CMatrix.h

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00001 /*
00002 
00003 Copyright (C) 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2002, 2003,
00004               2004, 2005, 2006, 2007, 2008, 2009 John W. Eaton
00005 
00006 This file is part of Octave.
00007 
00008 Octave is free software; you can redistribute it and/or modify it
00009 under the terms of the GNU General Public License as published by the
00010 Free Software Foundation; either version 3 of the License, or (at your
00011 option) any later version.
00012 
00013 Octave is distributed in the hope that it will be useful, but WITHOUT
00014 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
00015 FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
00016 for more details.
00017 
00018 You should have received a copy of the GNU General Public License
00019 along with Octave; see the file COPYING.  If not, see
00020 <http://www.gnu.org/licenses/>.
00021 
00022 */
00023 
00024 #if !defined (octave_ComplexMatrix_h)
00025 #define octave_ComplexMatrix_h 1
00026 
00027 #include "MArray2.h"
00028 #include "MDiagArray2.h"
00029 #include "MatrixType.h"
00030 
00031 #include "mx-defs.h"
00032 #include "mx-op-decl.h"
00033 #include "oct-cmplx.h"
00034 #include "DET.h"
00035 
00036 class
00037 OCTAVE_API
00038 ComplexMatrix : public MArray2<Complex>
00039 {
00040 public:
00041  
00042   typedef ComplexColumnVector column_vector_type;
00043   typedef ComplexRowVector row_vector_type;
00044 
00045   typedef void (*solve_singularity_handler) (double rcon);
00046 
00047   ComplexMatrix (void) : MArray2<Complex> () { }
00048 
00049   ComplexMatrix (octave_idx_type r, octave_idx_type c) : MArray2<Complex> (r, c) { }
00050 
00051   ComplexMatrix (octave_idx_type r, octave_idx_type c, const Complex& val)
00052     : MArray2<Complex> (r, c, val) { }
00053 
00054   ComplexMatrix (const dim_vector& dv) : MArray2<Complex> (dv) { }
00055 
00056   ComplexMatrix (const dim_vector& dv, const Complex& val) 
00057     : MArray2<Complex> (dv, val) { }
00058 
00059   ComplexMatrix (const ComplexMatrix& a) : MArray2<Complex> (a) { }
00060 
00061   template <class U>
00062   ComplexMatrix (const MArray2<U>& a) : MArray2<Complex> (a) { }
00063 
00064   template <class U>
00065   ComplexMatrix (const Array2<U>& a) : MArray2<Complex> (a) { }
00066 
00067   ComplexMatrix (const Matrix& re, const Matrix& im);
00068 
00069   explicit ComplexMatrix (const Matrix& a);
00070 
00071   explicit ComplexMatrix (const RowVector& rv);
00072 
00073   explicit ComplexMatrix (const ColumnVector& cv);
00074 
00075   explicit ComplexMatrix (const DiagMatrix& a);
00076 
00077   explicit ComplexMatrix (const ComplexRowVector& rv);
00078 
00079   explicit ComplexMatrix (const ComplexColumnVector& cv);
00080 
00081   explicit ComplexMatrix (const ComplexDiagMatrix& a);
00082 
00083   explicit ComplexMatrix (const boolMatrix& a);
00084 
00085   explicit ComplexMatrix (const charMatrix& a);
00086 
00087   ComplexMatrix& operator = (const ComplexMatrix& a)
00088     {
00089       MArray2<Complex>::operator = (a);
00090       return *this;
00091     }
00092 
00093   bool operator == (const ComplexMatrix& a) const;
00094   bool operator != (const ComplexMatrix& a) const;
00095 
00096   bool is_hermitian (void) const;
00097 
00098   // destructive insert/delete/reorder operations
00099 
00100   ComplexMatrix& insert (const Matrix& a, octave_idx_type r, octave_idx_type c);
00101   ComplexMatrix& insert (const RowVector& a, octave_idx_type r, octave_idx_type c);
00102   ComplexMatrix& insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c);
00103   ComplexMatrix& insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c);
00104 
00105   ComplexMatrix& insert (const ComplexMatrix& a, octave_idx_type r, octave_idx_type c);
00106   ComplexMatrix& insert (const ComplexRowVector& a, octave_idx_type r, octave_idx_type c);
00107   ComplexMatrix& insert (const ComplexColumnVector& a, octave_idx_type r, octave_idx_type c);
00108   ComplexMatrix& insert (const ComplexDiagMatrix& a, octave_idx_type r, octave_idx_type c);
00109 
00110   ComplexMatrix& fill (double val);
00111   ComplexMatrix& fill (const Complex& val);
00112   ComplexMatrix& fill (double val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2);
00113   ComplexMatrix& fill (const Complex& val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2);
00114 
00115   ComplexMatrix append (const Matrix& a) const;
00116   ComplexMatrix append (const RowVector& a) const;
00117   ComplexMatrix append (const ColumnVector& a) const;
00118   ComplexMatrix append (const DiagMatrix& a) const;
00119 
00120   ComplexMatrix append (const ComplexMatrix& a) const;
00121   ComplexMatrix append (const ComplexRowVector& a) const;
00122   ComplexMatrix append (const ComplexColumnVector& a) const;
00123   ComplexMatrix append (const ComplexDiagMatrix& a) const;
00124 
00125   ComplexMatrix stack (const Matrix& a) const;
00126   ComplexMatrix stack (const RowVector& a) const;
00127   ComplexMatrix stack (const ColumnVector& a) const;
00128   ComplexMatrix stack (const DiagMatrix& a) const;
00129 
00130   ComplexMatrix stack (const ComplexMatrix& a) const;
00131   ComplexMatrix stack (const ComplexRowVector& a) const;
00132   ComplexMatrix stack (const ComplexColumnVector& a) const;
00133   ComplexMatrix stack (const ComplexDiagMatrix& a) const;
00134 
00135   ComplexMatrix hermitian (void) const
00136     { return MArray2<Complex>::hermitian (std::conj); }
00137   ComplexMatrix transpose (void) const
00138     { return MArray2<Complex>::transpose (); }
00139 
00140   friend OCTAVE_API ComplexMatrix conj (const ComplexMatrix& a);
00141 
00142   // resize is the destructive equivalent for this one
00143 
00144   ComplexMatrix extract (octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) const;
00145 
00146   ComplexMatrix extract_n (octave_idx_type r1, octave_idx_type c1, octave_idx_type nr, octave_idx_type nc) const;
00147 
00148   // extract row or column i.
00149 
00150   ComplexRowVector row (octave_idx_type i) const;
00151 
00152   ComplexColumnVector column (octave_idx_type i) const;
00153 
00154 private:
00155   ComplexMatrix tinverse (MatrixType &mattype, octave_idx_type& info,
00156                           double& rcon, int force, int calc_cond) const;
00157 
00158   ComplexMatrix finverse (MatrixType &mattype, octave_idx_type& info,
00159                           double& rcon, int force, int calc_cond) const;
00160 
00161 public:
00162   ComplexMatrix inverse (void) const;
00163   ComplexMatrix inverse (octave_idx_type& info) const;
00164   ComplexMatrix inverse (octave_idx_type& info, double& rcon, int force = 0, 
00165                          int calc_cond = 1) const;
00166 
00167   ComplexMatrix inverse (MatrixType &mattype) const;
00168   ComplexMatrix inverse (MatrixType &mattype, octave_idx_type& info) const;
00169   ComplexMatrix inverse (MatrixType &mattype, octave_idx_type& info,
00170                          double& rcon, int force = 0, 
00171                          int calc_cond = 1) const;
00172 
00173   ComplexMatrix pseudo_inverse (double tol = 0.0) const;
00174 
00175   ComplexMatrix fourier (void) const;
00176   ComplexMatrix ifourier (void) const;
00177 
00178   ComplexMatrix fourier2d (void) const;
00179   ComplexMatrix ifourier2d (void) const;
00180 
00181   ComplexDET determinant (void) const;
00182   ComplexDET determinant (octave_idx_type& info) const;
00183   ComplexDET determinant (octave_idx_type& info, double& rcon, int calc_cond = 1) const;
00184   ComplexDET determinant (MatrixType &mattype, octave_idx_type& info, 
00185                           double& rcon, int calc_cond = 1) const;
00186 
00187   double rcond (void) const;
00188   double rcond (MatrixType &mattype) const;
00189 
00190 private:
00191   // Upper triangular matrix solvers
00192   ComplexMatrix utsolve (MatrixType &typ, const ComplexMatrix& b,
00193                   octave_idx_type& info, double& rcon, 
00194                   solve_singularity_handler sing_handler,
00195                   bool calc_cond = false, 
00196                   blas_trans_type transt = blas_no_trans) const;
00197 
00198   // Lower triangular matrix solvers
00199   ComplexMatrix ltsolve (MatrixType &typ, const ComplexMatrix& b,
00200                   octave_idx_type& info, double& rcon, 
00201                   solve_singularity_handler sing_handler,
00202                   bool calc_cond = false, blas_trans_type transt = blas_no_trans) const;
00203 
00204   // Full matrix solvers (umfpack/cholesky)
00205   ComplexMatrix fsolve (MatrixType &typ, const ComplexMatrix& b,
00206                  octave_idx_type& info, double& rcon, 
00207                  solve_singularity_handler sing_handler,
00208                  bool calc_cond = false) const;
00209 
00210 public:
00211   // Generic interface to solver with no probing of type
00212   ComplexMatrix solve (MatrixType &typ, const Matrix& b) const;
00213   ComplexMatrix solve (MatrixType &typ, const Matrix& b, 
00214                        octave_idx_type& info) const;
00215   ComplexMatrix solve (MatrixType &typ, const Matrix& b, 
00216                        octave_idx_type& info, double& rcon) const;
00217   ComplexMatrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
00218                        double& rcon, solve_singularity_handler sing_handler,
00219                        bool singular_fallback = true, 
00220                        blas_trans_type transt = blas_no_trans) const;
00221 
00222   ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const;
00223   ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, 
00224                        octave_idx_type& info) const;
00225   ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, 
00226                        octave_idx_type& info, double& rcon) const;
00227   ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, 
00228                        octave_idx_type& info, double& rcon,
00229                        solve_singularity_handler sing_handler,
00230                        bool singular_fallback = true, 
00231                        blas_trans_type transt = blas_no_trans) const;
00232 
00233   ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b) const;
00234   ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b, 
00235                              octave_idx_type& info) const;
00236   ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b, 
00237                              octave_idx_type& info, double& rcon) const;
00238   ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b, 
00239                              octave_idx_type& info, double& rcon,
00240                              solve_singularity_handler sing_handler, 
00241                              blas_trans_type transt = blas_no_trans) const;
00242 
00243   ComplexColumnVector solve (MatrixType &typ, 
00244                              const ComplexColumnVector& b) const;
00245   ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, 
00246                              octave_idx_type& info) const;
00247   ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, 
00248                              octave_idx_type& info, double& rcon) const;
00249   ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, 
00250                              octave_idx_type& info, double& rcon,
00251                              solve_singularity_handler sing_handler, 
00252                              blas_trans_type transt = blas_no_trans) const;
00253 
00254   // Generic interface to solver with probing of type
00255   ComplexMatrix solve (const Matrix& b) const;
00256   ComplexMatrix solve (const Matrix& b, octave_idx_type& info) const;
00257   ComplexMatrix solve (const Matrix& b, octave_idx_type& info, double& rcon) const;
00258   ComplexMatrix solve (const Matrix& b, octave_idx_type& info, double& rcon,
00259                        solve_singularity_handler sing_handler, 
00260                        blas_trans_type transt = blas_no_trans) const;
00261 
00262   ComplexMatrix solve (const ComplexMatrix& b) const;
00263   ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const;
00264   ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon) const;
00265   ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon,
00266                        solve_singularity_handler sing_handler, 
00267                        blas_trans_type transt = blas_no_trans) const;
00268 
00269   ComplexColumnVector solve (const ColumnVector& b) const;
00270   ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info) const;
00271   ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info,
00272                              double& rcon) const;
00273   ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcon,
00274                              solve_singularity_handler sing_handler, 
00275                              blas_trans_type transt = blas_no_trans) const;
00276 
00277   ComplexColumnVector solve (const ComplexColumnVector& b) const;
00278   ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const;
00279   ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
00280                              double& rcon) const;
00281   ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
00282                              double& rcon, solve_singularity_handler sing_handler, 
00283                              blas_trans_type transt = blas_no_trans) const;
00284 
00285   ComplexMatrix lssolve (const Matrix& b) const;
00286   ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info) const;
00287   ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info, 
00288                          octave_idx_type& rank) const;
00289   ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info, 
00290                          octave_idx_type& rank, double& rcon) const;
00291 
00292   ComplexMatrix lssolve (const ComplexMatrix& b) const;
00293   ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const;
00294   ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
00295                          octave_idx_type& rank) const;
00296   ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
00297                          octave_idx_type& rank, double& rcon) const;
00298 
00299   ComplexColumnVector lssolve (const ColumnVector& b) const;
00300   ComplexColumnVector lssolve (const ColumnVector& b,
00301                                octave_idx_type& info) const;
00302   ComplexColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
00303                                octave_idx_type& rank) const;
00304   ComplexColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
00305                                octave_idx_type& rank, double& rcon) const;
00306 
00307   ComplexColumnVector lssolve (const ComplexColumnVector& b) const;
00308   ComplexColumnVector lssolve (const ComplexColumnVector& b,
00309                                octave_idx_type& info) const;
00310   ComplexColumnVector lssolve (const ComplexColumnVector& b,
00311                                octave_idx_type& info,
00312                                octave_idx_type& rank) const;
00313   ComplexColumnVector lssolve (const ComplexColumnVector& b,
00314                                octave_idx_type& info,
00315                                octave_idx_type& rank, double& rcon) const;
00316 
00317   // matrix by diagonal matrix -> matrix operations
00318 
00319   ComplexMatrix& operator += (const DiagMatrix& a);
00320   ComplexMatrix& operator -= (const DiagMatrix& a);
00321 
00322   ComplexMatrix& operator += (const ComplexDiagMatrix& a);
00323   ComplexMatrix& operator -= (const ComplexDiagMatrix& a);
00324 
00325   // matrix by matrix -> matrix operations
00326 
00327   ComplexMatrix& operator += (const Matrix& a);
00328   ComplexMatrix& operator -= (const Matrix& a);
00329 
00330   // unary operations
00331 
00332   boolMatrix operator ! (void) const;
00333 
00334   // other operations
00335 
00336   typedef double (*dmapper) (const Complex&);
00337   typedef Complex (*cmapper) (const Complex&);
00338   typedef bool (*bmapper) (const Complex&);
00339 
00340   Matrix map (dmapper fcn) const;
00341   ComplexMatrix map (cmapper fcn) const;
00342   boolMatrix map (bmapper fcn) const;
00343 
00344   bool any_element_is_nan (void) const;
00345   bool any_element_is_inf_or_nan (void) const;
00346   bool all_elements_are_real (void) const;
00347   bool all_integers (double& max_val, double& min_val) const;
00348   bool too_large_for_float (void) const;
00349 
00350   boolMatrix all (int dim = -1) const;
00351   boolMatrix any (int dim = -1) const;
00352 
00353   ComplexMatrix cumprod (int dim = -1) const;
00354   ComplexMatrix cumsum (int dim = -1) const;
00355   ComplexMatrix prod (int dim = -1) const;
00356   ComplexMatrix sum (int dim = -1) const;
00357   ComplexMatrix sumsq (int dim = -1) const;
00358   Matrix abs (void) const;
00359 
00360   ComplexMatrix diag (octave_idx_type k = 0) const;
00361 
00362   bool row_is_real_only (octave_idx_type) const;
00363   bool column_is_real_only (octave_idx_type) const;
00364 
00365   ComplexColumnVector row_min (void) const;
00366   ComplexColumnVector row_max (void) const;
00367 
00368   ComplexColumnVector row_min (Array<octave_idx_type>& index) const; 
00369   ComplexColumnVector row_max (Array<octave_idx_type>& index) const;
00370 
00371   ComplexRowVector column_min (void) const;
00372   ComplexRowVector column_max (void) const;
00373 
00374   ComplexRowVector column_min (Array<octave_idx_type>& index) const;
00375   ComplexRowVector column_max (Array<octave_idx_type>& index) const;
00376 
00377   // i/o
00378 
00379   friend OCTAVE_API std::ostream& operator << (std::ostream& os, const ComplexMatrix& a);
00380   friend OCTAVE_API std::istream& operator >> (std::istream& is, ComplexMatrix& a);
00381 
00382   static Complex resize_fill_value (void) { return Complex (0.0, 0.0); }
00383 
00384 private:
00385 
00386   ComplexMatrix (Complex *d, octave_idx_type r, octave_idx_type c) : MArray2<Complex> (d, r, c) { }
00387 };
00388 
00389 extern OCTAVE_API ComplexMatrix conj (const ComplexMatrix& a);
00390 
00391 // column vector by row vector -> matrix operations
00392 
00393 extern OCTAVE_API ComplexMatrix
00394 operator * (const ColumnVector& a, const ComplexRowVector& b);
00395 
00396 extern OCTAVE_API ComplexMatrix
00397 operator * (const ComplexColumnVector& a, const RowVector& b);
00398 
00399 extern OCTAVE_API ComplexMatrix
00400 operator * (const ComplexColumnVector& a, const ComplexRowVector& b);
00401 
00402 extern OCTAVE_API ComplexMatrix
00403 Givens (const Complex&, const Complex&);
00404 
00405 extern OCTAVE_API ComplexMatrix
00406 Sylvester (const ComplexMatrix&, const ComplexMatrix&, const ComplexMatrix&);
00407 
00408 extern OCTAVE_API ComplexMatrix 
00409 xgemm (const ComplexMatrix& a, const ComplexMatrix& b,
00410        blas_trans_type transa = blas_no_trans, 
00411        blas_trans_type transb = blas_no_trans);
00412 
00413 extern OCTAVE_API ComplexMatrix operator * (const Matrix&,        const ComplexMatrix&);
00414 extern OCTAVE_API ComplexMatrix operator * (const ComplexMatrix&, const Matrix&);
00415 extern OCTAVE_API ComplexMatrix operator * (const ComplexMatrix&, const ComplexMatrix&);
00416 
00417 extern OCTAVE_API ComplexMatrix min (const Complex& c, const ComplexMatrix& m);
00418 extern OCTAVE_API ComplexMatrix min (const ComplexMatrix& m, const Complex& c);
00419 extern OCTAVE_API ComplexMatrix min (const ComplexMatrix& a, const ComplexMatrix& b);
00420 
00421 extern OCTAVE_API ComplexMatrix max (const Complex& c, const ComplexMatrix& m);
00422 extern OCTAVE_API ComplexMatrix max (const ComplexMatrix& m, const Complex& c);
00423 extern OCTAVE_API ComplexMatrix max (const ComplexMatrix& a, const ComplexMatrix& b);
00424 
00425 extern OCTAVE_API ComplexMatrix linspace (const ComplexColumnVector& x1, 
00426                                           const ComplexColumnVector& x2, 
00427                                           octave_idx_type n);
00428 
00429 
00430 MS_CMP_OP_DECLS (ComplexMatrix, Complex, OCTAVE_API)
00431 MS_BOOL_OP_DECLS (ComplexMatrix, Complex, OCTAVE_API)
00432 
00433 SM_CMP_OP_DECLS (Complex, ComplexMatrix, OCTAVE_API)
00434 SM_BOOL_OP_DECLS (Complex, ComplexMatrix, OCTAVE_API)
00435 
00436 MM_CMP_OP_DECLS (ComplexMatrix, ComplexMatrix, OCTAVE_API)
00437 MM_BOOL_OP_DECLS (ComplexMatrix, ComplexMatrix, OCTAVE_API)
00438 
00439 MARRAY_FORWARD_DEFS (MArray2, ComplexMatrix, Complex)
00440 
00441 #endif
00442 
00443 /*
00444 ;;; Local Variables: ***
00445 ;;; mode: C++ ***
00446 ;;; End: ***
00447 */
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CMatrix.h
