dMatrix.h

Go to the documentation of this file.
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_Matrix_int_h)
00025 #define octave_Matrix_int_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 "DET.h"
00034 
00035 class
00036 OCTAVE_API
00037 Matrix : public MArray2<double>
00038 {
00039 public:
00040 
00041   typedef ColumnVector column_vector_type;
00042   typedef RowVector row_vector_type;
00043 
00044   typedef void (*solve_singularity_handler) (double rcon);
00045 
00046   Matrix (void) : MArray2<double> () { }
00047 
00048   Matrix (octave_idx_type r, octave_idx_type c) : MArray2<double> (r, c) { }
00049 
00050   Matrix (octave_idx_type r, octave_idx_type c, double val) : MArray2<double> (r, c, val) { }
00051 
00052   Matrix (const dim_vector& dv) : MArray2<double> (dv) { }
00053 
00054   Matrix (const dim_vector& dv, double val) : MArray2<double> (dv, val) { }
00055 
00056   Matrix (const Matrix& a) : MArray2<double> (a) { }
00057 
00058   template <class U>
00059   Matrix (const MArray2<U>& a) : MArray2<double> (a) { }
00060 
00061   template <class U>
00062   Matrix (const Array2<U>& a) : MArray2<double> (a) { }
00063 
00064   explicit Matrix (const RowVector& rv);
00065 
00066   explicit Matrix (const ColumnVector& cv);
00067 
00068   explicit Matrix (const DiagMatrix& a);
00069 
00070   explicit Matrix (const PermMatrix& a);
00071 
00072   explicit Matrix (const boolMatrix& a);
00073 
00074   explicit Matrix (const charMatrix& a);
00075 
00076   Matrix& operator = (const Matrix& a)
00077     {
00078       MArray2<double>::operator = (a);
00079       return *this;
00080     }
00081 
00082   bool operator == (const Matrix& a) const;
00083   bool operator != (const Matrix& a) const;
00084 
00085   bool is_symmetric (void) const;
00086 
00087   // destructive insert/delete/reorder operations
00088 
00089   Matrix& insert (const Matrix& a, octave_idx_type r, octave_idx_type c);
00090   Matrix& insert (const RowVector& a, octave_idx_type r, octave_idx_type c);
00091   Matrix& insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c);
00092   Matrix& insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c);
00093 
00094   Matrix& fill (double val);
00095   Matrix& fill (double val, octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2);
00096 
00097   Matrix append (const Matrix& a) const;
00098   Matrix append (const RowVector& a) const;
00099   Matrix append (const ColumnVector& a) const;
00100   Matrix append (const DiagMatrix& a) const;
00101 
00102   Matrix stack (const Matrix& a) const;
00103   Matrix stack (const RowVector& a) const;
00104   Matrix stack (const ColumnVector& a) const;
00105   Matrix stack (const DiagMatrix& a) const;
00106 
00107   friend OCTAVE_API Matrix real (const ComplexMatrix& a);
00108   friend OCTAVE_API Matrix imag (const ComplexMatrix& a);
00109 
00110   friend class ComplexMatrix;
00111 
00112   Matrix transpose (void) const { return MArray2<double>::transpose (); }
00113 
00114   // resize is the destructive equivalent for this one
00115 
00116   Matrix extract (octave_idx_type r1, octave_idx_type c1, octave_idx_type r2, octave_idx_type c2) const;
00117 
00118   Matrix extract_n (octave_idx_type r1, octave_idx_type c1, octave_idx_type nr, octave_idx_type nc) const;
00119 
00120   // extract row or column i.
00121 
00122   RowVector row (octave_idx_type i) const;
00123 
00124   ColumnVector column (octave_idx_type i) const;
00125 
00126 private:
00127   Matrix tinverse (MatrixType &mattype, octave_idx_type& info, double& rcon, 
00128                    int force, int calc_cond) const;
00129 
00130   Matrix finverse (MatrixType &mattype, octave_idx_type& info, double& rcon, 
00131                    int force, int calc_cond) const;
00132 
00133 public:
00134   Matrix inverse (void) const;
00135   Matrix inverse (octave_idx_type& info) const;
00136   Matrix inverse (octave_idx_type& info, double& rcon, int force = 0,
00137                   int calc_cond = 1) const;
00138 
00139   Matrix inverse (MatrixType &mattype) const;
00140   Matrix inverse (MatrixType &mattype, octave_idx_type& info) const;
00141   Matrix inverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
00142                   int force = 0, int calc_cond = 1) const;
00143 
00144   Matrix pseudo_inverse (double tol = 0.0) const;
00145 
00146   ComplexMatrix fourier (void) const;
00147   ComplexMatrix ifourier (void) const;
00148 
00149   ComplexMatrix fourier2d (void) const;
00150   ComplexMatrix ifourier2d (void) const;
00151 
00152   DET determinant (void) const;
00153   DET determinant (octave_idx_type& info) const;
00154   DET determinant (octave_idx_type& info, double& rcon, int calc_cond = 1) const;
00155   DET determinant (MatrixType &mattype, octave_idx_type& info, 
00156                    double& rcon, int calc_cond = 1) const;
00157 
00158   double rcond (void) const;
00159   double rcond (MatrixType &mattype) const;
00160 
00161 private:
00162   // Upper triangular matrix solvers
00163   Matrix utsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
00164                   double& rcon, solve_singularity_handler sing_handler,
00165                   bool calc_cond = false, blas_trans_type transt = blas_no_trans) const;
00166 
00167   // Lower triangular matrix solvers
00168   Matrix ltsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
00169                   double& rcon, solve_singularity_handler sing_handler,
00170                   bool calc_cond = false, blas_trans_type transt = blas_no_trans) const;
00171 
00172   // Full matrix solvers (lu/cholesky)
00173   Matrix fsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
00174                  double& rcon, solve_singularity_handler sing_handler,
00175                  bool calc_cond = false) const;
00176 
00177 public:
00178   // Generic interface to solver with no probing of type
00179   Matrix solve (MatrixType &typ, const Matrix& b) const;
00180   Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const;
00181   Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info, 
00182                 double& rcon) const;
00183   Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
00184                 double& rcon, solve_singularity_handler sing_handler,
00185                 bool singular_fallback = true, blas_trans_type transt = blas_no_trans) const;
00186 
00187   ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const;
00188   ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, 
00189                        octave_idx_type& info) const;
00190   ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, 
00191                        octave_idx_type& info, double& rcon) const;
00192   ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b, 
00193                        octave_idx_type& info, double& rcon,
00194                        solve_singularity_handler sing_handler,
00195                        bool singular_fallback = true, 
00196                        blas_trans_type transt = blas_no_trans) const;
00197 
00198   ColumnVector solve (MatrixType &typ, const ColumnVector& b) const;
00199   ColumnVector solve (MatrixType &typ, const ColumnVector& b, 
00200                       octave_idx_type& info) const;
00201   ColumnVector solve (MatrixType &typ, const ColumnVector& b, 
00202                       octave_idx_type& info, double& rcon) const;
00203   ColumnVector solve (MatrixType &typ, const ColumnVector& b, 
00204                       octave_idx_type& info, double& rcon,
00205                       solve_singularity_handler sing_handler, 
00206                       blas_trans_type transt = blas_no_trans) const;
00207 
00208   ComplexColumnVector solve (MatrixType &typ, 
00209                              const ComplexColumnVector& b) const;
00210   ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, 
00211                              octave_idx_type& info) const;
00212   ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, 
00213                              octave_idx_type& info, double& rcon) const;
00214   ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b, 
00215                              octave_idx_type& info, double& rcon,
00216                              solve_singularity_handler sing_handler, 
00217                              blas_trans_type transt = blas_no_trans) const;
00218 
00219   // Generic interface to solver with probing of type
00220   Matrix solve (const Matrix& b) const;
00221   Matrix solve (const Matrix& b, octave_idx_type& info) const;
00222   Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon) const;
00223   Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon,
00224                 solve_singularity_handler sing_handler, 
00225                 blas_trans_type transt = blas_no_trans) const;
00226 
00227   ComplexMatrix solve (const ComplexMatrix& b) const;
00228   ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const;
00229   ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon) const;
00230   ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info, double& rcon,
00231                        solve_singularity_handler sing_handler, 
00232                        blas_trans_type transt = blas_no_trans) const;
00233 
00234   ColumnVector solve (const ColumnVector& b) const;
00235   ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const;
00236   ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcon) const;
00237   ColumnVector solve (const ColumnVector& b, octave_idx_type& info, double& rcon,
00238                       solve_singularity_handler sing_handler, 
00239                       blas_trans_type transt = blas_no_trans) const;
00240 
00241   ComplexColumnVector solve (const ComplexColumnVector& b) const;
00242   ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info) const;
00243   ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
00244                              double& rcon) const;
00245   ComplexColumnVector solve (const ComplexColumnVector& b, octave_idx_type& info,
00246                              double& rcon, solve_singularity_handler sing_handler, 
00247                              blas_trans_type transt = blas_no_trans) const;
00248 
00249   // Singular solvers
00250   Matrix lssolve (const Matrix& b) const;
00251   Matrix lssolve (const Matrix& b, octave_idx_type& info) const;
00252   Matrix lssolve (const Matrix& b, octave_idx_type& info, 
00253                   octave_idx_type& rank) const;
00254   Matrix lssolve (const Matrix& b, octave_idx_type& info, 
00255                   octave_idx_type& rank, double& rcon) const;
00256 
00257   ComplexMatrix lssolve (const ComplexMatrix& b) const;
00258   ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const;
00259   ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
00260                          octave_idx_type& rank) const;
00261   ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
00262                          octave_idx_type& rank, double &rcon) const;
00263 
00264   ColumnVector lssolve (const ColumnVector& b) const;
00265   ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info) const;
00266   ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
00267                         octave_idx_type& rank) const;
00268   ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
00269                         octave_idx_type& rank, double& rcon) const;
00270 
00271   ComplexColumnVector lssolve (const ComplexColumnVector& b) const;
00272   ComplexColumnVector lssolve (const ComplexColumnVector& b, 
00273                                octave_idx_type& info) const;
00274   ComplexColumnVector lssolve (const ComplexColumnVector& b,
00275                                octave_idx_type& info,
00276                                octave_idx_type& rank) const;
00277   ComplexColumnVector lssolve (const ComplexColumnVector& b, 
00278                                octave_idx_type& info,
00279                                octave_idx_type& rank, double& rcon) const;
00280 
00281   Matrix& operator += (const DiagMatrix& a);
00282   Matrix& operator -= (const DiagMatrix& a);
00283 
00284   // unary operations
00285 
00286   boolMatrix operator ! (void) const;
00287 
00288   // other operations
00289 
00290   typedef double (*dmapper) (double);
00291   typedef Complex (*cmapper) (const Complex&);
00292   typedef bool (*bmapper) (double);
00293 
00294   Matrix map (dmapper fcn) const;
00295   ComplexMatrix map (cmapper fcn) const;
00296   boolMatrix map (bmapper fcn) const;
00297 
00298   bool any_element_is_negative (bool = false) const;
00299   bool any_element_is_nan (void) const;
00300   bool any_element_is_inf_or_nan (void) const;
00301   bool any_element_not_one_or_zero (void) const;
00302   bool all_elements_are_int_or_inf_or_nan (void) const;
00303   bool all_integers (double& max_val, double& min_val) const;
00304   bool too_large_for_float (void) const;
00305  
00306   boolMatrix all (int dim = -1) const;
00307   boolMatrix any (int dim = -1) const;
00308 
00309   Matrix cumprod (int dim = -1) const;
00310   Matrix cumsum (int dim = -1) const;
00311   Matrix prod (int dim = -1) const;
00312   Matrix sum (int dim = -1) const;
00313   Matrix sumsq (int dim = -1) const;
00314   Matrix abs (void) const;
00315 
00316   Matrix diag (octave_idx_type k = 0) const;
00317 
00318   ColumnVector row_min (void) const;
00319   ColumnVector row_max (void) const;
00320 
00321   ColumnVector row_min (Array<octave_idx_type>& index) const;
00322   ColumnVector row_max (Array<octave_idx_type>& index) const;
00323 
00324   RowVector column_min (void) const;
00325   RowVector column_max (void) const;
00326 
00327   RowVector column_min (Array<octave_idx_type>& index) const;
00328   RowVector column_max (Array<octave_idx_type>& index) const;
00329 
00330   // i/o
00331 
00332   friend OCTAVE_API std::ostream& operator << (std::ostream& os, const Matrix& a);
00333   friend OCTAVE_API std::istream& operator >> (std::istream& is, Matrix& a);
00334 
00335   static double resize_fill_value (void) { return 0; }
00336 
00337 private:
00338 
00339   Matrix (double *d, octave_idx_type r, octave_idx_type c) : MArray2<double> (d, r, c) { }
00340 };
00341 
00342 // Publish externally used friend functions.
00343 
00344 extern OCTAVE_API Matrix real (const ComplexMatrix& a);
00345 extern OCTAVE_API Matrix imag (const ComplexMatrix& a);
00346 
00347 // column vector by row vector -> matrix operations
00348 
00349 extern OCTAVE_API Matrix operator * (const ColumnVector& a, const RowVector& b);
00350 
00351 // Other functions.
00352 
00353 extern OCTAVE_API Matrix Givens (double, double);
00354 
00355 extern OCTAVE_API Matrix Sylvester (const Matrix&, const Matrix&, const Matrix&);
00356 
00357 extern OCTAVE_API Matrix xgemm (const Matrix& a, const Matrix& b,
00358                                 blas_trans_type transa = blas_no_trans, 
00359                                 blas_trans_type transb = blas_no_trans);
00360 
00361 extern OCTAVE_API Matrix operator * (const Matrix& a, const Matrix& b);
00362 
00363 extern OCTAVE_API Matrix min (double d, const Matrix& m);
00364 extern OCTAVE_API Matrix min (const Matrix& m, double d);
00365 extern OCTAVE_API Matrix min (const Matrix& a, const Matrix& b);
00366 
00367 extern OCTAVE_API Matrix max (double d, const Matrix& m);
00368 extern OCTAVE_API Matrix max (const Matrix& m, double d);
00369 extern OCTAVE_API Matrix max (const Matrix& a, const Matrix& b);
00370 
00371 extern OCTAVE_API Matrix linspace (const ColumnVector& x1, 
00372                                    const ColumnVector& x2, 
00373                                    octave_idx_type n);
00374 
00375 MS_CMP_OP_DECLS (Matrix, double, OCTAVE_API)
00376 MS_BOOL_OP_DECLS (Matrix, double, OCTAVE_API)
00377 
00378 SM_CMP_OP_DECLS (double, Matrix, OCTAVE_API)
00379 SM_BOOL_OP_DECLS (double, Matrix, OCTAVE_API)
00380 
00381 MM_CMP_OP_DECLS (Matrix, Matrix, OCTAVE_API)
00382 MM_BOOL_OP_DECLS (Matrix, Matrix, OCTAVE_API)
00383 
00384 MARRAY_FORWARD_DEFS (MArray2, Matrix, double)
00385 
00386 template <class T>
00387 void read_int (std::istream& is, bool swap_bytes, T& val);
00388 
00389 #endif
00390 
00391 /*
00392 ;;; Local Variables: ***
00393 ;;; mode: C++ ***
00394 ;;; End: ***
00395 */
	Octave-Forge - Extra packages for GNU Octave
	Home · Packages · Developers · Documentation · FAQ · Bugs · Mailing Lists · Links · Code
Navigation

dMatrix.h
