[810] | 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++)
|
---|
| 422 | {
|
---|
| 423 | int j = i;
|
---|
| 424 | while (j--) sum2 += *s++;
|
---|
| 425 | sum1 += *s++;
|
---|
| 426 | }
|
---|
| 427 | ((GeneralMatrix&)*this).tDelete(); return sum1 + 2.0 * sum2;
|
---|
| 428 | }
|
---|
| 429 |
|
---|
| 430 | Real IdentityMatrix::sum_square() const
|
---|
| 431 | {
|
---|
| 432 | Real sum = *store * *store * nrows_val;
|
---|
| 433 | ((GeneralMatrix&)*this).tDelete(); return sum;
|
---|
| 434 | }
|
---|
| 435 |
|
---|
| 436 |
|
---|
| 437 | Real BaseMatrix::sum_square() const
|
---|
| 438 | {
|
---|
| 439 | REPORT GeneralMatrix* gm = ((BaseMatrix&)*this).Evaluate();
|
---|
| 440 | Real s = gm->sum_square(); return s;
|
---|
| 441 | }
|
---|
| 442 |
|
---|
| 443 | Real BaseMatrix::norm_Frobenius() const
|
---|
| 444 | { REPORT return sqrt(sum_square()); }
|
---|
| 445 |
|
---|
| 446 | Real BaseMatrix::sum_absolute_value() const
|
---|
| 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 | ///}
|
---|