | 2904 |
2905 if (nr > 0 && nc > 0) | |
2906 { | |
2907 result.resize (nr); | |
10350
12884915a8e4
merge MArray classes & improve Array interface
Jaroslav Hajek <highegg@gmail.com>
parents:
10314
diff
changeset
|
2908 idx_arg.resize (nr, 1); |
458 | 2909 |
5275 | 2910 for (octave_idx_type i = 0; i < nr; i++) |
458 | 2911 { |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2912 octave_idx_type idx_j; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2913 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2914 double tmp_max = octave_NaN; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2915 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2916 for (idx_j = 0; idx_j < nc; idx_j++) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2917 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2918 tmp_max = elem (i, idx_j); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2919 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2920 if (! xisnan (tmp_max)) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2921 break; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2922 } |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2923 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2924 for (octave_idx_type j = idx_j+1; j < nc; j++) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2925 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2926 double tmp = elem (i, j); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2927 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2928 if (xisnan (tmp)) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2929 continue; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2930 else if (tmp > tmp_max) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2931 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2932 idx_j = j; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2933 tmp_max = tmp; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2934 } |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2935 } |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2936 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2937 result.elem (i) = tmp_max; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2938 idx_arg.elem (i) = xisnan (tmp_max) ? 0 : idx_j; |
458 | 2939 } |
2940 } | |
2941 | |
2942 return result; | |
2943 } | |
2944 | |
2945 RowVector | |
2946 Matrix::column_min (void) const | |
2947 { | |
5275 | 2948 Array<octave_idx_type> dummy_idx; |
4587 | 2949 return column_min (dummy_idx); |
458 | 2950 } |
2354 | 2951 |
458 | 2952 RowVector |
5275 | 2953 Matrix::column_min (Array<octave_idx_type>& idx_arg) const |
458 | 2954 { |
2955 RowVector result; | |
2956 | |
5275 | 2957 octave_idx_type nr = rows (); |
2958 octave_idx_type nc = cols (); | |
458 | 2959 |
2960 if (nr > 0 && nc > 0) | |
2961 { | |
2962 result.resize (nc); | |
10350
12884915a8e4
merge MArray classes & improve Array interface
Jaroslav Hajek <highegg@gmail.com>
parents:
10314
diff
changeset
|
2963 idx_arg.resize (1, nc); |
458 | 2964 |
5275 | 2965 for (octave_idx_type j = 0; j < nc; j++) |
458 | 2966 { |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2967 octave_idx_type idx_i; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2968 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2969 double tmp_min = octave_NaN; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2970 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2971 for (idx_i = 0; idx_i < nr; idx_i++) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2972 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2973 tmp_min = elem (idx_i, j); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2974 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2975 if (! xisnan (tmp_min)) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2976 break; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2977 } |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2978 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2979 for (octave_idx_type i = idx_i+1; i < nr; i++) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2980 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2981 double tmp = elem (i, j); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2982 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2983 if (xisnan (tmp)) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2984 continue; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2985 else if (tmp < tmp_min) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2986 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2987 idx_i = i; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2988 tmp_min = tmp; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2989 } |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2990 } |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2991 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2992 result.elem (j) = tmp_min; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
2993 idx_arg.elem (j) = xisnan (tmp_min) ? 0 : idx_i; |
458 | 2994 } |
2995 } | |
2996 | |
2997 return result; | |
2998 } | |
2999 | |
2354 | 3000 RowVector |
3001 Matrix::column_max (void) const | |
3002 { | |
5275 | 3003 Array<octave_idx_type> dummy_idx; |
4587 | 3004 return column_max (dummy_idx); |
2354 | 3005 } |
458 | 3006 |
3007 RowVector | |
5275 | 3008 Matrix::column_max (Array<octave_idx_type>& idx_arg) const |
458 | 3009 { |
3010 RowVector result; | |
3011 | |
5275 | 3012 octave_idx_type nr = rows (); |
3013 octave_idx_type nc = cols (); | |
458 | 3014 |
3015 if (nr > 0 && nc > 0) | |
3016 { | |
3017 result.resize (nc); | |
10350
12884915a8e4
merge MArray classes & improve Array interface
Jaroslav Hajek <highegg@gmail.com>
parents:
10314
diff
changeset
|
3018 idx_arg.resize (1, nc); |
458 | 3019 |
5275 | 3020 for (octave_idx_type j = 0; j < nc; j++) |
458 | 3021 { |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3022 octave_idx_type idx_i; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3023 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3024 double tmp_max = octave_NaN; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3025 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3026 for (idx_i = 0; idx_i < nr; idx_i++) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3027 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3028 tmp_max = elem (idx_i, j); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3029 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3030 if (! xisnan (tmp_max)) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3031 break; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3032 } |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3033 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3034 for (octave_idx_type i = idx_i+1; i < nr; i++) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3035 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3036 double tmp = elem (i, j); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3037 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3038 if (xisnan (tmp)) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3039 continue; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3040 else if (tmp > tmp_max) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3041 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3042 idx_i = i; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3043 tmp_max = tmp; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3044 } |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3045 } |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3046 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3047 result.elem (j) = tmp_max; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3048 idx_arg.elem (j) = xisnan (tmp_max) ? 0 : idx_i; |
458 | 3049 } |
3050 } | |
3051 | |
3052 return result; | |
3053 } | |
3054 | |
3504 | 3055 std::ostream& |
3056 operator << (std::ostream& os, const Matrix& a) | |
458 | 3057 { |
5275 | 3058 for (octave_idx_type i = 0; i < a.rows (); i++) |
458 | 3059 { |
5275 | 3060 for (octave_idx_type j = 0; j < a.cols (); j++) |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3061 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3062 os << " "; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3063 octave_write_double (os, a.elem (i, j)); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3064 } |
458 | 3065 os << "\n"; |
3066 } | |
3067 return os; | |
3068 } | |
3069 | |
3504 | 3070 std::istream& |
3071 operator >> (std::istream& is, Matrix& a) | |
458 | 3072 { |
5275 | 3073 octave_idx_type nr = a.rows (); |
3074 octave_idx_type nc = a.cols (); | |
458 | 3075 |
8999
dc07bc4157b8
allow empty matrices in stream input operators
Jaroslav Hajek <highegg@gmail.com>
parents:
8956
diff
changeset
|
3076 if (nr > 0 && nc > 0) |
458 | 3077 { |
3078 double tmp; | |
5275 | 3079 for (octave_idx_type i = 0; i < nr; i++) |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3080 for (octave_idx_type j = 0; j < nc; j++) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3081 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3082 tmp = octave_read_value<double> (is); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3083 if (is) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3084 a.elem (i, j) = tmp; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3085 else |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3086 goto done; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3087 } |
458 | 3088 } |
3089 | |
2795 | 3090 done: |
3091 | |
458 | 3092 return is; |
3093 } | |
3094 | |
1819 | 3095 Matrix |
3096 Givens (double x, double y) | |
3097 { | |
3098 double cc, s, temp_r; | |
3099 | |
3887 | 3100 F77_FUNC (dlartg, DLARTG) (x, y, cc, s, temp_r); |
1819 | 3101 |
3102 Matrix g (2, 2); | |
3103 | |
3104 g.elem (0, 0) = cc; | |
3105 g.elem (1, 1) = cc; | |
3106 g.elem (0, 1) = s; | |
3107 g.elem (1, 0) = -s; | |
3108 | |
3109 return g; | |
3110 } | |
3111 | |
3112 Matrix | |
3113 Sylvester (const Matrix& a, const Matrix& b, const Matrix& c) | |
3114 { | |
3115 Matrix retval; | |
3116 | |
5775 | 3117 // FIXME -- need to check that a, b, and c are all the same |
1819 | 3118 // size. |
3119 | |
3120 // Compute Schur decompositions. | |
3121 | |
3122 SCHUR as (a, "U"); | |
3123 SCHUR bs (b, "U"); | |
3124 | |
3125 // Transform c to new coordinates. | |
3126 | |
3127 Matrix ua = as.unitary_matrix (); | |
3128 Matrix sch_a = as.schur_matrix (); | |
3129 | |
3130 Matrix ub = bs.unitary_matrix (); | |
3131 Matrix sch_b = bs.schur_matrix (); | |
3132 | |
3133 Matrix cx = ua.transpose () * c * ub; | |
3134 | |
3135 // Solve the sylvester equation, back-transform, and return the | |
3136 // solution. | |
3137 | |
5275 | 3138 octave_idx_type a_nr = a.rows (); |
3139 octave_idx_type b_nr = b.rows (); | |
1819 | 3140 |
3141 double scale; | |
5275 | 3142 octave_idx_type info; |
1819 | 3143 |
1950 | 3144 double *pa = sch_a.fortran_vec (); |
3145 double *pb = sch_b.fortran_vec (); | |
3146 double *px = cx.fortran_vec (); | |
3147 | |
4552 | 3148 F77_XFCN (dtrsyl, DTRSYL, (F77_CONST_CHAR_ARG2 ("N", 1), |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3149 F77_CONST_CHAR_ARG2 ("N", 1), |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3150 1, a_nr, b_nr, pa, a_nr, pb, |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3151 b_nr, px, a_nr, scale, info |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3152 F77_CHAR_ARG_LEN (1) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3153 F77_CHAR_ARG_LEN (1))); |
1950 | 3154 |
3155 | |
7482
29980c6b8604
don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents:
7478
diff
changeset
|
3156 // FIXME -- check info? |
1819 | 3157 |
7482
29980c6b8604
don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents:
7478
diff
changeset
|
3158 retval = -ua*cx*ub.transpose (); |
1819 | 3159 |
3160 return retval; | |
3161 } | |
3162 | |
2828 | 3163 // matrix by matrix -> matrix operations |
3164 | |
6162 | 3165 /* Simple Dot Product, Matrix-Vector and Matrix-Matrix Unit tests |
3166 %!assert([1 2 3] * [ 4 ; 5 ; 6], 32, 1e-14) | |
3167 %!assert([1 2 ; 3 4 ] * [5 ; 6], [17 ; 39 ], 1e-14) | |
3168 %!assert([1 2 ; 3 4 ] * [5 6 ; 7 8], [19 22; 43 50], 1e-14) | |
3169 */ | |
3170 | |
3171 /* Test some simple identities | |
3172 %!shared M, cv, rv | |
3173 %! M = randn(10,10); | |
3174 %! cv = randn(10,1); | |
3175 %! rv = randn(1,10); | |
3176 %!assert([M*cv,M*cv],M*[cv,cv],1e-14) | |
9528
ec066ba012c8
more fixes & tests for matrix multiply
Jaroslav Hajek <highegg@gmail.com>
parents:
9523
diff
changeset
|
3177 %!assert([M'*cv,M'*cv],M'*[cv,cv],1e-14) |
6162 | 3178 %!assert([rv*M;rv*M],[rv;rv]*M,1e-14) |
9528
ec066ba012c8
more fixes & tests for matrix multiply
Jaroslav Hajek <highegg@gmail.com>
parents:
9523
diff
changeset
|
3179 %!assert([rv*M';rv*M'],[rv;rv]*M',1e-14) |
6162 | 3180 %!assert(2*rv*cv,[rv,rv]*[cv;cv],1e-14) |
3181 */ | |
3182 | |
7800
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3183 static const char * |
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3184 get_blas_trans_arg (bool trans) |
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3185 { |
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3186 static char blas_notrans = 'N', blas_trans = 'T'; |
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3187 return (trans) ? &blas_trans : &blas_notrans; |
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3188 } |
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3189 |
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3190 // the general GEMM operation |
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3191 |
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3192 Matrix |
9665
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3193 xgemm (const Matrix& a, const Matrix& b, |
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3194 blas_trans_type transa, blas_trans_type transb) |
2828 | 3195 { |
3196 Matrix retval; | |
3197 | |
9665
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3198 bool tra = transa != blas_no_trans, trb = transb != blas_no_trans; |
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3199 |
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3200 octave_idx_type a_nr = tra ? a.cols () : a.rows (); |
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3201 octave_idx_type a_nc = tra ? a.rows () : a.cols (); |
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3202 |
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3203 octave_idx_type b_nr = trb ? b.cols () : b.rows (); |
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3204 octave_idx_type b_nc = trb ? b.rows () : b.cols (); |
7800
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3205 |
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3206 if (a_nc != b_nr) |
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3207 gripe_nonconformant ("operator *", a_nr, a_nc, b_nr, b_nc); |
2828 | 3208 else |
3209 { | |
7800
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3210 if (a_nr == 0 || a_nc == 0 || b_nc == 0) |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3211 retval = Matrix (a_nr, b_nc, 0.0); |
9665
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3212 else if (a.data () == b.data () && a_nr == b_nc && tra != trb) |
7801
776791438957
map symmetric cases to xHERK, xSYRK
Jaroslav Hajek <highegg@gmail.com>
parents:
7800
diff
changeset
|
3213 { |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3214 octave_idx_type lda = a.rows (); |
7801
776791438957
map symmetric cases to xHERK, xSYRK
Jaroslav Hajek <highegg@gmail.com>
parents:
7800
diff
changeset
|
3215 |
9359
be6867ba8104
avoid useless zero initialization when doing matrix multiply
Jaroslav Hajek <highegg@gmail.com>
parents:
9227
diff
changeset
|
3216 retval = Matrix (a_nr, b_nc); |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3217 double *c = retval.fortran_vec (); |
7801
776791438957
map symmetric cases to xHERK, xSYRK
Jaroslav Hajek <highegg@gmail.com>
parents:
7800
diff
changeset
|
3218 |
9665
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3219 const char *ctra = get_blas_trans_arg (tra); |
7801
776791438957
map symmetric cases to xHERK, xSYRK
Jaroslav Hajek <highegg@gmail.com>
parents:
7800
diff
changeset
|
3220 F77_XFCN (dsyrk, DSYRK, (F77_CONST_CHAR_ARG2 ("U", 1), |
9665
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3221 F77_CONST_CHAR_ARG2 (ctra, 1), |
7801
776791438957
map symmetric cases to xHERK, xSYRK
Jaroslav Hajek <highegg@gmail.com>
parents:
7800
diff
changeset
|
3222 a_nr, a_nc, 1.0, |
776791438957
map symmetric cases to xHERK, xSYRK
Jaroslav Hajek <highegg@gmail.com>
parents:
7800
diff
changeset
|
3223 a.data (), lda, 0.0, c, a_nr |
776791438957
map symmetric cases to xHERK, xSYRK
Jaroslav Hajek <highegg@gmail.com>
parents:
7800
diff
changeset
|
3224 F77_CHAR_ARG_LEN (1) |
776791438957
map symmetric cases to xHERK, xSYRK
Jaroslav Hajek <highegg@gmail.com>
parents:
7800
diff
changeset
|
3225 F77_CHAR_ARG_LEN (1))); |
776791438957
map symmetric cases to xHERK, xSYRK
Jaroslav Hajek <highegg@gmail.com>
parents:
7800
diff
changeset
|
3226 for (int j = 0; j < a_nr; j++) |
776791438957
map symmetric cases to xHERK, xSYRK
Jaroslav Hajek <highegg@gmail.com>
parents:
7800
diff
changeset
|
3227 for (int i = 0; i < j; i++) |
776791438957
map symmetric cases to xHERK, xSYRK
Jaroslav Hajek <highegg@gmail.com>
parents:
7800
diff
changeset
|
3228 retval.xelem (j,i) = retval.xelem (i,j); |
776791438957
map symmetric cases to xHERK, xSYRK
Jaroslav Hajek <highegg@gmail.com>
parents:
7800
diff
changeset
|
3229 |
776791438957
map symmetric cases to xHERK, xSYRK
Jaroslav Hajek <highegg@gmail.com>
parents:
7800
diff
changeset
|
3230 } |
2828 | 3231 else |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3232 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3233 octave_idx_type lda = a.rows (), tda = a.cols (); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3234 octave_idx_type ldb = b.rows (), tdb = b.cols (); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3235 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3236 retval = Matrix (a_nr, b_nc); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3237 double *c = retval.fortran_vec (); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3238 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3239 if (b_nc == 1) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3240 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3241 if (a_nr == 1) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3242 F77_FUNC (xddot, XDDOT) (a_nc, a.data (), 1, b.data (), 1, *c); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3243 else |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3244 { |
9665
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3245 const char *ctra = get_blas_trans_arg (tra); |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3246 F77_XFCN (dgemv, DGEMV, (F77_CONST_CHAR_ARG2 (ctra, 1), |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3247 lda, tda, 1.0, a.data (), lda, |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3248 b.data (), 1, 0.0, c, 1 |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3249 F77_CHAR_ARG_LEN (1))); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3250 } |
5983 | 3251 } |
7800
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3252 else if (a_nr == 1) |
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3253 { |
9665
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3254 const char *crevtrb = get_blas_trans_arg (! trb); |
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3255 F77_XFCN (dgemv, DGEMV, (F77_CONST_CHAR_ARG2 (crevtrb, 1), |
7800
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3256 ldb, tdb, 1.0, b.data (), ldb, |
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3257 a.data (), 1, 0.0, c, 1 |
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3258 F77_CHAR_ARG_LEN (1))); |
5861b95e9879
support for compound operators, implement trans_mul, mul_trans, herm_mul and mul_herm
Jaroslav Hajek <highegg@gmail.com>
parents:
7789
diff
changeset
|
3259 } |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3260 else |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3261 { |
9665
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3262 const char *ctra = get_blas_trans_arg (tra); |
1dba57e9d08d
use blas_trans_type for xgemm
Jaroslav Hajek <highegg@gmail.com>
parents:
9662
diff
changeset
|
3263 const char *ctrb = get_blas_trans_arg (trb); |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3264 F77_XFCN (dgemm, DGEMM, (F77_CONST_CHAR_ARG2 (ctra, 1), |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10213
diff
changeset
|
3265 F77_CONST_CHAR_ARG2 (ctrb, 1), |
07ebe522dac2
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3266 a_nr, b_nc, a_nc, 1.0, a.data (), |
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3267 lda, b.data (), ldb, 0.0, c, a_nr |
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3268 F77_CHAR_ARG_LEN (1) |
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3269 F77_CHAR_ARG_LEN (1))); |
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3270 } |
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3271 } |
2828 | 3272 } |
3273 | |
3274 return retval; | |
3275 } | |
3276 | |
7800
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3277 Matrix |
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3278 operator * (const Matrix& a, const Matrix& b) |
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3279 { |
9665
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3280 return xgemm (a, b); |
7800
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3281 } |
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3282 |
5775 | 3283 // FIXME -- it would be nice to share code among the min/max |
4309 | 3284 // functions below. |
3285 | |
3286 #define EMPTY_RETURN_CHECK(T) \ | |
3287 if (nr == 0 || nc == 0) \ | |
3288 return T (nr, nc); | |
3289 | |
3290 Matrix | |
3291 min (double d, const Matrix& m) | |
3292 { | |
5275 | 3293 octave_idx_type nr = m.rows (); |
3294 octave_idx_type nc = m.columns (); | |
4309 | 3295 |
3296 EMPTY_RETURN_CHECK (Matrix); | |
3297 | |
3298 Matrix result (nr, nc); | |
3299 | |
5275 | 3300 for (octave_idx_type j = 0; j < nc; j++) |
3301 for (octave_idx_type i = 0; i < nr; i++) | |
4309 | 3302 { |
10314
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3303 octave_quit (); |
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3304 result (i, j) = xmin (d, m (i, j)); |
4309 | 3305 } |
3306 | |
3307 return result; | |
3308 } | |
3309 | |
3310 Matrix | |
3311 min (const Matrix& m, double d) | |
3312 { | |
5275 | 3313 octave_idx_type nr = m.rows (); |
3314 octave_idx_type nc = m.columns (); | |
4309 | 3315 |
3316 EMPTY_RETURN_CHECK (Matrix); | |
3317 | |
3318 Matrix result (nr, nc); | |
3319 | |
5275 | 3320 for (octave_idx_type j = 0; j < nc; j++) |
3321 for (octave_idx_type i = 0; i < nr; i++) | |
4309 | 3322 { |
10314
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3323 octave_quit (); |
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3324 result (i, j) = xmin (m (i, j), d); |
4309 | 3325 } |
3326 | |
3327 return result; | |
3328 } | |
3329 | |
3330 Matrix | |
3331 min (const Matrix& a, const Matrix& b) | |
3332 { | |
5275 | 3333 octave_idx_type nr = a.rows (); |
3334 octave_idx_type nc = a.columns (); | |
4309 | 3335 |
3336 if (nr != b.rows () || nc != b.columns ()) | |
3337 { | |
3338 (*current_liboctave_error_handler) | |
10314
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3339 ("two-arg min expecting args of same size"); |
4309 | 3340 return Matrix (); |
3341 } | |
3342 | |
3343 EMPTY_RETURN_CHECK (Matrix); | |
3344 | |
3345 Matrix result (nr, nc); | |
3346 | |
5275 | 3347 for (octave_idx_type j = 0; j < nc; j++) |
3348 for (octave_idx_type i = 0; i < nr; i++) | |
4309 | 3349 { |
10314
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3350 octave_quit (); |
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3351 result (i, j) = xmin (a (i, j), b (i, j)); |
4309 | 3352 } |
3353 | |
3354 return result; | |
3355 } | |
3356 | |
3357 Matrix | |
3358 max (double d, const Matrix& m) | |
3359 { | |
5275 | 3360 octave_idx_type nr = m.rows (); |
3361 octave_idx_type nc = m.columns (); | |
4309 | 3362 |
3363 EMPTY_RETURN_CHECK (Matrix); | |
3364 | |
3365 Matrix result (nr, nc); | |
3366 | |
5275 | 3367 for (octave_idx_type j = 0; j < nc; j++) |
3368 for (octave_idx_type i = 0; i < nr; i++) | |
4309 | 3369 { |
10314
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3370 octave_quit (); |
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3371 result (i, j) = xmax (d, m (i, j)); |
4309 | 3372 } |
3373 | |
3374 return result; | |
3375 } | |
3376 | |
3377 Matrix | |
3378 max (const Matrix& m, double d) | |
3379 { | |
5275 | 3380 octave_idx_type nr = m.rows (); |
3381 octave_idx_type nc = m.columns (); | |
4309 | 3382 |
3383 EMPTY_RETURN_CHECK (Matrix); | |
3384 | |
3385 Matrix result (nr, nc); | |
3386 | |
5275 | 3387 for (octave_idx_type j = 0; j < nc; j++) |
3388 for (octave_idx_type i = 0; i < nr; i++) | |
4309 | 3389 { |
10314
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3390 octave_quit (); |
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3391 result (i, j) = xmax (m (i, j), d); |
4309 | 3392 } |
3393 | |
3394 return result; | |
3395 } | |
3396 | |
3397 Matrix | |
3398 max (const Matrix& a, const Matrix& b) | |
3399 { | |
5275 | 3400 octave_idx_type nr = a.rows (); |
3401 octave_idx_type nc = a.columns (); | |
4309 | 3402 |
3403 if (nr != b.rows () || nc != b.columns ()) | |
3404 { | |
3405 (*current_liboctave_error_handler) | |
10314
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3406 ("two-arg max expecting args of same size"); |
4309 | 3407 return Matrix (); |
3408 } | |
3409 | |
3410 EMPTY_RETURN_CHECK (Matrix); | |
3411 | |
3412 Matrix result (nr, nc); | |
3413 | |
5275 | 3414 for (octave_idx_type j = 0; j < nc; j++) |
3415 for (octave_idx_type i = 0; i < nr; i++) | |
4309 | 3416 { |
10314
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|
3417 octave_quit (); |
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|
3418 result (i, j) = xmax (a (i, j), b (i, j)); |
4309 | 3419 } |
3420 | |
3421 return result; | |
3422 } | |
3423 | |
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3424 Matrix linspace (const ColumnVector& x1, |
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3425 const ColumnVector& x2, |
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3426 octave_idx_type n) |
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3427 |
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3428 { |
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3429 if (n < 1) n = 1; |
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3430 |
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3431 octave_idx_type m = x1.length (); |
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3432 |
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3433 if (x2.length () != m) |
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3434 (*current_liboctave_error_handler) ("linspace: vectors must be of equal length"); |
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3435 |
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3436 NoAlias<Matrix> retval; |
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3437 |
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3438 retval.clear (m, n); |
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3439 for (octave_idx_type i = 0; i < m; i++) |
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3440 retval(i, 0) = x1(i); |
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3441 |
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3442 // The last column is not needed while using delta. |
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3443 double *delta = &retval(0, n-1); |
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3444 for (octave_idx_type i = 0; i < m; i++) |
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3445 delta[i] = (x2(i) - x1(i)) / (n - 1); |
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3446 |
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3447 for (octave_idx_type j = 1; j < n-1; j++) |
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3448 for (octave_idx_type i = 0; i < m; i++) |
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3449 retval(i, j) = x1(i) + j*delta[i]; |
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3450 |
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3451 for (octave_idx_type i = 0; i < m; i++) |
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3452 retval(i, n-1) = x2(i); |
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3453 |
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3454 return retval; |
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3455 } |
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3456 |
9578
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3457 MS_CMP_OPS (Matrix, double) |
9550
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3458 MS_BOOL_OPS (Matrix, double) |
2870 | 3459 |
9578
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3460 SM_CMP_OPS (double, Matrix) |
9550
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3461 SM_BOOL_OPS (double, Matrix) |
2870 | 3462 |
9578
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|
3463 MM_CMP_OPS (Matrix, Matrix) |
9550
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3464 MM_BOOL_OPS (Matrix, Matrix) |