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CMatrix.h
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1 /*
2 
3 Copyright (C) 1994-2013 John W. Eaton
4 
5 This file is part of Octave.
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7 Octave is free software; you can redistribute it and/or modify it
8 under the terms of the GNU General Public License as published by the
9 Free Software Foundation; either version 3 of the License, or (at your
10 option) any later version.
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
15 for more details.
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17 You should have received a copy of the GNU General Public License
18 along with Octave; see the file COPYING. If not, see
19 <http://www.gnu.org/licenses/>.
20 
21 */
22 
23 #if !defined (octave_CMatrix_h)
24 #define octave_CMatrix_h 1
25 
26 #include "MArray.h"
27 #include "MDiagArray2.h"
28 #include "MatrixType.h"
29 
30 #include "mx-defs.h"
31 #include "mx-op-decl.h"
32 #include "oct-cmplx.h"
33 #include "DET.h"
34 
35 class
36 OCTAVE_API
37 ComplexMatrix : public MArray<Complex>
38 {
39 public:
40 
41  typedef ComplexColumnVector column_vector_type;
42  typedef ComplexRowVector row_vector_type;
43 
44  typedef void (*solve_singularity_handler) (double rcon);
45 
46  ComplexMatrix (void) : MArray<Complex> () { }
47 
48  ComplexMatrix (octave_idx_type r, octave_idx_type c)
49  : MArray<Complex> (dim_vector (r, c)) { }
50 
51  ComplexMatrix (octave_idx_type r, octave_idx_type c, const Complex& val)
52  : MArray<Complex> (dim_vector (r, c), val) { }
53 
54  ComplexMatrix (const dim_vector& dv) : MArray<Complex> (dv.redim (2)) { }
55 
56  ComplexMatrix (const dim_vector& dv, const Complex& val)
57  : MArray<Complex> (dv.redim (2), val) { }
58 
59  ComplexMatrix (const ComplexMatrix& a) : MArray<Complex> (a) { }
60 
61  template <class U>
62  ComplexMatrix (const MArray<U>& a) : MArray<Complex> (a.as_matrix ()) { }
63 
64  template <class U>
65  ComplexMatrix (const Array<U>& a) : MArray<Complex> (a.as_matrix ()) { }
66 
67  ComplexMatrix (const Matrix& re, const Matrix& im);
68 
69  explicit ComplexMatrix (const Matrix& a);
70 
71  explicit ComplexMatrix (const RowVector& rv);
72 
73  explicit ComplexMatrix (const ColumnVector& cv);
74 
75  explicit ComplexMatrix (const DiagMatrix& a);
76 
77  explicit ComplexMatrix (const ComplexRowVector& rv);
78 
79  explicit ComplexMatrix (const ComplexColumnVector& cv);
80 
81  explicit ComplexMatrix (const ComplexDiagMatrix& a);
82 
83  explicit ComplexMatrix (const boolMatrix& a);
84 
85  explicit ComplexMatrix (const charMatrix& a);
86 
87  ComplexMatrix& operator = (const ComplexMatrix& a)
88  {
89  MArray<Complex>::operator = (a);
90  return *this;
91  }
92 
93  bool operator == (const ComplexMatrix& a) const;
94  bool operator != (const ComplexMatrix& a) const;
95 
96  bool is_hermitian (void) const;
97 
98  // destructive insert/delete/reorder operations
99 
100  ComplexMatrix& insert (const Matrix& a, octave_idx_type r, octave_idx_type c);
101  ComplexMatrix& insert (const RowVector& a,
102  octave_idx_type r, octave_idx_type c);
103  ComplexMatrix& insert (const ColumnVector& a,
104  octave_idx_type r, octave_idx_type c);
105  ComplexMatrix& insert (const DiagMatrix& a,
106  octave_idx_type r, octave_idx_type c);
107 
108  ComplexMatrix& insert (const ComplexMatrix& a,
109  octave_idx_type r, octave_idx_type c);
110  ComplexMatrix& insert (const ComplexRowVector& a,
111  octave_idx_type r, octave_idx_type c);
112  ComplexMatrix& insert (const ComplexColumnVector& a,
113  octave_idx_type r, octave_idx_type c);
114  ComplexMatrix& insert (const ComplexDiagMatrix& a,
115  octave_idx_type r, octave_idx_type c);
116 
117  ComplexMatrix& fill (double val);
118  ComplexMatrix& fill (const Complex& val);
119  ComplexMatrix& fill (double val,
120  octave_idx_type r1, octave_idx_type c1,
121  octave_idx_type r2, octave_idx_type c2);
122  ComplexMatrix& fill (const Complex& val,
123  octave_idx_type r1, octave_idx_type c1,
124  octave_idx_type r2, octave_idx_type c2);
125 
126  ComplexMatrix append (const Matrix& a) const;
127  ComplexMatrix append (const RowVector& a) const;
128  ComplexMatrix append (const ColumnVector& a) const;
129  ComplexMatrix append (const DiagMatrix& a) const;
130 
131  ComplexMatrix append (const ComplexMatrix& a) const;
132  ComplexMatrix append (const ComplexRowVector& a) const;
133  ComplexMatrix append (const ComplexColumnVector& a) const;
134  ComplexMatrix append (const ComplexDiagMatrix& a) const;
135 
136  ComplexMatrix stack (const Matrix& a) const;
137  ComplexMatrix stack (const RowVector& a) const;
138  ComplexMatrix stack (const ColumnVector& a) const;
139  ComplexMatrix stack (const DiagMatrix& a) const;
140 
141  ComplexMatrix stack (const ComplexMatrix& a) const;
142  ComplexMatrix stack (const ComplexRowVector& a) const;
143  ComplexMatrix stack (const ComplexColumnVector& a) const;
144  ComplexMatrix stack (const ComplexDiagMatrix& a) const;
145 
146  ComplexMatrix hermitian (void) const
147  { return MArray<Complex>::hermitian (std::conj); }
148  ComplexMatrix transpose (void) const
149  { return MArray<Complex>::transpose (); }
150 
151  friend OCTAVE_API ComplexMatrix conj (const ComplexMatrix& a);
152 
153  // resize is the destructive equivalent for this one
154 
155  ComplexMatrix extract (octave_idx_type r1, octave_idx_type c1,
156  octave_idx_type r2, octave_idx_type c2) const;
157 
158  ComplexMatrix extract_n (octave_idx_type r1, octave_idx_type c1,
159  octave_idx_type nr, octave_idx_type nc) const;
160 
161  // extract row or column i.
162 
163  ComplexRowVector row (octave_idx_type i) const;
164 
165  ComplexColumnVector column (octave_idx_type i) const;
166 
167  void resize (octave_idx_type nr, octave_idx_type nc,
168  const Complex& rfv = Complex (0))
169  {
170  MArray<Complex>::resize (dim_vector (nr, nc), rfv);
171  }
172 
173 private:
174  ComplexMatrix tinverse (MatrixType &mattype, octave_idx_type& info,
175  double& rcon, int force, int calc_cond) const;
176 
177  ComplexMatrix finverse (MatrixType &mattype, octave_idx_type& info,
178  double& rcon, int force, int calc_cond) const;
179 
180 public:
181  ComplexMatrix inverse (void) const;
182  ComplexMatrix inverse (octave_idx_type& info) const;
183  ComplexMatrix inverse (octave_idx_type& info, double& rcon, int force = 0,
184  int calc_cond = 1) const;
185 
186  ComplexMatrix inverse (MatrixType &mattype) const;
187  ComplexMatrix inverse (MatrixType &mattype, octave_idx_type& info) const;
188  ComplexMatrix inverse (MatrixType &mattype, octave_idx_type& info,
189  double& rcon, int force = 0,
190  int calc_cond = 1) const;
191 
192  ComplexMatrix pseudo_inverse (double tol = 0.0) const;
193 
194  ComplexMatrix fourier (void) const;
195  ComplexMatrix ifourier (void) const;
196 
197  ComplexMatrix fourier2d (void) const;
198  ComplexMatrix ifourier2d (void) const;
199 
200  ComplexDET determinant (void) const;
201  ComplexDET determinant (octave_idx_type& info) const;
202  ComplexDET determinant (octave_idx_type& info, double& rcon,
203  int calc_cond = 1) const;
204  ComplexDET determinant (MatrixType &mattype, octave_idx_type& info,
205  double& rcon, int calc_cond = 1) const;
206 
207  double rcond (void) const;
208  double rcond (MatrixType &mattype) const;
209 
210 private:
211  // Upper triangular matrix solvers
212  ComplexMatrix utsolve (MatrixType &typ, const ComplexMatrix& b,
213  octave_idx_type& info, double& rcon,
214  solve_singularity_handler sing_handler,
215  bool calc_cond = false,
216  blas_trans_type transt = blas_no_trans) const;
217 
218  // Lower triangular matrix solvers
219  ComplexMatrix ltsolve (MatrixType &typ, const ComplexMatrix& b,
220  octave_idx_type& info, double& rcon,
221  solve_singularity_handler sing_handler,
222  bool calc_cond = false,
223  blas_trans_type transt = blas_no_trans) const;
224 
225  // Full matrix solvers (umfpack/cholesky)
226  ComplexMatrix fsolve (MatrixType &typ, const ComplexMatrix& b,
227  octave_idx_type& info, double& rcon,
228  solve_singularity_handler sing_handler,
229  bool calc_cond = false) const;
230 
231 public:
232  // Generic interface to solver with no probing of type
233  ComplexMatrix solve (MatrixType &typ, const Matrix& b) const;
234  ComplexMatrix solve (MatrixType &typ, const Matrix& b,
235  octave_idx_type& info) const;
236  ComplexMatrix solve (MatrixType &typ, const Matrix& b,
237  octave_idx_type& info, double& rcon) const;
238  ComplexMatrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
239  double& rcon, solve_singularity_handler sing_handler,
240  bool singular_fallback = true,
241  blas_trans_type transt = blas_no_trans) const;
242 
243  ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const;
244  ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
245  octave_idx_type& info) const;
246  ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
247  octave_idx_type& info, double& rcon) const;
248  ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
249  octave_idx_type& info, double& rcon,
250  solve_singularity_handler sing_handler,
251  bool singular_fallback = true,
252  blas_trans_type transt = blas_no_trans) const;
253 
254  ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b) const;
255  ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b,
256  octave_idx_type& info) const;
257  ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b,
258  octave_idx_type& info, double& rcon) const;
259  ComplexColumnVector solve (MatrixType &typ, const ColumnVector& b,
260  octave_idx_type& info, double& rcon,
261  solve_singularity_handler sing_handler,
262  blas_trans_type transt = blas_no_trans) const;
263 
264  ComplexColumnVector solve (MatrixType &typ,
265  const ComplexColumnVector& b) const;
266  ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
267  octave_idx_type& info) const;
268  ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
269  octave_idx_type& info, double& rcon) const;
270  ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
271  octave_idx_type& info, double& rcon,
272  solve_singularity_handler sing_handler,
273  blas_trans_type transt = blas_no_trans) const;
274 
275  // Generic interface to solver with probing of type
276  ComplexMatrix solve (const Matrix& b) const;
277  ComplexMatrix solve (const Matrix& b, octave_idx_type& info) const;
278  ComplexMatrix solve (const Matrix& b, octave_idx_type& info,
279  double& rcon) const;
280  ComplexMatrix solve (const Matrix& b, octave_idx_type& info, double& rcon,
281  solve_singularity_handler sing_handler,
282  blas_trans_type transt = blas_no_trans) const;
283 
284  ComplexMatrix solve (const ComplexMatrix& b) const;
285  ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const;
286  ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info,
287  double& rcon) const;
288  ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info,
289  double& rcon,
290  solve_singularity_handler sing_handler,
291  blas_trans_type transt = blas_no_trans) const;
292 
293  ComplexColumnVector solve (const ColumnVector& b) const;
294  ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info) const;
295  ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info,
296  double& rcon) const;
297  ComplexColumnVector solve (const ColumnVector& b, octave_idx_type& info,
298  double& rcon,
299  solve_singularity_handler sing_handler,
300  blas_trans_type transt = blas_no_trans) const;
301 
302  ComplexColumnVector solve (const ComplexColumnVector& b) const;
303  ComplexColumnVector solve (const ComplexColumnVector& b,
304  octave_idx_type& info) const;
305  ComplexColumnVector solve (const ComplexColumnVector& b,
306  octave_idx_type& info,
307  double& rcon) const;
308  ComplexColumnVector solve (const ComplexColumnVector& b,
309  octave_idx_type& info,
310  double& rcon,
311  solve_singularity_handler sing_handler,
312  blas_trans_type transt = blas_no_trans) const;
313 
314  ComplexMatrix lssolve (const Matrix& b) const;
315  ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info) const;
316  ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info,
317  octave_idx_type& rank) const;
318  ComplexMatrix lssolve (const Matrix& b, octave_idx_type& info,
319  octave_idx_type& rank, double& rcon) const;
320 
321  ComplexMatrix lssolve (const ComplexMatrix& b) const;
322  ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const;
323  ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
324  octave_idx_type& rank) const;
325  ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
326  octave_idx_type& rank, double& rcon) const;
327 
328  ComplexColumnVector lssolve (const ColumnVector& b) const;
329  ComplexColumnVector lssolve (const ColumnVector& b,
330  octave_idx_type& info) const;
331  ComplexColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
332  octave_idx_type& rank) const;
333  ComplexColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
334  octave_idx_type& rank, double& rcon) const;
335 
336  ComplexColumnVector lssolve (const ComplexColumnVector& b) const;
337  ComplexColumnVector lssolve (const ComplexColumnVector& b,
338  octave_idx_type& info) const;
339  ComplexColumnVector lssolve (const ComplexColumnVector& b,
340  octave_idx_type& info,
341  octave_idx_type& rank) const;
342  ComplexColumnVector lssolve (const ComplexColumnVector& b,
343  octave_idx_type& info,
344  octave_idx_type& rank, double& rcon) const;
345 
346  // matrix by diagonal matrix -> matrix operations
347 
348  ComplexMatrix& operator += (const DiagMatrix& a);
349  ComplexMatrix& operator -= (const DiagMatrix& a);
350 
351  ComplexMatrix& operator += (const ComplexDiagMatrix& a);
352  ComplexMatrix& operator -= (const ComplexDiagMatrix& a);
353 
354  // matrix by matrix -> matrix operations
355 
356  ComplexMatrix& operator += (const Matrix& a);
357  ComplexMatrix& operator -= (const Matrix& a);
358 
359  // unary operations
360 
361  boolMatrix operator ! (void) const;
362 
363  // other operations
364 
365  bool any_element_is_nan (void) const;
366  bool any_element_is_inf_or_nan (void) const;
367  bool all_elements_are_real (void) const;
368  bool all_integers (double& max_val, double& min_val) const;
369  bool too_large_for_float (void) const;
370 
371  boolMatrix all (int dim = -1) const;
372  boolMatrix any (int dim = -1) const;
373 
374  ComplexMatrix cumprod (int dim = -1) const;
375  ComplexMatrix cumsum (int dim = -1) const;
376  ComplexMatrix prod (int dim = -1) const;
377  ComplexMatrix sum (int dim = -1) const;
378  ComplexMatrix sumsq (int dim = -1) const;
379  Matrix abs (void) const;
380 
381  ComplexMatrix diag (octave_idx_type k = 0) const;
382 
383  ComplexDiagMatrix diag (octave_idx_type m, octave_idx_type n) const;
384 
385  bool row_is_real_only (octave_idx_type) const;
386  bool column_is_real_only (octave_idx_type) const;
387 
388  ComplexColumnVector row_min (void) const;
389  ComplexColumnVector row_max (void) const;
390 
391  ComplexColumnVector row_min (Array<octave_idx_type>& index) const;
392  ComplexColumnVector row_max (Array<octave_idx_type>& index) const;
393 
394  ComplexRowVector column_min (void) const;
395  ComplexRowVector column_max (void) const;
396 
397  ComplexRowVector column_min (Array<octave_idx_type>& index) const;
398  ComplexRowVector column_max (Array<octave_idx_type>& index) const;
399 
400  // i/o
401 
402  friend OCTAVE_API std::ostream& operator << (std::ostream& os,
403  const ComplexMatrix& a);
404  friend OCTAVE_API std::istream& operator >> (std::istream& is,
405  ComplexMatrix& a);
406 };
407 
408 extern OCTAVE_API ComplexMatrix conj (const ComplexMatrix& a);
409 
410 // column vector by row vector -> matrix operations
411 
412 extern OCTAVE_API ComplexMatrix
413 operator * (const ColumnVector& a, const ComplexRowVector& b);
414 
415 extern OCTAVE_API ComplexMatrix
416 operator * (const ComplexColumnVector& a, const RowVector& b);
417 
418 extern OCTAVE_API ComplexMatrix
419 operator * (const ComplexColumnVector& a, const ComplexRowVector& b);
420 
421 extern OCTAVE_API ComplexMatrix
422 Givens (const Complex&, const Complex&);
423 
424 extern OCTAVE_API ComplexMatrix
425 Sylvester (const ComplexMatrix&, const ComplexMatrix&, const ComplexMatrix&);
426 
427 extern OCTAVE_API ComplexMatrix
428 xgemm (const ComplexMatrix& a, const ComplexMatrix& b,
429  blas_trans_type transa = blas_no_trans,
430  blas_trans_type transb = blas_no_trans);
431 
432 extern OCTAVE_API ComplexMatrix operator * (const Matrix&,
433  const ComplexMatrix&);
434 extern OCTAVE_API ComplexMatrix operator * (const ComplexMatrix&,
435  const Matrix&);
436 extern OCTAVE_API ComplexMatrix operator * (const ComplexMatrix&,
437  const ComplexMatrix&);
438 
439 extern OCTAVE_API ComplexMatrix min (const Complex& c, const ComplexMatrix& m);
440 extern OCTAVE_API ComplexMatrix min (const ComplexMatrix& m, const Complex& c);
441 extern OCTAVE_API ComplexMatrix min (const ComplexMatrix& a,
442  const ComplexMatrix& b);
443 
444 extern OCTAVE_API ComplexMatrix max (const Complex& c, const ComplexMatrix& m);
445 extern OCTAVE_API ComplexMatrix max (const ComplexMatrix& m, const Complex& c);
446 extern OCTAVE_API ComplexMatrix max (const ComplexMatrix& a,
447  const ComplexMatrix& b);
448 
449 extern OCTAVE_API ComplexMatrix linspace (const ComplexColumnVector& x1,
450  const ComplexColumnVector& x2,
451  octave_idx_type n);
452 
453 
454 MS_CMP_OP_DECLS (ComplexMatrix, Complex, OCTAVE_API)
455 MS_BOOL_OP_DECLS (ComplexMatrix, Complex, OCTAVE_API)
456 
457 SM_CMP_OP_DECLS (Complex, ComplexMatrix, OCTAVE_API)
458 SM_BOOL_OP_DECLS (Complex, ComplexMatrix, OCTAVE_API)
459 
460 MM_CMP_OP_DECLS (ComplexMatrix, ComplexMatrix, OCTAVE_API)
461 MM_BOOL_OP_DECLS (ComplexMatrix, ComplexMatrix, OCTAVE_API)
462 
463 MARRAY_FORWARD_DEFS (MArray, ComplexMatrix, Complex)
464 
465 #endif
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