Mercurial > hg > octave-nkf
view liboctave/dMatrix.cc @ 1574:dd7d27461567
[project @ 1995-10-19 04:34:20 by jwe]
author | jwe |
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date | Thu, 19 Oct 1995 04:34:44 +0000 |
parents | ffee86c37931 |
children | 23aa282707e8 |
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// Matrix manipulations. -*- C++ -*- /* Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, write to the Free Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ #if defined (__GNUG__) #pragma implementation #endif #ifdef HAVE_CONFIG_H #include <config.h> #endif #include <cfloat> #include <cstdio> #include <cstring> #include <iostream.h> #include <sys/types.h> // XXX FIXME XXX #include <Complex.h> #include "dbleDET.h" #include "dbleSVD.h" #include "f77-uscore.h" #include "lo-error.h" #include "mx-base.h" #include "mx-inlines.cc" // Fortran functions we call. extern "C" { int F77_FCN (dgemm, DGEMM) (const char*, const char*, const int&, const int&, const int&, const double&, const double*, const int&, const double*, const int&, const double&, double*, const int&, long, long); int F77_FCN (dgeco, DGECO) (double*, const int&, const int&, int*, double&, double*); int F77_FCN (dgesl, DGESL) (const double*, const int&, const int&, const int*, double*, const int&); int F77_FCN (dgedi, DGEDI) (double*, const int&, const int&, const int*, double*, double*, const int&); int F77_FCN (dgelss, DGELSS) (const int&, const int&, const int&, double*, const int&, double*, const int&, double*, double&, int&, double*, const int&, int&); // Note that the original complex fft routines were not written for // double complex arguments. They have been modified by adding an // implicit double precision (a-h,o-z) statement at the beginning of // each subroutine. int F77_FCN (cffti, CFFTI) (const int&, Complex*); int F77_FCN (cfftf, CFFTF) (const int&, Complex*, Complex*); int F77_FCN (cfftb, CFFTB) (const int&, Complex*, Complex*); } // Matrix class. Matrix::Matrix (const DiagMatrix& a) : MArray2<double> (a.rows (), a.cols (), 0.0) { for (int i = 0; i < a.length (); i++) elem (i, i) = a.elem (i, i); } // XXX FIXME XXX -- could we use a templated mixed-type copy function // here? Matrix::Matrix (const charMatrix& a) : MArray2<double> (a.rows (), a.cols ()) { for (int i = 0; i < a.rows (); i++) for (int j = 0; j < a.cols (); j++) elem (i, j) = a.elem (i, j); } int Matrix::operator == (const Matrix& a) const { if (rows () != a.rows () || cols () != a.cols ()) return 0; return equal (data (), a.data (), length ()); } int Matrix::operator != (const Matrix& a) const { return !(*this == a); } Matrix& Matrix::insert (const Matrix& a, int r, int c) { Array2<double>::insert (a, r, c); return *this; } Matrix& Matrix::insert (const RowVector& a, int r, int c) { int a_len = a.length (); if (r < 0 || r >= rows () || c < 0 || c + a_len - 1 > cols ()) { (*current_liboctave_error_handler) ("range error for insert"); return *this; } for (int i = 0; i < a_len; i++) elem (r, c+i) = a.elem (i); return *this; } Matrix& Matrix::insert (const ColumnVector& a, int r, int c) { int a_len = a.length (); if (r < 0 || r + a_len - 1 > rows () || c < 0 || c >= cols ()) { (*current_liboctave_error_handler) ("range error for insert"); return *this; } for (int i = 0; i < a_len; i++) elem (r+i, c) = a.elem (i); return *this; } Matrix& Matrix::insert (const DiagMatrix& a, int r, int c) { if (r < 0 || r + a.rows () - 1 > rows () || c < 0 || c + a.cols () - 1 > cols ()) { (*current_liboctave_error_handler) ("range error for insert"); return *this; } for (int i = 0; i < a.length (); i++) elem (r+i, c+i) = a.elem (i, i); return *this; } Matrix& Matrix::fill (double val) { int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) for (int j = 0; j < nc; j++) for (int i = 0; i < nr; i++) elem (i, j) = val; return *this; } Matrix& Matrix::fill (double val, int r1, int c1, int r2, int c2) { int nr = rows (); int nc = cols (); if (r1 < 0 || r2 < 0 || c1 < 0 || c2 < 0 || r1 >= nr || r2 >= nr || c1 >= nc || c2 >= nc) { (*current_liboctave_error_handler) ("range error for fill"); return *this; } if (r1 > r2) { int tmp = r1; r1 = r2; r2 = tmp; } if (c1 > c2) { int tmp = c1; c1 = c2; c2 = tmp; } for (int j = c1; j <= c2; j++) for (int i = r1; i <= r2; i++) elem (i, j) = val; return *this; } Matrix Matrix::append (const Matrix& a) const { int nr = rows (); int nc = cols (); if (nr != a.rows ()) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return Matrix (); } int nc_insert = nc; Matrix retval (nr, nc + a.cols ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } Matrix Matrix::append (const RowVector& a) const { int nr = rows (); int nc = cols (); if (nr != 1) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return Matrix (); } int nc_insert = nc; Matrix retval (nr, nc + a.length ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } Matrix Matrix::append (const ColumnVector& a) const { int nr = rows (); int nc = cols (); if (nr != a.length ()) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return Matrix (); } int nc_insert = nc; Matrix retval (nr, nc + 1); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } Matrix Matrix::append (const DiagMatrix& a) const { int nr = rows (); int nc = cols (); if (nr != a.rows ()) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return *this; } int nc_insert = nc; Matrix retval (nr, nc + a.cols ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } Matrix Matrix::stack (const Matrix& a) const { int nr = rows (); int nc = cols (); if (nc != a.cols ()) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return Matrix (); } int nr_insert = nr; Matrix retval (nr + a.rows (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } Matrix Matrix::stack (const RowVector& a) const { int nr = rows (); int nc = cols (); if (nc != a.length ()) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return Matrix (); } int nr_insert = nr; Matrix retval (nr + 1, nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } Matrix Matrix::stack (const ColumnVector& a) const { int nr = rows (); int nc = cols (); if (nc != 1) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return Matrix (); } int nr_insert = nr; Matrix retval (nr + a.length (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } Matrix Matrix::stack (const DiagMatrix& a) const { int nr = rows (); int nc = cols (); if (nc != a.cols ()) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return Matrix (); } int nr_insert = nr; Matrix retval (nr + a.rows (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } Matrix Matrix::transpose (void) const { int nr = rows (); int nc = cols (); Matrix result (nc, nr); if (length () > 0) { for (int j = 0; j < nc; j++) for (int i = 0; i < nr; i++) result.elem (j, i) = elem (i, j); } return result; } Matrix real (const ComplexMatrix& a) { int a_len = a.length (); Matrix retval; if (a_len > 0) retval = Matrix (real_dup (a.data (), a_len), a.rows (), a.cols ()); return retval; } Matrix imag (const ComplexMatrix& a) { int a_len = a.length (); Matrix retval; if (a_len > 0) retval = Matrix (imag_dup (a.data (), a_len), a.rows (), a.cols ()); return retval; } Matrix Matrix::extract (int r1, int c1, int r2, int c2) const { if (r1 > r2) { int tmp = r1; r1 = r2; r2 = tmp; } if (c1 > c2) { int tmp = c1; c1 = c2; c2 = tmp; } int new_r = r2 - r1 + 1; int new_c = c2 - c1 + 1; Matrix result (new_r, new_c); for (int j = 0; j < new_c; j++) for (int i = 0; i < new_r; i++) result.elem (i, j) = elem (r1+i, c1+j); return result; } // extract row or column i. RowVector Matrix::row (int i) const { int nc = cols (); if (i < 0 || i >= rows ()) { (*current_liboctave_error_handler) ("invalid row selection"); return RowVector (); } RowVector retval (nc); for (int j = 0; j < nc; j++) retval.elem (j) = elem (i, j); return retval; } RowVector Matrix::row (char *s) const { if (! s) { (*current_liboctave_error_handler) ("invalid row selection"); return RowVector (); } char c = *s; if (c == 'f' || c == 'F') return row (0); else if (c == 'l' || c == 'L') return row (rows () - 1); else { (*current_liboctave_error_handler) ("invalid row selection"); return RowVector (); } } ColumnVector Matrix::column (int i) const { int nr = rows (); if (i < 0 || i >= cols ()) { (*current_liboctave_error_handler) ("invalid column selection"); return ColumnVector (); } ColumnVector retval (nr); for (int j = 0; j < nr; j++) retval.elem (j) = elem (j, i); return retval; } ColumnVector Matrix::column (char *s) const { if (! s) { (*current_liboctave_error_handler) ("invalid column selection"); return ColumnVector (); } char c = *s; if (c == 'f' || c == 'F') return column (0); else if (c == 'l' || c == 'L') return column (cols () - 1); else { (*current_liboctave_error_handler) ("invalid column selection"); return ColumnVector (); } } Matrix Matrix::inverse (void) const { int info; double rcond; return inverse (info, rcond); } Matrix Matrix::inverse (int& info) const { double rcond; return inverse (info, rcond); } Matrix Matrix::inverse (int& info, double& rcond) const { int nr = rows (); int nc = cols (); int len = length (); if (nr != nc || nr == 0 || nc == 0) { (*current_liboctave_error_handler) ("inverse requires square matrix"); return Matrix (); } info = 0; int *ipvt = new int [nr]; double *z = new double [nr]; double *tmp_data = dup (data (), len); F77_FCN (dgeco, DGECO) (tmp_data, nr, nc, ipvt, rcond, z); volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0) { info = -1; copy (tmp_data, data (), len); // Restore matrix contents. } else { double *dummy = 0; F77_FCN (dgedi, DGEDI) (tmp_data, nr, nc, ipvt, dummy, z, 1); } delete [] ipvt; delete [] z; return Matrix (tmp_data, nr, nc); } Matrix Matrix::pseudo_inverse (double tol) { SVD result (*this); DiagMatrix S = result.singular_values (); Matrix U = result.left_singular_matrix (); Matrix V = result.right_singular_matrix (); ColumnVector sigma = S.diag (); int r = sigma.length () - 1; int nr = rows (); int nc = cols (); if (tol <= 0.0) { if (nr > nc) tol = nr * sigma.elem (0) * DBL_EPSILON; else tol = nc * sigma.elem (0) * DBL_EPSILON; } while (r >= 0 && sigma.elem (r) < tol) r--; if (r < 0) return Matrix (nc, nr, 0.0); else { Matrix Ur = U.extract (0, 0, nr-1, r); DiagMatrix D = DiagMatrix (sigma.extract (0, r)) . inverse (); Matrix Vr = V.extract (0, 0, nc-1, r); return Vr * D * Ur.transpose (); } } ComplexMatrix Matrix::fourier (void) const { int nr = rows (); int nc = cols (); int npts, nsamples; if (nr == 1 || nc == 1) { npts = nr > nc ? nr : nc; nsamples = 1; } else { npts = nr; nsamples = nc; } int nn = 4*npts+15; Complex *wsave = new Complex [nn]; Complex *tmp_data = make_complex (data (), length ()); F77_FCN (cffti, CFFTI) (npts, wsave); for (int j = 0; j < nsamples; j++) F77_FCN (cfftf, CFFTF) (npts, &tmp_data[npts*j], wsave); delete [] wsave; return ComplexMatrix (tmp_data, nr, nc); } ComplexMatrix Matrix::ifourier (void) const { int nr = rows (); int nc = cols (); int npts, nsamples; if (nr == 1 || nc == 1) { npts = nr > nc ? nr : nc; nsamples = 1; } else { npts = nr; nsamples = nc; } int nn = 4*npts+15; Complex *wsave = new Complex [nn]; Complex *tmp_data = make_complex (data (), length ()); F77_FCN (cffti, CFFTI) (npts, wsave); for (int j = 0; j < nsamples; j++) F77_FCN (cfftb, CFFTB) (npts, &tmp_data[npts*j], wsave); for (int j = 0; j < npts*nsamples; j++) tmp_data[j] = tmp_data[j] / (double) npts; delete [] wsave; return ComplexMatrix (tmp_data, nr, nc); } ComplexMatrix Matrix::fourier2d (void) const { int nr = rows (); int nc = cols (); int npts, nsamples; if (nr == 1 || nc == 1) { npts = nr > nc ? nr : nc; nsamples = 1; } else { npts = nr; nsamples = nc; } int nn = 4*npts+15; Complex *wsave = new Complex [nn]; Complex *tmp_data = make_complex (data (), length ()); F77_FCN (cffti, CFFTI) (npts, wsave); for (int j = 0; j < nsamples; j++) F77_FCN (cfftf, CFFTF) (npts, &tmp_data[npts*j], wsave); delete [] wsave; npts = nc; nsamples = nr; nn = 4*npts+15; wsave = new Complex [nn]; Complex *row = new Complex[npts]; F77_FCN (cffti, CFFTI) (npts, wsave); for (int j = 0; j < nsamples; j++) { for (int i = 0; i < npts; i++) row[i] = tmp_data[i*nr + j]; F77_FCN (cfftf, CFFTF) (npts, row, wsave); for (int i = 0; i < npts; i++) tmp_data[i*nr + j] = row[i]; } delete [] wsave; delete [] row; return ComplexMatrix (tmp_data, nr, nc); } ComplexMatrix Matrix::ifourier2d (void) const { int nr = rows (); int nc = cols (); int npts, nsamples; if (nr == 1 || nc == 1) { npts = nr > nc ? nr : nc; nsamples = 1; } else { npts = nr; nsamples = nc; } int nn = 4*npts+15; Complex *wsave = new Complex [nn]; Complex *tmp_data = make_complex (data (), length ()); F77_FCN (cffti, CFFTI) (npts, wsave); for (int j = 0; j < nsamples; j++) F77_FCN (cfftb, CFFTB) (npts, &tmp_data[npts*j], wsave); delete [] wsave; for (int j = 0; j < npts*nsamples; j++) tmp_data[j] = tmp_data[j] / (double) npts; npts = nc; nsamples = nr; nn = 4*npts+15; wsave = new Complex [nn]; Complex *row = new Complex[npts]; F77_FCN (cffti, CFFTI) (npts, wsave); for (int j = 0; j < nsamples; j++) { for (int i = 0; i < npts; i++) row[i] = tmp_data[i*nr + j]; F77_FCN (cfftb, CFFTB) (npts, row, wsave); for (int i = 0; i < npts; i++) tmp_data[i*nr + j] = row[i] / (double) npts; } delete [] wsave; delete [] row; return ComplexMatrix (tmp_data, nr, nc); } DET Matrix::determinant (void) const { int info; double rcond; return determinant (info, rcond); } DET Matrix::determinant (int& info) const { double rcond; return determinant (info, rcond); } DET Matrix::determinant (int& info, double& rcond) const { DET retval; int nr = rows (); int nc = cols (); if (nr == 0 || nc == 0) { double d[2]; d[0] = 1.0; d[1] = 0.0; retval = DET (d); } else { info = 0; int *ipvt = new int [nr]; double *z = new double [nr]; double *tmp_data = dup (data (), length ()); F77_FCN (dgeco, DGECO) (tmp_data, nr, nr, ipvt, rcond, z); volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0) { info = -1; retval = DET (); } else { double d[2]; F77_FCN (dgedi, DGEDI) (tmp_data, nr, nr, ipvt, d, z, 10); retval = DET (d); } delete [] tmp_data; delete [] ipvt; delete [] z; } return retval; } Matrix Matrix::solve (const Matrix& b) const { int info; double rcond; return solve (b, info, rcond); } Matrix Matrix::solve (const Matrix& b, int& info) const { double rcond; return solve (b, info, rcond); } Matrix Matrix::solve (const Matrix& b, int& info, double& rcond) const { Matrix retval; int nr = rows (); int nc = cols (); if (nr == 0 || nc == 0 || nr != nc || nr != b.rows ()) { (*current_liboctave_error_handler) ("matrix dimension mismatch solution of linear equations"); return Matrix (); } info = 0; int *ipvt = new int [nr]; double *z = new double [nr]; double *tmp_data = dup (data (), length ()); F77_FCN (dgeco, DGECO) (tmp_data, nr, nr, ipvt, rcond, z); volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0) { info = -2; } else { double *result = dup (b.data (), b.length ()); int b_nc = b.cols (); for (int j = 0; j < b_nc; j++) F77_FCN (dgesl, DGESL) (tmp_data, nr, nr, ipvt, &result[nr*j], 0); retval = Matrix (result, b.rows (), b_nc); } delete [] tmp_data; delete [] ipvt; delete [] z; return retval; } ComplexMatrix Matrix::solve (const ComplexMatrix& b) const { ComplexMatrix tmp (*this); return tmp.solve (b); } ComplexMatrix Matrix::solve (const ComplexMatrix& b, int& info) const { ComplexMatrix tmp (*this); return tmp.solve (b, info); } ComplexMatrix Matrix::solve (const ComplexMatrix& b, int& info, double& rcond) const { ComplexMatrix tmp (*this); return tmp.solve (b, info, rcond); } ColumnVector Matrix::solve (const ColumnVector& b) const { int info; double rcond; return solve (b, info, rcond); } ColumnVector Matrix::solve (const ColumnVector& b, int& info) const { double rcond; return solve (b, info, rcond); } ColumnVector Matrix::solve (const ColumnVector& b, int& info, double& rcond) const { ColumnVector retval; int nr = rows (); int nc = cols (); if (nr == 0 || nc == 0 || nr != nc || nr != b.length ()) { (*current_liboctave_error_handler) ("matrix dimension mismatch solution of linear equations"); return ColumnVector (); } info = 0; int *ipvt = new int [nr]; double *z = new double [nr]; double *tmp_data = dup (data (), length ()); F77_FCN (dgeco, DGECO) (tmp_data, nr, nr, ipvt, rcond, z); volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0) { info = -2; } else { int b_len = b.length (); double *result = dup (b.data (), b_len); F77_FCN (dgesl, DGESL) (tmp_data, nr, nr, ipvt, result, 0); retval = ColumnVector (result, b_len); } delete [] tmp_data; delete [] ipvt; delete [] z; return retval; } ComplexColumnVector Matrix::solve (const ComplexColumnVector& b) const { ComplexMatrix tmp (*this); return tmp.solve (b); } ComplexColumnVector Matrix::solve (const ComplexColumnVector& b, int& info) const { ComplexMatrix tmp (*this); return tmp.solve (b, info); } ComplexColumnVector Matrix::solve (const ComplexColumnVector& b, int& info, double& rcond) const { ComplexMatrix tmp (*this); return tmp.solve (b, info, rcond); } Matrix Matrix::lssolve (const Matrix& b) const { int info; int rank; return lssolve (b, info, rank); } Matrix Matrix::lssolve (const Matrix& b, int& info) const { int rank; return lssolve (b, info, rank); } Matrix Matrix::lssolve (const Matrix& b, int& info, int& rank) const { int nrhs = b.cols (); int m = rows (); int n = cols (); if (m == 0 || n == 0 || m != b.rows ()) { (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of least squares problem"); return Matrix (); } double *tmp_data = dup (data (), length ()); int nrr = m > n ? m : n; Matrix result (nrr, nrhs); for (int j = 0; j < nrhs; j++) for (int i = 0; i < m; i++) result.elem (i, j) = b.elem (i, j); double *presult = result.fortran_vec (); int len_s = m < n ? m : n; double *s = new double [len_s]; double rcond = -1.0; int lwork; if (m < n) lwork = 3*m + (2*m > nrhs ? (2*m > n ? 2*m : n) : (nrhs > n ? nrhs : n)); else lwork = 3*n + (2*n > nrhs ? (2*n > m ? 2*n : m) : (nrhs > m ? nrhs : m)); double *work = new double [lwork]; F77_FCN (dgelss, DGELSS) (m, n, nrhs, tmp_data, m, presult, nrr, s, rcond, rank, work, lwork, info); Matrix retval (n, nrhs); for (int j = 0; j < nrhs; j++) for (int i = 0; i < n; i++) retval.elem (i, j) = result.elem (i, j); delete [] tmp_data; delete [] s; delete [] work; return retval; } ComplexMatrix Matrix::lssolve (const ComplexMatrix& b) const { ComplexMatrix tmp (*this); int info; int rank; return tmp.lssolve (b, info, rank); } ComplexMatrix Matrix::lssolve (const ComplexMatrix& b, int& info) const { ComplexMatrix tmp (*this); int rank; return tmp.lssolve (b, info, rank); } ComplexMatrix Matrix::lssolve (const ComplexMatrix& b, int& info, int& rank) const { ComplexMatrix tmp (*this); return tmp.lssolve (b, info, rank); } ColumnVector Matrix::lssolve (const ColumnVector& b) const { int info; int rank; return lssolve (b, info, rank); } ColumnVector Matrix::lssolve (const ColumnVector& b, int& info) const { int rank; return lssolve (b, info, rank); } ColumnVector Matrix::lssolve (const ColumnVector& b, int& info, int& rank) const { int nrhs = 1; int m = rows (); int n = cols (); if (m == 0 || n == 0 || m != b.length ()) { (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of least squares problem"); return ColumnVector (); } double *tmp_data = dup (data (), length ()); int nrr = m > n ? m : n; ColumnVector result (nrr); for (int i = 0; i < m; i++) result.elem (i) = b.elem (i); double *presult = result.fortran_vec (); int len_s = m < n ? m : n; double *s = new double [len_s]; double rcond = -1.0; int lwork; if (m < n) lwork = 3*m + (2*m > nrhs ? (2*m > n ? 2*m : n) : (nrhs > n ? nrhs : n)); else lwork = 3*n + (2*n > nrhs ? (2*n > m ? 2*n : m) : (nrhs > m ? nrhs : m)); double *work = new double [lwork]; F77_FCN (dgelss, DGELSS) (m, n, nrhs, tmp_data, m, presult, nrr, s, rcond, rank, work, lwork, info); ColumnVector retval (n); for (int i = 0; i < n; i++) retval.elem (i) = result.elem (i); delete [] tmp_data; delete [] s; delete [] work; return retval; } ComplexColumnVector Matrix::lssolve (const ComplexColumnVector& b) const { ComplexMatrix tmp (*this); return tmp.lssolve (b); } ComplexColumnVector Matrix::lssolve (const ComplexColumnVector& b, int& info) const { ComplexMatrix tmp (*this); return tmp.lssolve (b, info); } ComplexColumnVector Matrix::lssolve (const ComplexColumnVector& b, int& info, int& rank) const { ComplexMatrix tmp (*this); return tmp.lssolve (b, info, rank); } Matrix& Matrix::operator += (const Matrix& a) { int nr = rows (); int nc = cols (); if (nr != a.rows () || nc != a.cols ()) { (*current_liboctave_error_handler) ("nonconformant matrix += operation attempted"); return *this; } if (nr == 0 || nc == 0) return *this; double *d = fortran_vec (); // Ensures only one reference to my privates! add2 (d, a.data (), length ()); return *this; } Matrix& Matrix::operator -= (const Matrix& a) { int nr = rows (); int nc = cols (); if (nr != a.rows () || nc != a.cols ()) { (*current_liboctave_error_handler) ("nonconformant matrix -= operation attempted"); return *this; } if (nr == 0 || nc == 0) return *this; double *d = fortran_vec (); // Ensures only one reference to my privates! subtract2 (d, a.data (), length ()); return *this; } Matrix& Matrix::operator += (const DiagMatrix& a) { if (rows () != a.rows () || cols () != a.cols ()) { (*current_liboctave_error_handler) ("nonconformant matrix += operation attempted"); return *this; } for (int i = 0; i < a.length (); i++) elem (i, i) += a.elem (i, i); return *this; } Matrix& Matrix::operator -= (const DiagMatrix& a) { if (rows () != a.rows () || cols () != a.cols ()) { (*current_liboctave_error_handler) ("nonconformant matrix += operation attempted"); return *this; } for (int i = 0; i < a.length (); i++) elem (i, i) -= a.elem (i, i); return *this; } // unary operations Matrix Matrix::operator ! (void) const { int nr = rows (); int nc = cols (); Matrix b (nr, nc); for (int j = 0; j < nc; j++) for (int i = 0; i < nr; i++) b.elem (i, j) = ! elem (i, j); return b; } // column vector by row vector -> matrix operations Matrix operator * (const ColumnVector& v, const RowVector& a) { int len = v.length (); int a_len = a.length (); if (len != a_len) { (*current_liboctave_error_handler) ("nonconformant vector multiplication attempted"); return Matrix (); } if (len == 0) return Matrix (len, len, 0.0); double *c = new double [len * a_len]; F77_FCN (dgemm, DGEMM) ("N", "N", len, a_len, 1, 1.0, v.data (), len, a.data (), 1, 0.0, c, len, 1L, 1L); return Matrix (c, len, a_len); } // diagonal matrix by scalar -> matrix operations Matrix operator + (const DiagMatrix& a, double s) { Matrix tmp (a.rows (), a.cols (), s); return a + tmp; } Matrix operator - (const DiagMatrix& a, double s) { Matrix tmp (a.rows (), a.cols (), -s); return a + tmp; } // scalar by diagonal matrix -> matrix operations Matrix operator + (double s, const DiagMatrix& a) { Matrix tmp (a.rows (), a.cols (), s); return tmp + a; } Matrix operator - (double s, const DiagMatrix& a) { Matrix tmp (a.rows (), a.cols (), s); return tmp - a; } // matrix by diagonal matrix -> matrix operations Matrix operator + (const Matrix& m, const DiagMatrix& a) { int nr = m.rows (); int nc = m.cols (); if (nr != a.rows () || nc != a.cols ()) { (*current_liboctave_error_handler) ("nonconformant matrix addition attempted"); return Matrix (); } if (nr == 0 || nc == 0) return Matrix (nr, nc); Matrix result (m); int a_len = a.length (); for (int i = 0; i < a_len; i++) result.elem (i, i) += a.elem (i, i); return result; } Matrix operator - (const Matrix& m, const DiagMatrix& a) { int nr = m.rows (); int nc = m.cols (); if (nr != a.rows () || nc != a.cols ()) { (*current_liboctave_error_handler) ("nonconformant matrix subtraction attempted"); return Matrix (); } if (nr == 0 || nc == 0) return Matrix (nr, nc); Matrix result (m); int a_len = a.length (); for (int i = 0; i < a_len; i++) result.elem (i, i) -= a.elem (i, i); return result; } Matrix operator * (const Matrix& m, const DiagMatrix& a) { int nr = m.rows (); int nc = m.cols (); int a_nr = a.rows (); int a_nc = a.cols (); if (nc != a_nr) { (*current_liboctave_error_handler) ("nonconformant matrix multiplication attempted"); return Matrix (); } if (nr == 0 || nc == 0 || a_nc == 0) return Matrix (nr, a_nc, 0.0); double *c = new double [nr*a_nc]; double *ctmp = 0; int a_len = a.length (); for (int j = 0; j < a_len; j++) { int idx = j * nr; ctmp = c + idx; if (a.elem (j, j) == 1.0) { for (int i = 0; i < nr; i++) ctmp[i] = m.elem (i, j); } else if (a.elem (j, j) == 0.0) { for (int i = 0; i < nr; i++) ctmp[i] = 0.0; } else { for (int i = 0; i < nr; i++) ctmp[i] = a.elem (j, j) * m.elem (i, j); } } if (a_nr < a_nc) { for (int i = nr * nc; i < nr * a_nc; i++) ctmp[i] = 0.0; } return Matrix (c, nr, a_nc); } // diagonal matrix by matrix -> matrix operations Matrix operator + (const DiagMatrix& m, const Matrix& a) { int nr = m.rows (); int nc = m.cols (); if (nr != a.rows () || nc != a.cols ()) { (*current_liboctave_error_handler) ("nonconformant matrix addition attempted"); return Matrix (); } if (nr == 0 || nc == 0) return Matrix (nr, nc); Matrix result (a); for (int i = 0; i < m.length (); i++) result.elem (i, i) += m.elem (i, i); return result; } Matrix operator - (const DiagMatrix& m, const Matrix& a) { int nr = m.rows (); int nc = m.cols (); if (nr != a.rows () || nc != a.cols ()) { (*current_liboctave_error_handler) ("nonconformant matrix subtraction attempted"); return Matrix (); } if (nr == 0 || nc == 0) return Matrix (nr, nc); Matrix result (-a); for (int i = 0; i < m.length (); i++) result.elem (i, i) += m.elem (i, i); return result; } Matrix operator * (const DiagMatrix& m, const Matrix& a) { int nr = m.rows (); int nc = m.cols (); int a_nr = a.rows (); int a_nc = a.cols (); if (nc != a_nr) { (*current_liboctave_error_handler) ("nonconformant matrix multiplication attempted"); return Matrix (); } if (nr == 0 || nc == 0 || a_nc == 0) return Matrix (nr, a_nc, 0.0); Matrix c (nr, a_nc); for (int i = 0; i < m.length (); i++) { if (m.elem (i, i) == 1.0) { for (int j = 0; j < a_nc; j++) c.elem (i, j) = a.elem (i, j); } else if (m.elem (i, i) == 0.0) { for (int j = 0; j < a_nc; j++) c.elem (i, j) = 0.0; } else { for (int j = 0; j < a_nc; j++) c.elem (i, j) = m.elem (i, i) * a.elem (i, j); } } if (nr > nc) { for (int j = 0; j < a_nc; j++) for (int i = a_nr; i < nr; i++) c.elem (i, j) = 0.0; } return c; } // matrix by matrix -> matrix operations Matrix operator * (const Matrix& m, const Matrix& a) { int nr = m.rows (); int nc = m.cols (); int a_nr = a.rows (); int a_nc = a.cols (); if (nc != a_nr) { (*current_liboctave_error_handler) ("nonconformant matrix multiplication attempted"); return Matrix (); } if (nr == 0 || nc == 0 || a_nc == 0) return Matrix (nr, a_nc, 0.0); int ld = nr; int lda = a_nr; double *c = new double [nr*a_nc]; F77_FCN (dgemm, DGEMM) ("N", "N", nr, a_nc, nc, 1.0, m.data (), ld, a.data (), lda, 0.0, c, nr, 1L, 1L); return Matrix (c, nr, a_nc); } // other operations. Matrix map (d_d_Mapper f, const Matrix& a) { Matrix b (a); b.map (f); return b; } Matrix map (d_c_Mapper f, const ComplexMatrix& a) { int a_nc = a.cols (); int a_nr = a.rows (); Matrix b (a_nr, a_nc); for (int j = 0; j < a_nc; j++) for (int i = 0; i < a_nr; i++) b.elem (i, j) = f (a.elem (i, j)); return b; } void Matrix::map (d_d_Mapper f) { double *d = fortran_vec (); // Ensures only one reference to my privates! for (int i = 0; i < length (); i++) d[i] = f (d[i]); } // XXX FIXME XXX Do these really belong here? They should maybe be // cleaned up a bit, no? What about corresponding functions for the // Vectors? Matrix Matrix::all (void) const { int nr = rows (); int nc = cols (); Matrix retval; if (nr > 0 && nc > 0) { if (nr == 1) { retval.resize (1, 1); retval.elem (0, 0) = 1.0; for (int j = 0; j < nc; j++) { if (elem (0, j) == 0.0) { retval.elem (0, 0) = 0.0; break; } } } else if (nc == 1) { retval.resize (1, 1); retval.elem (0, 0) = 1.0; for (int i = 0; i < nr; i++) { if (elem (i, 0) == 0.0) { retval.elem (0, 0) = 0.0; break; } } } else { retval.resize (1, nc); for (int j = 0; j < nc; j++) { retval.elem (0, j) = 1.0; for (int i = 0; i < nr; i++) { if (elem (i, j) == 0.0) { retval.elem (0, j) = 0.0; break; } } } } } return retval; } Matrix Matrix::any (void) const { int nr = rows (); int nc = cols (); Matrix retval; if (nr > 0 && nc > 0) { if (nr == 1) { retval.resize (1, 1); retval.elem (0, 0) = 0.0; for (int j = 0; j < nc; j++) { if (elem (0, j) != 0.0) { retval.elem (0, 0) = 1.0; break; } } } else if (nc == 1) { retval.resize (1, 1); retval.elem (0, 0) = 0.0; for (int i = 0; i < nr; i++) { if (elem (i, 0) != 0.0) { retval.elem (0, 0) = 1.0; break; } } } else { retval.resize (1, nc); for (int j = 0; j < nc; j++) { retval.elem (0, j) = 0.0; for (int i = 0; i < nr; i++) { if (elem (i, j) != 0.0) { retval.elem (0, j) = 1.0; break; } } } } } return retval; } Matrix Matrix::cumprod (void) const { Matrix retval; int nr = rows (); int nc = cols (); if (nr == 1) { retval.resize (1, nc); if (nc > 0) { double prod = elem (0, 0); for (int j = 0; j < nc; j++) { retval.elem (0, j) = prod; if (j < nc - 1) prod *= elem (0, j+1); } } } else if (nc == 1) { retval.resize (nr, 1); if (nr > 0) { double prod = elem (0, 0); for (int i = 0; i < nr; i++) { retval.elem (i, 0) = prod; if (i < nr - 1) prod *= elem (i+1, 0); } } } else { retval.resize (nr, nc); if (nr > 0 && nc > 0) { for (int j = 0; j < nc; j++) { double prod = elem (0, j); for (int i = 0; i < nr; i++) { retval.elem (i, j) = prod; if (i < nr - 1) prod *= elem (i+1, j); } } } } return retval; } Matrix Matrix::cumsum (void) const { Matrix retval; int nr = rows (); int nc = cols (); if (nr == 1) { retval.resize (1, nc); if (nc > 0) { double sum = elem (0, 0); for (int j = 0; j < nc; j++) { retval.elem (0, j) = sum; if (j < nc - 1) sum += elem (0, j+1); } } } else if (nc == 1) { retval.resize (nr, 1); if (nr > 0) { double sum = elem (0, 0); for (int i = 0; i < nr; i++) { retval.elem (i, 0) = sum; if (i < nr - 1) sum += elem (i+1, 0); } } } else { retval.resize (nr, nc); if (nr > 0 && nc > 0) { for (int j = 0; j < nc; j++) { double sum = elem (0, j); for (int i = 0; i < nr; i++) { retval.elem (i, j) = sum; if (i < nr - 1) sum += elem (i+1, j); } } } } return retval; } Matrix Matrix::prod (void) const { Matrix retval; int nr = rows (); int nc = cols (); if (nr == 1) { retval.resize (1, 1); retval.elem (0, 0) = 1.0; for (int j = 0; j < nc; j++) retval.elem (0, 0) *= elem (0, j); } else if (nc == 1) { retval.resize (1, 1); retval.elem (0, 0) = 1.0; for (int i = 0; i < nr; i++) retval.elem (0, 0) *= elem (i, 0); } else { if (nc == 0) { retval.resize (1, 1); retval.elem (0, 0) = 1.0; } else retval.resize (1, nc); for (int j = 0; j < nc; j++) { retval.elem (0, j) = 1.0; for (int i = 0; i < nr; i++) retval.elem (0, j) *= elem (i, j); } } return retval; } Matrix Matrix::sum (void) const { Matrix retval; int nr = rows (); int nc = cols (); if (nr == 1) { retval.resize (1, 1); retval.elem (0, 0) = 0.0; for (int j = 0; j < nc; j++) retval.elem (0, 0) += elem (0, j); } else if (nc == 1) { retval.resize (1, 1); retval.elem (0, 0) = 0.0; for (int i = 0; i < nr; i++) retval.elem (0, 0) += elem (i, 0); } else { if (nc == 0) { retval.resize (1, 1); retval.elem (0, 0) = 0.0; } else retval.resize (1, nc); for (int j = 0; j < nc; j++) { retval.elem (0, j) = 0.0; for (int i = 0; i < nr; i++) retval.elem (0, j) += elem (i, j); } } return retval; } Matrix Matrix::sumsq (void) const { Matrix retval; int nr = rows (); int nc = cols (); if (nr == 1) { retval.resize (1, 1); retval.elem (0, 0) = 0.0; for (int j = 0; j < nc; j++) { double d = elem (0, j); retval.elem (0, 0) += d * d; } } else if (nc == 1) { retval.resize (1, 1); retval.elem (0, 0) = 0.0; for (int i = 0; i < nr; i++) { double d = elem (i, 0); retval.elem (0, 0) += d * d; } } else { retval.resize (1, nc); for (int j = 0; j < nc; j++) { retval.elem (0, j) = 0.0; for (int i = 0; i < nr; i++) { double d = elem (i, j); retval.elem (0, j) += d * d; } } } return retval; } ColumnVector Matrix::diag (void) const { return diag (0); } ColumnVector Matrix::diag (int k) const { int nnr = rows (); int nnc = cols (); if (k > 0) nnc -= k; else if (k < 0) nnr += k; ColumnVector d; if (nnr > 0 && nnc > 0) { int ndiag = (nnr < nnc) ? nnr : nnc; d.resize (ndiag); if (k > 0) { for (int i = 0; i < ndiag; i++) d.elem (i) = elem (i, i+k); } else if ( k < 0) { for (int i = 0; i < ndiag; i++) d.elem (i) = elem (i-k, i); } else { for (int i = 0; i < ndiag; i++) d.elem (i) = elem (i, i); } } else cerr << "diag: requested diagonal out of range\n"; return d; } ColumnVector Matrix::row_min (void) const { ColumnVector result; int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) { result.resize (nr); for (int i = 0; i < nr; i++) { double res = elem (i, 0); for (int j = 1; j < nc; j++) if (elem (i, j) < res) res = elem (i, j); result.elem (i) = res; } } return result; } ColumnVector Matrix::row_min_loc (void) const { ColumnVector result; int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) { result.resize (nr); for (int i = 0; i < nr; i++) { int res = 0; for (int j = 0; j < nc; j++) if (elem (i, j) < elem (i, res)) res = j; result.elem (i) = (double) (res + 1); } } return result; } ColumnVector Matrix::row_max (void) const { ColumnVector result; int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) { result.resize (nr); for (int i = 0; i < nr; i++) { double res = elem (i, 0); for (int j = 1; j < nc; j++) if (elem (i, j) > res) res = elem (i, j); result.elem (i) = res; } } return result; } ColumnVector Matrix::row_max_loc (void) const { ColumnVector result; int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) { result.resize (nr); for (int i = 0; i < nr; i++) { int res = 0; for (int j = 0; j < nc; j++) if (elem (i, j) > elem (i, res)) res = j; result.elem (i) = (double) (res + 1); } } return result; } RowVector Matrix::column_min (void) const { RowVector result; int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) { result.resize (nc); for (int j = 0; j < nc; j++) { double res = elem (0, j); for (int i = 1; i < nr; i++) if (elem (i, j) < res) res = elem (i, j); result.elem (j) = res; } } return result; } RowVector Matrix::column_min_loc (void) const { RowVector result; int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) { result.resize (nc); for (int j = 0; j < nc; j++) { int res = 0; for (int i = 0; i < nr; i++) if (elem (i, j) < elem (res, j)) res = i; result.elem (j) = (double) (res + 1); } } return result; } RowVector Matrix::column_max (void) const { RowVector result; int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) { result.resize (nc); for (int j = 0; j < nc; j++) { double res = elem (0, j); for (int i = 1; i < nr; i++) if (elem (i, j) > res) res = elem (i, j); result.elem (j) = res; } } return result; } RowVector Matrix::column_max_loc (void) const { RowVector result; int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) { result.resize (nc); for (int j = 0; j < nc; j++) { int res = 0; for (int i = 0; i < nr; i++) if (elem (i, j) > elem (res, j)) res = i; result.elem (j) = (double) (res + 1); } } return result; } ostream& operator << (ostream& os, const Matrix& a) { // int field_width = os.precision () + 7; for (int i = 0; i < a.rows (); i++) { for (int j = 0; j < a.cols (); j++) os << " " /* setw (field_width) */ << a.elem (i, j); os << "\n"; } return os; } istream& operator >> (istream& is, Matrix& a) { int nr = a.rows (); int nc = a.cols (); if (nr < 1 || nc < 1) is.clear (ios::badbit); else { double tmp; for (int i = 0; i < nr; i++) for (int j = 0; j < nc; j++) { is >> tmp; if (is) a.elem (i, j) = tmp; else break; } } return is; } // Read an array of data from a file in binary format. int Matrix::read (FILE *fptr, const char *type) { // Allocate buffer pointers. union { void *vd; char *ch; u_char *uc; short *sh; u_short *us; int *in; u_int *ui; long *ln; u_long *ul; float *fl; double *db; } buf; // Convert data to double. if (! type) { (*current_liboctave_error_handler) ("fread: invalid NULL type parameter"); return 0; } int count; int nitems = length (); double *d = fortran_vec (); // Ensures only one reference to my privates! #define DO_FREAD(TYPE,ELEM) \ do \ { \ size_t size = sizeof (TYPE); \ buf.ch = new char [size * nitems]; \ count = fread (buf.ch, size, nitems, fptr); \ for (int k = 0; k < count; k++) \ d[k] = buf.ELEM[k]; \ delete [] buf.ch; \ } \ while (0) if (strcasecmp (type, "double") == 0) DO_FREAD (double, db); else if (strcasecmp (type, "char") == 0) DO_FREAD (char, ch); else if (strcasecmp (type, "uchar") == 0) DO_FREAD (u_char, uc); else if (strcasecmp (type, "short") == 0) DO_FREAD (short, sh); else if (strcasecmp (type, "ushort") == 0) DO_FREAD (u_short, us); else if (strcasecmp (type, "int") == 0) DO_FREAD (int, in); else if (strcasecmp (type, "uint") == 0) DO_FREAD (u_int, ui); else if (strcasecmp (type, "long") == 0) DO_FREAD (long, ul); else if (strcasecmp (type, "float") == 0) DO_FREAD (float, fl); else { (*current_liboctave_error_handler) ("fread: invalid NULL type parameter"); return 0; } return count; } // Write the data array to a file in binary format. int Matrix::write (FILE *fptr, const char *type) { // Allocate buffer pointers. union { void *vd; char *ch; u_char *uc; short *sh; u_short *us; int *in; u_int *ui; long *ln; u_long *ul; float *fl; double *db; } buf; int nitems = length (); double *d = fortran_vec (); // Convert from double to correct size. if (! type) { (*current_liboctave_error_handler) ("fwrite: invalid NULL type parameter"); return 0; } size_t size; int count; #define DO_FWRITE(TYPE,ELEM) \ do \ { \ size = sizeof (TYPE); \ buf.ELEM = new TYPE [nitems]; \ for (int k = 0; k < nitems; k++) \ buf.ELEM[k] = (TYPE) d[k]; \ count = fwrite (buf.ELEM, size, nitems, fptr); \ delete [] buf.ELEM; \ } \ while (0) if (strcasecmp (type, "double") == 0) DO_FWRITE (double, db); else if (strcasecmp (type, "char") == 0) DO_FWRITE (char, ch); else if (strcasecmp (type, "uchar") == 0) DO_FWRITE (u_char, uc); else if (strcasecmp (type, "short") == 0) DO_FWRITE (short, sh); else if (strcasecmp (type, "ushort") == 0) DO_FWRITE (u_short, us); else if (strcasecmp (type, "int") == 0) DO_FWRITE (int, in); else if (strcasecmp (type, "uint") == 0) DO_FWRITE (u_int, ui); else if (strcasecmp (type, "long") == 0) DO_FWRITE (long, ln); else if (strcasecmp (type, "ulong") == 0) DO_FWRITE (u_long, ul); else if (strcasecmp (type, "float") == 0) DO_FWRITE (float, fl); else { (*current_liboctave_error_handler) ("fwrite: unrecognized type parameter %s", type); return 0; } return count; } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; page-delimiter: "^/\\*" *** ;;; End: *** */