1 | /// \ingroup newmat
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2 | ///@{
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3 |
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4 | /// \file newmat8.cpp
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5 | /// LU transform, scalar functions of matrices.
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6 |
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7 | // Copyright (C) 1991,2,3,4,8: R B Davies
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8 |
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9 | #define WANT_MATH
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10 |
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11 | #include "include.h"
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12 |
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13 | #include "newmat.h"
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14 | #include "newmatrc.h"
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15 | #include "precisio.h"
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16 |
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17 | #ifdef use_namespace
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18 | namespace NEWMAT {
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19 | #endif
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20 |
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21 |
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22 | #ifdef DO_REPORT
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23 | #define REPORT { static ExeCounter ExeCount(__LINE__,8); ++ExeCount; }
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24 | #else
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25 | #define REPORT {}
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26 | #endif
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27 |
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28 |
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29 | /************************** LU transformation ****************************/
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30 |
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31 | void CroutMatrix::ludcmp()
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32 | // LU decomposition from Golub & Van Loan, algorithm 3.4.1, (the "outer
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33 | // product" version).
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34 | // This replaces the code derived from Numerical Recipes in C in previous
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35 | // versions of newmat and being row oriented runs much faster with large
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36 | // matrices.
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37 | {
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38 | REPORT
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39 | Tracer tr( "Crout(ludcmp)" ); sing = false;
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40 | Real* akk = store; // runs down diagonal
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41 |
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42 | Real big = fabs(*akk); int mu = 0; Real* ai = akk; int k;
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43 |
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44 | for (k = 1; k < nrows_val; k++)
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45 | {
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46 | ai += nrows_val; const Real trybig = fabs(*ai);
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47 | if (big < trybig) { big = trybig; mu = k; }
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48 | }
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49 |
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50 |
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51 | if (nrows_val) for (k = 0;;)
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52 | {
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53 | /*
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54 | int mu1;
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55 | {
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56 | Real big = fabs(*akk); mu1 = k; Real* ai = akk; int i;
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57 |
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58 | for (i = k+1; i < nrows_val; i++)
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59 | {
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60 | ai += nrows_val; const Real trybig = fabs(*ai);
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61 | if (big < trybig) { big = trybig; mu1 = i; }
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62 | }
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63 | }
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64 | if (mu1 != mu) cout << k << " " << mu << " " << mu1 << endl;
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65 | */
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66 |
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67 | indx[k] = mu;
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68 |
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69 | if (mu != k) //row swap
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70 | {
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71 | Real* a1 = store + nrows_val * k;
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72 | Real* a2 = store + nrows_val * mu; d = !d;
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73 | int j = nrows_val;
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74 | while (j--) { const Real temp = *a1; *a1++ = *a2; *a2++ = temp; }
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75 | }
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76 |
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77 | Real diag = *akk; big = 0; mu = k + 1;
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78 | if (diag != 0)
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79 | {
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80 | ai = akk; int i = nrows_val - k - 1;
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81 | while (i--)
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82 | {
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83 | ai += nrows_val; Real* al = ai;
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84 | Real mult = *al / diag; *al = mult;
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85 | int l = nrows_val - k - 1; Real* aj = akk;
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86 | // work out the next pivot as part of this loop
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87 | // this saves a column operation
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88 | if (l-- != 0)
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89 | {
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90 | *(++al) -= (mult * *(++aj));
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91 | const Real trybig = fabs(*al);
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92 | if (big < trybig) { big = trybig; mu = nrows_val - i - 1; }
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93 | while (l--) *(++al) -= (mult * *(++aj));
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94 | }
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95 | }
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96 | }
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97 | else sing = true;
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98 | if (++k == nrows_val) break; // so next line won't overflow
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99 | akk += nrows_val + 1;
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100 | }
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101 | }
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102 |
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103 | void CroutMatrix::lubksb(Real* B, int mini)
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104 | {
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105 | REPORT
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106 | // this has been adapted from Numerical Recipes in C. The code has been
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107 | // substantially streamlined, so I do not think much of the original
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108 | // copyright remains. However there is not much opportunity for
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109 | // variation in the code, so it is still similar to the NR code.
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110 | // I follow the NR code in skipping over initial zeros in the B vector.
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111 |
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112 | Tracer tr("Crout(lubksb)");
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113 | if (sing) Throw(SingularException(*this));
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114 | int i, j, ii = nrows_val; // ii initialised : B might be all zeros
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115 |
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116 |
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117 | // scan for first non-zero in B
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118 | for (i = 0; i < nrows_val; i++)
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119 | {
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120 | int ip = indx[i]; Real temp = B[ip]; B[ip] = B[i]; B[i] = temp;
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121 | if (temp != 0.0) { ii = i; break; }
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122 | }
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123 |
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124 | Real* bi; Real* ai;
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125 | i = ii + 1;
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126 |
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127 | if (i < nrows_val)
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128 | {
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129 | bi = B + ii; ai = store + ii + i * nrows_val;
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130 | for (;;)
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131 | {
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132 | int ip = indx[i]; Real sum = B[ip]; B[ip] = B[i];
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133 | Real* aij = ai; Real* bj = bi; j = i - ii;
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134 | while (j--) sum -= *aij++ * *bj++;
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135 | B[i] = sum;
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136 | if (++i == nrows_val) break;
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137 | ai += nrows_val;
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138 | }
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139 | }
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140 |
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141 | ai = store + nrows_val * nrows_val;
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142 |
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143 | for (i = nrows_val - 1; i >= mini; i--)
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144 | {
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145 | Real* bj = B+i; ai -= nrows_val; Real* ajx = ai+i;
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146 | Real sum = *bj; Real diag = *ajx;
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147 | j = nrows_val - i; while(--j) sum -= *(++ajx) * *(++bj);
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148 | B[i] = sum / diag;
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149 | }
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150 | }
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151 |
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152 | /****************************** scalar functions ****************************/
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153 |
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154 | inline Real square(Real x) { return x*x; }
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155 |
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156 | Real GeneralMatrix::sum_square() const
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157 | {
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158 | REPORT
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159 | Real sum = 0.0; int i = storage; Real* s = store;
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160 | while (i--) sum += square(*s++);
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161 | ((GeneralMatrix&)*this).tDelete(); return sum;
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162 | }
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163 |
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164 | Real GeneralMatrix::sum_absolute_value() const
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165 | {
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166 | REPORT
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167 | Real sum = 0.0; int i = storage; Real* s = store;
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168 | while (i--) sum += fabs(*s++);
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169 | ((GeneralMatrix&)*this).tDelete(); return sum;
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170 | }
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171 |
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172 | Real GeneralMatrix::sum() const
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173 | {
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174 | REPORT
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175 | Real sm = 0.0; int i = storage; Real* s = store;
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176 | while (i--) sm += *s++;
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177 | ((GeneralMatrix&)*this).tDelete(); return sm;
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178 | }
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179 |
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180 | // maxima and minima
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181 |
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182 | // There are three sets of routines
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183 | // maximum_absolute_value, minimum_absolute_value, maximum, minimum
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184 | // ... these find just the maxima and minima
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185 | // maximum_absolute_value1, minimum_absolute_value1, maximum1, minimum1
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186 | // ... these find the maxima and minima and their locations in a
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187 | // one dimensional object
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188 | // maximum_absolute_value2, minimum_absolute_value2, maximum2, minimum2
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189 | // ... these find the maxima and minima and their locations in a
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190 | // two dimensional object
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191 |
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192 | // If the matrix has no values throw an exception
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193 |
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194 | // If we do not want the location find the maximum or minimum on the
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195 | // array stored by GeneralMatrix
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196 | // This won't work for BandMatrices. We call ClearCorner for
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197 | // maximum_absolute_value but for the others use the absolute_minimum_value2
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198 | // version and discard the location.
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199 |
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200 | // For one dimensional objects, when we want the location of the
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201 | // maximum or minimum, work with the array stored by GeneralMatrix
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202 |
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203 | // For two dimensional objects where we want the location of the maximum or
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204 | // minimum proceed as follows:
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205 |
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206 | // For rectangular matrices use the array stored by GeneralMatrix and
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207 | // deduce the location from the location in the GeneralMatrix
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208 |
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209 | // For other two dimensional matrices use the Matrix Row routine to find the
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210 | // maximum or minimum for each row.
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211 |
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212 | static void NullMatrixError(const GeneralMatrix* gm)
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213 | {
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214 | ((GeneralMatrix&)*gm).tDelete();
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215 | Throw(ProgramException("Maximum or minimum of null matrix"));
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216 | }
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217 |
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218 | Real GeneralMatrix::maximum_absolute_value() const
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219 | {
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220 | REPORT
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221 | if (storage == 0) NullMatrixError(this);
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222 | Real maxval = 0.0; int l = storage; Real* s = store;
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223 | while (l--) { Real a = fabs(*s++); if (maxval < a) maxval = a; }
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224 | ((GeneralMatrix&)*this).tDelete(); return maxval;
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225 | }
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226 |
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227 | Real GeneralMatrix::maximum_absolute_value1(int& i) const
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228 | {
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229 | REPORT
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230 | if (storage == 0) NullMatrixError(this);
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231 | Real maxval = 0.0; int l = storage; Real* s = store; int li = storage;
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232 | while (l--)
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233 | { Real a = fabs(*s++); if (maxval <= a) { maxval = a; li = l; } }
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234 | i = storage - li;
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235 | ((GeneralMatrix&)*this).tDelete(); return maxval;
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236 | }
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237 |
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238 | Real GeneralMatrix::minimum_absolute_value() const
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239 | {
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240 | REPORT
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241 | if (storage == 0) NullMatrixError(this);
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242 | int l = storage - 1; Real* s = store; Real minval = fabs(*s++);
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243 | while (l--) { Real a = fabs(*s++); if (minval > a) minval = a; }
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244 | ((GeneralMatrix&)*this).tDelete(); return minval;
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245 | }
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246 |
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247 | Real GeneralMatrix::minimum_absolute_value1(int& i) const
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248 | {
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249 | REPORT
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250 | if (storage == 0) NullMatrixError(this);
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251 | int l = storage - 1; Real* s = store; Real minval = fabs(*s++); int li = l;
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252 | while (l--)
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253 | { Real a = fabs(*s++); if (minval >= a) { minval = a; li = l; } }
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254 | i = storage - li;
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255 | ((GeneralMatrix&)*this).tDelete(); return minval;
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256 | }
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257 |
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258 | Real GeneralMatrix::maximum() const
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259 | {
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260 | REPORT
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261 | if (storage == 0) NullMatrixError(this);
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262 | int l = storage - 1; Real* s = store; Real maxval = *s++;
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263 | while (l--) { Real a = *s++; if (maxval < a) maxval = a; }
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264 | ((GeneralMatrix&)*this).tDelete(); return maxval;
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265 | }
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266 |
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267 | Real GeneralMatrix::maximum1(int& i) const
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268 | {
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269 | REPORT
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270 | if (storage == 0) NullMatrixError(this);
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271 | int l = storage - 1; Real* s = store; Real maxval = *s++; int li = l;
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272 | while (l--) { Real a = *s++; if (maxval <= a) { maxval = a; li = l; } }
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273 | i = storage - li;
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274 | ((GeneralMatrix&)*this).tDelete(); return maxval;
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275 | }
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276 |
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277 | Real GeneralMatrix::minimum() const
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278 | {
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279 | REPORT
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280 | if (storage == 0) NullMatrixError(this);
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281 | int l = storage - 1; Real* s = store; Real minval = *s++;
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282 | while (l--) { Real a = *s++; if (minval > a) minval = a; }
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283 | ((GeneralMatrix&)*this).tDelete(); return minval;
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284 | }
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285 |
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286 | Real GeneralMatrix::minimum1(int& i) const
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287 | {
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288 | REPORT
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289 | if (storage == 0) NullMatrixError(this);
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290 | int l = storage - 1; Real* s = store; Real minval = *s++; int li = l;
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291 | while (l--) { Real a = *s++; if (minval >= a) { minval = a; li = l; } }
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292 | i = storage - li;
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293 | ((GeneralMatrix&)*this).tDelete(); return minval;
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294 | }
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295 |
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296 | Real GeneralMatrix::maximum_absolute_value2(int& i, int& j) const
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297 | {
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298 | REPORT
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299 | if (storage == 0) NullMatrixError(this);
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300 | Real maxval = 0.0; int nr = Nrows();
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301 | MatrixRow mr((GeneralMatrix*)this, LoadOnEntry+DirectPart);
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302 | for (int r = 1; r <= nr; r++)
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303 | {
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304 | int c; maxval = mr.MaximumAbsoluteValue1(maxval, c);
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305 | if (c > 0) { i = r; j = c; }
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306 | mr.Next();
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307 | }
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308 | ((GeneralMatrix&)*this).tDelete(); return maxval;
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309 | }
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310 |
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311 | Real GeneralMatrix::minimum_absolute_value2(int& i, int& j) const
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312 | {
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313 | REPORT
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314 | if (storage == 0) NullMatrixError(this);
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315 | Real minval = FloatingPointPrecision::Maximum(); int nr = Nrows();
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316 | MatrixRow mr((GeneralMatrix*)this, LoadOnEntry+DirectPart);
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317 | for (int r = 1; r <= nr; r++)
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318 | {
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319 | int c; minval = mr.MinimumAbsoluteValue1(minval, c);
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320 | if (c > 0) { i = r; j = c; }
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321 | mr.Next();
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322 | }
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323 | ((GeneralMatrix&)*this).tDelete(); return minval;
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324 | }
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325 |
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326 | Real GeneralMatrix::maximum2(int& i, int& j) const
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327 | {
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328 | REPORT
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329 | if (storage == 0) NullMatrixError(this);
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330 | Real maxval = -FloatingPointPrecision::Maximum(); int nr = Nrows();
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331 | MatrixRow mr((GeneralMatrix*)this, LoadOnEntry+DirectPart);
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332 | for (int r = 1; r <= nr; r++)
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333 | {
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334 | int c; maxval = mr.Maximum1(maxval, c);
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335 | if (c > 0) { i = r; j = c; }
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336 | mr.Next();
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337 | }
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338 | ((GeneralMatrix&)*this).tDelete(); return maxval;
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339 | }
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340 |
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341 | Real GeneralMatrix::minimum2(int& i, int& j) const
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342 | {
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343 | REPORT
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344 | if (storage == 0) NullMatrixError(this);
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345 | Real minval = FloatingPointPrecision::Maximum(); int nr = Nrows();
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346 | MatrixRow mr((GeneralMatrix*)this, LoadOnEntry+DirectPart);
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347 | for (int r = 1; r <= nr; r++)
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348 | {
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349 | int c; minval = mr.Minimum1(minval, c);
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350 | if (c > 0) { i = r; j = c; }
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351 | mr.Next();
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352 | }
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353 | ((GeneralMatrix&)*this).tDelete(); return minval;
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354 | }
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355 |
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356 | Real Matrix::maximum_absolute_value2(int& i, int& j) const
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357 | {
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358 | REPORT
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359 | int k; Real m = GeneralMatrix::maximum_absolute_value1(k); k--;
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360 | i = k / Ncols(); j = k - i * Ncols(); i++; j++;
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361 | return m;
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362 | }
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363 |
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364 | Real Matrix::minimum_absolute_value2(int& i, int& j) const
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365 | {
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366 | REPORT
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367 | int k; Real m = GeneralMatrix::minimum_absolute_value1(k); k--;
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368 | i = k / Ncols(); j = k - i * Ncols(); i++; j++;
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369 | return m;
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370 | }
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371 |
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372 | Real Matrix::maximum2(int& i, int& j) const
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373 | {
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374 | REPORT
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375 | int k; Real m = GeneralMatrix::maximum1(k); k--;
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376 | i = k / Ncols(); j = k - i * Ncols(); i++; j++;
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377 | return m;
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378 | }
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379 |
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380 | Real Matrix::minimum2(int& i, int& j) const
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381 | {
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382 | REPORT
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383 | int k; Real m = GeneralMatrix::minimum1(k); k--;
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384 | i = k / Ncols(); j = k - i * Ncols(); i++; j++;
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385 | return m;
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386 | }
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387 |
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388 | Real SymmetricMatrix::sum_square() const
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389 | {
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390 | REPORT
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391 | Real sum1 = 0.0; Real sum2 = 0.0; Real* s = store; int nr = nrows_val;
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392 | for (int i = 0; i<nr; i++)
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393 | {
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394 | int j = i;
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395 | while (j--) sum2 += square(*s++);
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396 | sum1 += square(*s++);
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397 | }
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398 | ((GeneralMatrix&)*this).tDelete(); return sum1 + 2.0 * sum2;
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399 | }
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400 |
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401 | Real SymmetricMatrix::sum_absolute_value() const
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402 | {
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403 | REPORT
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404 | Real sum1 = 0.0; Real sum2 = 0.0; Real* s = store; int nr = nrows_val;
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405 | for (int i = 0; i<nr; i++)
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406 | {
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407 | int j = i;
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408 | while (j--) sum2 += fabs(*s++);
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409 | sum1 += fabs(*s++);
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410 | }
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411 | ((GeneralMatrix&)*this).tDelete(); return sum1 + 2.0 * sum2;
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412 | }
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413 |
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414 | Real IdentityMatrix::sum_absolute_value() const
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415 | { REPORT return fabs(trace()); } // no need to do tDelete?
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416 |
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417 | Real SymmetricMatrix::sum() const
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418 | {
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419 | REPORT
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420 | Real sum1 = 0.0; Real sum2 = 0.0; Real* s = store; int nr = nrows_val;
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421 | for (int i = 0; i<nr; i++)
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422 | {
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423 | int j = i;
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424 | while (j--) sum2 += *s++;
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425 | sum1 += *s++;
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426 | }
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427 | ((GeneralMatrix&)*this).tDelete(); return sum1 + 2.0 * sum2;
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428 | }
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429 |
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430 | Real IdentityMatrix::sum_square() const
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431 | {
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432 | Real sum = *store * *store * nrows_val;
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433 | ((GeneralMatrix&)*this).tDelete(); return sum;
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434 | }
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435 |
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436 |
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437 | Real BaseMatrix::sum_square() const
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438 | {
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439 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
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440 | Real s = gm->sum_square(); return s;
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441 | }
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442 |
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443 | Real BaseMatrix::norm_Frobenius() const
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444 | { REPORT return sqrt(sum_square()); }
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445 |
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446 | Real BaseMatrix::sum_absolute_value() const
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---|
447 | {
|
---|
448 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
449 | Real s = gm->sum_absolute_value(); return s;
|
---|
450 | }
|
---|
451 |
|
---|
452 | Real BaseMatrix::sum() const
|
---|
453 | {
|
---|
454 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
455 | Real s = gm->sum(); return s;
|
---|
456 | }
|
---|
457 |
|
---|
458 | Real BaseMatrix::maximum_absolute_value() const
|
---|
459 | {
|
---|
460 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
461 | Real s = gm->maximum_absolute_value(); return s;
|
---|
462 | }
|
---|
463 |
|
---|
464 | Real BaseMatrix::maximum_absolute_value1(int& i) const
|
---|
465 | {
|
---|
466 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
467 | Real s = gm->maximum_absolute_value1(i); return s;
|
---|
468 | }
|
---|
469 |
|
---|
470 | Real BaseMatrix::maximum_absolute_value2(int& i, int& j) const
|
---|
471 | {
|
---|
472 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
473 | Real s = gm->maximum_absolute_value2(i, j); return s;
|
---|
474 | }
|
---|
475 |
|
---|
476 | Real BaseMatrix::minimum_absolute_value() const
|
---|
477 | {
|
---|
478 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
479 | Real s = gm->minimum_absolute_value(); return s;
|
---|
480 | }
|
---|
481 |
|
---|
482 | Real BaseMatrix::minimum_absolute_value1(int& i) const
|
---|
483 | {
|
---|
484 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
485 | Real s = gm->minimum_absolute_value1(i); return s;
|
---|
486 | }
|
---|
487 |
|
---|
488 | Real BaseMatrix::minimum_absolute_value2(int& i, int& j) const
|
---|
489 | {
|
---|
490 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
491 | Real s = gm->minimum_absolute_value2(i, j); return s;
|
---|
492 | }
|
---|
493 |
|
---|
494 | Real BaseMatrix::maximum() const
|
---|
495 | {
|
---|
496 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
497 | Real s = gm->maximum(); return s;
|
---|
498 | }
|
---|
499 |
|
---|
500 | Real BaseMatrix::maximum1(int& i) const
|
---|
501 | {
|
---|
502 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
503 | Real s = gm->maximum1(i); return s;
|
---|
504 | }
|
---|
505 |
|
---|
506 | Real BaseMatrix::maximum2(int& i, int& j) const
|
---|
507 | {
|
---|
508 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
509 | Real s = gm->maximum2(i, j); return s;
|
---|
510 | }
|
---|
511 |
|
---|
512 | Real BaseMatrix::minimum() const
|
---|
513 | {
|
---|
514 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
515 | Real s = gm->minimum(); return s;
|
---|
516 | }
|
---|
517 |
|
---|
518 | Real BaseMatrix::minimum1(int& i) const
|
---|
519 | {
|
---|
520 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
521 | Real s = gm->minimum1(i); return s;
|
---|
522 | }
|
---|
523 |
|
---|
524 | Real BaseMatrix::minimum2(int& i, int& j) const
|
---|
525 | {
|
---|
526 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
527 | Real s = gm->minimum2(i, j); return s;
|
---|
528 | }
|
---|
529 |
|
---|
530 | Real dotproduct(const Matrix& A, const Matrix& B)
|
---|
531 | {
|
---|
532 | REPORT
|
---|
533 | int n = A.storage;
|
---|
534 | if (n != B.storage)
|
---|
535 | {
|
---|
536 | Tracer tr("dotproduct");
|
---|
537 | Throw(IncompatibleDimensionsException(A,B));
|
---|
538 | }
|
---|
539 | Real sum = 0.0; Real* a = A.store; Real* b = B.store;
|
---|
540 | while (n--) sum += *a++ * *b++;
|
---|
541 | return sum;
|
---|
542 | }
|
---|
543 |
|
---|
544 | Real Matrix::trace() const
|
---|
545 | {
|
---|
546 | REPORT
|
---|
547 | Tracer tr("trace");
|
---|
548 | int i = nrows_val; int d = i+1;
|
---|
549 | if (i != ncols_val) Throw(NotSquareException(*this));
|
---|
550 | Real sum = 0.0; Real* s = store;
|
---|
551 | // while (i--) { sum += *s; s += d; }
|
---|
552 | if (i) for (;;) { sum += *s; if (!(--i)) break; s += d; }
|
---|
553 | ((GeneralMatrix&)*this).tDelete(); return sum;
|
---|
554 | }
|
---|
555 |
|
---|
556 | Real DiagonalMatrix::trace() const
|
---|
557 | {
|
---|
558 | REPORT
|
---|
559 | int i = nrows_val; Real sum = 0.0; Real* s = store;
|
---|
560 | while (i--) sum += *s++;
|
---|
561 | ((GeneralMatrix&)*this).tDelete(); return sum;
|
---|
562 | }
|
---|
563 |
|
---|
564 | Real SymmetricMatrix::trace() const
|
---|
565 | {
|
---|
566 | REPORT
|
---|
567 | int i = nrows_val; Real sum = 0.0; Real* s = store; int j = 2;
|
---|
568 | // while (i--) { sum += *s; s += j++; }
|
---|
569 | if (i) for (;;) { sum += *s; if (!(--i)) break; s += j++; }
|
---|
570 | ((GeneralMatrix&)*this).tDelete(); return sum;
|
---|
571 | }
|
---|
572 |
|
---|
573 | Real LowerTriangularMatrix::trace() const
|
---|
574 | {
|
---|
575 | REPORT
|
---|
576 | int i = nrows_val; Real sum = 0.0; Real* s = store; int j = 2;
|
---|
577 | // while (i--) { sum += *s; s += j++; }
|
---|
578 | if (i) for (;;) { sum += *s; if (!(--i)) break; s += j++; }
|
---|
579 | ((GeneralMatrix&)*this).tDelete(); return sum;
|
---|
580 | }
|
---|
581 |
|
---|
582 | Real UpperTriangularMatrix::trace() const
|
---|
583 | {
|
---|
584 | REPORT
|
---|
585 | int i = nrows_val; Real sum = 0.0; Real* s = store;
|
---|
586 | while (i) { sum += *s; s += i--; } // won t cause a problem
|
---|
587 | ((GeneralMatrix&)*this).tDelete(); return sum;
|
---|
588 | }
|
---|
589 |
|
---|
590 | Real BandMatrix::trace() const
|
---|
591 | {
|
---|
592 | REPORT
|
---|
593 | int i = nrows_val; int w = lower_val+upper_val+1;
|
---|
594 | Real sum = 0.0; Real* s = store+lower_val;
|
---|
595 | // while (i--) { sum += *s; s += w; }
|
---|
596 | if (i) for (;;) { sum += *s; if (!(--i)) break; s += w; }
|
---|
597 | ((GeneralMatrix&)*this).tDelete(); return sum;
|
---|
598 | }
|
---|
599 |
|
---|
600 | Real SymmetricBandMatrix::trace() const
|
---|
601 | {
|
---|
602 | REPORT
|
---|
603 | int i = nrows_val; int w = lower_val+1;
|
---|
604 | Real sum = 0.0; Real* s = store+lower_val;
|
---|
605 | // while (i--) { sum += *s; s += w; }
|
---|
606 | if (i) for (;;) { sum += *s; if (!(--i)) break; s += w; }
|
---|
607 | ((GeneralMatrix&)*this).tDelete(); return sum;
|
---|
608 | }
|
---|
609 |
|
---|
610 | Real IdentityMatrix::trace() const
|
---|
611 | {
|
---|
612 | Real sum = *store * nrows_val;
|
---|
613 | ((GeneralMatrix&)*this).tDelete(); return sum;
|
---|
614 | }
|
---|
615 |
|
---|
616 |
|
---|
617 | Real BaseMatrix::trace() const
|
---|
618 | {
|
---|
619 | REPORT
|
---|
620 | MatrixType Diag = MatrixType::Dg; Diag.SetDataLossOK();
|
---|
621 | GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate(Diag);
|
---|
622 | Real sum = gm->trace(); return sum;
|
---|
623 | }
|
---|
624 |
|
---|
625 | void LogAndSign::operator*=(Real x)
|
---|
626 | {
|
---|
627 | if (x > 0.0) { log_val += log(x); }
|
---|
628 | else if (x < 0.0) { log_val += log(-x); sign_val = -sign_val; }
|
---|
629 | else sign_val = 0;
|
---|
630 | }
|
---|
631 |
|
---|
632 | void LogAndSign::pow_eq(int k)
|
---|
633 | {
|
---|
634 | if (sign_val)
|
---|
635 | {
|
---|
636 | log_val *= k;
|
---|
637 | if ( (k & 1) == 0 ) sign_val = 1;
|
---|
638 | }
|
---|
639 | }
|
---|
640 |
|
---|
641 | Real LogAndSign::value() const
|
---|
642 | {
|
---|
643 | Tracer et("LogAndSign::value");
|
---|
644 | if (log_val >= FloatingPointPrecision::LnMaximum())
|
---|
645 | Throw(OverflowException("Overflow in exponential"));
|
---|
646 | return sign_val * exp(log_val);
|
---|
647 | }
|
---|
648 |
|
---|
649 | LogAndSign::LogAndSign(Real f)
|
---|
650 | {
|
---|
651 | if (f == 0.0) { log_val = 0.0; sign_val = 0; return; }
|
---|
652 | else if (f < 0.0) { sign_val = -1; f = -f; }
|
---|
653 | else sign_val = 1;
|
---|
654 | log_val = log(f);
|
---|
655 | }
|
---|
656 |
|
---|
657 | LogAndSign DiagonalMatrix::log_determinant() const
|
---|
658 | {
|
---|
659 | REPORT
|
---|
660 | int i = nrows_val; LogAndSign sum; Real* s = store;
|
---|
661 | while (i--) sum *= *s++;
|
---|
662 | ((GeneralMatrix&)*this).tDelete(); return sum;
|
---|
663 | }
|
---|
664 |
|
---|
665 | LogAndSign LowerTriangularMatrix::log_determinant() const
|
---|
666 | {
|
---|
667 | REPORT
|
---|
668 | int i = nrows_val; LogAndSign sum; Real* s = store; int j = 2;
|
---|
669 | // while (i--) { sum *= *s; s += j++; }
|
---|
670 | if (i) for(;;) { sum *= *s; if (!(--i)) break; s += j++; }
|
---|
671 | ((GeneralMatrix&)*this).tDelete(); return sum;
|
---|
672 | }
|
---|
673 |
|
---|
674 | LogAndSign UpperTriangularMatrix::log_determinant() const
|
---|
675 | {
|
---|
676 | REPORT
|
---|
677 | int i = nrows_val; LogAndSign sum; Real* s = store;
|
---|
678 | while (i) { sum *= *s; s += i--; }
|
---|
679 | ((GeneralMatrix&)*this).tDelete(); return sum;
|
---|
680 | }
|
---|
681 |
|
---|
682 | LogAndSign IdentityMatrix::log_determinant() const
|
---|
683 | {
|
---|
684 | REPORT
|
---|
685 | int i = nrows_val; LogAndSign sum;
|
---|
686 | if (i > 0) { sum = *store; sum.PowEq(i); }
|
---|
687 | ((GeneralMatrix&)*this).tDelete(); return sum;
|
---|
688 | }
|
---|
689 |
|
---|
690 | LogAndSign BaseMatrix::log_determinant() const
|
---|
691 | {
|
---|
692 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
693 | LogAndSign sum = gm->log_determinant(); return sum;
|
---|
694 | }
|
---|
695 |
|
---|
696 | LogAndSign GeneralMatrix::log_determinant() const
|
---|
697 | {
|
---|
698 | REPORT
|
---|
699 | Tracer tr("log_determinant");
|
---|
700 | if (nrows_val != ncols_val) Throw(NotSquareException(*this));
|
---|
701 | CroutMatrix C(*this); return C.log_determinant();
|
---|
702 | }
|
---|
703 |
|
---|
704 | LogAndSign CroutMatrix::log_determinant() const
|
---|
705 | {
|
---|
706 | REPORT
|
---|
707 | if (sing) return 0.0;
|
---|
708 | int i = nrows_val; int dd = i+1; LogAndSign sum; Real* s = store;
|
---|
709 | if (i) for(;;)
|
---|
710 | {
|
---|
711 | sum *= *s;
|
---|
712 | if (!(--i)) break;
|
---|
713 | s += dd;
|
---|
714 | }
|
---|
715 | if (!d) sum.ChangeSign(); return sum;
|
---|
716 |
|
---|
717 | }
|
---|
718 |
|
---|
719 | Real BaseMatrix::determinant() const
|
---|
720 | {
|
---|
721 | REPORT
|
---|
722 | Tracer tr("determinant");
|
---|
723 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
724 | LogAndSign ld = gm->log_determinant();
|
---|
725 | return ld.Value();
|
---|
726 | }
|
---|
727 |
|
---|
728 | LinearEquationSolver::LinearEquationSolver(const BaseMatrix& bm)
|
---|
729 | {
|
---|
730 | gm = ( ((BaseMatrix&)bm).Evaluate() )->MakeSolver();
|
---|
731 | if (gm==&bm) { REPORT gm = gm->Image(); }
|
---|
732 | // want a copy if *gm is actually bm
|
---|
733 | else { REPORT gm->Protect(); }
|
---|
734 | }
|
---|
735 |
|
---|
736 | ReturnMatrix BaseMatrix::sum_square_rows() const
|
---|
737 | {
|
---|
738 | REPORT
|
---|
739 | GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
740 | int nr = gm->nrows();
|
---|
741 | ColumnVector ssq(nr);
|
---|
742 | if (gm->size() == 0) { REPORT ssq = 0.0; }
|
---|
743 | else
|
---|
744 | {
|
---|
745 | MatrixRow mr(gm, LoadOnEntry);
|
---|
746 | for (int i = 1; i <= nr; ++i)
|
---|
747 | {
|
---|
748 | Real sum = 0.0;
|
---|
749 | int s = mr.Storage();
|
---|
750 | Real* in = mr.Data();
|
---|
751 | while (s--) sum += square(*in++);
|
---|
752 | ssq(i) = sum;
|
---|
753 | mr.Next();
|
---|
754 | }
|
---|
755 | }
|
---|
756 | gm->tDelete();
|
---|
757 | ssq.release(); return ssq.for_return();
|
---|
758 | }
|
---|
759 |
|
---|
760 | ReturnMatrix BaseMatrix::sum_square_columns() const
|
---|
761 | {
|
---|
762 | REPORT
|
---|
763 | GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
764 | int nr = gm->nrows(); int nc = gm->ncols();
|
---|
765 | RowVector ssq(nc); ssq = 0.0;
|
---|
766 | if (gm->size() != 0)
|
---|
767 | {
|
---|
768 | MatrixRow mr(gm, LoadOnEntry);
|
---|
769 | for (int i = 1; i <= nr; ++i)
|
---|
770 | {
|
---|
771 | int s = mr.Storage();
|
---|
772 | Real* in = mr.Data(); Real* out = ssq.data() + mr.Skip();
|
---|
773 | while (s--) *out++ += square(*in++);
|
---|
774 | mr.Next();
|
---|
775 | }
|
---|
776 | }
|
---|
777 | gm->tDelete();
|
---|
778 | ssq.release(); return ssq.for_return();
|
---|
779 | }
|
---|
780 |
|
---|
781 | ReturnMatrix BaseMatrix::sum_rows() const
|
---|
782 | {
|
---|
783 | REPORT
|
---|
784 | GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
785 | int nr = gm->nrows();
|
---|
786 | ColumnVector sum_vec(nr);
|
---|
787 | if (gm->size() == 0) { REPORT sum_vec = 0.0; }
|
---|
788 | else
|
---|
789 | {
|
---|
790 | MatrixRow mr(gm, LoadOnEntry);
|
---|
791 | for (int i = 1; i <= nr; ++i)
|
---|
792 | {
|
---|
793 | Real sum = 0.0;
|
---|
794 | int s = mr.Storage();
|
---|
795 | Real* in = mr.Data();
|
---|
796 | while (s--) sum += *in++;
|
---|
797 | sum_vec(i) = sum;
|
---|
798 | mr.Next();
|
---|
799 | }
|
---|
800 | }
|
---|
801 | gm->tDelete();
|
---|
802 | sum_vec.release(); return sum_vec.for_return();
|
---|
803 | }
|
---|
804 |
|
---|
805 | ReturnMatrix BaseMatrix::sum_columns() const
|
---|
806 | {
|
---|
807 | REPORT
|
---|
808 | GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
809 | int nr = gm->nrows(); int nc = gm->ncols();
|
---|
810 | RowVector sum_vec(nc); sum_vec = 0.0;
|
---|
811 | if (gm->size() != 0)
|
---|
812 | {
|
---|
813 | MatrixRow mr(gm, LoadOnEntry);
|
---|
814 | for (int i = 1; i <= nr; ++i)
|
---|
815 | {
|
---|
816 | int s = mr.Storage();
|
---|
817 | Real* in = mr.Data(); Real* out = sum_vec.data() + mr.Skip();
|
---|
818 | while (s--) *out++ += *in++;
|
---|
819 | mr.Next();
|
---|
820 | }
|
---|
821 | }
|
---|
822 | gm->tDelete();
|
---|
823 | sum_vec.release(); return sum_vec.for_return();
|
---|
824 | }
|
---|
825 |
|
---|
826 |
|
---|
827 | #ifdef use_namespace
|
---|
828 | }
|
---|
829 | #endif
|
---|
830 |
|
---|
831 |
|
---|
832 | ///}
|
---|