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dSparse.h
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1 /*
2 
3 Copyright (C) 2004-2013 David Bateman
4 Copyright (C) 1998-2004 Andy Adler
5 
6 This file is part of Octave.
7 
8 Octave is free software; you can redistribute it and/or modify it
9 under the terms of the GNU General Public License as published by the
10 Free Software Foundation; either version 3 of the License, or (at your
11 option) any later version.
12 
13 Octave is distributed in the hope that it will be useful, but WITHOUT
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
16 for more details.
17 
18 You should have received a copy of the GNU General Public License
19 along with Octave; see the file COPYING. If not, see
20 <http://www.gnu.org/licenses/>.
21 
22 */
23 
24 #if !defined (octave_dSparse_h)
25 #define octave_dSparse_h 1
26 
27 #include "dMatrix.h"
28 #include "dNDArray.h"
29 #include "CMatrix.h"
30 #include "dColVector.h"
31 #include "CColVector.h"
32 
33 #include "DET.h"
34 #include "MSparse.h"
35 #include "MSparse-defs.h"
36 #include "Sparse-op-defs.h"
37 #include "MatrixType.h"
38 
39 class PermMatrix;
40 class DiagMatrix;
41 class SparseComplexMatrix;
42 class SparseBoolMatrix;
43 
44 class
45 OCTAVE_API
46 SparseMatrix : public MSparse<double>
47 {
48 public:
49 
50  typedef void (*solve_singularity_handler) (double rcond);
51 
52  SparseMatrix (void) : MSparse<double> () { }
53 
54  SparseMatrix (octave_idx_type r, octave_idx_type c)
55  : MSparse<double> (r, c) { }
56 
57  SparseMatrix (const dim_vector& dv, octave_idx_type nz = 0) :
58  MSparse<double> (dv, nz) { }
59 
60  explicit SparseMatrix (octave_idx_type r, octave_idx_type c, double val)
61  : MSparse<double> (r, c, val) { }
62 
63  SparseMatrix (const SparseMatrix& a) : MSparse<double> (a) { }
64 
65  SparseMatrix (const SparseMatrix& a, const dim_vector& dv)
66  : MSparse<double> (a, dv) { }
67 
68  SparseMatrix (const MSparse<double>& a) : MSparse<double> (a) { }
69 
70  SparseMatrix (const Sparse<double>& a) : MSparse<double> (a) { }
71 
72  explicit SparseMatrix (const SparseBoolMatrix& a);
73 
74  explicit SparseMatrix (const Matrix& a) : MSparse<double> (a) { }
75 
76  explicit SparseMatrix (const NDArray& a) : MSparse<double> (a) { }
77 
78  SparseMatrix (const Array<double>& a, const idx_vector& r,
79  const idx_vector& c, octave_idx_type nr = -1,
80  octave_idx_type nc = -1, bool sum_terms = true,
81  octave_idx_type nzm = -1)
82  : MSparse<double> (a, r, c, nr, nc, sum_terms, nzm) { }
83 
84  explicit SparseMatrix (const DiagMatrix& a);
85 
86  explicit SparseMatrix (const PermMatrix& a) : MSparse<double>(a) { }
87 
88  SparseMatrix (octave_idx_type r, octave_idx_type c,
89  octave_idx_type num_nz) : MSparse<double> (r, c, num_nz) { }
90 
91  SparseMatrix& operator = (const SparseMatrix& a)
92  {
93  MSparse<double>::operator = (a);
94  return *this;
95  }
96 
97  bool operator == (const SparseMatrix& a) const;
98  bool operator != (const SparseMatrix& a) const;
99 
100  bool is_symmetric (void) const;
101 
102  SparseMatrix max (int dim = -1) const;
103  SparseMatrix max (Array<octave_idx_type>& index, int dim = -1) const;
104  SparseMatrix min (int dim = -1) const;
105  SparseMatrix min (Array<octave_idx_type>& index, int dim = -1) const;
106 
107  // destructive insert/delete/reorder operations
108 
109  SparseMatrix& insert (const SparseMatrix& a, octave_idx_type r,
110  octave_idx_type c);
111 
112  SparseMatrix& insert (const SparseMatrix& a,
113  const Array<octave_idx_type>& indx);
114 
115  SparseMatrix concat (const SparseMatrix& rb,
116  const Array<octave_idx_type>& ra_idx);
117  SparseComplexMatrix concat (const SparseComplexMatrix& rb,
118  const Array<octave_idx_type>& ra_idx);
119 
120  friend OCTAVE_API SparseMatrix real (const SparseComplexMatrix& a);
121  friend OCTAVE_API SparseMatrix imag (const SparseComplexMatrix& a);
122 
123  friend OCTAVE_API SparseMatrix atan2 (const double& x, const SparseMatrix& y);
124  friend OCTAVE_API SparseMatrix atan2 (const SparseMatrix& x, const double& y);
125  friend OCTAVE_API SparseMatrix atan2 (const SparseMatrix& x,
126  const SparseMatrix& y);
127 
128  SparseMatrix transpose (void) const
129  {
130  return MSparse<double>::transpose ();
131  }
132  SparseMatrix hermitian (void) const { return transpose (); }
133 
134  // extract row or column i.
135 
136  RowVector row (octave_idx_type i) const;
137 
138  ColumnVector column (octave_idx_type i) const;
139 
140 private:
141  SparseMatrix dinverse (MatrixType &mattyp, octave_idx_type& info,
142  double& rcond, const bool force = false,
143  const bool calccond = true) const;
144 
145  SparseMatrix tinverse (MatrixType &mattyp, octave_idx_type& info,
146  double& rcond, const bool force = false,
147  const bool calccond = true) const;
148 
149 public:
150  SparseMatrix inverse (void) const;
151  SparseMatrix inverse (MatrixType& mattype) const;
152  SparseMatrix inverse (MatrixType& mattype, octave_idx_type& info) const;
153  SparseMatrix inverse (MatrixType& mattype, octave_idx_type& info,
154  double& rcond, int force = 0, int calc_cond = 1) const;
155 
156  DET determinant (void) const;
157  DET determinant (octave_idx_type& info) const;
158  DET determinant (octave_idx_type& info, double& rcond,
159  int calc_cond = 1) const;
160 
161 private:
162  // Diagonal matrix solvers
163  Matrix dsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
164  double& rcond, solve_singularity_handler sing_handler,
165  bool calc_cond = false) const;
166 
167  ComplexMatrix dsolve (MatrixType &typ, const ComplexMatrix& b,
168  octave_idx_type& info, double& rcond,
169  solve_singularity_handler sing_handler,
170  bool calc_cond = false) const;
171 
172  SparseMatrix dsolve (MatrixType &typ, const SparseMatrix& b,
173  octave_idx_type& info, double& rcond,
174  solve_singularity_handler sing_handler,
175  bool calc_cond = false) const;
176 
177  SparseComplexMatrix dsolve (MatrixType &typ, const SparseComplexMatrix& b,
178  octave_idx_type& info, double& rcond,
179  solve_singularity_handler sing_handler,
180  bool calc_cond = false) const;
181 
182  // Upper triangular matrix solvers
183  Matrix utsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
184  double& rcond, solve_singularity_handler sing_handler,
185  bool calc_cond = false) const;
186 
187  ComplexMatrix utsolve (MatrixType &typ, const ComplexMatrix& b,
188  octave_idx_type& info, double& rcond,
189  solve_singularity_handler sing_handler,
190  bool calc_cond = false) const;
191 
192  SparseMatrix utsolve (MatrixType &typ, const SparseMatrix& b,
193  octave_idx_type& info, double& rcond,
194  solve_singularity_handler sing_handler,
195  bool calc_cond = false) const;
196 
197  SparseComplexMatrix utsolve (MatrixType &typ, const SparseComplexMatrix& b,
198  octave_idx_type& info, double& rcond,
199  solve_singularity_handler sing_handler,
200  bool calc_cond = false) const;
201 
202  // Lower triangular matrix solvers
203  Matrix ltsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
204  double& rcond, solve_singularity_handler sing_handler,
205  bool calc_cond = false) const;
206 
207  ComplexMatrix ltsolve (MatrixType &typ, const ComplexMatrix& b,
208  octave_idx_type& info, double& rcond,
209  solve_singularity_handler sing_handler,
210  bool calc_cond = false) const;
211 
212  SparseMatrix ltsolve (MatrixType &typ, const SparseMatrix& b,
213  octave_idx_type& info, double& rcond,
214  solve_singularity_handler sing_handler,
215  bool calc_cond = false) const;
216 
217  SparseComplexMatrix ltsolve (MatrixType &typ, const SparseComplexMatrix& b,
218  octave_idx_type& info, double& rcond,
219  solve_singularity_handler sing_handler,
220  bool calc_cond = false) const;
221 
222  // Tridiagonal matrix solvers
223  Matrix trisolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
224  double& rcond, solve_singularity_handler sing_handler,
225  bool calc_cond = false) const;
226 
227  ComplexMatrix trisolve (MatrixType &typ, const ComplexMatrix& b,
228  octave_idx_type& info, double& rcond,
229  solve_singularity_handler sing_handler,
230  bool calc_cond = false) const;
231 
232  SparseMatrix trisolve (MatrixType &typ, const SparseMatrix& b,
233  octave_idx_type& info, double& rcond,
234  solve_singularity_handler sing_handler,
235  bool calc_cond = false) const;
236 
237  SparseComplexMatrix trisolve (MatrixType &typ, const SparseComplexMatrix& b,
238  octave_idx_type& info, double& rcond,
239  solve_singularity_handler sing_handler,
240  bool calc_cond = false) const;
241 
242  // Banded matrix solvers (umfpack/cholesky)
243  Matrix bsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
244  double& rcond, solve_singularity_handler sing_handler,
245  bool calc_cond = false) const;
246 
247  ComplexMatrix bsolve (MatrixType &typ, const ComplexMatrix& b,
248  octave_idx_type& info, double& rcond,
249  solve_singularity_handler sing_handler,
250  bool calc_cond = false) const;
251 
252  SparseMatrix bsolve (MatrixType &typ, const SparseMatrix& b,
253  octave_idx_type& info, double& rcond,
254  solve_singularity_handler sing_handler,
255  bool calc_cond = false) const;
256 
257  SparseComplexMatrix bsolve (MatrixType &typ, const SparseComplexMatrix& b,
258  octave_idx_type& info, double& rcond,
259  solve_singularity_handler sing_handler,
260  bool calc_cond = false) const;
261 
262  // Full matrix solvers (umfpack/cholesky)
263  void * factorize (octave_idx_type& err, double &rcond, Matrix &Control,
264  Matrix &Info, solve_singularity_handler sing_handler,
265  bool calc_cond = false) const;
266 
267  Matrix fsolve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
268  double& rcond, solve_singularity_handler sing_handler,
269  bool calc_cond = false) const;
270 
271  ComplexMatrix fsolve (MatrixType &typ, const ComplexMatrix& b,
272  octave_idx_type& info, double& rcond,
273  solve_singularity_handler sing_handler,
274  bool calc_cond = false) const;
275 
276  SparseMatrix fsolve (MatrixType &typ, const SparseMatrix& b,
277  octave_idx_type& info, double& rcond,
278  solve_singularity_handler sing_handler,
279  bool calc_cond = false) const;
280 
281  SparseComplexMatrix fsolve (MatrixType &typ, const SparseComplexMatrix& b,
282  octave_idx_type& info, double& rcond,
283  solve_singularity_handler sing_handler,
284  bool calc_cond = false) const;
285 
286 public:
287  // Generic interface to solver with no probing of type
288  Matrix solve (MatrixType &typ, const Matrix& b) const;
289  Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info) const;
290  Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
291  double& rcond) const;
292  Matrix solve (MatrixType &typ, const Matrix& b, octave_idx_type& info,
293  double& rcond, solve_singularity_handler sing_handler,
294  bool singular_fallback = true) const;
295 
296  ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b) const;
297  ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
298  octave_idx_type& info) const;
299  ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
300  octave_idx_type& info, double& rcond) const;
301  ComplexMatrix solve (MatrixType &typ, const ComplexMatrix& b,
302  octave_idx_type& info, double& rcond,
303  solve_singularity_handler sing_handler,
304  bool singular_fallback = true) const;
305 
306  SparseMatrix solve (MatrixType &typ, const SparseMatrix& b) const;
307  SparseMatrix solve (MatrixType &typ, const SparseMatrix& b,
308  octave_idx_type& info) const;
309  SparseMatrix solve (MatrixType &typ, const SparseMatrix& b,
310  octave_idx_type& info, double& rcond) const;
311  SparseMatrix solve (MatrixType &typ, const SparseMatrix& b,
312  octave_idx_type& info, double& rcond,
313  solve_singularity_handler sing_handler,
314  bool singular_fallback = true) const;
315 
316  SparseComplexMatrix solve (MatrixType &typ,
317  const SparseComplexMatrix& b) const;
318  SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b,
319  octave_idx_type& info) const;
320  SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b,
321  octave_idx_type& info, double& rcond) const;
322  SparseComplexMatrix solve (MatrixType &typ, const SparseComplexMatrix& b,
323  octave_idx_type& info, double& rcond,
324  solve_singularity_handler sing_handler,
325  bool singular_fallabck = true) const;
326 
327  ColumnVector solve (MatrixType &typ, const ColumnVector& b) const;
328  ColumnVector solve (MatrixType &typ, const ColumnVector& b,
329  octave_idx_type& info) const;
330  ColumnVector solve (MatrixType &typ, const ColumnVector& b,
331  octave_idx_type& info, double& rcond) const;
332  ColumnVector solve (MatrixType &typ, const ColumnVector& b,
333  octave_idx_type& info, double& rcond,
334  solve_singularity_handler sing_handler) const;
335 
336  ComplexColumnVector solve (MatrixType &typ,
337  const ComplexColumnVector& b) const;
338  ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
339  octave_idx_type& info) const;
340  ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
341  octave_idx_type& info, double& rcond) const;
342  ComplexColumnVector solve (MatrixType &typ, const ComplexColumnVector& b,
343  octave_idx_type& info, double& rcond,
344  solve_singularity_handler sing_handler) const;
345 
346  // Generic interface to solver with probing of type
347  Matrix solve (const Matrix& b) const;
348  Matrix solve (const Matrix& b, octave_idx_type& info) const;
349  Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond) const;
350  Matrix solve (const Matrix& b, octave_idx_type& info, double& rcond,
351  solve_singularity_handler sing_handler) const;
352 
353  ComplexMatrix solve (const ComplexMatrix& b) const;
354  ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info) const;
355  ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info,
356  double& rcond) const;
357  ComplexMatrix solve (const ComplexMatrix& b, octave_idx_type& info,
358  double& rcond,
359  solve_singularity_handler sing_handler) const;
360 
361  SparseMatrix solve (const SparseMatrix& b) const;
362  SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info) const;
363  SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info,
364  double& rcond) const;
365  SparseMatrix solve (const SparseMatrix& b, octave_idx_type& info,
366  double& rcond,
367  solve_singularity_handler sing_handler) const;
368 
369  SparseComplexMatrix solve (const SparseComplexMatrix& b) const;
370  SparseComplexMatrix solve (const SparseComplexMatrix& b,
371  octave_idx_type& info) const;
372  SparseComplexMatrix solve (const SparseComplexMatrix& b,
373  octave_idx_type& info, double& rcond) const;
374  SparseComplexMatrix solve (const SparseComplexMatrix& b,
375  octave_idx_type& info, double& rcond,
376  solve_singularity_handler sing_handler) const;
377 
378  ColumnVector solve (const ColumnVector& b) const;
379  ColumnVector solve (const ColumnVector& b, octave_idx_type& info) const;
380  ColumnVector solve (const ColumnVector& b, octave_idx_type& info,
381  double& rcond) const;
382  ColumnVector solve (const ColumnVector& b, octave_idx_type& info,
383  double& rcond,
384  solve_singularity_handler sing_handler) const;
385 
386  ComplexColumnVector solve (const ComplexColumnVector& b) const;
387  ComplexColumnVector solve (const ComplexColumnVector& b,
388  octave_idx_type& info) const;
389  ComplexColumnVector solve (const ComplexColumnVector& b,
390  octave_idx_type& info, double& rcond) const;
391  ComplexColumnVector solve (const ComplexColumnVector& b,
392  octave_idx_type& info, double& rcond,
393  solve_singularity_handler sing_handler) const;
394 
395  // other operations
396 
397  bool any_element_is_negative (bool = false) const;
398  bool any_element_is_nan (void) const;
399  bool any_element_is_inf_or_nan (void) const;
400  bool any_element_not_one_or_zero (void) const;
401  bool all_elements_are_zero (void) const;
402  bool all_elements_are_int_or_inf_or_nan (void) const;
403  bool all_integers (double& max_val, double& min_val) const;
404  bool too_large_for_float (void) const;
405 
406  SparseBoolMatrix operator ! (void) const;
407 
408  SparseBoolMatrix all (int dim = -1) const;
409  SparseBoolMatrix any (int dim = -1) const;
410 
411  SparseMatrix cumprod (int dim = -1) const;
412  SparseMatrix cumsum (int dim = -1) const;
413  SparseMatrix prod (int dim = -1) const;
414  SparseMatrix sum (int dim = -1) const;
415  SparseMatrix sumsq (int dim = -1) const;
416  SparseMatrix abs (void) const;
417 
418  SparseMatrix diag (octave_idx_type k = 0) const;
419 
420  Matrix matrix_value (void) const;
421 
422  SparseMatrix squeeze (void) const;
423 
424  SparseMatrix reshape (const dim_vector& new_dims) const;
425 
426  SparseMatrix permute (const Array<octave_idx_type>& vec,
427  bool inv = false) const;
428 
429  SparseMatrix ipermute (const Array<octave_idx_type>& vec) const;
430 
431  // i/o
432 
433  friend OCTAVE_API std::ostream& operator << (std::ostream& os,
434  const SparseMatrix& a);
435  friend OCTAVE_API std::istream& operator >> (std::istream& is,
436  SparseMatrix& a);
437 
438 };
439 
440 // Publish externally used friend functions.
441 
442 extern OCTAVE_API SparseMatrix real (const SparseComplexMatrix& a);
443 extern OCTAVE_API SparseMatrix imag (const SparseComplexMatrix& a);
444 
445 // Other operators.
446 
447 extern OCTAVE_API SparseMatrix operator * (const SparseMatrix& a,
448  const SparseMatrix& b);
449 extern OCTAVE_API Matrix operator * (const Matrix& a,
450  const SparseMatrix& b);
451 extern OCTAVE_API Matrix mul_trans (const Matrix& a,
452  const SparseMatrix& b);
453 extern OCTAVE_API Matrix operator * (const SparseMatrix& a,
454  const Matrix& b);
455 extern OCTAVE_API Matrix trans_mul (const SparseMatrix& a,
456  const Matrix& b);
457 
458 extern OCTAVE_API SparseMatrix operator * (const DiagMatrix&,
459  const SparseMatrix&);
460 extern OCTAVE_API SparseMatrix operator * (const SparseMatrix&,
461  const DiagMatrix&);
462 
463 extern OCTAVE_API SparseMatrix operator + (const DiagMatrix&,
464  const SparseMatrix&);
465 extern OCTAVE_API SparseMatrix operator + (const SparseMatrix&,
466  const DiagMatrix&);
467 extern OCTAVE_API SparseMatrix operator - (const DiagMatrix&,
468  const SparseMatrix&);
469 extern OCTAVE_API SparseMatrix operator - (const SparseMatrix&,
470  const DiagMatrix&);
471 
472 extern OCTAVE_API SparseMatrix operator * (const PermMatrix&,
473  const SparseMatrix&);
474 extern OCTAVE_API SparseMatrix operator * (const SparseMatrix&,
475  const PermMatrix&);
476 
477 extern OCTAVE_API SparseMatrix min (double d, const SparseMatrix& m);
478 extern OCTAVE_API SparseMatrix min (const SparseMatrix& m, double d);
479 extern OCTAVE_API SparseMatrix min (const SparseMatrix& a,
480  const SparseMatrix& b);
481 
482 extern OCTAVE_API SparseMatrix max (double d, const SparseMatrix& m);
483 extern OCTAVE_API SparseMatrix max (const SparseMatrix& m, double d);
484 extern OCTAVE_API SparseMatrix max (const SparseMatrix& a,
485  const SparseMatrix& b);
486 
487 SPARSE_SMS_CMP_OP_DECLS (SparseMatrix, double, OCTAVE_API)
488 SPARSE_SMS_BOOL_OP_DECLS (SparseMatrix, double, OCTAVE_API)
489 
490 SPARSE_SSM_CMP_OP_DECLS (double, SparseMatrix, OCTAVE_API)
491 SPARSE_SSM_BOOL_OP_DECLS (double, SparseMatrix, OCTAVE_API)
492 
493 SPARSE_SMSM_CMP_OP_DECLS (SparseMatrix, SparseMatrix, OCTAVE_API)
494 SPARSE_SMSM_BOOL_OP_DECLS (SparseMatrix, SparseMatrix, OCTAVE_API)
495 
496 SPARSE_FORWARD_DEFS (MSparse, SparseMatrix, Matrix, double)
497 
498 #ifdef USE_64_BIT_IDX_T
499 #define UMFPACK_DNAME(name) umfpack_dl_ ## name
500 #else
501 #define UMFPACK_DNAME(name) umfpack_di_ ## name
502 #endif
503 
504 #endif
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