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1 /* |
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2 |
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3 Copyright (C) 2004 David Bateman |
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4 Copyright (C) 1998-2004 Andy Adler |
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5 |
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6 Octave is free software; you can redistribute it and/or modify it |
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7 under the terms of the GNU General Public License as published by the |
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8 Free Software Foundation; either version 2, or (at your option) any |
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9 later version. |
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10 |
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11 Octave is distributed in the hope that it will be useful, but WITHOUT |
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12 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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13 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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14 for more details. |
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15 |
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16 You should have received a copy of the GNU General Public License |
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17 along with this program; see the file COPYING. If not, write to the |
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18 Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, |
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19 Boston, MA 02110-1301, USA. |
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20 |
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21 */ |
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22 |
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23 #if !defined (octave_dSparse_h) |
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24 #define octave_dSparse_h 1 |
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25 |
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26 #include "dMatrix.h" |
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27 #include "dNDArray.h" |
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28 #include "CMatrix.h" |
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29 #include "dColVector.h" |
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30 #include "CColVector.h" |
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31 |
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32 #include "dbleDET.h" |
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33 #include "MSparse.h" |
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34 #include "MSparse-defs.h" |
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35 #include "Sparse-op-defs.h" |
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36 #include "SparseType.h" |
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37 |
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38 class SparseComplexMatrix; |
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39 class SparseBoolMatrix; |
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40 |
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41 class |
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42 SparseMatrix : public MSparse<double> |
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43 { |
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44 public: |
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45 |
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46 typedef void (*solve_singularity_handler) (double rcond); |
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47 |
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48 SparseMatrix (void) : MSparse<double> () { } |
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49 |
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50 SparseMatrix (octave_idx_type r, octave_idx_type c) : MSparse<double> (r, c) { } |
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51 |
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52 explicit SparseMatrix (octave_idx_type r, octave_idx_type c, double val) |
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53 : MSparse<double> (r, c, val) { } |
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54 |
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55 SparseMatrix (const SparseMatrix& a) : MSparse<double> (a) { } |
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56 |
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57 SparseMatrix (const SparseMatrix& a, const dim_vector& dv) |
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58 : MSparse<double> (a, dv) { } |
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59 |
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60 SparseMatrix (const MSparse<double>& a) : MSparse<double> (a) { } |
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61 |
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62 explicit SparseMatrix (const SparseBoolMatrix& a); |
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63 |
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64 explicit SparseMatrix (const Matrix& a) : MSparse<double> (a) { } |
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65 |
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66 explicit SparseMatrix (const NDArray& a) : MSparse<double> (a) { } |
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67 |
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68 explicit SparseMatrix (const Array<double> a, const Array<octave_idx_type>& r, |
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69 const Array<octave_idx_type>& c, octave_idx_type nr = -1, |
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70 octave_idx_type nc = -1, bool sum_terms = true) |
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71 : MSparse<double> (a, r, c, nr, nc, sum_terms) { } |
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72 |
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73 explicit SparseMatrix (const Array<double> a, const Array<double>& r, |
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74 const Array<double>& 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 SparseMatrix (octave_idx_type r, octave_idx_type c, octave_idx_type num_nz) : MSparse<double> (r, c, num_nz) { } |
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79 |
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80 SparseMatrix& operator = (const SparseMatrix& a) |
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81 { |
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82 MSparse<double>::operator = (a); |
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83 return *this; |
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84 } |
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85 |
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86 bool operator == (const SparseMatrix& a) const; |
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87 bool operator != (const SparseMatrix& a) const; |
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88 |
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89 bool is_symmetric (void) const; |
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90 |
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91 SparseMatrix max (int dim = 0) const; |
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92 SparseMatrix max (Array2<octave_idx_type>& index, int dim = 0) const; |
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93 SparseMatrix min (int dim = 0) const; |
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94 SparseMatrix min (Array2<octave_idx_type>& index, int dim = 0) const; |
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95 |
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96 // destructive insert/delete/reorder operations |
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97 |
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98 SparseMatrix& insert (const SparseMatrix& a, octave_idx_type r, octave_idx_type c); |
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99 |
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100 SparseMatrix concat (const SparseMatrix& rb, const Array<octave_idx_type>& ra_idx); |
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101 SparseComplexMatrix concat (const SparseComplexMatrix& rb, |
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102 const Array<octave_idx_type>& ra_idx); |
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103 |
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104 friend SparseMatrix real (const SparseComplexMatrix& a); |
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105 friend SparseMatrix imag (const SparseComplexMatrix& a); |
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106 |
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107 friend SparseMatrix atan2 (const double& x, const SparseMatrix& y); |
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108 friend SparseMatrix atan2 (const SparseMatrix& x, const double& y); |
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109 friend SparseMatrix atan2 (const SparseMatrix& x, const SparseMatrix& y); |
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110 |
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111 SparseMatrix transpose (void) const |
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112 { |
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113 return MSparse<double>::transpose (); |
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114 } |
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115 SparseMatrix hermitian (void) const { return transpose (); } |
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116 |
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117 private: |
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118 SparseMatrix dinverse (SparseType &mattyp, octave_idx_type& info, |
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119 double& rcond, const bool force = false, |
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120 const bool calccond = true) const; |
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121 |
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122 SparseMatrix tinverse (SparseType &mattyp, octave_idx_type& info, |
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123 double& rcond, const bool force = false, |
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124 const bool calccond = true) const; |
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125 |
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126 public: |
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127 SparseMatrix inverse (void) const; |
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128 SparseMatrix inverse (SparseType& mattype) const; |
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129 SparseMatrix inverse (SparseType& mattype, octave_idx_type& info) const; |
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130 SparseMatrix inverse (SparseType& mattype, octave_idx_type& info, |
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131 double& rcond, int force = 0, int calc_cond = 1) const; |
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132 |
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133 DET determinant (void) const; |
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134 DET determinant (octave_idx_type& info) const; |
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135 DET determinant (octave_idx_type& info, double& rcond, int calc_cond = 1) const; |
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136 |
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137 private: |
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138 // Diagonal matrix solvers |
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139 Matrix dsolve (SparseType &typ, const Matrix& b, octave_idx_type& info, double& rcond, |
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140 solve_singularity_handler sing_handler) const; |
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141 |
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142 ComplexMatrix dsolve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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143 double& rcond, solve_singularity_handler sing_handler) const; |
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144 |
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145 SparseMatrix dsolve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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146 double& rcond, solve_singularity_handler sing_handler) const; |
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147 |
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148 SparseComplexMatrix dsolve (SparseType &typ, const SparseComplexMatrix& b, |
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149 octave_idx_type& info, double& rcond, |
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150 solve_singularity_handler sing_handler) const; |
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151 |
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152 // Upper triangular matrix solvers |
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153 Matrix utsolve (SparseType &typ, const Matrix& b, octave_idx_type& info, double& rcond, |
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154 solve_singularity_handler sing_handler) const; |
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155 |
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156 ComplexMatrix utsolve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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157 double& rcond, solve_singularity_handler sing_handler) const; |
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158 |
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159 SparseMatrix utsolve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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160 double& rcond, solve_singularity_handler sing_handler) const; |
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161 |
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162 SparseComplexMatrix utsolve (SparseType &typ, const SparseComplexMatrix& b, |
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163 octave_idx_type& info, double& rcond, |
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164 solve_singularity_handler sing_handler) const; |
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165 |
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166 // Lower triangular matrix solvers |
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167 Matrix ltsolve (SparseType &typ, const Matrix& b, octave_idx_type& info, double& rcond, |
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168 solve_singularity_handler sing_handler) const; |
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169 |
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170 ComplexMatrix ltsolve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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171 double& rcond, solve_singularity_handler sing_handler) const; |
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172 |
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173 SparseMatrix ltsolve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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174 double& rcond, solve_singularity_handler sing_handler) const; |
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175 |
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176 SparseComplexMatrix ltsolve (SparseType &typ, const SparseComplexMatrix& b, |
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177 octave_idx_type& info, double& rcond, |
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178 solve_singularity_handler sing_handler) const; |
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179 |
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180 // Tridiagonal matrix solvers |
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181 Matrix trisolve (SparseType &typ, const Matrix& b, octave_idx_type& info, double& rcond, |
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182 solve_singularity_handler sing_handler) const; |
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183 |
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184 ComplexMatrix trisolve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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185 double& rcond, solve_singularity_handler sing_handler) const; |
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186 |
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187 SparseMatrix trisolve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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188 double& rcond, solve_singularity_handler sing_handler) const; |
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189 |
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190 SparseComplexMatrix trisolve (SparseType &typ, const SparseComplexMatrix& b, |
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191 octave_idx_type& info, double& rcond, |
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192 solve_singularity_handler sing_handler) const; |
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193 |
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194 // Banded matrix solvers (umfpack/cholesky) |
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195 Matrix bsolve (SparseType &typ, const Matrix& b, octave_idx_type& info, double& rcond, |
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196 solve_singularity_handler sing_handler) const; |
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197 |
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198 ComplexMatrix bsolve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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199 double& rcond, solve_singularity_handler sing_handler) const; |
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200 |
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201 SparseMatrix bsolve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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202 double& rcond, solve_singularity_handler sing_handler) const; |
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203 |
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204 SparseComplexMatrix bsolve (SparseType &typ, const SparseComplexMatrix& b, |
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205 octave_idx_type& info, double& rcond, |
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206 solve_singularity_handler sing_handler) const; |
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207 |
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208 // Full matrix solvers (umfpack/cholesky) |
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209 void * factorize (octave_idx_type& err, double &rcond, Matrix &Control, Matrix &Info, |
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210 solve_singularity_handler sing_handler) const; |
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211 |
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212 Matrix fsolve (SparseType &typ, const Matrix& b, octave_idx_type& info, double& rcond, |
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213 solve_singularity_handler sing_handler) const; |
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214 |
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215 ComplexMatrix fsolve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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216 double& rcond, solve_singularity_handler sing_handler) const; |
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217 |
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218 SparseMatrix fsolve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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219 double& rcond, solve_singularity_handler sing_handler) const; |
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220 |
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221 SparseComplexMatrix fsolve (SparseType &typ, const SparseComplexMatrix& b, |
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222 octave_idx_type& info, double& rcond, |
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223 solve_singularity_handler sing_handler) const; |
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224 |
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225 public: |
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226 // Generic interface to solver with no probing of type |
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227 Matrix solve (SparseType &typ, const Matrix& b) const; |
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228 Matrix solve (SparseType &typ, const Matrix& b, octave_idx_type& info) const; |
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229 Matrix solve (SparseType &typ, const Matrix& b, octave_idx_type& info, |
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230 double& rcond) const; |
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231 Matrix solve (SparseType &typ, const Matrix& b, octave_idx_type& info, double& rcond, |
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232 solve_singularity_handler sing_handler) const; |
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233 |
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234 ComplexMatrix solve (SparseType &typ, const ComplexMatrix& b) const; |
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235 ComplexMatrix solve (SparseType &typ, const ComplexMatrix& b, |
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236 octave_idx_type& info) const; |
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237 ComplexMatrix solve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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238 double& rcond) const; |
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239 ComplexMatrix solve (SparseType &typ, const ComplexMatrix& b, octave_idx_type& info, |
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240 double& rcond, solve_singularity_handler sing_handler) const; |
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241 |
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242 SparseMatrix solve (SparseType &typ, const SparseMatrix& b) const; |
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243 SparseMatrix solve (SparseType &typ, const SparseMatrix& b, |
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244 octave_idx_type& info) const; |
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245 SparseMatrix solve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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246 double& rcond) const; |
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247 SparseMatrix solve (SparseType &typ, const SparseMatrix& b, octave_idx_type& info, |
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248 double& rcond, solve_singularity_handler sing_handler) const; |
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249 |
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250 SparseComplexMatrix solve (SparseType &typ, |
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251 const SparseComplexMatrix& b) const; |
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252 SparseComplexMatrix solve (SparseType &typ, const SparseComplexMatrix& b, |
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253 octave_idx_type& info) const; |
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254 SparseComplexMatrix solve (SparseType &typ, const SparseComplexMatrix& b, |
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255 octave_idx_type& info, double& rcond) const; |
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256 SparseComplexMatrix solve (SparseType &typ, const SparseComplexMatrix& b, octave_idx_type& info, |
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257 double& rcond, solve_singularity_handler sing_handler) const; |
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258 |
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259 ColumnVector solve (SparseType &typ, const ColumnVector& b) const; |
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260 ColumnVector solve (SparseType &typ, const ColumnVector& b, |
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261 octave_idx_type& info) const; |
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262 ColumnVector solve (SparseType &typ, const ColumnVector& b, |
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263 octave_idx_type& info, double& rcond) const; |
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264 ColumnVector solve (SparseType &typ, const ColumnVector& b, octave_idx_type& info, |
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265 double& rcond, solve_singularity_handler sing_handler) const; |
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266 |
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267 ComplexColumnVector solve (SparseType &typ, |
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268 const ComplexColumnVector& b) const; |
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269 ComplexColumnVector solve (SparseType &typ, |
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270 const ComplexColumnVector& b, octave_idx_type& info) const; |
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271 ComplexColumnVector solve (SparseType &typ, const ComplexColumnVector& b, |
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272 octave_idx_type& info, double& rcond) const; |
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273 ComplexColumnVector solve (SparseType &typ, const ComplexColumnVector& b, |
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274 octave_idx_type& info, double& rcond, |
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275 solve_singularity_handler sing_handler) const; |
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276 |
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277 // Generic interface to solver with probing of type |
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278 Matrix solve (const Matrix& b) const; |
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279 Matrix solve (const Matrix& b, octave_idx_type& info) const; |
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280 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond) const; |
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281 Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond, |
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282 solve_singularity_handler sing_handler) const; |
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283 |
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284 ComplexMatrix solve (const ComplexMatrix& b) const; |
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285 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const; |
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286 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, |
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287 double& rcond) const; |
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288 ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcond, |
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289 solve_singularity_handler sing_handler) const; |
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290 |
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291 SparseMatrix solve (const SparseMatrix& b) const; |
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292 SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info) const; |
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293 SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info, |
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294 double& rcond) const; |
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295 SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info, double& rcond, |
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296 solve_singularity_handler sing_handler) const; |
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297 |
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298 SparseComplexMatrix solve (const SparseComplexMatrix& b) const; |
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299 SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info) const; |
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300 SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info, |
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301 double& rcond) const; |
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302 SparseComplexMatrix solve (const SparseComplexMatrix& b, octave_idx_type& info, |
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303 double& rcond, |
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304 solve_singularity_handler sing_handler) const; |
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305 |
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306 ColumnVector solve (const ColumnVector& b) const; |
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307 ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const; |
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308 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcond) const; |
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309 ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcond, |
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310 solve_singularity_handler sing_handler) const; |
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311 |
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312 ComplexColumnVector solve (const ComplexColumnVector& b) const; |
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313 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const; |
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314 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, |
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315 double& rcond) const; |
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316 ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info, |
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317 double& rcond, |
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318 solve_singularity_handler sing_handler) const; |
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319 |
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320 // Minimum-norm solvers |
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321 Matrix lssolve (const Matrix& b) const; |
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322 Matrix lssolve (const Matrix& b, octave_idx_type& info) const; |
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323 Matrix lssolve (const Matrix& b, octave_idx_type& info, octave_idx_type& rank) const; |
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324 |
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325 ComplexMatrix lssolve (const ComplexMatrix& b) const; |
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326 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const; |
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327 ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info, |
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328 octave_idx_type& rank) const; |
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329 |
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330 SparseMatrix lssolve (const SparseMatrix& b) const; |
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331 SparseMatrix lssolve (const SparseMatrix& b, octave_idx_type& info) const; |
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332 SparseMatrix lssolve (const SparseMatrix& b, octave_idx_type& info, octave_idx_type& rank) const; |
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333 |
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334 SparseComplexMatrix lssolve (const SparseComplexMatrix& b) const; |
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335 SparseComplexMatrix lssolve (const SparseComplexMatrix& b, |
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336 octave_idx_type& info) const; |
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337 SparseComplexMatrix lssolve (const SparseComplexMatrix& b, octave_idx_type& info, |
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338 octave_idx_type& rank) const; |
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339 |
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340 ColumnVector lssolve (const ColumnVector& b) const; |
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341 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info) const; |
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342 ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info, octave_idx_type& rank) const; |
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343 |
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344 ComplexColumnVector lssolve (const ComplexColumnVector& b) const; |
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5275
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345 ComplexColumnVector lssolve (const ComplexColumnVector& b, octave_idx_type& info) const; |
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346 ComplexColumnVector lssolve (const ComplexColumnVector& b, octave_idx_type& info, |
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347 octave_idx_type& rank) const; |
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348 |
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349 // other operations |
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350 SparseMatrix map (d_d_Mapper f) const; |
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351 SparseBoolMatrix map (b_d_Mapper f) const; |
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352 |
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353 SparseMatrix& apply (d_d_Mapper f); |
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354 |
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355 bool any_element_is_negative (bool = false) const; |
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356 bool any_element_is_inf_or_nan (void) const; |
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357 bool all_elements_are_int_or_inf_or_nan (void) const; |
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358 bool all_integers (double& max_val, double& min_val) const; |
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359 bool too_large_for_float (void) const; |
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360 |
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361 SparseBoolMatrix operator ! (void) const; |
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362 |
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363 SparseBoolMatrix all (int dim = -1) const; |
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364 SparseBoolMatrix any (int dim = -1) const; |
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365 |
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366 SparseMatrix cumprod (int dim = -1) const; |
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367 SparseMatrix cumsum (int dim = -1) const; |
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368 SparseMatrix prod (int dim = -1) const; |
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369 SparseMatrix sum (int dim = -1) const; |
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370 SparseMatrix sumsq (int dim = -1) const; |
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371 SparseMatrix abs (void) const; |
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372 |
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373 SparseMatrix diag (octave_idx_type k = 0) const; |
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374 |
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375 Matrix matrix_value (void) const; |
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376 |
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377 SparseMatrix squeeze (void) const; |
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378 |
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379 SparseMatrix index (idx_vector& i, int resize_ok) const; |
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380 |
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381 SparseMatrix index (idx_vector& i, idx_vector& j, int resize_ok) const; |
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382 |
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383 SparseMatrix index (Array<idx_vector>& ra_idx, int resize_ok) const; |
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384 |
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385 SparseMatrix reshape (const dim_vector& new_dims) const; |
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386 |
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387 SparseMatrix permute (const Array<octave_idx_type>& vec, bool inv = false) const; |
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388 |
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389 SparseMatrix ipermute (const Array<octave_idx_type>& vec) const; |
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390 |
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391 // i/o |
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392 |
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393 friend std::ostream& operator << (std::ostream& os, const SparseMatrix& a); |
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394 friend std::istream& operator >> (std::istream& is, SparseMatrix& a); |
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395 }; |
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396 |
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5509
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397 // Publish externally used friend functions. |
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398 |
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399 extern SparseMatrix real (const SparseComplexMatrix& a); |
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400 extern SparseMatrix imag (const SparseComplexMatrix& a); |
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401 |
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402 // Other operators. |
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403 |
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404 extern SparseMatrix operator * (const SparseMatrix& a, |
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405 const SparseMatrix& b); |
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5429
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406 extern Matrix operator * (const Matrix& a, |
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407 const SparseMatrix& b); |
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408 extern Matrix operator * (const SparseMatrix& a, |
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409 const Matrix& b); |
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410 |
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411 extern SparseMatrix min (double d, const SparseMatrix& m); |
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412 extern SparseMatrix min (const SparseMatrix& m, double d); |
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413 extern SparseMatrix min (const SparseMatrix& a, const SparseMatrix& b); |
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414 |
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415 extern SparseMatrix max (double d, const SparseMatrix& m); |
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416 extern SparseMatrix max (const SparseMatrix& m, double d); |
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417 extern SparseMatrix max (const SparseMatrix& a, const SparseMatrix& b); |
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418 |
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419 SPARSE_SMS_CMP_OP_DECLS (SparseMatrix, double) |
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420 SPARSE_SMS_BOOL_OP_DECLS (SparseMatrix, double) |
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421 |
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422 SPARSE_SSM_CMP_OP_DECLS (double, SparseMatrix) |
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423 SPARSE_SSM_BOOL_OP_DECLS (double, SparseMatrix) |
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424 |
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425 SPARSE_SMSM_CMP_OP_DECLS (SparseMatrix, SparseMatrix) |
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426 SPARSE_SMSM_BOOL_OP_DECLS (SparseMatrix, SparseMatrix) |
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427 |
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428 SPARSE_FORWARD_DEFS (MSparse, SparseMatrix, Matrix, double) |
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429 |
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5351
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430 #ifdef IDX_TYPE_LONG |
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5322
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431 #define UMFPACK_DNAME(name) umfpack_dl_ ## name |
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432 #else |
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433 #define UMFPACK_DNAME(name) umfpack_di_ ## name |
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434 #endif |
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435 |
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436 #endif |
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437 |
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438 /* |
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439 ;;; Local Variables: *** |
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440 ;;; mode: C++ *** |
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441 ;;; End: *** |
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442 */ |
