/*
Copyright (C) 1994-2015 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 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
.
*/
#if !defined (octave_dMatrix_h)
#define octave_dMatrix_h 1
#include "dNDArray.h"
#include "MArray.h"
#include "MDiagArray2.h"
#include "MatrixType.h"
#include "mx-defs.h"
#include "mx-op-decl.h"
#include "DET.h"
class
OCTAVE_API
Matrix : public NDArray
{
public:
typedef ColumnVector column_vector_type;
typedef RowVector row_vector_type;
typedef void (*solve_singularity_handler) (double rcon);
Matrix (void) : NDArray () { }
Matrix (octave_idx_type r, octave_idx_type c)
: NDArray (dim_vector (r, c)) { }
Matrix (octave_idx_type r, octave_idx_type c, double val)
: NDArray (dim_vector (r, c), val) { }
Matrix (const dim_vector& dv) : NDArray (dv.redim (2)) { }
Matrix (const dim_vector& dv, double val)
: NDArray (dv.redim (2), val) { }
Matrix (const Matrix& a) : NDArray (a) { }
template
Matrix (const MArray& a) : NDArray (a.as_matrix ()) { }
template
Matrix (const Array& a) : NDArray (a.as_matrix ()) { }
explicit Matrix (const RowVector& rv);
explicit Matrix (const ColumnVector& cv);
explicit Matrix (const DiagMatrix& a);
explicit Matrix (const MDiagArray2& a);
explicit Matrix (const DiagArray2& a);
explicit Matrix (const PermMatrix& a);
explicit Matrix (const boolMatrix& a);
explicit Matrix (const charMatrix& a);
bool operator == (const Matrix& a) const;
bool operator != (const Matrix& a) const;
bool is_symmetric (void) const;
// destructive insert/delete/reorder operations
Matrix& insert (const Matrix& a, octave_idx_type r, octave_idx_type c);
Matrix& insert (const RowVector& a, octave_idx_type r, octave_idx_type c);
Matrix& insert (const ColumnVector& a, octave_idx_type r, octave_idx_type c);
Matrix& insert (const DiagMatrix& a, octave_idx_type r, octave_idx_type c);
Matrix& fill (double val);
Matrix& fill (double val, octave_idx_type r1, octave_idx_type c1,
octave_idx_type r2, octave_idx_type c2);
Matrix append (const Matrix& a) const;
Matrix append (const RowVector& a) const;
Matrix append (const ColumnVector& a) const;
Matrix append (const DiagMatrix& a) const;
Matrix stack (const Matrix& a) const;
Matrix stack (const RowVector& a) const;
Matrix stack (const ColumnVector& a) const;
Matrix stack (const DiagMatrix& a) const;
friend OCTAVE_API Matrix real (const ComplexMatrix& a);
friend OCTAVE_API Matrix imag (const ComplexMatrix& a);
friend class ComplexMatrix;
Matrix transpose (void) const { return MArray::transpose (); }
// resize is the destructive equivalent for this one
Matrix extract (octave_idx_type r1, octave_idx_type c1,
octave_idx_type r2, octave_idx_type c2) const;
Matrix extract_n (octave_idx_type r1, octave_idx_type c1,
octave_idx_type nr, octave_idx_type nc) const;
// extract row or column i.
RowVector row (octave_idx_type i) const;
ColumnVector column (octave_idx_type i) const;
void resize (octave_idx_type nr, octave_idx_type nc, double rfv = 0)
{
MArray::resize (dim_vector (nr, nc), rfv);
}
private:
Matrix tinverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
int force, int calc_cond) const;
Matrix finverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
int force, int calc_cond) const;
public:
Matrix inverse (void) const;
Matrix inverse (octave_idx_type& info) const;
Matrix inverse (octave_idx_type& info, double& rcon, int force = 0,
int calc_cond = 1) const;
Matrix inverse (MatrixType &mattype) const;
Matrix inverse (MatrixType &mattype, octave_idx_type& info) const;
Matrix inverse (MatrixType &mattype, octave_idx_type& info, double& rcon,
int force = 0, int calc_cond = 1) const;
Matrix pseudo_inverse (double tol = 0.0) const;
ComplexMatrix fourier (void) const;
ComplexMatrix ifourier (void) const;
ComplexMatrix fourier2d (void) const;
ComplexMatrix ifourier2d (void) const;
DET determinant (void) const;
DET determinant (octave_idx_type& info) const;
DET determinant (octave_idx_type& info, double& rcon,
int calc_cond = 1) const;
DET determinant (MatrixType &mattype, octave_idx_type& info,
double& rcon, int calc_cond = 1) const;
double rcond (void) const;
double rcond (MatrixType &mattype) const;
private:
// Upper triangular matrix solvers
Matrix utsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
double& rcon, solve_singularity_handler sing_handler,
bool calc_cond = false,
blas_trans_type transt = blas_no_trans) const;
// Lower triangular matrix solvers
Matrix ltsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
double& rcon, solve_singularity_handler sing_handler,
bool calc_cond = false,
blas_trans_type transt = blas_no_trans) const;
// Full matrix solvers (lu/cholesky)
Matrix fsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
double& rcon, solve_singularity_handler sing_handler,
bool calc_cond = false) const;
public:
// Generic interface to solver with no probing of type
Matrix solve (MatrixType &typ, const Matrix& b) const;
Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const;
Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
double& rcon) const;
Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
double& rcon, solve_singularity_handler sing_handler,
bool singular_fallback = true,
blas_trans_type transt = blas_no_trans) const;
ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const;
ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
octave_idx_type& info) const;
ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
octave_idx_type& info, double& rcon) const;
ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
octave_idx_type& info, double& rcon,
solve_singularity_handler sing_handler,
bool singular_fallback = true,
blas_trans_type transt = blas_no_trans) const;
ColumnVector solve (MatrixType &typ, const ColumnVector& b) const;
ColumnVector solve (MatrixType &typ, const ColumnVector& b,
octave_idx_type& info) const;
ColumnVector solve (MatrixType &typ, const ColumnVector& b,
octave_idx_type& info, double& rcon) const;
ColumnVector solve (MatrixType &typ, const ColumnVector& b,
octave_idx_type& info, double& rcon,
solve_singularity_handler sing_handler,
blas_trans_type transt = blas_no_trans) const;
ComplexColumnVector solve (MatrixType &typ,
const ComplexColumnVector& b) const;
ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
octave_idx_type& info) const;
ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
octave_idx_type& info, double& rcon) const;
ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
octave_idx_type& info, double& rcon,
solve_singularity_handler sing_handler,
blas_trans_type transt = blas_no_trans) const;
// Generic interface to solver with probing of type
Matrix solve (const Matrix& b) const;
Matrix solve (const Matrix& b, octave_idx_type& info) const;
Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon) const;
Matrix solve (const Matrix& b, octave_idx_type& info, double& rcon,
solve_singularity_handler sing_handler,
blas_trans_type transt = blas_no_trans) const;
ComplexMatrix solve (const ComplexMatrix& b) const;
ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const;
ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info,
double& rcon) const;
ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info,
double& rcon,
solve_singularity_handler sing_handler,
blas_trans_type transt = blas_no_trans) const;
ColumnVector solve (const ColumnVector& b) const;
ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const;
ColumnVector solve (const ColumnVector& b, octave_idx_type& info,
double& rcon) const;
ColumnVector solve (const ColumnVector& b, octave_idx_type& info,
double& rcon,
solve_singularity_handler sing_handler,
blas_trans_type transt = blas_no_trans) const;
ComplexColumnVector solve (const ComplexColumnVector& b) const;
ComplexColumnVector solve (const ComplexColumnVector& b,
octave_idx_type& info) const;
ComplexColumnVector solve (const ComplexColumnVector& b,
octave_idx_type& info, double& rcon) const;
ComplexColumnVector solve (const ComplexColumnVector& b,
octave_idx_type& info, double& rcon,
solve_singularity_handler sing_handler,
blas_trans_type transt = blas_no_trans) const;
// Singular solvers
Matrix lssolve (const Matrix& b) const;
Matrix lssolve (const Matrix& b, octave_idx_type& info) const;
Matrix lssolve (const Matrix& b, octave_idx_type& info,
octave_idx_type& rank) const;
Matrix lssolve (const Matrix& b, octave_idx_type& info,
octave_idx_type& rank, double& rcon) const;
ComplexMatrix lssolve (const ComplexMatrix& b) const;
ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info) const;
ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
octave_idx_type& rank) const;
ComplexMatrix lssolve (const ComplexMatrix& b, octave_idx_type& info,
octave_idx_type& rank, double &rcon) const;
ColumnVector lssolve (const ColumnVector& b) const;
ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info) const;
ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
octave_idx_type& rank) const;
ColumnVector lssolve (const ColumnVector& b, octave_idx_type& info,
octave_idx_type& rank, double& rcon) const;
ComplexColumnVector lssolve (const ComplexColumnVector& b) const;
ComplexColumnVector lssolve (const ComplexColumnVector& b,
octave_idx_type& info) const;
ComplexColumnVector lssolve (const ComplexColumnVector& b,
octave_idx_type& info,
octave_idx_type& rank) const;
ComplexColumnVector lssolve (const ComplexColumnVector& b,
octave_idx_type& info,
octave_idx_type& rank, double& rcon) const;
Matrix& operator += (const DiagMatrix& a);
Matrix& operator -= (const DiagMatrix& a);
// unary operations
// other operations
boolMatrix all (int dim = -1) const;
boolMatrix any (int dim = -1) const;
Matrix cumprod (int dim = -1) const;
Matrix cumsum (int dim = -1) const;
Matrix prod (int dim = -1) const;
Matrix sum (int dim = -1) const;
Matrix sumsq (int dim = -1) const;
Matrix abs (void) const;
Matrix diag (octave_idx_type k = 0) const;
DiagMatrix diag (octave_idx_type m, octave_idx_type n) const;
ColumnVector row_min (void) const;
ColumnVector row_max (void) const;
ColumnVector row_min (Array& index) const;
ColumnVector row_max (Array& index) const;
RowVector column_min (void) const;
RowVector column_max (void) const;
RowVector column_min (Array& index) const;
RowVector column_max (Array& index) const;
// i/o
friend OCTAVE_API std::ostream& operator << (std::ostream& os,
const Matrix& a);
friend OCTAVE_API std::istream& operator >> (std::istream& is, Matrix& a);
};
// Publish externally used friend functions.
extern OCTAVE_API Matrix real (const ComplexMatrix& a);
extern OCTAVE_API Matrix imag (const ComplexMatrix& a);
// column vector by row vector -> matrix operations
extern OCTAVE_API Matrix operator * (const ColumnVector& a,
const RowVector& b);
// Other functions.
extern OCTAVE_API Matrix Givens (double, double);
extern OCTAVE_API Matrix Sylvester (const Matrix&, const Matrix&,
const Matrix&);
extern OCTAVE_API Matrix xgemm (const Matrix& a, const Matrix& b,
blas_trans_type transa = blas_no_trans,
blas_trans_type transb = blas_no_trans);
extern OCTAVE_API Matrix operator * (const Matrix& a, const Matrix& b);
extern OCTAVE_API Matrix min (double d, const Matrix& m);
extern OCTAVE_API Matrix min (const Matrix& m, double d);
extern OCTAVE_API Matrix min (const Matrix& a, const Matrix& b);
extern OCTAVE_API Matrix max (double d, const Matrix& m);
extern OCTAVE_API Matrix max (const Matrix& m, double d);
extern OCTAVE_API Matrix max (const Matrix& a, const Matrix& b);
extern OCTAVE_API Matrix linspace (const ColumnVector& x1,
const ColumnVector& x2,
octave_idx_type n);
MS_CMP_OP_DECLS (Matrix, double, OCTAVE_API)
MS_BOOL_OP_DECLS (Matrix, double, OCTAVE_API)
SM_CMP_OP_DECLS (double, Matrix, OCTAVE_API)
SM_BOOL_OP_DECLS (double, Matrix, OCTAVE_API)
MM_CMP_OP_DECLS (Matrix, Matrix, OCTAVE_API)
MM_BOOL_OP_DECLS (Matrix, Matrix, OCTAVE_API)
MARRAY_FORWARD_DEFS (MArray, Matrix, double)
template
void read_int (std::istream& is, bool swap_bytes, T& val);
#endif