Mercurial > hg > octave-nkf
view src/sparse-xdiv.cc @ 12121:87237a866c71 release-3-2-x
this branch is no longer maintained and is closed for further development
author | John W. Eaton <jwe@octave.org> |
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date | Sat, 22 Jan 2011 01:00:54 -0500 |
parents | 16f53d29049f |
children | 829e69ec3110 |
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/* Copyright (C) 2004, 2005, 2006, 2007, 2009 David Bateman Copyright (C) 1998, 1999, 2000, 2001, 2002, 2003, 2004 Andy Adler 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 3 of the License, 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, see <http://www.gnu.org/licenses/>. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include <cassert> #include "Array-util.h" #include "oct-cmplx.h" #include "quit.h" #include "error.h" #include "lo-ieee.h" #include "dSparse.h" #include "dDiagMatrix.h" #include "CSparse.h" #include "CDiagMatrix.h" #include "oct-spparms.h" #include "sparse-xdiv.h" static void solve_singularity_warning (double rcond) { warning ("matrix singular to machine precision, rcond = %g", rcond); warning ("attempting to find minimum norm solution"); } template <class T1, class T2> bool mx_leftdiv_conform (const T1& a, const T2& b) { octave_idx_type a_nr = a.rows (); octave_idx_type b_nr = b.rows (); if (a_nr != b_nr) { octave_idx_type a_nc = a.cols (); octave_idx_type b_nc = b.cols (); gripe_nonconformant ("operator \\", a_nr, a_nc, b_nr, b_nc); return false; } return true; } #define INSTANTIATE_MX_LEFTDIV_CONFORM(T1, T2) \ template bool mx_leftdiv_conform (const T1&, const T2&) INSTANTIATE_MX_LEFTDIV_CONFORM (SparseMatrix, SparseMatrix); INSTANTIATE_MX_LEFTDIV_CONFORM (SparseMatrix, SparseComplexMatrix); INSTANTIATE_MX_LEFTDIV_CONFORM (SparseComplexMatrix, SparseMatrix); INSTANTIATE_MX_LEFTDIV_CONFORM (SparseComplexMatrix, SparseComplexMatrix); INSTANTIATE_MX_LEFTDIV_CONFORM (SparseMatrix, Matrix); INSTANTIATE_MX_LEFTDIV_CONFORM (SparseMatrix, ComplexMatrix); INSTANTIATE_MX_LEFTDIV_CONFORM (SparseComplexMatrix, Matrix); INSTANTIATE_MX_LEFTDIV_CONFORM (SparseComplexMatrix, ComplexMatrix); INSTANTIATE_MX_LEFTDIV_CONFORM (DiagMatrix, SparseMatrix); INSTANTIATE_MX_LEFTDIV_CONFORM (DiagMatrix, SparseComplexMatrix); INSTANTIATE_MX_LEFTDIV_CONFORM (ComplexDiagMatrix, SparseMatrix); INSTANTIATE_MX_LEFTDIV_CONFORM (ComplexDiagMatrix, SparseComplexMatrix); template <class T1, class T2> bool mx_div_conform (const T1& a, const T2& b) { octave_idx_type a_nc = a.cols (); octave_idx_type b_nc = b.cols (); if (a_nc != b_nc) { octave_idx_type a_nr = a.rows (); octave_idx_type b_nr = b.rows (); gripe_nonconformant ("operator /", a_nr, a_nc, b_nr, b_nc); return false; } return true; } #define INSTANTIATE_MX_DIV_CONFORM(T1, T2) \ template bool mx_div_conform (const T1&, const T2&) INSTANTIATE_MX_DIV_CONFORM (SparseMatrix, SparseMatrix); INSTANTIATE_MX_DIV_CONFORM (SparseMatrix, SparseComplexMatrix); INSTANTIATE_MX_DIV_CONFORM (SparseComplexMatrix, SparseMatrix); INSTANTIATE_MX_DIV_CONFORM (SparseComplexMatrix, SparseComplexMatrix); INSTANTIATE_MX_DIV_CONFORM (Matrix, SparseMatrix); INSTANTIATE_MX_DIV_CONFORM (Matrix, SparseComplexMatrix); INSTANTIATE_MX_DIV_CONFORM (ComplexMatrix, SparseMatrix); INSTANTIATE_MX_DIV_CONFORM (ComplexMatrix, SparseComplexMatrix); INSTANTIATE_MX_DIV_CONFORM (SparseMatrix, DiagMatrix); INSTANTIATE_MX_DIV_CONFORM (SparseMatrix, ComplexDiagMatrix); INSTANTIATE_MX_DIV_CONFORM (SparseComplexMatrix, DiagMatrix); INSTANTIATE_MX_DIV_CONFORM (SparseComplexMatrix, ComplexDiagMatrix); // Right division functions. X / Y = X * inv(Y) = (inv (Y') * X')' // // Y / X: m cm sm scm // +-- +---+----+----+----+ // sparse matrix | 1 | 3 | 5 | 7 | // +---+----+----+----+ // sparse complex_matrix | 2 | 4 | 6 | 8 | // +---+----+----+----+ // diagonal matrix | 9 | 11 | // +----+----+ // complex diag. matrix | 10 | 12 | // +----+----+ // -*- 1 -*- Matrix xdiv (const Matrix& a, const SparseMatrix& b, MatrixType &typ) { if (! mx_div_conform (a, b)) return Matrix (); Matrix atmp = a.transpose (); SparseMatrix btmp = b.transpose (); MatrixType btyp = typ.transpose (); octave_idx_type info; double rcond = 0.0; Matrix result = btmp.solve (btyp, atmp, info, rcond, solve_singularity_warning); typ = btyp.transpose (); return result.transpose (); } // -*- 2 -*- ComplexMatrix xdiv (const Matrix& a, const SparseComplexMatrix& b, MatrixType &typ) { if (! mx_div_conform (a, b)) return ComplexMatrix (); Matrix atmp = a.transpose (); SparseComplexMatrix btmp = b.hermitian (); MatrixType btyp = typ.transpose (); octave_idx_type info; double rcond = 0.0; ComplexMatrix result = btmp.solve (btyp, atmp, info, rcond, solve_singularity_warning); typ = btyp.transpose (); return result.hermitian (); } // -*- 3 -*- ComplexMatrix xdiv (const ComplexMatrix& a, const SparseMatrix& b, MatrixType &typ) { if (! mx_div_conform (a, b)) return ComplexMatrix (); ComplexMatrix atmp = a.hermitian (); SparseMatrix btmp = b.transpose (); MatrixType btyp = typ.transpose (); octave_idx_type info; double rcond = 0.0; ComplexMatrix result = btmp.solve (btyp, atmp, info, rcond, solve_singularity_warning); typ = btyp.transpose (); return result.hermitian (); } // -*- 4 -*- ComplexMatrix xdiv (const ComplexMatrix& a, const SparseComplexMatrix& b, MatrixType &typ) { if (! mx_div_conform (a, b)) return ComplexMatrix (); ComplexMatrix atmp = a.hermitian (); SparseComplexMatrix btmp = b.hermitian (); MatrixType btyp = typ.transpose (); octave_idx_type info; double rcond = 0.0; ComplexMatrix result = btmp.solve (btyp, atmp, info, rcond, solve_singularity_warning); typ = btyp.transpose (); return result.hermitian (); } // -*- 5 -*- SparseMatrix xdiv (const SparseMatrix& a, const SparseMatrix& b, MatrixType &typ) { if (! mx_div_conform (a, b)) return SparseMatrix (); SparseMatrix atmp = a.transpose (); SparseMatrix btmp = b.transpose (); MatrixType btyp = typ.transpose (); octave_idx_type info; double rcond = 0.0; SparseMatrix result = btmp.solve (btyp, atmp, info, rcond, solve_singularity_warning); typ = btyp.transpose (); return result.transpose (); } // -*- 6 -*- SparseComplexMatrix xdiv (const SparseMatrix& a, const SparseComplexMatrix& b, MatrixType &typ) { if (! mx_div_conform (a, b)) return SparseComplexMatrix (); SparseMatrix atmp = a.transpose (); SparseComplexMatrix btmp = b.hermitian (); MatrixType btyp = typ.transpose (); octave_idx_type info; double rcond = 0.0; SparseComplexMatrix result = btmp.solve (btyp, atmp, info, rcond, solve_singularity_warning); typ = btyp.transpose (); return result.hermitian (); } // -*- 7 -*- SparseComplexMatrix xdiv (const SparseComplexMatrix& a, const SparseMatrix& b, MatrixType &typ) { if (! mx_div_conform (a, b)) return SparseComplexMatrix (); SparseComplexMatrix atmp = a.hermitian (); SparseMatrix btmp = b.transpose (); MatrixType btyp = typ.transpose (); octave_idx_type info; double rcond = 0.0; SparseComplexMatrix result = btmp.solve (btyp, atmp, info, rcond, solve_singularity_warning); typ = btyp.transpose (); return result.hermitian (); } // -*- 8 -*- SparseComplexMatrix xdiv (const SparseComplexMatrix& a, const SparseComplexMatrix& b, MatrixType &typ) { if (! mx_div_conform (a, b)) return SparseComplexMatrix (); SparseComplexMatrix atmp = a.hermitian (); SparseComplexMatrix btmp = b.hermitian (); MatrixType btyp = typ.transpose (); octave_idx_type info; double rcond = 0.0; SparseComplexMatrix result = btmp.solve (btyp, atmp, info, rcond, solve_singularity_warning); typ = btyp.transpose (); return result.hermitian (); } template <typename RT, typename SM, typename DM> RT do_rightdiv_sm_dm (const SM& a, const DM& d) { const octave_idx_type d_nr = d.rows (); const octave_idx_type a_nr = a.rows (); const octave_idx_type a_nc = a.cols (); using std::min; const octave_idx_type nc = min (d_nr, a_nc); if ( ! mx_div_conform (a, d)) return RT (); const octave_idx_type nz = a.nnz (); RT r (a_nr, nc, nz); typedef typename DM::element_type DM_elt_type; const DM_elt_type zero = DM_elt_type (); octave_idx_type k_result = 0; for (octave_idx_type j = 0; j < nc; ++j) { OCTAVE_QUIT; const DM_elt_type s = d.dgelem (j); const octave_idx_type colend = a.cidx (j+1); r.xcidx (j) = k_result; if (s != zero) for (octave_idx_type k = a.cidx (j); k < colend; ++k) { r.xdata (k_result) = a.data (k) / s; r.xridx (k_result) = a.ridx (k); ++k_result; } } r.xcidx (nc) = k_result; r.maybe_compress (true); return r; } // -*- 9 -*- SparseMatrix xdiv (const SparseMatrix& a, const DiagMatrix& b, MatrixType &) { return do_rightdiv_sm_dm<SparseMatrix> (a, b); } // -*- 10 -*- SparseComplexMatrix xdiv (const SparseMatrix& a, const ComplexDiagMatrix& b, MatrixType &) { return do_rightdiv_sm_dm<SparseComplexMatrix> (a, b); } // -*- 11 -*- SparseComplexMatrix xdiv (const SparseComplexMatrix& a, const DiagMatrix& b, MatrixType &) { return do_rightdiv_sm_dm<SparseComplexMatrix> (a, b); } // -*- 12 -*- SparseComplexMatrix xdiv (const SparseComplexMatrix& a, const ComplexDiagMatrix& b, MatrixType &) { return do_rightdiv_sm_dm<SparseComplexMatrix> (a, b); } // Funny element by element division operations. // // op2 \ op1: s cs // +-- +---+----+ // matrix | 1 | 3 | // +---+----+ // complex_matrix | 2 | 4 | // +---+----+ Matrix x_el_div (double a, const SparseMatrix& b) { octave_idx_type nr = b.rows (); octave_idx_type nc = b.cols (); Matrix result; if (a == 0.) result = Matrix (nr, nc, octave_NaN); else if (a > 0.) result = Matrix (nr, nc, octave_Inf); else result = Matrix (nr, nc, -octave_Inf); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = b.cidx(j); i < b.cidx(j+1); i++) { OCTAVE_QUIT; result.elem (b.ridx(i), j) = a / b.data (i); } return result; } ComplexMatrix x_el_div (double a, const SparseComplexMatrix& b) { octave_idx_type nr = b.rows (); octave_idx_type nc = b.cols (); ComplexMatrix result (nr, nc, Complex(octave_NaN, octave_NaN)); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = b.cidx(j); i < b.cidx(j+1); i++) { OCTAVE_QUIT; result.elem (b.ridx(i), j) = a / b.data (i); } return result; } ComplexMatrix x_el_div (const Complex a, const SparseMatrix& b) { octave_idx_type nr = b.rows (); octave_idx_type nc = b.cols (); ComplexMatrix result (nr, nc, (a / 0.0)); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = b.cidx(j); i < b.cidx(j+1); i++) { OCTAVE_QUIT; result.elem (b.ridx(i), j) = a / b.data (i); } return result; } ComplexMatrix x_el_div (const Complex a, const SparseComplexMatrix& b) { octave_idx_type nr = b.rows (); octave_idx_type nc = b.cols (); ComplexMatrix result (nr, nc, (a / 0.0)); for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = b.cidx(j); i < b.cidx(j+1); i++) { OCTAVE_QUIT; result.elem (b.ridx(i), j) = a / b.data (i); } return result; } // Left division functions. X \ Y = inv(X) * Y // // Y \ X : sm scm dm dcm // +-- +---+----+ // matrix | 1 | 5 | // +---+----+ // complex_matrix | 2 | 6 | // +---+----+----+----+ // sparse matrix | 3 | 7 | 9 | 11 | // +---+----+----+----+ // sparse complex_matrix | 4 | 8 | 10 | 12 | // +---+----+----+----+ // -*- 1 -*- Matrix xleftdiv (const SparseMatrix& a, const Matrix& b, MatrixType &typ) { if (! mx_leftdiv_conform (a, b)) return Matrix (); octave_idx_type info; double rcond = 0.0; return a.solve (typ, b, info, rcond, solve_singularity_warning); } // -*- 2 -*- ComplexMatrix xleftdiv (const SparseMatrix& a, const ComplexMatrix& b, MatrixType &typ) { if (! mx_leftdiv_conform (a, b)) return ComplexMatrix (); octave_idx_type info; double rcond = 0.0; return a.solve (typ, b, info, rcond, solve_singularity_warning); } // -*- 3 -*- SparseMatrix xleftdiv (const SparseMatrix& a, const SparseMatrix& b, MatrixType &typ) { if (! mx_leftdiv_conform (a, b)) return SparseMatrix (); octave_idx_type info; double rcond = 0.0; return a.solve (typ, b, info, rcond, solve_singularity_warning); } // -*- 4 -*- SparseComplexMatrix xleftdiv (const SparseMatrix& a, const SparseComplexMatrix& b, MatrixType &typ) { if (! mx_leftdiv_conform (a, b)) return SparseComplexMatrix (); octave_idx_type info; double rcond = 0.0; return a.solve (typ, b, info, rcond, solve_singularity_warning); } // -*- 5 -*- ComplexMatrix xleftdiv (const SparseComplexMatrix& a, const Matrix& b, MatrixType &typ) { if (! mx_leftdiv_conform (a, b)) return ComplexMatrix (); octave_idx_type info; double rcond = 0.0; return a.solve (typ, b, info, rcond, solve_singularity_warning); } // -*- 6 -*- ComplexMatrix xleftdiv (const SparseComplexMatrix& a, const ComplexMatrix& b, MatrixType &typ) { if (! mx_leftdiv_conform (a, b)) return ComplexMatrix (); octave_idx_type info; double rcond = 0.0; return a.solve (typ, b, info, rcond, solve_singularity_warning); } // -*- 7 -*- SparseComplexMatrix xleftdiv (const SparseComplexMatrix& a, const SparseMatrix& b, MatrixType &typ) { if (! mx_leftdiv_conform (a, b)) return SparseComplexMatrix (); octave_idx_type info; double rcond = 0.0; return a.solve (typ, b, info, rcond, solve_singularity_warning); } // -*- 8 -*- SparseComplexMatrix xleftdiv (const SparseComplexMatrix& a, const SparseComplexMatrix& b, MatrixType &typ) { if (! mx_leftdiv_conform (a, b)) return SparseComplexMatrix (); octave_idx_type info; double rcond = 0.0; return a.solve (typ, b, info, rcond, solve_singularity_warning); } template <typename RT, typename DM, typename SM> RT do_leftdiv_dm_sm (const DM& d, const SM& a) { const octave_idx_type a_nr = a.rows (); const octave_idx_type a_nc = a.cols (); const octave_idx_type d_nc = d.cols (); using std::min; const octave_idx_type nr = min (d_nc, a_nr); if ( ! mx_leftdiv_conform (d, a)) return RT (); const octave_idx_type nz = a.nnz (); RT r (nr, a_nc, nz); typedef typename DM::element_type DM_elt_type; const DM_elt_type zero = DM_elt_type (); octave_idx_type k_result = 0; for (octave_idx_type j = 0; j < a_nc; ++j) { OCTAVE_QUIT; const octave_idx_type colend = a.cidx (j+1); r.xcidx (j) = k_result; for (octave_idx_type k = a.cidx (j); k < colend; ++k) { const octave_idx_type i = a.ridx (k); if (i < nr) { const DM_elt_type s = d.dgelem (i); if (s != zero) { r.xdata (k_result) = a.data (k) / s; r.xridx (k_result) = i; ++k_result; } } } } r.xcidx (a_nc) = k_result; r.maybe_compress (true); return r; } // -*- 9 -*- SparseMatrix xleftdiv (const DiagMatrix& d, const SparseMatrix& a, MatrixType&) { return do_leftdiv_dm_sm<SparseMatrix> (d, a); } // -*- 10 -*- SparseComplexMatrix xleftdiv (const DiagMatrix& d, const SparseComplexMatrix& a, MatrixType&) { return do_leftdiv_dm_sm<SparseComplexMatrix> (d, a); } // -*- 11 -*- SparseComplexMatrix xleftdiv (const ComplexDiagMatrix& d, const SparseMatrix& a, MatrixType&) { return do_leftdiv_dm_sm<SparseComplexMatrix> (d, a); } // -*- 12 -*- SparseComplexMatrix xleftdiv (const ComplexDiagMatrix& d, const SparseComplexMatrix& a, MatrixType&) { return do_leftdiv_dm_sm<SparseComplexMatrix> (d, a); } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */