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 
00036 #include <math/scmat/abstract.h>
00037 
00038 namespace sc {
00039 
00040 class SCVectordouble;
00041 class SCMatrixdouble;
00042 class SymmSCMatrixdouble;
00043 class DiagSCMatrixdouble;
00044 
00045 class SCMatrixBlockIter;
00046 class SCMatrixRectBlock;
00047 class SCMatrixLTriBlock;
00048 class SCMatrixDiagBlock;
00049 class SCVectorSimpleBlock;
00050 
00051 class RefSCMatrix;
00052 class RefSymmSCMatrix;
00055 class RefSCVector: public Ref<SCVector> {
00056     // standard overrides
00057   public:
00060     RefSCVector();
00062     RefSCVector(const RefSCVector& v);
00064     RefSCVector(SCVector *v);
00065     // don't allow automatic conversion from any reference to a
00066     // described class
00067     ~RefSCVector();
00069     RefSCVector& operator=(SCVector* v);
00071     RefSCVector& operator=(const RefSCVector& v);
00072 
00073     // vector specific members
00074   public:
00077     RefSCVector(const RefSCDimension& dim,const Ref<SCMatrixKit>&);
00078 
00080     SCVectordouble operator()(int) const;
00082     SCVectordouble operator[](int) const;
00084     RefSCVector operator+(const RefSCVector&a) const;
00086     RefSCVector operator-(const RefSCVector&a) const;
00088     RefSCVector operator*(double) const;
00090     RefSCMatrix outer_product(const RefSCVector& v) const;
00092     RefSymmSCMatrix symmetric_outer_product() const;
00093 
00094     void set_element(int i,double val) const;
00095     void accumulate_element(int i,double val) const;
00096     double get_element(int) const;
00097     int n() const;
00098     RefSCDimension dim() const;
00099     Ref<SCMatrixKit> kit() const;
00100     RefSCVector clone() const;
00101     RefSCVector copy() const;
00102     double maxabs() const;
00103     double scalar_product(const RefSCVector&) const;
00104     double dot(const RefSCVector&) const;
00105     void normalize() const;
00106     void randomize() const;
00107     void assign(const RefSCVector& v) const;
00108     void assign(double val) const;
00109     void assign(const double* v) const;
00110     void convert(double*) const;
00111     void scale(double val) const;
00112     void accumulate(const RefSCVector& v) const;
00113     void accumulate_product(const RefSymmSCMatrix&, const RefSCVector&);
00114     void accumulate_product(const RefSCMatrix&, const RefSCVector&);
00115     void element_op(const Ref<SCElementOp>& op) const;
00116     void element_op(const Ref<SCElementOp2>&,
00117                     const RefSCVector&) const;
00118     void element_op(const Ref<SCElementOp3>&,
00119                     const RefSCVector&,
00120                     const RefSCVector&) const;
00121     void print(std::ostream&out) const;
00122     void print(const char*title=0,
00123                std::ostream&out=ExEnv::out0(), int precision=10) const;
00124     void save(StateOut&);
00126     void restore(StateIn&);
00127 };
00128 RefSCVector operator*(double,const RefSCVector&);
00129 
00130 class RefSymmSCMatrix;
00131 class RefDiagSCMatrix;
00135 class RefSCMatrix: public Ref<SCMatrix> {
00136     // standard overrides
00137   public:
00140     RefSCMatrix();
00142     RefSCMatrix(const RefSCMatrix& m);
00144      RefSCMatrix(SCMatrix* m);
00145     ~RefSCMatrix();
00147     RefSCMatrix& operator=(SCMatrix* m);
00149     RefSCMatrix& operator=(const RefSCMatrix& m);
00150 
00151     // matrix specific members
00152   public:
00155     RefSCMatrix(const RefSCDimension& d1,const RefSCDimension& d2,
00156                 const Ref<SCMatrixKit>&);
00157 
00159     RefSCVector operator*(const RefSCVector&) const;
00160 
00162     RefSCMatrix operator*(const RefSCMatrix&) const;
00163     RefSCMatrix operator*(const RefSymmSCMatrix&) const;
00164     RefSCMatrix operator*(const RefDiagSCMatrix&) const;
00165 
00167     RefSCMatrix operator*(double) const;
00168 
00170     RefSCMatrix operator+(const RefSCMatrix&) const;
00172     RefSCMatrix operator-(const RefSCMatrix&) const;
00173 
00175     RefSCMatrix t() const;
00177     RefSCMatrix i() const;
00179     RefSCMatrix gi() const;
00180 
00183     RefSCMatrix clone() const;
00184     RefSCMatrix copy() const;
00185 
00186     RefSCMatrix get_subblock(int br, int er, int bc, int ec);
00187     void assign_subblock(const RefSCMatrix&, int br, int er, int bc, int ec,
00188                          int source_br = 0, int source_bc = 0);
00189     void accumulate_subblock(const RefSCMatrix&, int, int, int, int,
00190                              int source_br = 0, int source_bc = 0);
00191     RefSCVector get_row(int) const;
00192     RefSCVector get_column(int) const;
00193     void assign_row(const RefSCVector&, int) const;
00194     void assign_column(const RefSCVector&, int) const;
00195     void accumulate_row(const RefSCVector&, int) const;
00196     void accumulate_column(const RefSCVector&, int) const;
00197 
00198     void accumulate_outer_product(const RefSCVector&,const RefSCVector&) const;
00199     void accumulate_product(const RefSCMatrix&,const RefSCMatrix&) const;
00200     void assign(const RefSCMatrix&) const;
00201     void scale(double) const;
00202     void randomize() const;
00203     void assign(double) const;
00204     void assign(const double*) const;
00205     void assign(const double**) const;
00206     void convert(double*) const;
00207     void convert(double**) const;
00208     void accumulate(const RefSCMatrix&) const;
00209     void accumulate(const RefSymmSCMatrix&) const;
00210     void accumulate(const RefDiagSCMatrix&) const;
00211     void element_op(const Ref<SCElementOp>&) const;
00212     void element_op(const Ref<SCElementOp2>&,
00213                     const RefSCMatrix&) const;
00214     void element_op(const Ref<SCElementOp3>&,
00215                     const RefSCMatrix&,
00216                     const RefSCMatrix&) const;
00217     int nrow() const;
00218     int ncol() const;
00219     RefSCDimension rowdim() const;
00220     RefSCDimension coldim() const;
00221     Ref<SCMatrixKit> kit() const;
00222     void set_element(int,int,double) const;
00223     void accumulate_element(int,int,double) const;
00224     double get_element(int,int) const;
00225     void print(std::ostream&) const;
00226     void print(const char*title=0,
00227                std::ostream&out=ExEnv::out0(), int =10) const;
00228     double trace() const;
00229     void save(StateOut&);
00231     void restore(StateIn&);
00232 
00237     void svd(const RefSCMatrix &U,
00238              const RefDiagSCMatrix &sigma,
00239              const RefSCMatrix &V);
00241     double solve_lin(const RefSCVector& v) const;
00243     double determ() const;
00245     SCMatrixdouble operator()(int i,int j) const;
00246 
00250     int nblock() const;
00254     RefSCMatrix block(int i) const;
00255 };
00257 RefSCMatrix operator*(double,const RefSCMatrix&);
00258 
00261 class RefSymmSCMatrix: public Ref<SymmSCMatrix> {
00262     // standard overrides
00263   public:
00266     RefSymmSCMatrix();
00268     RefSymmSCMatrix(const RefSymmSCMatrix& m);
00270     RefSymmSCMatrix(SymmSCMatrix *m);
00271     ~RefSymmSCMatrix();
00273     RefSymmSCMatrix& operator=(SymmSCMatrix* m);
00275     RefSymmSCMatrix& operator=(const RefSymmSCMatrix& m);
00276 
00277     // matrix specific members
00278   public:
00281     RefSymmSCMatrix(const RefSCDimension& d,const Ref<SCMatrixKit>&);
00283     RefSCMatrix operator*(const RefSCMatrix&) const;
00284     RefSCMatrix operator*(const RefSymmSCMatrix&) const;
00286     RefSCVector operator*(const RefSCVector&a) const;
00287     RefSymmSCMatrix operator*(double) const;
00289     RefSymmSCMatrix operator+(const RefSymmSCMatrix&) const;
00290     RefSymmSCMatrix operator-(const RefSymmSCMatrix&) const;
00292     RefSymmSCMatrix i() const;
00294     RefSymmSCMatrix gi() const;
00297     RefSymmSCMatrix clone() const;
00298     RefSymmSCMatrix copy() const;
00299     void set_element(int,int,double) const;
00300     void accumulate_element(int,int,double) const;
00301     double get_element(int,int) const;
00302 
00303     RefSCMatrix get_subblock(int br, int er, int bc, int ec);
00304     RefSymmSCMatrix get_subblock(int br, int er);
00305     void assign_subblock(const RefSCMatrix&, int br, int er, int bc, int ec);
00306     void assign_subblock(const RefSymmSCMatrix&, int br, int er);
00307     void accumulate_subblock(const RefSCMatrix&, int, int, int, int);
00308     void accumulate_subblock(const RefSymmSCMatrix&, int, int);
00309     RefSCVector get_row(int);
00310     void assign_row(const RefSCVector&, int);
00311     void accumulate_row(const RefSCVector&, int);
00312 
00313     void accumulate_symmetric_outer_product(const RefSCVector&) const;
00314     double scalar_product(const RefSCVector&) const;
00315     void accumulate_symmetric_product(const RefSCMatrix&) const;
00316     void accumulate_symmetric_sum(const RefSCMatrix&) const;
00318     void accumulate_transform(const RefSCMatrix&a,const RefSymmSCMatrix&b,
00319                         SCMatrix::Transform = SCMatrix::NormalTransform) const;
00320     void accumulate_transform(const RefSCMatrix&a,const RefDiagSCMatrix&b,
00321                         SCMatrix::Transform = SCMatrix::NormalTransform) const;
00322     void accumulate_transform(const RefSymmSCMatrix&a,
00323                               const RefSymmSCMatrix&b) const;
00324 
00325     void randomize() const;
00326     void assign(const RefSymmSCMatrix&) const;
00327     void scale(double) const;
00328     void assign(double) const;
00329     void assign(const double*) const;
00330     void assign(const double**) const;
00331     void convert(double*) const;
00332     void convert(double**) const;
00333     void accumulate(const RefSymmSCMatrix&) const;
00334     void element_op(const Ref<SCElementOp>&) const;
00335     void element_op(const Ref<SCElementOp2>&,
00336                     const RefSymmSCMatrix&) const;
00337     void element_op(const Ref<SCElementOp3>&,
00338                     const RefSymmSCMatrix&,
00339                     const RefSymmSCMatrix&) const;
00340     double trace() const;
00341     int n() const;
00342     RefSCDimension dim() const;
00343     Ref<SCMatrixKit> kit() const;
00344     void print(std::ostream&) const;
00345     void print(const char*title=0,
00346                std::ostream&out=ExEnv::out0(), int =10) const;
00347     void save(StateOut&);
00349     void restore(StateIn&);
00350 
00352     double solve_lin(const RefSCVector&) const;
00354     double determ() const;
00356     RefDiagSCMatrix eigvals() const;
00358     RefSCMatrix eigvecs() const;
00362     void diagonalize(const RefDiagSCMatrix& eigvals,
00363                      const RefSCMatrix& eigvecs) const;
00365     SymmSCMatrixdouble operator()(int i,int j) const;
00369     int nblock() const;
00373     RefSymmSCMatrix block(int i) const;
00374 };
00376 RefSymmSCMatrix operator*(double,const RefSymmSCMatrix&);
00377 
00380 class RefDiagSCMatrix: public Ref<DiagSCMatrix> {
00381     // standard overrides
00382   public:
00385     RefDiagSCMatrix();
00387     RefDiagSCMatrix(const RefDiagSCMatrix& m);
00389     RefDiagSCMatrix(DiagSCMatrix *m);
00390     ~RefDiagSCMatrix();
00392     RefDiagSCMatrix& operator=(DiagSCMatrix* m);
00394     RefDiagSCMatrix& operator=(const RefDiagSCMatrix & m);
00395 
00396     // matrix specific members
00397   public:
00400     RefDiagSCMatrix(const RefSCDimension&,const Ref<SCMatrixKit>&);
00402     RefSCMatrix operator*(const RefSCMatrix&) const;
00403     RefDiagSCMatrix operator*(double) const;
00405     RefDiagSCMatrix operator+(const RefDiagSCMatrix&) const;
00406     RefDiagSCMatrix operator-(const RefDiagSCMatrix&) const;
00408     RefDiagSCMatrix i() const;
00410     RefDiagSCMatrix gi() const;
00413     RefDiagSCMatrix clone() const;
00414     RefDiagSCMatrix copy() const;
00415     void set_element(int,double) const;
00416     void accumulate_element(int,double) const;
00417     double get_element(int) const;
00418     void randomize() const;
00419     void assign(const RefDiagSCMatrix&) const;
00420     void scale(double) const;
00421     void assign(double) const;
00422     void assign(const double*) const;
00423     void convert(double*) const;
00424     void accumulate(const RefDiagSCMatrix&) const;
00425     void element_op(const Ref<SCElementOp>&) const;
00426     void element_op(const Ref<SCElementOp2>&,
00427                     const RefDiagSCMatrix&) const;
00428     void element_op(const Ref<SCElementOp3>&,
00429                     const RefDiagSCMatrix&,
00430                     const RefDiagSCMatrix&) const;
00431     int n() const;
00432     RefSCDimension dim() const;
00433     Ref<SCMatrixKit> kit() const;
00434     double trace() const;
00435     void print(std::ostream&) const;
00436     void print(const char*title=0,
00437                std::ostream&out=ExEnv::out0(), int =10) const;
00438     void save(StateOut&);
00440     void restore(StateIn&);
00442     double determ() const;
00444     DiagSCMatrixdouble operator()(int i) const;
00448     int nblock() const;
00452     RefDiagSCMatrix block(int i) const;
00453 };
00455 RefDiagSCMatrix operator*(double,const RefDiagSCMatrix&);
00456 
00457 class SCVectordouble {
00458    friend class RefSCVector;
00459   private:
00460     RefSCVector vector;
00461     int i;
00462     
00463     SCVectordouble(SCVector*,int);
00464   public:
00465     SCVectordouble(const SCVectordouble&);
00466     ~SCVectordouble();
00467     double operator=(double a);
00468     double operator=(const SCVectordouble&);
00469     operator double();
00470     double val() const;
00471 };
00472 
00473 class SCMatrixdouble {
00474    friend class RefSCMatrix;
00475   private:
00476     RefSCMatrix matrix;
00477     int i;
00478     int j;
00479     
00480     SCMatrixdouble(SCMatrix*,int,int);
00481   public:
00482     SCMatrixdouble(const SCMatrixdouble&);
00483     ~SCMatrixdouble();
00484     double operator=(double a);
00485     double operator=(const SCMatrixdouble&);
00486     operator double();
00487     double val() const;
00488 };
00489 
00490 class SymmSCMatrixdouble {
00491    friend class RefSymmSCMatrix;
00492   private:
00493     RefSymmSCMatrix matrix;
00494     int i;
00495     int j;
00496     
00497     SymmSCMatrixdouble(SymmSCMatrix*,int,int);
00498   public:
00499     SymmSCMatrixdouble(const SCMatrixdouble&);
00500     ~SymmSCMatrixdouble();
00501     double operator=(double a);
00502     double operator=(const SymmSCMatrixdouble&);
00503     operator double();
00504     double val() const;
00505 };
00506 
00507 class DiagSCMatrixdouble {
00508    friend class RefDiagSCMatrix;
00509   private:
00510     RefDiagSCMatrix matrix;
00511     int i;
00512     int j;
00513     
00514     DiagSCMatrixdouble(DiagSCMatrix*,int,int);
00515   public:
00516     DiagSCMatrixdouble(const SCMatrixdouble&);
00517     ~DiagSCMatrixdouble();
00518     double operator=(double a);
00519     double operator=(const DiagSCMatrixdouble&);
00520     operator double();
00521     double val() const;
00522 };
00523 
00524 }
00525 
00526 #ifdef INLINE_FUNCTIONS
00527 #include <math/scmat/matrix_i.h>
00528 #endif
00529 
00530 #endif
00531 
00532 // Local Variables:
00533 // mode: c++
00534 // c-file-style: "CLJ"
00535 // End:

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