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1 /* |
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2 |
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3 Copyright (C) 2004, 2005, 2006, 2007 David Bateman |
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4 Copyright (C) 1998, 1999, 2000, 2001, 2002, 2003, 2004 Andy Adler |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 3 of the License, or (at your |
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11 option) any later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, see |
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20 <http://www.gnu.org/licenses/>. |
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21 |
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22 */ |
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23 |
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24 #if !defined (octave_dSparse_h) |
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25 #define octave_dSparse_h 1 |
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26 |
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27 #include "dMatrix.h" |
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28 #include "dNDArray.h" |
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29 #include "CMatrix.h" |
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30 #include "dColVector.h" |
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31 #include "CColVector.h" |
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32 |
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33 #include "dbleDET.h" |
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34 #include "MSparse.h" |
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35 #include "MSparse-defs.h" |
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36 #include "Sparse-op-defs.h" |
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37 #include "MatrixType.h" |
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38 |
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39 class SparseComplexMatrix; |
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40 class SparseBoolMatrix; |
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41 |
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42 class |
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43 OCTAVE_API |
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44 SparseMatrix : public MSparse<double> |
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45 { |
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46 public: |
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47 |
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48 typedef void (*solve_singularity_handler) (double rcond); |
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49 |
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50 SparseMatrix (void) : MSparse<double> () { } |
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51 |
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52 SparseMatrix (octave_idx_type r, octave_idx_type c) : MSparse<double> (r, c) { } |
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53 |
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54 SparseMatrix (const dim_vector& dv, octave_idx_type nz = 0) : |
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55 MSparse<double> (dv, nz) { } |
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56 |
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57 explicit SparseMatrix (octave_idx_type r, octave_idx_type c, double val) |
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58 : MSparse<double> (r, c, val) { } |
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59 |
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60 SparseMatrix (const SparseMatrix& a) : MSparse<double> (a) { } |
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61 |
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62 SparseMatrix (const SparseMatrix& a, const dim_vector& dv) |
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63 : MSparse<double> (a, dv) { } |
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64 |
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65 SparseMatrix (const MSparse<double>& a) : MSparse<double> (a) { } |
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66 |
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67 explicit SparseMatrix (const SparseBoolMatrix& a); |
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68 |
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69 explicit SparseMatrix (const Matrix& a) : MSparse<double> (a) { } |
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70 |
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71 explicit SparseMatrix (const NDArray& a) : MSparse<double> (a) { } |
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72 |
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73 explicit SparseMatrix (const Array<double> a, const Array<octave_idx_type>& r, |
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74 const Array<octave_idx_type>& c, octave_idx_type nr = -1, |
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75 octave_idx_type nc = -1, bool sum_terms = true) |
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76 : MSparse<double> (a, r, c, nr, nc, sum_terms) { } |
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77 |
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78 explicit SparseMatrix (const Array<double> a, const Array<double>& r, |
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79 const Array<double>& c, octave_idx_type nr = -1, |
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80 octave_idx_type nc = -1, bool sum_terms = true) |
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81 : MSparse<double> (a, r, c, nr, nc, sum_terms) { } |
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82 |
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83 SparseMatrix (octave_idx_type r, octave_idx_type c, octave_idx_type num_nz) : MSparse<double> (r, c, num_nz) { } |
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84 |
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85 SparseMatrix& operator = (const SparseMatrix& a) |
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86 { |
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87 MSparse<double>::operator = (a); |
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88 return *this; |
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89 } |
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90 |
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91 bool operator == (const SparseMatrix& a) const; |
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92 bool operator != (const SparseMatrix& a) const; |
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93 |
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94 bool is_symmetric (void) const; |
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95 |
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96 SparseMatrix max (int dim = 0) const; |
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97 SparseMatrix max (Array2<octave_idx_type>& index, int dim = 0) const; |
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98 SparseMatrix min (int dim = 0) const; |
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99 SparseMatrix min (Array2<octave_idx_type>& index, int dim = 0) const; |
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100 |
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101 // destructive insert/delete/reorder operations |
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102 |
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103 SparseMatrix& insert (const SparseMatrix& a, octave_idx_type r, octave_idx_type c); |
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104 |
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105 SparseMatrix& insert (const SparseMatrix& a, const Array<octave_idx_type>& indx); |
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106 |
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107 SparseMatrix concat (const SparseMatrix& rb, const Array<octave_idx_type>& ra_idx); |
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108 SparseComplexMatrix concat (const SparseComplexMatrix& rb, |
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109 const Array<octave_idx_type>& ra_idx); |
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110 |
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111 friend OCTAVE_API SparseMatrix real (const SparseComplexMatrix& a); |
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112 friend OCTAVE_API SparseMatrix imag (const SparseComplexMatrix& a); |
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113 |
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114 friend OCTAVE_API SparseMatrix atan2 (const double& x, const SparseMatrix& y); |
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115 friend OCTAVE_API SparseMatrix atan2 (const SparseMatrix& x, const double& y); |
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116 friend OCTAVE_API SparseMatrix atan2 (const SparseMatrix& x, const SparseMatrix& y); |
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117 |
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118 SparseMatrix transpose (void) const |
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119 { |
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120 return MSparse<double>::transpose (); |
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121 } |
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122 SparseMatrix hermitian (void) const { return transpose (); } |
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123 |
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124 private: |
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125 SparseMatrix dinverse (MatrixType &mattyp, octave_idx_type& info, |
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126 double& rcond, const bool force = false, |
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127 const bool calccond = true) const; |
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128 |
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129 SparseMatrix tinverse (MatrixType &mattyp, octave_idx_type& info, |
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130 double& rcond, const bool force = false, |
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131 const bool calccond = true) const; |
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132 |
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133 public: |
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134 SparseMatrix inverse (void) const; |
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135 SparseMatrix inverse (MatrixType& mattype) const; |
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136 SparseMatrix inverse (MatrixType& mattype, octave_idx_type& info) const; |
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137 SparseMatrix inverse (MatrixType& mattype, octave_idx_type& info, |
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138 double& rcond, int force = 0, int calc_cond = 1) const; |
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139 |
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140 DET determinant (void) const; |
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141 DET determinant (octave_idx_type& info) const; |
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142 DET determinant (octave_idx_type& info, double& rcond, int calc_cond = 1) const; |
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143 |
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144 private: |
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145 // Diagonal matrix solvers |
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146 Matrix dsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, |
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147 double& rcond, solve_singularity_handler sing_handler, |
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148 bool calc_cond = false) const; |
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149 |
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150 ComplexMatrix dsolve (MatrixType &typ, const ComplexMatrix& b, |
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151 octave_idx_type& info, double& rcond, |
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152 solve_singularity_handler sing_handler, |
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153 bool calc_cond = false) const; |
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154 |
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155 SparseMatrix dsolve (MatrixType &typ, const SparseMatrix& b, |
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156 octave_idx_type& info, double& rcond, |
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157 solve_singularity_handler sing_handler, |
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158 bool calc_cond = false) const; |
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159 |
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160 SparseComplexMatrix dsolve (MatrixType &typ, const SparseComplexMatrix& b, |
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161 octave_idx_type& info, double& rcond, |
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162 solve_singularity_handler sing_handler, |
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163 bool calc_cond = false) const; |
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164 |
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165 // Upper triangular matrix solvers |
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166 Matrix utsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, |
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167 double& rcond, solve_singularity_handler sing_handler, |
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168 bool calc_cond = false) const; |
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169 |
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170 ComplexMatrix utsolve (MatrixType &typ, const ComplexMatrix& b, |
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171 octave_idx_type& info, double& rcond, |
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172 solve_singularity_handler sing_handler, |
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173 bool calc_cond = false) const; |
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174 |
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175 SparseMatrix utsolve (MatrixType &typ, const SparseMatrix& b, |
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176 octave_idx_type& info, double& rcond, |
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177 solve_singularity_handler sing_handler, |
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178 bool calc_cond = false) const; |
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179 |
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180 SparseComplexMatrix utsolve (MatrixType &typ, const SparseComplexMatrix& b, |
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181 octave_idx_type& info, double& rcond, |
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182 solve_singularity_handler sing_handler, |
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183 bool calc_cond = false) const; |
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184 |
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185 // Lower triangular matrix solvers |
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186 Matrix ltsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, |
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187 double& rcond, solve_singularity_handler sing_handler, |
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188 bool calc_cond = false) const; |
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189 |
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190 ComplexMatrix ltsolve (MatrixType &typ, const ComplexMatrix& b, |
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191 octave_idx_type& info, double& rcond, |
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192 solve_singularity_handler sing_handler, |
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193 bool calc_cond = false) const; |
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194 |
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195 SparseMatrix ltsolve (MatrixType &typ, const SparseMatrix& b, |
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196 octave_idx_type& info, double& rcond, |
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197 solve_singularity_handler sing_handler, |
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198 bool calc_cond = false) const; |
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199 |
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200 SparseComplexMatrix ltsolve (MatrixType &typ, const SparseComplexMatrix& b, |
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201 octave_idx_type& info, double& rcond, |
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202 solve_singularity_handler sing_handler, |
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203 bool calc_cond = false) const; |
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204 |
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205 // Tridiagonal matrix solvers |
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206 Matrix trisolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, |
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207 double& rcond, solve_singularity_handler sing_handler, |
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208 bool calc_cond = false) const; |
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209 |
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210 ComplexMatrix trisolve (MatrixType &typ, const ComplexMatrix& b, |
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211 octave_idx_type& info, double& rcond, |
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212 solve_singularity_handler sing_handler, |
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213 bool calc_cond = false) const; |
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214 |
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215 SparseMatrix trisolve (MatrixType &typ, const SparseMatrix& b, |
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216 octave_idx_type& info, double& rcond, |
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217 solve_singularity_handler sing_handler, |
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218 bool calc_cond = false) const; |
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219 |
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220 SparseComplexMatrix trisolve (MatrixType &typ, const SparseComplexMatrix& b, |
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221 octave_idx_type& info, double& rcond, |
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222 solve_singularity_handler sing_handler, |
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223 bool calc_cond = false) const; |
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224 |
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225 // Banded matrix solvers (umfpack/cholesky) |
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226 Matrix bsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, |
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227 double& rcond, solve_singularity_handler sing_handler, |
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228 bool calc_cond = false) const; |
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229 |
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230 ComplexMatrix bsolve (MatrixType &typ, const ComplexMatrix& b, |
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231 octave_idx_type& info, double& rcond, |
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232 solve_singularity_handler sing_handler, |
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233 bool calc_cond = false) const; |
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234 |
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235 SparseMatrix bsolve (MatrixType &typ, const SparseMatrix& b, |
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236 octave_idx_type& info, double& rcond, |
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237 solve_singularity_handler sing_handler, |
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238 bool calc_cond = false) const; |
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239 |
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240 SparseComplexMatrix bsolve (MatrixType &typ, const SparseComplexMatrix& b, |
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241 octave_idx_type& info, double& rcond, |
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242 solve_singularity_handler sing_handler, |
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243 bool calc_cond = false) const; |
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244 |
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245 // Full matrix solvers (umfpack/cholesky) |
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246 void * factorize (octave_idx_type& err, double &rcond, Matrix &Control, |
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247 Matrix &Info, solve_singularity_handler sing_handler, |
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248 bool calc_cond = false) const; |
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249 |
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250 Matrix fsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info, |
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251 double& rcond, solve_singularity_handler sing_handler, |
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252 bool calc_cond = false) const; |
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253 |
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254 ComplexMatrix fsolve (MatrixType &typ, const ComplexMatrix& b, |
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255 octave_idx_type& info, double& rcond, |
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256 solve_singularity_handler sing_handler, |
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257 bool calc_cond = false) const; |
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258 |
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259 SparseMatrix fsolve (MatrixType &typ, const SparseMatrix& b, |
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260 octave_idx_type& info, double& rcond, |
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261 solve_singularity_handler sing_handler, |
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262 bool calc_cond = false) const; |
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263 |
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264 SparseComplexMatrix fsolve (MatrixType &typ, const SparseComplexMatrix& b, |
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265 octave_idx_type& info, double& rcond, |
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266 solve_singularity_handler sing_handler, |
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267 bool calc_cond = false) const; |
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268 |
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269 public: |
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270 // Generic interface to solver with no probing of type |
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271 Matrix solve (MatrixType &typ, const Matrix& b) const; |
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272 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const; |
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273 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, |
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274 double& rcond) const; |
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275 Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, |
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276 double& rcond, solve_singularity_handler sing_handler, |
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277 bool singular_fallback = true) const; |
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278 |
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279 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const; |
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280 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, |
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281 octave_idx_type& info) const; |
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282 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, |
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283 octave_idx_type& info, double& rcond) const; |
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284 ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, |
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285 octave_idx_type& info, double& rcond, |
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286 solve_singularity_handler sing_handler, |
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287 bool singular_fallback = true) const; |
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288 |
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289 SparseMatrix solve (MatrixType &typ, const SparseMatrix& b) const; |
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290 SparseMatrix solve (MatrixType &typ, const SparseMatrix& b, |
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291 octave_idx_type& info) const; |
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292 SparseMatrix solve (MatrixType &typ, const SparseMatrix& b, |
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293 octave_idx_type& info, double& rcond) const; |
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294 SparseMatrix solve (MatrixType &typ, const SparseMatrix& b, |
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295 octave_idx_type& info, double& rcond, |
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296 solve_singularity_handler sing_handler, |
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297 bool singular_fallback = true) const; |
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298 |
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299 SparseComplexMatrix solve (MatrixType &typ, |
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300 const SparseComplexMatrix& b) const; |
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301 SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b, |
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302 octave_idx_type& info) const; |
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303 SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b, |
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304 octave_idx_type& info, double& rcond) const; |
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305 SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b, |
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306 octave_idx_type& info, double& rcond, |
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307 solve_singularity_handler sing_handler, |
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308 bool singular_fallabck = true) const; |
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309 |
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310 ColumnVector solve (MatrixType &typ, const ColumnVector& b) const; |
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311 ColumnVector solve (MatrixType &typ, const ColumnVector& b, |
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312 octave_idx_type& info) const; |
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313 ColumnVector solve (MatrixType &typ, const ColumnVector& b, |
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314 octave_idx_type& info, double& rcond) const; |
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315 ColumnVector solve (MatrixType &typ, const ColumnVector& b, |
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316 octave_idx_type& info, double& rcond, |
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317 solve_singularity_handler sing_handler) const; |
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318 |
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319 ComplexColumnVector solve (MatrixType &typ, |
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320 const ComplexColumnVector& b) const; |
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321 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, |
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322 octave_idx_type& info) const; |
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323 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, |
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324 octave_idx_type& info, double& rcond) const; |
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325 ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, |
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326 octave_idx_type& info, double& rcond, |
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327 solve_singularity_handler sing_handler) const; |
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328 |
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329 // Generic interface to solver with probing of type |
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330 Matrix solve (const Matrix& b) const; |
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331 Matrix solve (const Matrix& b, octave_idx_type& info) const; |
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332 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond) const; |
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333 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond, |
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334 solve_singularity_handler sing_handler) const; |
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335 |
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336 ComplexMatrix solve (const ComplexMatrix& b) const; |
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337 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const; |
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338 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, |
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339 double& rcond) const; |
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340 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcond, |
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341 solve_singularity_handler sing_handler) const; |
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342 |
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343 SparseMatrix solve (const SparseMatrix& b) const; |
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344 SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info) const; |
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345 SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info, |
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346 double& rcond) const; |
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347 SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info, double& rcond, |
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348 solve_singularity_handler sing_handler) const; |
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349 |
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350 SparseComplexMatrix solve (const SparseComplexMatrix& b) const; |
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351 SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info) const; |
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352 SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info, |
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353 double& rcond) const; |
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354 SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info, |
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355 double& rcond, |
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356 solve_singularity_handler sing_handler) const; |
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357 |
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358 ColumnVector solve (const ColumnVector& b) const; |
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5275
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359 ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const; |
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360 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcond) const; |
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361 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcond, |
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5164
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362 solve_singularity_handler sing_handler) const; |
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363 |
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364 ComplexColumnVector solve (const ComplexColumnVector& b) const; |
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5275
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365 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const; |
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366 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, |
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5164
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367 double& rcond) const; |
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5275
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368 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, |
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5164
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369 double& rcond, |
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370 solve_singularity_handler sing_handler) const; |
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371 |
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372 // other operations |
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373 SparseMatrix map (d_d_Mapper f) const; |
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374 SparseBoolMatrix map (b_d_Mapper f) const; |
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375 |
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376 SparseMatrix& apply (d_d_Mapper f); |
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377 |
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378 bool any_element_is_negative (bool = false) const; |
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379 bool any_element_is_inf_or_nan (void) const; |
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6989
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380 bool all_elements_are_zero (void) const; |
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5164
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381 bool all_elements_are_int_or_inf_or_nan (void) const; |
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382 bool all_integers (double& max_val, double& min_val) const; |
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383 bool too_large_for_float (void) const; |
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384 |
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385 SparseBoolMatrix operator ! (void) const; |
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386 |
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387 SparseBoolMatrix all (int dim = -1) const; |
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388 SparseBoolMatrix any (int dim = -1) const; |
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389 |
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390 SparseMatrix cumprod (int dim = -1) const; |
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391 SparseMatrix cumsum (int dim = -1) const; |
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392 SparseMatrix prod (int dim = -1) const; |
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393 SparseMatrix sum (int dim = -1) const; |
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394 SparseMatrix sumsq (int dim = -1) const; |
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395 SparseMatrix abs (void) const; |
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396 |
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5275
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397 SparseMatrix diag (octave_idx_type k = 0) const; |
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5164
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398 |
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399 Matrix matrix_value (void) const; |
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400 |
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401 SparseMatrix squeeze (void) const; |
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402 |
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403 SparseMatrix index (idx_vector& i, int resize_ok) const; |
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404 |
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405 SparseMatrix index (idx_vector& i, idx_vector& j, int resize_ok) const; |
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406 |
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407 SparseMatrix index (Array<idx_vector>& ra_idx, int resize_ok) const; |
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408 |
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409 SparseMatrix reshape (const dim_vector& new_dims) const; |
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410 |
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5275
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411 SparseMatrix permute (const Array<octave_idx_type>& vec, bool inv = false) const; |
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5164
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412 |
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5275
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413 SparseMatrix ipermute (const Array<octave_idx_type>& vec) const; |
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5164
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414 |
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415 // i/o |
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416 |
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6108
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417 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const SparseMatrix& a); |
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418 friend OCTAVE_API std::istream& operator >> (std::istream& is, SparseMatrix& a); |
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5164
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419 }; |
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420 |
|
5509
|
421 // Publish externally used friend functions. |
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422 |
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6108
|
423 extern OCTAVE_API SparseMatrix real (const SparseComplexMatrix& a); |
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424 extern OCTAVE_API SparseMatrix imag (const SparseComplexMatrix& a); |
|
5509
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425 |
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426 // Other operators. |
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427 |
|
6108
|
428 extern OCTAVE_API SparseMatrix operator * (const SparseMatrix& a, |
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5164
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429 const SparseMatrix& b); |
|
6108
|
430 extern OCTAVE_API Matrix operator * (const Matrix& a, |
|
5429
|
431 const SparseMatrix& b); |
|
6108
|
432 extern OCTAVE_API Matrix operator * (const SparseMatrix& a, |
|
5429
|
433 const Matrix& b); |
|
5164
|
434 |
|
6108
|
435 extern OCTAVE_API SparseMatrix min (double d, const SparseMatrix& m); |
|
|
436 extern OCTAVE_API SparseMatrix min (const SparseMatrix& m, double d); |
|
|
437 extern OCTAVE_API SparseMatrix min (const SparseMatrix& a, const SparseMatrix& b); |
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5164
|
438 |
|
6108
|
439 extern OCTAVE_API SparseMatrix max (double d, const SparseMatrix& m); |
|
|
440 extern OCTAVE_API SparseMatrix max (const SparseMatrix& m, double d); |
|
|
441 extern OCTAVE_API SparseMatrix max (const SparseMatrix& a, const SparseMatrix& b); |
|
5164
|
442 |
|
6708
|
443 SPARSE_SMS_CMP_OP_DECLS (SparseMatrix, double, OCTAVE_API) |
|
|
444 SPARSE_SMS_BOOL_OP_DECLS (SparseMatrix, double, OCTAVE_API) |
|
5164
|
445 |
|
6708
|
446 SPARSE_SSM_CMP_OP_DECLS (double, SparseMatrix, OCTAVE_API) |
|
|
447 SPARSE_SSM_BOOL_OP_DECLS (double, SparseMatrix, OCTAVE_API) |
|
5164
|
448 |
|
6708
|
449 SPARSE_SMSM_CMP_OP_DECLS (SparseMatrix, SparseMatrix, OCTAVE_API) |
|
|
450 SPARSE_SMSM_BOOL_OP_DECLS (SparseMatrix, SparseMatrix, OCTAVE_API) |
|
5164
|
451 |
|
|
452 SPARSE_FORWARD_DEFS (MSparse, SparseMatrix, Matrix, double) |
|
|
453 |
|
5351
|
454 #ifdef IDX_TYPE_LONG |
|
5322
|
455 #define UMFPACK_DNAME(name) umfpack_dl_ ## name |
|
|
456 #else |
|
|
457 #define UMFPACK_DNAME(name) umfpack_di_ ## name |
|
|
458 #endif |
|
|
459 |
|
5164
|
460 #endif |
|
|
461 |
|
|
462 /* |
|
|
463 ;;; Local Variables: *** |
|
|
464 ;;; mode: C++ *** |
|
|
465 ;;; End: *** |
|
|
466 */ |
