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matrix.h

00001 //
00002 // matrix.h
00003 //
00004 // Copyright (C) 1996 Limit Point Systems, Inc.
00005 //
00006 // Author: Curtis Janssen <cljanss@limitpt.com>
00007 // Maintainer: LPS
00008 //
00009 // This file is part of the SC Toolkit.
00010 //
00011 // The SC Toolkit is free software; you can redistribute it and/or modify
00012 // it under the terms of the GNU Library General Public License as published by
00013 // the Free Software Foundation; either version 2, or (at your option)
00014 // any later version.
00015 //
00016 // The SC Toolkit is distributed in the hope that it will be useful,
00017 // but WITHOUT ANY WARRANTY; without even the implied warranty of
00018 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
00019 // GNU Library General Public License for more details.
00020 //
00021 // You should have received a copy of the GNU Library General Public License
00022 // along with the SC Toolkit; see the file COPYING.LIB.  If not, write to
00023 // the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
00024 //
00025 // The U.S. Government is granted a limited license as per AL 91-7.
00026 //
00027 
00028 #ifndef _math_scmat_matrix_h
00029 #define _math_scmat_matrix_h
00030 #ifdef __GNUC__
00031 #pragma interface
00032 #endif
00033 
00034 #include <iostream>
00035 #include <util/container/array.h>
00036 
00037 #include <math/scmat/abstract.h>
00038 
00039 class SCVectordouble;
00040 class SCMatrixdouble;
00041 class SymmSCMatrixdouble;
00042 class DiagSCMatrixdouble;
00043 
00044 class SCMatrixBlockIter;
00045 class SCMatrixRectBlock;
00046 class SCMatrixLTriBlock;
00047 class SCMatrixDiagBlock;
00048 class SCVectorSimpleBlock;
00049 
00050 class RefSCMatrix;
00051 class RefSymmSCMatrix;
00054 class RefSCVector: public Ref<SCVector> {
00055     // standard overrides
00056   public:
00059     RefSCVector();
00061     RefSCVector(const RefSCVector& v);
00063     RefSCVector(SCVector *v);
00064     // don't allow automatic conversion from any reference to a
00065     // described class
00066     ~RefSCVector();
00068     RefSCVector& operator=(SCVector* v);
00070     RefSCVector& operator=(const RefSCVector& v);
00071 
00072     // vector specific members
00073   public:
00076     RefSCVector(const RefSCDimension& dim,const Ref<SCMatrixKit>&);
00077 
00079     SCVectordouble operator()(int) const;
00081     SCVectordouble operator[](int) const;
00083     RefSCVector operator+(const RefSCVector&a) const;
00085     RefSCVector operator-(const RefSCVector&a) const;
00087     RefSCVector operator*(double) const;
00089     RefSCMatrix outer_product(const RefSCVector& v) const;
00091     RefSymmSCMatrix symmetric_outer_product() const;
00092 
00093     void set_element(int i,double val) const;
00094     void accumulate_element(int i,double val) const;
00095     double get_element(int) const;
00096     int n() const;
00097     RefSCDimension dim() const;
00098     Ref<SCMatrixKit> kit() const;
00099     RefSCVector clone() const;
00100     RefSCVector copy() const;
00101     double maxabs() const;
00102     double scalar_product(const RefSCVector&) const;
00103     double dot(const RefSCVector&) const;
00104     void normalize() const;
00105     void randomize() const;
00106     void assign(const RefSCVector& v) const;
00107     void assign(double val) const;
00108     void assign(const double* v) const;
00109     void convert(double*) const;
00110     void scale(double val) const;
00111     void accumulate(const RefSCVector& v) const;
00112     void accumulate_product(const RefSymmSCMatrix&, const RefSCVector&);
00113     void accumulate_product(const RefSCMatrix&, const RefSCVector&);
00114     void element_op(const Ref<SCElementOp>& op) const;
00115     void element_op(const Ref<SCElementOp2>&,
00116                     const RefSCVector&) const;
00117     void element_op(const Ref<SCElementOp3>&,
00118                     const RefSCVector&,
00119                     const RefSCVector&) const;
00120     void print(std::ostream&out) const;
00121     void print(const char*title=0,
00122                std::ostream&out=ExEnv::out(), int precision=10) const;
00123     void save(StateOut&);
00124     void restore(StateIn&);
00125 };
00126 RefSCVector operator*(double,const RefSCVector&);
00127 
00128 class RefSymmSCMatrix;
00129 class RefDiagSCMatrix;
00133 class RefSCMatrix: public Ref<SCMatrix> {
00134     // standard overrides
00135   public:
00138     RefSCMatrix();
00140     RefSCMatrix(const RefSCMatrix& m);
00142      RefSCMatrix(SCMatrix* m);
00143     ~RefSCMatrix();
00145     RefSCMatrix& operator=(SCMatrix* m);
00147     RefSCMatrix& operator=(const RefSCMatrix& m);
00148 
00149     // matrix specific members
00150   public:
00153     RefSCMatrix(const RefSCDimension& d1,const RefSCDimension& d2,
00154                 const Ref<SCMatrixKit>&);
00155 
00157     RefSCVector operator*(const RefSCVector&) const;
00158 
00160     RefSCMatrix operator*(const RefSCMatrix&) const;
00161     RefSCMatrix operator*(const RefSymmSCMatrix&) const;
00162     RefSCMatrix operator*(const RefDiagSCMatrix&) const;
00163 
00165     RefSCMatrix operator*(double) const;
00166 
00168     RefSCMatrix operator+(const RefSCMatrix&) const;
00170     RefSCMatrix operator-(const RefSCMatrix&) const;
00171 
00173     RefSCMatrix t() const;
00175     RefSCMatrix i() const;
00177     RefSCMatrix gi() const;
00178 
00181     RefSCMatrix clone() const;
00182     RefSCMatrix copy() const;
00183 
00184     RefSCMatrix get_subblock(int br, int er, int bc, int ec);
00185     void assign_subblock(const RefSCMatrix&, int br, int er, int bc, int ec,
00186                          int source_br = 0, int source_bc = 0);
00187     void accumulate_subblock(const RefSCMatrix&, int, int, int, int,
00188                              int source_br = 0, int source_bc = 0);
00189     RefSCVector get_row(int) const;
00190     RefSCVector get_column(int) const;
00191     void assign_row(const RefSCVector&, int) const;
00192     void assign_column(const RefSCVector&, int) const;
00193     void accumulate_row(const RefSCVector&, int) const;
00194     void accumulate_column(const RefSCVector&, int) const;
00195 
00196     void accumulate_outer_product(const RefSCVector&,const RefSCVector&) const;
00197     void accumulate_product(const RefSCMatrix&,const RefSCMatrix&) const;
00198     void assign(const RefSCMatrix&) const;
00199     void scale(double) const;
00200     void randomize() const;
00201     void assign(double) const;
00202     void assign(const double*) const;
00203     void assign(const double**) const;
00204     void convert(double*) const;
00205     void convert(double**) const;
00206     void accumulate(const RefSCMatrix&) const;
00207     void accumulate(const RefSymmSCMatrix&) const;
00208     void accumulate(const RefDiagSCMatrix&) const;
00209     void element_op(const Ref<SCElementOp>&) const;
00210     void element_op(const Ref<SCElementOp2>&,
00211                     const RefSCMatrix&) const;
00212     void element_op(const Ref<SCElementOp3>&,
00213                     const RefSCMatrix&,
00214                     const RefSCMatrix&) const;
00215     int nrow() const;
00216     int ncol() const;
00217     RefSCDimension rowdim() const;
00218     RefSCDimension coldim() const;
00219     Ref<SCMatrixKit> kit() const;
00220     void set_element(int,int,double) const;
00221     void accumulate_element(int,int,double) const;
00222     double get_element(int,int) const;
00223     void print(std::ostream&) const;
00224     void print(const char*title=0,
00225                std::ostream&out=ExEnv::out(), int =10) const;
00226     double trace() const;
00227     void save(StateOut&);
00228     void restore(StateIn&);
00229 
00234     void svd(const RefSCMatrix &U,
00235              const RefDiagSCMatrix &sigma,
00236              const RefSCMatrix &V);
00238     double solve_lin(const RefSCVector& v) const;
00240     double determ() const;
00242     SCMatrixdouble operator()(int i,int j) const;
00243 };
00245 RefSCMatrix operator*(double,const RefSCMatrix&);
00246 
00249 class RefSymmSCMatrix: public Ref<SymmSCMatrix> {
00250     // standard overrides
00251   public:
00254     RefSymmSCMatrix();
00256     RefSymmSCMatrix(const RefSymmSCMatrix& m);
00258     RefSymmSCMatrix(SymmSCMatrix *m);
00259     ~RefSymmSCMatrix();
00261     RefSymmSCMatrix& operator=(SymmSCMatrix* m);
00263     RefSymmSCMatrix& operator=(const RefSymmSCMatrix& m);
00264 
00265     // matrix specific members
00266   public:
00269     RefSymmSCMatrix(const RefSCDimension& d,const Ref<SCMatrixKit>&);
00271     RefSCMatrix operator*(const RefSCMatrix&) const;
00272     RefSCMatrix operator*(const RefSymmSCMatrix&) const;
00274     RefSCVector operator*(const RefSCVector&a) const;
00275     RefSymmSCMatrix operator*(double) const;
00277     RefSymmSCMatrix operator+(const RefSymmSCMatrix&) const;
00278     RefSymmSCMatrix operator-(const RefSymmSCMatrix&) const;
00280     RefSymmSCMatrix i() const;
00282     RefSymmSCMatrix gi() const;
00285     RefSymmSCMatrix clone() const;
00286     RefSymmSCMatrix copy() const;
00287     void set_element(int,int,double) const;
00288     void accumulate_element(int,int,double) const;
00289     double get_element(int,int) const;
00290 
00291     RefSCMatrix get_subblock(int br, int er, int bc, int ec);
00292     RefSymmSCMatrix get_subblock(int br, int er);
00293     void assign_subblock(const RefSCMatrix&, int br, int er, int bc, int ec);
00294     void assign_subblock(const RefSymmSCMatrix&, int br, int er);
00295     void accumulate_subblock(const RefSCMatrix&, int, int, int, int);
00296     void accumulate_subblock(const RefSymmSCMatrix&, int, int);
00297     RefSCVector get_row(int);
00298     void assign_row(const RefSCVector&, int);
00299     void accumulate_row(const RefSCVector&, int);
00300 
00301     void accumulate_symmetric_outer_product(const RefSCVector&) const;
00302     double scalar_product(const RefSCVector&) const;
00303     void accumulate_symmetric_product(const RefSCMatrix&) const;
00304     void accumulate_symmetric_sum(const RefSCMatrix&) const;
00306     void accumulate_transform(const RefSCMatrix&a,const RefSymmSCMatrix&b,
00307                         SCMatrix::Transform = SCMatrix::NormalTransform) const;
00308     void accumulate_transform(const RefSCMatrix&a,const RefDiagSCMatrix&b,
00309                         SCMatrix::Transform = SCMatrix::NormalTransform) const;
00310     void accumulate_transform(const RefSymmSCMatrix&a,
00311                               const RefSymmSCMatrix&b) const;
00312 
00313     void randomize() const;
00314     void assign(const RefSymmSCMatrix&) const;
00315     void scale(double) const;
00316     void assign(double) const;
00317     void assign(const double*) const;
00318     void assign(const double**) const;
00319     void convert(double*) const;
00320     void convert(double**) const;
00321     void accumulate(const RefSymmSCMatrix&) const;
00322     void element_op(const Ref<SCElementOp>&) const;
00323     void element_op(const Ref<SCElementOp2>&,
00324                     const RefSymmSCMatrix&) const;
00325     void element_op(const Ref<SCElementOp3>&,
00326                     const RefSymmSCMatrix&,
00327                     const RefSymmSCMatrix&) const;
00328     double trace() const;
00329     int n() const;
00330     RefSCDimension dim() const;
00331     Ref<SCMatrixKit> kit() const;
00332     void print(std::ostream&) const;
00333     void print(const char*title=0,
00334                std::ostream&out=ExEnv::out(), int =10) const;
00335     void save(StateOut&);
00336     void restore(StateIn&);
00337 
00339     double solve_lin(const RefSCVector&) const;
00341     double determ() const;
00343     RefDiagSCMatrix eigvals() const;
00345     RefSCMatrix eigvecs() const;
00348     void diagonalize(const RefDiagSCMatrix& eigvals,
00349                      const RefSCMatrix& eigvecs) const;
00351     SymmSCMatrixdouble operator()(int i,int j) const;
00352 };
00354 RefSymmSCMatrix operator*(double,const RefSymmSCMatrix&);
00355 
00358 class RefDiagSCMatrix: public Ref<DiagSCMatrix> {
00359     // standard overrides
00360   public:
00363     RefDiagSCMatrix();
00365     RefDiagSCMatrix(const RefDiagSCMatrix& m);
00367     RefDiagSCMatrix(DiagSCMatrix *m);
00368     ~RefDiagSCMatrix();
00370     RefDiagSCMatrix& operator=(DiagSCMatrix* m);
00372     RefDiagSCMatrix& operator=(const RefDiagSCMatrix & m);
00373 
00374     // matrix specific members
00375   public:
00378     RefDiagSCMatrix(const RefSCDimension&,const Ref<SCMatrixKit>&);
00380     RefSCMatrix operator*(const RefSCMatrix&) const;
00381     RefDiagSCMatrix operator*(double) const;
00383     RefDiagSCMatrix operator+(const RefDiagSCMatrix&) const;
00384     RefDiagSCMatrix operator-(const RefDiagSCMatrix&) const;
00386     RefDiagSCMatrix i() const;
00388     RefDiagSCMatrix gi() const;
00391     RefDiagSCMatrix clone() const;
00392     RefDiagSCMatrix copy() const;
00393     void set_element(int,double) const;
00394     void accumulate_element(int,double) const;
00395     double get_element(int) const;
00396     void randomize() const;
00397     void assign(const RefDiagSCMatrix&) const;
00398     void scale(double) const;
00399     void assign(double) const;
00400     void assign(const double*) const;
00401     void convert(double*) const;
00402     void accumulate(const RefDiagSCMatrix&) const;
00403     void element_op(const Ref<SCElementOp>&) const;
00404     void element_op(const Ref<SCElementOp2>&,
00405                     const RefDiagSCMatrix&) const;
00406     void element_op(const Ref<SCElementOp3>&,
00407                     const RefDiagSCMatrix&,
00408                     const RefDiagSCMatrix&) const;
00409     int n() const;
00410     RefSCDimension dim() const;
00411     Ref<SCMatrixKit> kit() const;
00412     double trace() const;
00413     void print(std::ostream&) const;
00414     void print(const char*title=0,
00415                std::ostream&out=ExEnv::out(), int =10) const;
00416     void save(StateOut&);
00417     void restore(StateIn&);
00419     double determ() const;
00421     DiagSCMatrixdouble operator()(int i) const;
00422 };
00424 RefDiagSCMatrix operator*(double,const RefDiagSCMatrix&);
00425 
00426 class SCVectordouble {
00427    friend class RefSCVector;
00428   private:
00429     RefSCVector vector;
00430     int i;
00431     
00432     SCVectordouble(SCVector*,int);
00433   public:
00434     SCVectordouble(const SCVectordouble&);
00435     ~SCVectordouble();
00436     double operator=(double a);
00437     double operator=(const SCVectordouble&);
00438     operator double();
00439     double val() const;
00440 };
00441 
00442 class SCMatrixdouble {
00443    friend class RefSCMatrix;
00444   private:
00445     RefSCMatrix matrix;
00446     int i;
00447     int j;
00448     
00449     SCMatrixdouble(SCMatrix*,int,int);
00450   public:
00451     SCMatrixdouble(const SCMatrixdouble&);
00452     ~SCMatrixdouble();
00453     double operator=(double a);
00454     double operator=(const SCMatrixdouble&);
00455     operator double();
00456     double val() const;
00457 };
00458 
00459 class SymmSCMatrixdouble {
00460    friend class RefSymmSCMatrix;
00461   private:
00462     RefSymmSCMatrix matrix;
00463     int i;
00464     int j;
00465     
00466     SymmSCMatrixdouble(SymmSCMatrix*,int,int);
00467   public:
00468     SymmSCMatrixdouble(const SCMatrixdouble&);
00469     ~SymmSCMatrixdouble();
00470     double operator=(double a);
00471     double operator=(const SymmSCMatrixdouble&);
00472     operator double();
00473     double val() const;
00474 };
00475 
00476 class DiagSCMatrixdouble {
00477    friend class RefDiagSCMatrix;
00478   private:
00479     RefDiagSCMatrix matrix;
00480     int i;
00481     int j;
00482     
00483     DiagSCMatrixdouble(DiagSCMatrix*,int,int);
00484   public:
00485     DiagSCMatrixdouble(const SCMatrixdouble&);
00486     ~DiagSCMatrixdouble();
00487     double operator=(double a);
00488     double operator=(const DiagSCMatrixdouble&);
00489     operator double();
00490     double val() const;
00491 };
00492 
00493 #ifdef INLINE_FUNCTIONS
00494 #include <math/scmat/matrix_i.h>
00495 #endif
00496 
00497 #endif
00498 
00499 // Local Variables:
00500 // mode: c++
00501 // c-file-style: "CLJ"
00502 // End:
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