// Matrix manipulations. /* Copyright (C) 1996, 1997 John W. Eaton This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, write to the Free Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ #if defined (__GNUG__) #pragma implementation #endif #ifdef HAVE_CONFIG_H #include #endif #include #include // XXX FIXME XXX #ifdef HAVE_SYS_TYPES_H #include #endif #include "CMatrix.h" #include "CmplxAEPBAL.h" #include "CmplxDET.h" #include "CmplxSCHUR.h" #include "CmplxSVD.h" #include "f77-fcn.h" #include "lo-error.h" #include "lo-ieee.h" #include "lo-mappers.h" #include "lo-utils.h" #include "mx-base.h" #include "mx-cm-dm.h" #include "mx-dm-cm.h" #include "mx-cm-s.h" #include "mx-inlines.cc" #include "oct-cmplx.h" // Fortran functions we call. extern "C" { int F77_FCN (zgemm, ZGEMM) (const char*, const char*, const int&, const int&, const int&, const Complex&, const Complex*, const int&, const Complex*, const int&, const Complex&, Complex*, const int&, long, long); int F77_FCN (zgeco, ZGECO) (Complex*, const int&, const int&, int*, double&, Complex*); int F77_FCN (zgedi, ZGEDI) (Complex*, const int&, const int&, int*, Complex*, Complex*, const int&); int F77_FCN (zgesl, ZGESL) (Complex*, const int&, const int&, int*, Complex*, const int&); int F77_FCN (zgelss, ZGELSS) (const int&, const int&, const int&, Complex*, const int&, Complex*, const int&, double*, double&, int&, Complex*, const int&, double*, int&); // Note that the original complex fft routines were not written for // double complex arguments. They have been modified by adding an // implicit double precision (a-h,o-z) statement at the beginning of // each subroutine. int F77_FCN (cffti, CFFTI) (const int&, Complex*); int F77_FCN (cfftf, CFFTF) (const int&, Complex*, Complex*); int F77_FCN (cfftb, CFFTB) (const int&, Complex*, Complex*); int F77_FCN (zlartg, ZLARTG) (const Complex&, const Complex&, double&, Complex&, Complex&); int F77_FCN (ztrsyl, ZTRSYL) (const char*, const char*, const int&, const int&, const int&, const Complex*, const int&, const Complex*, const int&, const Complex*, const int&, double&, int&, long, long); int F77_FCN (xzlange, XZLANGE) (const char*, const int&, const int&, const Complex*, const int&, double*, double&); } static const Complex Complex_NaN_result (octave_NaN, octave_NaN); // Complex Matrix class ComplexMatrix::ComplexMatrix (const Matrix& a) : MArray2 (a.rows (), a.cols ()) { for (int j = 0; j < cols (); j++) for (int i = 0; i < rows (); i++) elem (i, j) = a.elem (i, j); } ComplexMatrix::ComplexMatrix (const RowVector& rv) : MArray2 (1, rv.length (), 0.0) { for (int i = 0; i < rv.length (); i++) elem (0, i) = rv.elem (i); } ComplexMatrix::ComplexMatrix (const ColumnVector& cv) : MArray2 (cv.length (), 1, 0.0) { for (int i = 0; i < cv.length (); i++) elem (i, 0) = cv.elem (i); } ComplexMatrix::ComplexMatrix (const DiagMatrix& a) : MArray2 (a.rows (), a.cols (), 0.0) { for (int i = 0; i < a.length (); i++) elem (i, i) = a.elem (i, i); } ComplexMatrix::ComplexMatrix (const ComplexRowVector& rv) : MArray2 (1, rv.length (), 0.0) { for (int i = 0; i < rv.length (); i++) elem (0, i) = rv.elem (i); } ComplexMatrix::ComplexMatrix (const ComplexColumnVector& cv) : MArray2 (cv.length (), 1, 0.0) { for (int i = 0; i < cv.length (); i++) elem (i, 0) = cv.elem (i); } ComplexMatrix::ComplexMatrix (const ComplexDiagMatrix& a) : MArray2 (a.rows (), a.cols (), 0.0) { for (int i = 0; i < a.length (); i++) elem (i, i) = a.elem (i, i); } // XXX FIXME XXX -- could we use a templated mixed-type copy function // here? ComplexMatrix::ComplexMatrix (const boolMatrix& a) : MArray2 (a.rows (), a.cols (), 0.0) { for (int i = 0; i < a.cols (); i++) for (int j = 0; j < a.rows (); j++) elem (i, j) = a.elem (i, j); } ComplexMatrix::ComplexMatrix (const charMatrix& a) : MArray2 (a.rows (), a.cols (), 0.0) { for (int i = 0; i < a.cols (); i++) for (int j = 0; j < a.rows (); j++) elem (i, j) = a.elem (i, j); } bool ComplexMatrix::operator == (const ComplexMatrix& a) const { if (rows () != a.rows () || cols () != a.cols ()) return false; return equal (data (), a.data (), length ()); } bool ComplexMatrix::operator != (const ComplexMatrix& a) const { return !(*this == a); } bool ComplexMatrix::is_hermitian (void) const { int nr = rows (); int nc = cols (); if (is_square () && nr > 0) { for (int i = 0; i < nr; i++) for (int j = i; j < nc; j++) if (elem (i, j) != conj (elem (j, i))) return false; return true; } return false; } // destructive insert/delete/reorder operations ComplexMatrix& ComplexMatrix::insert (const Matrix& a, int r, int c) { int a_nr = a.rows (); int a_nc = a.cols (); if (r < 0 || r + a_nr > rows () || c < 0 || c + a_nc > cols ()) { (*current_liboctave_error_handler) ("range error for insert"); return *this; } for (int j = 0; j < a_nc; j++) for (int i = 0; i < a_nr; i++) elem (r+i, c+j) = a.elem (i, j); return *this; } ComplexMatrix& ComplexMatrix::insert (const RowVector& a, int r, int c) { int a_len = a.length (); if (r < 0 || r >= rows () || c < 0 || c + a_len > cols ()) { (*current_liboctave_error_handler) ("range error for insert"); return *this; } for (int i = 0; i < a_len; i++) elem (r, c+i) = a.elem (i); return *this; } ComplexMatrix& ComplexMatrix::insert (const ColumnVector& a, int r, int c) { int a_len = a.length (); if (r < 0 || r + a_len > rows () || c < 0 || c >= cols ()) { (*current_liboctave_error_handler) ("range error for insert"); return *this; } for (int i = 0; i < a_len; i++) elem (r+i, c) = a.elem (i); return *this; } ComplexMatrix& ComplexMatrix::insert (const DiagMatrix& a, int r, int c) { int a_nr = a.rows (); int a_nc = a.cols (); if (r < 0 || r + a_nr > rows () || c < 0 || c + a_nc > cols ()) { (*current_liboctave_error_handler) ("range error for insert"); return *this; } fill (0.0, r, c, r + a_nr - 1, c + a_nc - 1); for (int i = 0; i < a.length (); i++) elem (r+i, c+i) = a.elem (i, i); return *this; } ComplexMatrix& ComplexMatrix::insert (const ComplexMatrix& a, int r, int c) { Array2::insert (a, r, c); return *this; } ComplexMatrix& ComplexMatrix::insert (const ComplexRowVector& a, int r, int c) { int a_len = a.length (); if (r < 0 || r >= rows () || c < 0 || c + a_len > cols ()) { (*current_liboctave_error_handler) ("range error for insert"); return *this; } for (int i = 0; i < a_len; i++) elem (r, c+i) = a.elem (i); return *this; } ComplexMatrix& ComplexMatrix::insert (const ComplexColumnVector& a, int r, int c) { int a_len = a.length (); if (r < 0 || r + a_len > rows () || c < 0 || c >= cols ()) { (*current_liboctave_error_handler) ("range error for insert"); return *this; } for (int i = 0; i < a_len; i++) elem (r+i, c) = a.elem (i); return *this; } ComplexMatrix& ComplexMatrix::insert (const ComplexDiagMatrix& a, int r, int c) { int a_nr = a.rows (); int a_nc = a.cols (); if (r < 0 || r + a_nr > rows () || c < 0 || c + a_nc > cols ()) { (*current_liboctave_error_handler) ("range error for insert"); return *this; } fill (0.0, r, c, r + a_nr - 1, c + a_nc - 1); for (int i = 0; i < a.length (); i++) elem (r+i, c+i) = a.elem (i, i); return *this; } ComplexMatrix& ComplexMatrix::fill (double val) { int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) for (int j = 0; j < nc; j++) for (int i = 0; i < nr; i++) elem (i, j) = val; return *this; } ComplexMatrix& ComplexMatrix::fill (const Complex& val) { int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) for (int j = 0; j < nc; j++) for (int i = 0; i < nr; i++) elem (i, j) = val; return *this; } ComplexMatrix& ComplexMatrix::fill (double val, int r1, int c1, int r2, int c2) { int nr = rows (); int nc = cols (); if (r1 < 0 || r2 < 0 || c1 < 0 || c2 < 0 || r1 >= nr || r2 >= nr || c1 >= nc || c2 >= nc) { (*current_liboctave_error_handler) ("range error for fill"); return *this; } if (r1 > r2) { int tmp = r1; r1 = r2; r2 = tmp; } if (c1 > c2) { int tmp = c1; c1 = c2; c2 = tmp; } for (int j = c1; j <= c2; j++) for (int i = r1; i <= r2; i++) elem (i, j) = val; return *this; } ComplexMatrix& ComplexMatrix::fill (const Complex& val, int r1, int c1, int r2, int c2) { int nr = rows (); int nc = cols (); if (r1 < 0 || r2 < 0 || c1 < 0 || c2 < 0 || r1 >= nr || r2 >= nr || c1 >= nc || c2 >= nc) { (*current_liboctave_error_handler) ("range error for fill"); return *this; } if (r1 > r2) { int tmp = r1; r1 = r2; r2 = tmp; } if (c1 > c2) { int tmp = c1; c1 = c2; c2 = tmp; } for (int j = c1; j <= c2; j++) for (int i = r1; i <= r2; i++) elem (i, j) = val; return *this; } ComplexMatrix ComplexMatrix::append (const Matrix& a) const { int nr = rows (); int nc = cols (); if (nr != a.rows ()) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return *this; } int nc_insert = nc; ComplexMatrix retval (nr, nc + a.cols ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::append (const RowVector& a) const { int nr = rows (); int nc = cols (); if (nr != 1) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return *this; } int nc_insert = nc; ComplexMatrix retval (nr, nc + a.length ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::append (const ColumnVector& a) const { int nr = rows (); int nc = cols (); if (nr != a.length ()) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return *this; } int nc_insert = nc; ComplexMatrix retval (nr, nc + 1); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::append (const DiagMatrix& a) const { int nr = rows (); int nc = cols (); if (nr != a.rows ()) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return *this; } int nc_insert = nc; ComplexMatrix retval (nr, nc + a.cols ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::append (const ComplexMatrix& a) const { int nr = rows (); int nc = cols (); if (nr != a.rows ()) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return *this; } int nc_insert = nc; ComplexMatrix retval (nr, nc + a.cols ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::append (const ComplexRowVector& a) const { int nr = rows (); int nc = cols (); if (nr != 1) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return *this; } int nc_insert = nc; ComplexMatrix retval (nr, nc + a.length ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::append (const ComplexColumnVector& a) const { int nr = rows (); int nc = cols (); if (nr != a.length ()) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return *this; } int nc_insert = nc; ComplexMatrix retval (nr, nc + 1); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::append (const ComplexDiagMatrix& a) const { int nr = rows (); int nc = cols (); if (nr != a.rows ()) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return *this; } int nc_insert = nc; ComplexMatrix retval (nr, nc + a.cols ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } ComplexMatrix ComplexMatrix::stack (const Matrix& a) const { int nr = rows (); int nc = cols (); if (nc != a.cols ()) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return *this; } int nr_insert = nr; ComplexMatrix retval (nr + a.rows (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::stack (const RowVector& a) const { int nr = rows (); int nc = cols (); if (nc != a.length ()) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return *this; } int nr_insert = nr; ComplexMatrix retval (nr + 1, nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::stack (const ColumnVector& a) const { int nr = rows (); int nc = cols (); if (nc != 1) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return *this; } int nr_insert = nr; ComplexMatrix retval (nr + a.length (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::stack (const DiagMatrix& a) const { int nr = rows (); int nc = cols (); if (nc != a.cols ()) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return *this; } int nr_insert = nr; ComplexMatrix retval (nr + a.rows (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::stack (const ComplexMatrix& a) const { int nr = rows (); int nc = cols (); if (nc != a.cols ()) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return *this; } int nr_insert = nr; ComplexMatrix retval (nr + a.rows (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::stack (const ComplexRowVector& a) const { int nr = rows (); int nc = cols (); if (nc != a.length ()) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return *this; } int nr_insert = nr; ComplexMatrix retval (nr + 1, nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::stack (const ComplexColumnVector& a) const { int nr = rows (); int nc = cols (); if (nc != 1) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return *this; } int nr_insert = nr; ComplexMatrix retval (nr + a.length (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::stack (const ComplexDiagMatrix& a) const { int nr = rows (); int nc = cols (); if (nc != a.cols ()) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return *this; } int nr_insert = nr; ComplexMatrix retval (nr + a.rows (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } ComplexMatrix ComplexMatrix::hermitian (void) const { int nr = rows (); int nc = cols (); ComplexMatrix result; if (length () > 0) { result.resize (nc, nr); for (int j = 0; j < nc; j++) for (int i = 0; i < nr; i++) result.elem (j, i) = conj (elem (i, j)); } return result; } ComplexMatrix conj (const ComplexMatrix& a) { int a_len = a.length (); ComplexMatrix retval; if (a_len > 0) retval = ComplexMatrix (conj_dup (a.data (), a_len), a.rows (), a.cols ()); return retval; } // resize is the destructive equivalent for this one ComplexMatrix ComplexMatrix::extract (int r1, int c1, int r2, int c2) const { if (r1 > r2) { int tmp = r1; r1 = r2; r2 = tmp; } if (c1 > c2) { int tmp = c1; c1 = c2; c2 = tmp; } int new_r = r2 - r1 + 1; int new_c = c2 - c1 + 1; ComplexMatrix result (new_r, new_c); for (int j = 0; j < new_c; j++) for (int i = 0; i < new_r; i++) result.elem (i, j) = elem (r1+i, c1+j); return result; } // extract row or column i. ComplexRowVector ComplexMatrix::row (int i) const { int nc = cols (); if (i < 0 || i >= rows ()) { (*current_liboctave_error_handler) ("invalid row selection"); return ComplexRowVector (); } ComplexRowVector retval (nc); for (int j = 0; j < cols (); j++) retval.elem (j) = elem (i, j); return retval; } ComplexRowVector ComplexMatrix::row (char *s) const { if (! s) { (*current_liboctave_error_handler) ("invalid row selection"); return ComplexRowVector (); } char c = *s; if (c == 'f' || c == 'F') return row (0); else if (c == 'l' || c == 'L') return row (rows () - 1); else { (*current_liboctave_error_handler) ("invalid row selection"); return ComplexRowVector (); } } ComplexColumnVector ComplexMatrix::column (int i) const { int nr = rows (); if (i < 0 || i >= cols ()) { (*current_liboctave_error_handler) ("invalid column selection"); return ComplexColumnVector (); } ComplexColumnVector retval (nr); for (int j = 0; j < nr; j++) retval.elem (j) = elem (j, i); return retval; } ComplexColumnVector ComplexMatrix::column (char *s) const { if (! s) { (*current_liboctave_error_handler) ("invalid column selection"); return ComplexColumnVector (); } char c = *s; if (c == 'f' || c == 'F') return column (0); else if (c == 'l' || c == 'L') return column (cols () - 1); else { (*current_liboctave_error_handler) ("invalid column selection"); return ComplexColumnVector (); } } ComplexMatrix ComplexMatrix::inverse (void) const { int info; double rcond; return inverse (info, rcond); } ComplexMatrix ComplexMatrix::inverse (int& info) const { double rcond; return inverse (info, rcond); } ComplexMatrix ComplexMatrix::inverse (int& info, double& rcond, int force) const { ComplexMatrix retval; int nr = rows (); int nc = cols (); if (nr != nc) (*current_liboctave_error_handler) ("inverse requires square matrix"); else { info = 0; Array ipvt (nr); int *pipvt = ipvt.fortran_vec (); Array z (nr); Complex *pz = z.fortran_vec (); retval = *this; Complex *tmp_data = retval.fortran_vec (); F77_XFCN (zgeco, ZGECO, (tmp_data, nr, nc, pipvt, rcond, pz)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in zgeco"); else { volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0) info = -1; if (info == -1 && ! force) retval = *this; // Restore contents. else { Complex *dummy = 0; F77_XFCN (zgedi, ZGEDI, (tmp_data, nr, nc, pipvt, dummy, pz, 1)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in zgedi"); } } } return retval; } ComplexMatrix ComplexMatrix::pseudo_inverse (double tol) { ComplexMatrix retval; ComplexSVD result (*this); DiagMatrix S = result.singular_values (); ComplexMatrix U = result.left_singular_matrix (); ComplexMatrix V = result.right_singular_matrix (); ColumnVector sigma = S.diag (); int r = sigma.length () - 1; int nr = rows (); int nc = cols (); if (tol <= 0.0) { if (nr > nc) tol = nr * sigma.elem (0) * DBL_EPSILON; else tol = nc * sigma.elem (0) * DBL_EPSILON; } while (r >= 0 && sigma.elem (r) < tol) r--; if (r < 0) retval = ComplexMatrix (nc, nr, 0.0); else { ComplexMatrix Ur = U.extract (0, 0, nr-1, r); DiagMatrix D = DiagMatrix (sigma.extract (0, r)) . inverse (); ComplexMatrix Vr = V.extract (0, 0, nc-1, r); retval = Vr * D * Ur.hermitian (); } return retval; } ComplexMatrix ComplexMatrix::fourier (void) const { ComplexMatrix retval; int nr = rows (); int nc = cols (); int npts, nsamples; if (nr == 1 || nc == 1) { npts = nr > nc ? nr : nc; nsamples = 1; } else { npts = nr; nsamples = nc; } int nn = 4*npts+15; Array wsave (nn); Complex *pwsave = wsave.fortran_vec (); retval = *this; Complex *tmp_data = retval.fortran_vec (); F77_FCN (cffti, CFFTI) (npts, pwsave); for (int j = 0; j < nsamples; j++) F77_FCN (cfftf, CFFTF) (npts, &tmp_data[npts*j], pwsave); return retval; } ComplexMatrix ComplexMatrix::ifourier (void) const { ComplexMatrix retval; int nr = rows (); int nc = cols (); int npts, nsamples; if (nr == 1 || nc == 1) { npts = nr > nc ? nr : nc; nsamples = 1; } else { npts = nr; nsamples = nc; } int nn = 4*npts+15; Array wsave (nn); Complex *pwsave = wsave.fortran_vec (); retval = *this; Complex *tmp_data = retval.fortran_vec (); F77_FCN (cffti, CFFTI) (npts, pwsave); for (int j = 0; j < nsamples; j++) F77_FCN (cfftb, CFFTB) (npts, &tmp_data[npts*j], pwsave); for (int j = 0; j < npts*nsamples; j++) tmp_data[j] = tmp_data[j] / npts; return retval; } ComplexMatrix ComplexMatrix::fourier2d (void) const { ComplexMatrix retval; int nr = rows (); int nc = cols (); int npts, nsamples; if (nr == 1 || nc == 1) { npts = nr > nc ? nr : nc; nsamples = 1; } else { npts = nr; nsamples = nc; } int nn = 4*npts+15; Array wsave (nn); Complex *pwsave = wsave.fortran_vec (); retval = *this; Complex *tmp_data = retval.fortran_vec (); F77_FCN (cffti, CFFTI) (npts, pwsave); for (int j = 0; j < nsamples; j++) F77_FCN (cfftf, CFFTF) (npts, &tmp_data[npts*j], pwsave); npts = nc; nsamples = nr; nn = 4*npts+15; wsave.resize (nn); pwsave = wsave.fortran_vec (); Array row (npts); Complex *prow = row.fortran_vec (); F77_FCN (cffti, CFFTI) (npts, pwsave); for (int j = 0; j < nsamples; j++) { for (int i = 0; i < npts; i++) prow[i] = tmp_data[i*nr + j]; F77_FCN (cfftf, CFFTF) (npts, prow, pwsave); for (int i = 0; i < npts; i++) tmp_data[i*nr + j] = prow[i]; } return retval; } ComplexMatrix ComplexMatrix::ifourier2d (void) const { ComplexMatrix retval; int nr = rows (); int nc = cols (); int npts, nsamples; if (nr == 1 || nc == 1) { npts = nr > nc ? nr : nc; nsamples = 1; } else { npts = nr; nsamples = nc; } int nn = 4*npts+15; Array wsave (nn); Complex *pwsave = wsave.fortran_vec (); retval = *this; Complex *tmp_data = retval.fortran_vec (); F77_FCN (cffti, CFFTI) (npts, pwsave); for (int j = 0; j < nsamples; j++) F77_FCN (cfftb, CFFTB) (npts, &tmp_data[npts*j], pwsave); for (int j = 0; j < npts*nsamples; j++) tmp_data[j] = tmp_data[j] / npts; npts = nc; nsamples = nr; nn = 4*npts+15; wsave.resize (nn); pwsave = wsave.fortran_vec (); Array row (npts); Complex *prow = row.fortran_vec (); F77_FCN (cffti, CFFTI) (npts, pwsave); for (int j = 0; j < nsamples; j++) { for (int i = 0; i < npts; i++) prow[i] = tmp_data[i*nr + j]; F77_FCN (cfftb, CFFTB) (npts, prow, pwsave); for (int i = 0; i < npts; i++) tmp_data[i*nr + j] = prow[i] / npts; } return retval; } ComplexDET ComplexMatrix::determinant (void) const { int info; double rcond; return determinant (info, rcond); } ComplexDET ComplexMatrix::determinant (int& info) const { double rcond; return determinant (info, rcond); } ComplexDET ComplexMatrix::determinant (int& info, double& rcond) const { ComplexDET retval; int nr = rows (); int nc = cols (); if (nr == 0 || nc == 0) { Complex d[2]; d[0] = 1.0; d[1] = 0.0; retval = ComplexDET (d); } else { info = 0; Array ipvt (nr); int *pipvt = ipvt.fortran_vec (); Array z (nr); Complex *pz = z.fortran_vec (); ComplexMatrix atmp = *this; Complex *tmp_data = atmp.fortran_vec (); F77_XFCN (zgeco, ZGECO, (tmp_data, nr, nr, pipvt, rcond, pz)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in zgeco"); else { volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0) { info = -1; retval = ComplexDET (); } else { Complex d[2]; F77_XFCN (zgedi, ZGEDI, (tmp_data, nr, nr, pipvt, d, pz, 10)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dgedi"); else retval = ComplexDET (d); } } } return retval; } ComplexMatrix ComplexMatrix::solve (const Matrix& b) const { int info; double rcond; return solve (b, info, rcond); } ComplexMatrix ComplexMatrix::solve (const Matrix& b, int& info) const { double rcond; return solve (b, info, rcond); } ComplexMatrix ComplexMatrix::solve (const Matrix& b, int& info, double& rcond) const { ComplexMatrix tmp (b); return solve (tmp, info, rcond); } ComplexMatrix ComplexMatrix::solve (const ComplexMatrix& b) const { int info; double rcond; return solve (b, info, rcond); } ComplexMatrix ComplexMatrix::solve (const ComplexMatrix& b, int& info) const { double rcond; return solve (b, info, rcond); } ComplexMatrix ComplexMatrix::solve (const ComplexMatrix& b, int& info, double& rcond) const { ComplexMatrix retval; int nr = rows (); int nc = cols (); if (nr == 0 || nc == 0 || nr != nc || nr != b.rows ()) (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of linear equations"); else { info = 0; Array ipvt (nr); int *pipvt = ipvt.fortran_vec (); Array z (nr); Complex *pz = z.fortran_vec (); ComplexMatrix atmp = *this; Complex *tmp_data = atmp.fortran_vec (); F77_XFCN (zgeco, ZGECO, (tmp_data, nr, nr, pipvt, rcond, pz)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in zgeco"); else { volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0) { info = -2; } else { retval = b; Complex *result = retval.fortran_vec (); int b_nc = b.cols (); for (volatile int j = 0; j < b_nc; j++) { F77_XFCN (zgesl, ZGESL, (tmp_data, nr, nr, pipvt, &result[nr*j], 0)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("unrecoverable error in dgesl"); break; } } } } } return retval; } ComplexColumnVector ComplexMatrix::solve (const ComplexColumnVector& b) const { int info; double rcond; return solve (b, info, rcond); } ComplexColumnVector ComplexMatrix::solve (const ComplexColumnVector& b, int& info) const { double rcond; return solve (b, info, rcond); } ComplexColumnVector ComplexMatrix::solve (const ComplexColumnVector& b, int& info, double& rcond) const { ComplexColumnVector retval; int nr = rows (); int nc = cols (); if (nr == 0 || nc == 0 || nr != nc || nr != b.length ()) (*current_liboctave_error_handler) ("matrix dimension mismatch in solution of linear equations"); else { info = 0; Array ipvt (nr); int *pipvt = ipvt.fortran_vec (); Array z (nr); Complex *pz = z.fortran_vec (); ComplexMatrix atmp = *this; Complex *tmp_data = atmp.fortran_vec (); F77_XFCN (zgeco, ZGECO, (tmp_data, nr, nr, pipvt, rcond, pz)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dgeco"); else { volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0) { info = -2; } else { retval = b; Complex *result = retval.fortran_vec (); F77_XFCN (zgesl, ZGESL, (tmp_data, nr, nr, pipvt, result, 0)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dgesl"); } } } return retval; } ComplexMatrix ComplexMatrix::lssolve (const ComplexMatrix& b) const { int info; int rank; return lssolve (b, info, rank); } ComplexMatrix ComplexMatrix::lssolve (const ComplexMatrix& b, int& info) const { int rank; return lssolve (b, info, rank); } ComplexMatrix ComplexMatrix::lssolve (const ComplexMatrix& b, int& info, int& rank) const { ComplexMatrix retval; int nrhs = b.cols (); int m = rows (); int n = cols (); if (m == 0 || n == 0 || m != b.rows ()) (*current_liboctave_error_handler) ("matrix dimension mismatch solution of linear equations"); else { ComplexMatrix atmp = *this; Complex *tmp_data = atmp.fortran_vec (); int nrr = m > n ? m : n; ComplexMatrix result (nrr, nrhs); for (int j = 0; j < nrhs; j++) for (int i = 0; i < m; i++) result.elem (i, j) = b.elem (i, j); Complex *presult = result.fortran_vec (); int len_s = m < n ? m : n; Array s (len_s); double *ps = s.fortran_vec (); double rcond = -1.0; int lwork; if (m < n) lwork = 2*m + (nrhs > n ? nrhs : n); else lwork = 2*n + (nrhs > m ? nrhs : m); lwork *= 16; Array work (lwork); Complex *pwork = work.fortran_vec (); int lrwork = (5 * (m < n ? m : n)) - 4; lrwork = lrwork > 1 ? lrwork : 1; Array rwork (lrwork); double *prwork = rwork.fortran_vec (); F77_XFCN (zgelss, ZGELSS, (m, n, nrhs, tmp_data, m, presult, nrr, ps, rcond, rank, pwork, lwork, prwork, info)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in zgelss"); else { retval.resize (n, nrhs); for (int j = 0; j < nrhs; j++) for (int i = 0; i < n; i++) retval.elem (i, j) = result.elem (i, j); } } return retval; } ComplexColumnVector ComplexMatrix::lssolve (const ComplexColumnVector& b) const { int info; int rank; return lssolve (b, info, rank); } ComplexColumnVector ComplexMatrix::lssolve (const ComplexColumnVector& b, int& info) const { int rank; return lssolve (b, info, rank); } ComplexColumnVector ComplexMatrix::lssolve (const ComplexColumnVector& b, int& info, int& rank) const { ComplexColumnVector retval; int nrhs = 1; int m = rows (); int n = cols (); if (m == 0 || n == 0 || m != b.length ()) (*current_liboctave_error_handler) ("matrix dimension mismatch solution of least squares problem"); else { ComplexMatrix atmp = *this; Complex *tmp_data = atmp.fortran_vec (); int nrr = m > n ? m : n; ComplexColumnVector result (nrr); for (int i = 0; i < m; i++) result.elem (i) = b.elem (i); Complex *presult = result.fortran_vec (); int len_s = m < n ? m : n; Array s (len_s); double *ps = s.fortran_vec (); double rcond = -1.0; int lwork; if (m < n) lwork = 2*m + (nrhs > n ? nrhs : n); else lwork = 2*n + (nrhs > m ? nrhs : m); lwork *= 16; Array work (lwork); Complex *pwork = work.fortran_vec (); int lrwork = (5 * (m < n ? m : n)) - 4; lrwork = lrwork > 1 ? lrwork : 1; Array rwork (lrwork); double *prwork = rwork.fortran_vec (); F77_XFCN (zgelss, ZGELSS, (m, n, nrhs, tmp_data, m, presult, nrr, ps, rcond, rank, pwork, lwork, prwork, info)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in zgelss"); else { retval.resize (n); for (int i = 0; i < n; i++) retval.elem (i) = result.elem (i); } } return retval; } // Constants for matrix exponential calculation. static double padec [] = { 5.0000000000000000e-1, 1.1666666666666667e-1, 1.6666666666666667e-2, 1.6025641025641026e-3, 1.0683760683760684e-4, 4.8562548562548563e-6, 1.3875013875013875e-7, 1.9270852604185938e-9, }; ComplexMatrix ComplexMatrix::expm (void) const { ComplexMatrix retval; ComplexMatrix m = *this; int nc = columns (); // Preconditioning step 1: trace normalization to reduce dynamic // range of poles, but avoid making stable eigenvalues unstable. // trace shift value Complex trshift = 0.0; for (int i = 0; i < nc; i++) trshift += m.elem (i, i); trshift /= nc; if (trshift.real () < 0.0) trshift = trshift.imag (); for (int i = 0; i < nc; i++) m.elem (i, i) -= trshift; // Preconditioning step 2: eigenvalue balancing. ComplexAEPBALANCE mbal (m, "B"); m = mbal.balanced_matrix (); ComplexMatrix d = mbal.balancing_matrix (); // Preconditioning step 3: scaling. ColumnVector work (nc); double inf_norm; F77_FCN (xzlange, XZLANGE) ("I", nc, nc, m.fortran_vec (), nc, work.fortran_vec (), inf_norm); int sqpow = (inf_norm > 0.0 ? static_cast (1.0 + log (inf_norm) / log (2.0)) : 0); // Check whether we need to square at all. if (sqpow < 0) sqpow = 0; if (sqpow > 0) { double scale_factor = 1.0; for (int i = 0; i < sqpow; i++) scale_factor *= 2.0; m = m / scale_factor; } // npp, dpp: pade' approx polynomial matrices. ComplexMatrix npp (nc, nc, 0.0); ComplexMatrix dpp = npp; // Now powers a^8 ... a^1. int minus_one_j = -1; for (int j = 7; j >= 0; j--) { npp = m * npp + m * padec[j]; dpp = m * dpp + m * (minus_one_j * padec[j]); minus_one_j *= -1; } // Zero power. dpp = -dpp; for (int j = 0; j < nc; j++) { npp.elem (j, j) += 1.0; dpp.elem (j, j) += 1.0; } // Compute pade approximation = inverse (dpp) * npp. retval = dpp.solve (npp); // Reverse preconditioning step 3: repeated squaring. while (sqpow) { retval = retval * retval; sqpow--; } // Reverse preconditioning step 2: inverse balancing. // XXX FIXME XXX -- should probably do this with Lapack calls // instead of a complete matrix inversion. retval = retval.transpose (); d = d.transpose (); retval = retval * d; retval = d.solve (retval); retval = retval.transpose (); // Reverse preconditioning step 1: fix trace normalization. return exp (trshift) * retval; } // column vector by row vector -> matrix operations ComplexMatrix operator * (const ColumnVector& v, const ComplexRowVector& a) { ComplexColumnVector tmp (v); return tmp * a; } ComplexMatrix operator * (const ComplexColumnVector& a, const RowVector& b) { ComplexRowVector tmp (b); return a * tmp; } ComplexMatrix operator * (const ComplexColumnVector& v, const ComplexRowVector& a) { ComplexMatrix retval; int len = v.length (); if (len != 0) { int a_len = a.length (); retval.resize (len, a_len); Complex *c = retval.fortran_vec (); F77_XFCN (zgemm, ZGEMM, ("N", "N", len, a_len, 1, 1.0, v.data (), len, a.data (), 1, 0.0, c, len, 1L, 1L)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in zgemm"); } return retval; } // matrix by diagonal matrix -> matrix operations ComplexMatrix& ComplexMatrix::operator += (const DiagMatrix& a) { int nr = rows (); int nc = cols (); int a_nr = rows (); int a_nc = cols (); if (nr != a_nr || nc != a_nc) { gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc); return *this; } for (int i = 0; i < a.length (); i++) elem (i, i) += a.elem (i, i); return *this; } ComplexMatrix& ComplexMatrix::operator -= (const DiagMatrix& a) { int nr = rows (); int nc = cols (); int a_nr = rows (); int a_nc = cols (); if (nr != a_nr || nc != a_nc) { gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc); return *this; } for (int i = 0; i < a.length (); i++) elem (i, i) -= a.elem (i, i); return *this; } ComplexMatrix& ComplexMatrix::operator += (const ComplexDiagMatrix& a) { int nr = rows (); int nc = cols (); int a_nr = rows (); int a_nc = cols (); if (nr != a_nr || nc != a_nc) { gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc); return *this; } for (int i = 0; i < a.length (); i++) elem (i, i) += a.elem (i, i); return *this; } ComplexMatrix& ComplexMatrix::operator -= (const ComplexDiagMatrix& a) { int nr = rows (); int nc = cols (); int a_nr = rows (); int a_nc = cols (); if (nr != a_nr || nc != a_nc) { gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc); return *this; } for (int i = 0; i < a.length (); i++) elem (i, i) -= a.elem (i, i); return *this; } // matrix by matrix -> matrix operations ComplexMatrix& ComplexMatrix::operator += (const Matrix& a) { int nr = rows (); int nc = cols (); int a_nr = a.rows (); int a_nc = a.cols (); if (nr != a_nr || nc != a_nc) { gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc); return *this; } if (nr == 0 || nc == 0) return *this; Complex *d = fortran_vec (); // Ensures only one reference to my privates! add2 (d, a.data (), length ()); return *this; } ComplexMatrix& ComplexMatrix::operator -= (const Matrix& a) { int nr = rows (); int nc = cols (); int a_nr = a.rows (); int a_nc = a.cols (); if (nr != a_nr || nc != a_nc) { gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc); return *this; } if (nr == 0 || nc == 0) return *this; Complex *d = fortran_vec (); // Ensures only one reference to my privates! subtract2 (d, a.data (), length ()); return *this; } ComplexMatrix& ComplexMatrix::operator += (const ComplexMatrix& a) { int nr = rows (); int nc = cols (); int a_nr = a.rows (); int a_nc = a.cols (); if (nr != a_nr || nc != a_nc) { gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc); return *this; } if (nr == 0 || nc == 0) return *this; Complex *d = fortran_vec (); // Ensures only one reference to my privates! add2 (d, a.data (), length ()); return *this; } ComplexMatrix& ComplexMatrix::operator -= (const ComplexMatrix& a) { int nr = rows (); int nc = cols (); int a_nr = a.rows (); int a_nc = a.cols (); if (nr != a_nr || nc != a_nc) { gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc); return *this; } if (nr == 0 || nc == 0) return *this; Complex *d = fortran_vec (); // Ensures only one reference to my privates! subtract2 (d, a.data (), length ()); return *this; } // unary operations boolMatrix ComplexMatrix::operator ! (void) const { int nr = rows (); int nc = cols (); boolMatrix b (nr, nc); for (int j = 0; j < nc; j++) for (int i = 0; i < nr; i++) b.elem (i, j) = elem (i, j) != 0.0; return b; } // other operations ComplexMatrix ComplexMatrix::map (c_c_Mapper f) const { ComplexMatrix b (*this); return b.apply (f); } Matrix ComplexMatrix::map (d_c_Mapper f) const { int nr = rows (); int nc = cols (); Matrix retval (nr, nc); for (int j = 0; j < nc; j++) for (int i = 0; i < nr; i++) retval(i,j) = f (elem(i,j)); return retval; } boolMatrix ComplexMatrix::map (b_c_Mapper f) const { int nr = rows (); int nc = cols (); boolMatrix retval (nr, nc); for (int j = 0; j < nc; j++) for (int i = 0; i < nr; i++) retval(i,j) = f (elem(i,j)); return retval; } ComplexMatrix& ComplexMatrix::apply (c_c_Mapper f) { Complex *d = fortran_vec (); // Ensures only one reference to my privates! for (int i = 0; i < length (); i++) d[i] = f (d[i]); return *this; } bool ComplexMatrix::any_element_is_inf_or_nan (void) const { int nr = rows (); int nc = cols (); for (int j = 0; j < nc; j++) for (int i = 0; i < nr; i++) { Complex val = elem (i, j); if (xisinf (val) || xisnan (val)) return true; } return false; } // Return true if no elements have imaginary components. bool ComplexMatrix::all_elements_are_real (void) const { int nr = rows (); int nc = cols (); for (int j = 0; j < nc; j++) for (int i = 0; i < nr; i++) if (imag (elem (i, j)) != 0.0) return false; return true; } // Return nonzero if any element of CM has a non-integer real or // imaginary part. Also extract the largest and smallest (real or // imaginary) values and return them in MAX_VAL and MIN_VAL. bool ComplexMatrix::all_integers (double& max_val, double& min_val) const { int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) { Complex val = elem (0, 0); double r_val = real (val); double i_val = imag (val); max_val = r_val; min_val = r_val; if (i_val > max_val) max_val = i_val; if (i_val < max_val) min_val = i_val; } else return false; for (int j = 0; j < nc; j++) for (int i = 0; i < nr; i++) { Complex val = elem (i, j); double r_val = real (val); double i_val = imag (val); if (r_val > max_val) max_val = r_val; if (i_val > max_val) max_val = i_val; if (r_val < min_val) min_val = r_val; if (i_val < min_val) min_val = i_val; if (D_NINT (r_val) != r_val || D_NINT (i_val) != i_val) return false; } return true; } bool ComplexMatrix::too_large_for_float (void) const { int nr = rows (); int nc = cols (); for (int j = 0; j < nc; j++) for (int i = 0; i < nr; i++) { Complex val = elem (i, j); double r_val = real (val); double i_val = imag (val); if (r_val > FLT_MAX || i_val > FLT_MAX || r_val < FLT_MIN || i_val < FLT_MIN) return true; } return false; } boolMatrix ComplexMatrix::all (void) const { int nr = rows (); int nc = cols (); boolMatrix retval; if (nr > 0 && nc > 0) { if (nr == 1) { retval.resize (1, 1); retval.elem (0, 0) = true; for (int j = 0; j < nc; j++) { if (elem (0, j) == 0.0) { retval.elem (0, 0) = false; break; } } } else if (nc == 1) { retval.resize (1, 1); retval.elem (0, 0) = true; for (int i = 0; i < nr; i++) { if (elem (i, 0) == 0.0) { retval.elem (0, 0) = false; break; } } } else { retval.resize (1, nc); for (int j = 0; j < nc; j++) { retval.elem (0, j) = true; for (int i = 0; i < nr; i++) { if (elem (i, j) == 0.0) { retval.elem (0, j) = false; break; } } } } } return retval; } boolMatrix ComplexMatrix::any (void) const { int nr = rows (); int nc = cols (); boolMatrix retval; if (nr > 0 && nc > 0) { if (nr == 1) { retval.resize (1, 1); retval.elem (0, 0) = false; for (int j = 0; j < nc; j++) { if (elem (0, j) != 0.0) { retval.elem (0, 0) = true; break; } } } else if (nc == 1) { retval.resize (1, 1); retval.elem (0, 0) = false; for (int i = 0; i < nr; i++) { if (elem (i, 0) != 0.0) { retval.elem (0, 0) = true; break; } } } else { retval.resize (1, nc); for (int j = 0; j < nc; j++) { retval.elem (0, j) = false; for (int i = 0; i < nr; i++) { if (elem (i, j) != 0.0) { retval.elem (0, j) = true; break; } } } } } return retval; } ComplexMatrix ComplexMatrix::cumprod (void) const { int nr = rows (); int nc = cols (); ComplexMatrix retval; if (nr > 0 && nc > 0) { if (nr == 1) { retval.resize (1, nc); Complex prod = elem (0, 0); for (int j = 0; j < nc; j++) { retval.elem (0, j) = prod; if (j < nc - 1) prod *= elem (0, j+1); } } else if (nc == 1) { retval.resize (nr, 1); Complex prod = elem (0, 0); for (int i = 0; i < nr; i++) { retval.elem (i, 0) = prod; if (i < nr - 1) prod *= elem (i+1, 0); } } else { retval.resize (nr, nc); for (int j = 0; j < nc; j++) { Complex prod = elem (0, j); for (int i = 0; i < nr; i++) { retval.elem (i, j) = prod; if (i < nr - 1) prod *= elem (i+1, j); } } } } return retval; } ComplexMatrix ComplexMatrix::cumsum (void) const { int nr = rows (); int nc = cols (); ComplexMatrix retval; if (nr > 0 && nc > 0) { if (nr == 1) { retval.resize (1, nc); Complex sum = elem (0, 0); for (int j = 0; j < nc; j++) { retval.elem (0, j) = sum; if (j < nc - 1) sum += elem (0, j+1); } } else if (nc == 1) { retval.resize (nr, 1); Complex sum = elem (0, 0); for (int i = 0; i < nr; i++) { retval.elem (i, 0) = sum; if (i < nr - 1) sum += elem (i+1, 0); } } else { retval.resize (nr, nc); for (int j = 0; j < nc; j++) { Complex sum = elem (0, j); for (int i = 0; i < nr; i++) { retval.elem (i, j) = sum; if (i < nr - 1) sum += elem (i+1, j); } } } } return retval; } ComplexMatrix ComplexMatrix::prod (void) const { int nr = rows (); int nc = cols (); ComplexMatrix retval; if (nr > 0 && nc > 0) { if (nr == 1) { retval.resize (1, 1); retval.elem (0, 0) = 1.0; for (int j = 0; j < nc; j++) retval.elem (0, 0) *= elem (0, j); } else if (nc == 1) { retval.resize (1, 1); retval.elem (0, 0) = 1.0; for (int i = 0; i < nr; i++) retval.elem (0, 0) *= elem (i, 0); } else { retval.resize (1, nc); for (int j = 0; j < nc; j++) { retval.elem (0, j) = 1.0; for (int i = 0; i < nr; i++) retval.elem (0, j) *= elem (i, j); } } } return retval; } ComplexMatrix ComplexMatrix::sum (void) const { int nr = rows (); int nc = cols (); ComplexMatrix retval; if (nr > 0 && nc > 0) { if (nr == 1) { retval.resize (1, 1); retval.elem (0, 0) = 0.0; for (int j = 0; j < nc; j++) retval.elem (0, 0) += elem (0, j); } else if (nc == 1) { retval.resize (1, 1); retval.elem (0, 0) = 0.0; for (int i = 0; i < nr; i++) retval.elem (0, 0) += elem (i, 0); } else { retval.resize (1, nc); for (int j = 0; j < nc; j++) { retval.elem (0, j) = 0.0; for (int i = 0; i < nr; i++) retval.elem (0, j) += elem (i, j); } } } return retval; } ComplexMatrix ComplexMatrix::sumsq (void) const { int nr = rows (); int nc = cols (); ComplexMatrix retval; if (nr > 0 && nc > 0) { if (nr == 1) { retval.resize (1, 1); retval.elem (0, 0) = 0.0; for (int j = 0; j < nc; j++) { Complex d = elem (0, j); retval.elem (0, 0) += d * conj (d); } } else if (nc == 1) { retval.resize (1, 1); retval.elem (0, 0) = 0.0; for (int i = 0; i < nr; i++) { Complex d = elem (i, 0); retval.elem (0, 0) += d * conj (d); } } else { retval.resize (1, nc); for (int j = 0; j < nc; j++) { retval.elem (0, j) = 0.0; for (int i = 0; i < nr; i++) { Complex d = elem (i, j); retval.elem (0, j) += d * conj (d); } } } } return retval; } ComplexColumnVector ComplexMatrix::diag (void) const { return diag (0); } ComplexColumnVector ComplexMatrix::diag (int k) const { int nnr = rows (); int nnc = cols (); if (k > 0) nnc -= k; else if (k < 0) nnr += k; ComplexColumnVector d; if (nnr > 0 && nnc > 0) { int ndiag = (nnr < nnc) ? nnr : nnc; d.resize (ndiag); if (k > 0) { for (int i = 0; i < ndiag; i++) d.elem (i) = elem (i, i+k); } else if ( k < 0) { for (int i = 0; i < ndiag; i++) d.elem (i) = elem (i-k, i); } else { for (int i = 0; i < ndiag; i++) d.elem (i) = elem (i, i); } } else cerr << "diag: requested diagonal out of range\n"; return d; } bool ComplexMatrix::row_is_real_only (int i) const { bool retval = true; int nc = columns (); for (int j = 0; j < nc; j++) { if (imag (elem (i, j)) != 0.0) { retval = false; break; } } return retval; } bool ComplexMatrix::column_is_real_only (int j) const { bool retval = true; int nr = rows (); for (int i = 0; i < nr; i++) { if (imag (elem (i, j)) != 0.0) { retval = false; break; } } return retval; } ComplexColumnVector ComplexMatrix::row_min (void) const { Array index; return row_min (index); } ComplexColumnVector ComplexMatrix::row_min (Array& index) const { ComplexColumnVector result; int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) { result.resize (nr); index.resize (nr); for (int i = 0; i < nr; i++) { int idx = 0; Complex tmp_min = elem (i, idx); bool real_only = row_is_real_only (i); double abs_min = real_only ? real (tmp_min) : abs (tmp_min); if (xisnan (tmp_min)) idx = -1; else { for (int j = 1; j < nc; j++) { Complex tmp = elem (i, j); double abs_tmp = real_only ? real (tmp) : abs (tmp); if (xisnan (tmp)) { idx = -1; break; } else if (abs_tmp < abs_min) { idx = j; tmp_min = tmp; abs_min = abs_tmp; } } result.elem (i) = (idx < 0) ? Complex_NaN_result : tmp_min; index.elem (i) = idx; } } } return result; } ComplexColumnVector ComplexMatrix::row_max (void) const { Array index; return row_max (index); } ComplexColumnVector ComplexMatrix::row_max (Array& index) const { ComplexColumnVector result; int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) { result.resize (nr); index.resize (nr); for (int i = 0; i < nr; i++) { int idx = 0; Complex tmp_max = elem (i, idx); bool real_only = row_is_real_only (i); double abs_max = real_only ? real (tmp_max) : abs (tmp_max); if (xisnan (tmp_max)) idx = -1; else { for (int j = 1; j < nc; j++) { Complex tmp = elem (i, j); double abs_tmp = real_only ? real (tmp) : abs (tmp); if (xisnan (tmp)) { idx = -1; break; } else if (abs_tmp > abs_max) { idx = j; tmp_max = tmp; abs_max = abs_tmp; } } result.elem (i) = (idx < 0) ? Complex_NaN_result : tmp_max; index.elem (i) = idx; } } } return result; } ComplexRowVector ComplexMatrix::column_min (void) const { Array index; return column_min (index); } ComplexRowVector ComplexMatrix::column_min (Array& index) const { ComplexRowVector result; int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) { result.resize (nc); index.resize (nc); for (int j = 0; j < nc; j++) { int idx = 0; Complex tmp_min = elem (idx, j); bool real_only = column_is_real_only (j); double abs_min = real_only ? real (tmp_min) : abs (tmp_min); if (xisnan (tmp_min)) idx = -1; else { for (int i = 1; i < nr; i++) { Complex tmp = elem (i, j); double abs_tmp = real_only ? real (tmp) : abs (tmp); if (xisnan (tmp)) { idx = -1; break; } else if (abs_tmp < abs_min) { idx = i; tmp_min = tmp; abs_min = abs_tmp; } } result.elem (j) = (idx < 0) ? Complex_NaN_result : tmp_min; index.elem (j) = idx; } } } return result; } ComplexRowVector ComplexMatrix::column_max (void) const { Array index; return column_max (index); } ComplexRowVector ComplexMatrix::column_max (Array& index) const { ComplexRowVector result; int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) { result.resize (nc); index.resize (nc); for (int j = 0; j < nc; j++) { int idx = 0; Complex tmp_max = elem (idx, j); bool real_only = column_is_real_only (j); double abs_max = real_only ? real (tmp_max) : abs (tmp_max); if (xisnan (tmp_max)) idx = -1; else { for (int i = 1; i < nr; i++) { Complex tmp = elem (i, j); double abs_tmp = real_only ? real (tmp) : abs (tmp); if (xisnan (tmp)) { idx = -1; break; } else if (abs_tmp > abs_max) { idx = i; tmp_max = tmp; abs_max = abs_tmp; } } result.elem (j) = (idx < 0) ? Complex_NaN_result : tmp_max; index.elem (j) = idx; } } } return result; } // i/o ostream& operator << (ostream& os, const ComplexMatrix& a) { // int field_width = os.precision () + 7; for (int i = 0; i < a.rows (); i++) { for (int j = 0; j < a.cols (); j++) os << " " /* setw (field_width) */ << a.elem (i, j); os << "\n"; } return os; } istream& operator >> (istream& is, ComplexMatrix& a) { int nr = a.rows (); int nc = a.cols (); if (nr < 1 || nc < 1) is.clear (ios::badbit); else { Complex tmp; for (int i = 0; i < nr; i++) for (int j = 0; j < nc; j++) { is >> tmp; if (is) a.elem (i, j) = tmp; else goto done; } } done: return is; } ComplexMatrix Givens (const Complex& x, const Complex& y) { double cc; Complex cs, temp_r; F77_FCN (zlartg, ZLARTG) (x, y, cc, cs, temp_r); ComplexMatrix g (2, 2); g.elem (0, 0) = cc; g.elem (1, 1) = cc; g.elem (0, 1) = cs; g.elem (1, 0) = -conj (cs); return g; } ComplexMatrix Sylvester (const ComplexMatrix& a, const ComplexMatrix& b, const ComplexMatrix& c) { ComplexMatrix retval; // XXX FIXME XXX -- need to check that a, b, and c are all the same // size. // Compute Schur decompositions ComplexSCHUR as (a, "U"); ComplexSCHUR bs (b, "U"); // Transform c to new coordinates. ComplexMatrix ua = as.unitary_matrix (); ComplexMatrix sch_a = as.schur_matrix (); ComplexMatrix ub = bs.unitary_matrix (); ComplexMatrix sch_b = bs.schur_matrix (); ComplexMatrix cx = ua.hermitian () * c * ub; // Solve the sylvester equation, back-transform, and return the // solution. int a_nr = a.rows (); int b_nr = b.rows (); double scale; int info; Complex *pa = sch_a.fortran_vec (); Complex *pb = sch_b.fortran_vec (); Complex *px = cx.fortran_vec (); F77_XFCN (ztrsyl, ZTRSYL, ("N", "N", 1, a_nr, b_nr, pa, a_nr, pb, b_nr, px, a_nr, scale, info, 1L, 1L)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in ztrsyl"); else { // XXX FIXME XXX -- check info? retval = -ua * cx * ub.hermitian (); } return retval; } ComplexMatrix operator * (const ComplexMatrix& m, const Matrix& a) { ComplexMatrix tmp (a); return m * tmp; } ComplexMatrix operator * (const Matrix& m, const ComplexMatrix& a) { ComplexMatrix tmp (m); return tmp * a; } ComplexMatrix operator * (const ComplexMatrix& m, const ComplexMatrix& a) { ComplexMatrix retval; int nr = m.rows (); int nc = m.cols (); int a_nr = a.rows (); int a_nc = a.cols (); if (nc != a_nr) gripe_nonconformant ("operator *", nr, nc, a_nr, a_nc); else { if (nr == 0 || nc == 0 || a_nc == 0) retval.resize (nr, nc, 0.0); else { int ld = nr; int lda = a.rows (); retval.resize (nr, a_nc); Complex *c = retval.fortran_vec (); F77_XFCN (zgemm, ZGEMM, ("N", "N", nr, a_nc, nc, 1.0, m.data (), ld, a.data (), lda, 0.0, c, nr, 1L, 1L)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in zgemm"); } } return retval; } MS_CMP_OPS(ComplexMatrix, real, Complex, real) MS_BOOL_OPS(ComplexMatrix, Complex) SM_CMP_OPS(Complex, real, ComplexMatrix, real) SM_BOOL_OPS(Complex, ComplexMatrix) MM_CMP_OPS(ComplexMatrix, real, ComplexMatrix, real) MM_BOOL_OPS(ComplexMatrix, ComplexMatrix) /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */