// 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 #include "byte-swap.h" #include "dMatrix.h" #include "dbleAEPBAL.h" #include "dbleDET.h" #include "dbleSCHUR.h" #include "dbleSVD.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-m-dm.h" #include "mx-dm-m.h" #include "mx-inlines.cc" #include "oct-cmplx.h" // Fortran functions we call. extern "C" { int F77_FCN (dgemm, DGEMM) (const char*, const char*, const int&, const int&, const int&, const double&, const double*, const int&, const double*, const int&, const double&, double*, const int&, long, long); int F77_FCN (dgeco, DGECO) (double*, const int&, const int&, int*, double&, double*); int F77_FCN (dgesl, DGESL) (const double*, const int&, const int&, const int*, double*, const int&); int F77_FCN (dgedi, DGEDI) (double*, const int&, const int&, const int*, double*, double*, const int&); int F77_FCN (dgelss, DGELSS) (const int&, const int&, const int&, double*, const int&, double*, const int&, double*, double&, int&, double*, const int&, 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 (dlartg, DLARTG) (const double&, const double&, double&, double&, double&); int F77_FCN (dtrsyl, DTRSYL) (const char*, const char*, const int&, const int&, const int&, const double*, const int&, const double*, const int&, const double*, const int&, double&, int&, long, long); int F77_FCN (xdlange, XDLANGE) (const char*, const int&, const int&, const double*, const int&, double*, double&); } // Matrix class. Matrix::Matrix (const RowVector& rv) : MArray2 (1, rv.length (), 0.0) { for (int i = 0; i < rv.length (); i++) elem (0, i) = rv.elem (i); } Matrix::Matrix (const ColumnVector& cv) : MArray2 (cv.length (), 1, 0.0) { for (int i = 0; i < cv.length (); i++) elem (i, 0) = cv.elem (i); } Matrix::Matrix (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); } // XXX FIXME XXX -- could we use a templated mixed-type copy function // here? Matrix::Matrix (const boolMatrix& a) : MArray2 (a.rows (), a.cols ()) { for (int i = 0; i < a.rows (); i++) for (int j = 0; j < a.cols (); j++) elem (i, j) = a.elem (i, j); } Matrix::Matrix (const charMatrix& a) : MArray2 (a.rows (), a.cols ()) { for (int i = 0; i < a.rows (); i++) for (int j = 0; j < a.cols (); j++) elem (i, j) = a.elem (i, j); } bool Matrix::operator == (const Matrix& a) const { if (rows () != a.rows () || cols () != a.cols ()) return false; return equal (data (), a.data (), length ()); } bool Matrix::operator != (const Matrix& a) const { return !(*this == a); } Matrix& Matrix::insert (const Matrix& a, int r, int c) { Array2::insert (a, r, c); return *this; } Matrix& Matrix::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; } Matrix& Matrix::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; } Matrix& Matrix::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; } Matrix& Matrix::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; } Matrix& Matrix::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; } Matrix Matrix::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 Matrix (); } int nc_insert = nc; Matrix retval (nr, nc + a.cols ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } Matrix Matrix::append (const RowVector& a) const { int nr = rows (); int nc = cols (); if (nr != 1) { (*current_liboctave_error_handler) ("row dimension mismatch for append"); return Matrix (); } int nc_insert = nc; Matrix retval (nr, nc + a.length ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } Matrix Matrix::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 Matrix (); } int nc_insert = nc; Matrix retval (nr, nc + 1); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } Matrix Matrix::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; Matrix retval (nr, nc + a.cols ()); retval.insert (*this, 0, 0); retval.insert (a, 0, nc_insert); return retval; } Matrix Matrix::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 Matrix (); } int nr_insert = nr; Matrix retval (nr + a.rows (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } Matrix Matrix::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 Matrix (); } int nr_insert = nr; Matrix retval (nr + 1, nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } Matrix Matrix::stack (const ColumnVector& a) const { int nr = rows (); int nc = cols (); if (nc != 1) { (*current_liboctave_error_handler) ("column dimension mismatch for stack"); return Matrix (); } int nr_insert = nr; Matrix retval (nr + a.length (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } Matrix Matrix::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 Matrix (); } int nr_insert = nr; Matrix retval (nr + a.rows (), nc); retval.insert (*this, 0, 0); retval.insert (a, nr_insert, 0); return retval; } Matrix real (const ComplexMatrix& a) { int a_len = a.length (); Matrix retval; if (a_len > 0) retval = Matrix (real_dup (a.data (), a_len), a.rows (), a.cols ()); return retval; } Matrix imag (const ComplexMatrix& a) { int a_len = a.length (); Matrix retval; if (a_len > 0) retval = Matrix (imag_dup (a.data (), a_len), a.rows (), a.cols ()); return retval; } Matrix Matrix::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; Matrix 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. RowVector Matrix::row (int i) const { int nc = cols (); if (i < 0 || i >= rows ()) { (*current_liboctave_error_handler) ("invalid row selection"); return RowVector (); } RowVector retval (nc); for (int j = 0; j < nc; j++) retval.elem (j) = elem (i, j); return retval; } RowVector Matrix::row (char *s) const { if (! s) { (*current_liboctave_error_handler) ("invalid row selection"); return RowVector (); } 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 RowVector (); } } ColumnVector Matrix::column (int i) const { int nr = rows (); if (i < 0 || i >= cols ()) { (*current_liboctave_error_handler) ("invalid column selection"); return ColumnVector (); } ColumnVector retval (nr); for (int j = 0; j < nr; j++) retval.elem (j) = elem (j, i); return retval; } ColumnVector Matrix::column (char *s) const { if (! s) { (*current_liboctave_error_handler) ("invalid column selection"); return ColumnVector (); } 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 ColumnVector (); } } Matrix Matrix::inverse (void) const { int info; double rcond; return inverse (info, rcond); } Matrix Matrix::inverse (int& info) const { double rcond; return inverse (info, rcond); } Matrix Matrix::inverse (int& info, double& rcond, int force) const { Matrix retval; int nr = rows (); int nc = cols (); if (nr != nc || nr == 0 || nc == 0) (*current_liboctave_error_handler) ("inverse requires square matrix"); else { info = 0; Array ipvt (nr); int *pipvt = ipvt.fortran_vec (); Array z (nr); double *pz = z.fortran_vec (); retval = *this; double *tmp_data = retval.fortran_vec (); F77_XFCN (dgeco, DGECO, (tmp_data, nr, nc, 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 = -1; if (info == -1 && ! force) retval = *this; // Restore matrix contents. else { double *dummy = 0; F77_XFCN (dgedi, DGEDI, (tmp_data, nr, nc, pipvt, dummy, pz, 1)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dgedi"); } } } return retval; } Matrix Matrix::pseudo_inverse (double tol) { SVD result (*this); DiagMatrix S = result.singular_values (); Matrix U = result.left_singular_matrix (); Matrix 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) return Matrix (nc, nr, 0.0); else { Matrix Ur = U.extract (0, 0, nr-1, r); DiagMatrix D = DiagMatrix (sigma.extract (0, r)) . inverse (); Matrix Vr = V.extract (0, 0, nc-1, r); return Vr * D * Ur.transpose (); } } ComplexMatrix Matrix::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 Matrix::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 Matrix::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 Matrix::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; } DET Matrix::determinant (void) const { int info; double rcond; return determinant (info, rcond); } DET Matrix::determinant (int& info) const { double rcond; return determinant (info, rcond); } DET Matrix::determinant (int& info, double& rcond) const { DET retval; int nr = rows (); int nc = cols (); if (nr == 0 || nc == 0) { double d[2]; d[0] = 1.0; d[1] = 0.0; retval = DET (d); } else { info = 0; Array ipvt (nr); int *pipvt = ipvt.fortran_vec (); Array z (nr); double *pz = z.fortran_vec (); Matrix atmp = *this; double *tmp_data = atmp.fortran_vec (); F77_XFCN (dgeco, DGECO, (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 = -1; retval = DET (); } else { double d[2]; F77_XFCN (dgedi, DGEDI, (tmp_data, nr, nr, pipvt, d, pz, 10)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dgedi"); else retval = DET (d); } } } return retval; } Matrix Matrix::solve (const Matrix& b) const { int info; double rcond; return solve (b, info, rcond); } Matrix Matrix::solve (const Matrix& b, int& info) const { double rcond; return solve (b, info, rcond); } Matrix Matrix::solve (const Matrix& b, int& info, double& rcond) const { Matrix retval; int nr = rows (); int nc = cols (); if (nr == 0 || nc == 0 || nr != nc || nr != b.rows ()) (*current_liboctave_error_handler) ("matrix dimension mismatch solution of linear equations"); else { info = 0; Array ipvt (nr); int *pipvt = ipvt.fortran_vec (); Array z (nr); double *pz = z.fortran_vec (); Matrix atmp = *this; double *tmp_data = atmp.fortran_vec (); F77_XFCN (dgeco, DGECO, (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; double *result = retval.fortran_vec (); int b_nc = b.cols (); for (volatile int j = 0; j < b_nc; j++) { F77_XFCN (dgesl, DGESL, (tmp_data, nr, nr, pipvt, &result[nr*j], 0)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("unrecoverable error in dgesl"); break; } } } } } return retval; } ComplexMatrix Matrix::solve (const ComplexMatrix& b) const { ComplexMatrix tmp (*this); return tmp.solve (b); } ComplexMatrix Matrix::solve (const ComplexMatrix& b, int& info) const { ComplexMatrix tmp (*this); return tmp.solve (b, info); } ComplexMatrix Matrix::solve (const ComplexMatrix& b, int& info, double& rcond) const { ComplexMatrix tmp (*this); return tmp.solve (b, info, rcond); } ColumnVector Matrix::solve (const ColumnVector& b) const { int info; double rcond; return solve (b, info, rcond); } ColumnVector Matrix::solve (const ColumnVector& b, int& info) const { double rcond; return solve (b, info, rcond); } ColumnVector Matrix::solve (const ColumnVector& b, int& info, double& rcond) const { ColumnVector retval; int nr = rows (); int nc = cols (); if (nr == 0 || nc == 0 || nr != nc || nr != b.length ()) (*current_liboctave_error_handler) ("matrix dimension mismatch solution of linear equations"); else { info = 0; Array ipvt (nr); int *pipvt = ipvt.fortran_vec (); Array z (nr); double *pz = z.fortran_vec (); Matrix atmp = *this; double *tmp_data = atmp.fortran_vec (); F77_XFCN (dgeco, DGECO, (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; double *result = retval.fortran_vec (); F77_XFCN (dgesl, DGESL, (tmp_data, nr, nr, pipvt, result, 0)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dgesl"); } } } return retval; } ComplexColumnVector Matrix::solve (const ComplexColumnVector& b) const { ComplexMatrix tmp (*this); return tmp.solve (b); } ComplexColumnVector Matrix::solve (const ComplexColumnVector& b, int& info) const { ComplexMatrix tmp (*this); return tmp.solve (b, info); } ComplexColumnVector Matrix::solve (const ComplexColumnVector& b, int& info, double& rcond) const { ComplexMatrix tmp (*this); return tmp.solve (b, info, rcond); } Matrix Matrix::lssolve (const Matrix& b) const { int info; int rank; return lssolve (b, info, rank); } Matrix Matrix::lssolve (const Matrix& b, int& info) const { int rank; return lssolve (b, info, rank); } Matrix Matrix::lssolve (const Matrix& b, int& info, int& rank) const { Matrix 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 in solution of least squares problem"); else { Matrix atmp = *this; double *tmp_data = atmp.fortran_vec (); int nrr = m > n ? m : n; Matrix 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); double *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 = 3*m + (2*m > nrhs ? (2*m > n ? 2*m : n) : (nrhs > n ? nrhs : n)); else lwork = 3*n + (2*n > nrhs ? (2*n > m ? 2*n : m) : (nrhs > m ? nrhs : m)); lwork *= 16; Array work (lwork); double *pwork = work.fortran_vec (); F77_XFCN (dgelss, DGELSS, (m, n, nrhs, tmp_data, m, presult, nrr, ps, rcond, rank, pwork, lwork, info)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dgelss"); 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; } ComplexMatrix Matrix::lssolve (const ComplexMatrix& b) const { ComplexMatrix tmp (*this); int info; int rank; return tmp.lssolve (b, info, rank); } ComplexMatrix Matrix::lssolve (const ComplexMatrix& b, int& info) const { ComplexMatrix tmp (*this); int rank; return tmp.lssolve (b, info, rank); } ComplexMatrix Matrix::lssolve (const ComplexMatrix& b, int& info, int& rank) const { ComplexMatrix tmp (*this); return tmp.lssolve (b, info, rank); } ColumnVector Matrix::lssolve (const ColumnVector& b) const { int info; int rank; return lssolve (b, info, rank); } ColumnVector Matrix::lssolve (const ColumnVector& b, int& info) const { int rank; return lssolve (b, info, rank); } ColumnVector Matrix::lssolve (const ColumnVector& b, int& info, int& rank) const { ColumnVector 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 in solution of least squares problem"); else { Matrix atmp = *this; double *tmp_data = atmp.fortran_vec (); int nrr = m > n ? m : n; ColumnVector result (nrr); for (int i = 0; i < m; i++) result.elem (i) = b.elem (i); double *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 = 3*m + (2*m > nrhs ? (2*m > n ? 2*m : n) : (nrhs > n ? nrhs : n)); else lwork = 3*n + (2*n > nrhs ? (2*n > m ? 2*n : m) : (nrhs > m ? nrhs : m)); lwork *= 16; Array work (lwork); double *pwork = work.fortran_vec (); F77_XFCN (dgelss, DGELSS, (m, n, nrhs, tmp_data, m, presult, nrr, ps, rcond, rank, pwork, lwork, info)); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dgelss"); else { retval.resize (n); for (int i = 0; i < n; i++) retval.elem (i) = result.elem (i); } } return retval; } ComplexColumnVector Matrix::lssolve (const ComplexColumnVector& b) const { ComplexMatrix tmp (*this); return tmp.lssolve (b); } ComplexColumnVector Matrix::lssolve (const ComplexColumnVector& b, int& info) const { ComplexMatrix tmp (*this); return tmp.lssolve (b, info); } ComplexColumnVector Matrix::lssolve (const ComplexColumnVector& b, int& info, int& rank) const { ComplexMatrix tmp (*this); return tmp.lssolve (b, info, rank); } // 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, }; Matrix Matrix::expm (void) const { Matrix retval; Matrix 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 double trshift = 0.0; for (int i = 0; i < nc; i++) trshift += m.elem (i, i); trshift /= nc; if (trshift > 0.0) { for (int i = 0; i < nc; i++) m.elem (i, i) -= trshift; } // Preconditioning step 2: balancing. AEPBALANCE mbal (m, "B"); m = mbal.balanced_matrix (); Matrix d = mbal.balancing_matrix (); // Preconditioning step 3: scaling. ColumnVector work(nc); double inf_norm; F77_FCN (xdlange, XDLANGE) ("I", nc, nc, m.fortran_vec (), nc, work.fortran_vec (), inf_norm); int sqpow = (int) (inf_norm > 0.0 ? (1.0 + log (inf_norm) / log (2.0)) : 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. Matrix npp (nc, nc, 0.0); Matrix 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. retval = retval.transpose(); d = d.transpose (); retval = retval * d; retval = d.solve (retval); retval = retval.transpose (); // Reverse preconditioning step 1: fix trace normalization. if (trshift > 0.0) retval = exp (trshift) * retval; return retval; } Matrix& Matrix::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; double *d = fortran_vec (); // Ensures only one reference to my privates! add2 (d, a.data (), length ()); return *this; } Matrix& Matrix::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; double *d = fortran_vec (); // Ensures only one reference to my privates! subtract2 (d, a.data (), length ()); return *this; } Matrix& Matrix::operator += (const DiagMatrix& 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; } for (int i = 0; i < a.length (); i++) elem (i, i) += a.elem (i, i); return *this; } Matrix& Matrix::operator -= (const DiagMatrix& 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; } for (int i = 0; i < a.length (); i++) elem (i, i) -= a.elem (i, i); return *this; } // unary operations boolMatrix Matrix::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); return b; } // column vector by row vector -> matrix operations Matrix operator * (const ColumnVector& v, const RowVector& a) { Matrix retval; int len = v.length (); if (len != 0) { int a_len = a.length (); retval.resize (len, a_len); double *c = retval.fortran_vec (); F77_XFCN (dgemm, DGEMM, ("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 dgemm"); } return retval; } // other operations. Matrix Matrix::map (d_d_Mapper f) const { Matrix b (*this); return b.apply (f); } boolMatrix Matrix::map (b_d_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; } Matrix& Matrix::apply (d_d_Mapper f) { double *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 Matrix::any_element_is_negative (void) const { int nr = rows (); int nc = cols (); for (int j = 0; j < nc; j++) for (int i = 0; i < nr; i++) if (elem (i, j) < 0.0) return true; return false; } bool Matrix::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++) { double val = elem (i, j); if (xisinf (val) || xisnan (val)) return 1; } return 0; } bool Matrix::all_elements_are_int_or_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++) { double val = elem (i, j); if (xisnan (val) || D_NINT (val) == val) continue; else return false; } return true; } // Return nonzero if any element of M is not an integer. Also extract // the largest and smallest values and return them in MAX_VAL and MIN_VAL. bool Matrix::all_integers (double& max_val, double& min_val) const { int nr = rows (); int nc = cols (); if (nr > 0 && nc > 0) { max_val = elem (0, 0); min_val = elem (0, 0); } else return false; for (int j = 0; j < nc; j++) for (int i = 0; i < nr; i++) { double val = elem (i, j); if (val > max_val) max_val = val; if (val < min_val) min_val = val; if (D_NINT (val) != val) return false; } return true; } bool Matrix::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++) { double val = elem (i, j); if (val > FLT_MAX || val < FLT_MIN) return true; } return false; } // XXX FIXME XXX Do these really belong here? They should maybe be // cleaned up a bit, no? What about corresponding functions for the // Vectors? boolMatrix Matrix::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 Matrix::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; } Matrix Matrix::cumprod (void) const { Matrix retval; int nr = rows (); int nc = cols (); if (nr == 1) { retval.resize (1, nc); if (nc > 0) { double 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); if (nr > 0) { double 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); if (nr > 0 && nc > 0) { for (int j = 0; j < nc; j++) { double 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; } Matrix Matrix::cumsum (void) const { Matrix retval; int nr = rows (); int nc = cols (); if (nr == 1) { retval.resize (1, nc); if (nc > 0) { double 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); if (nr > 0) { double 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); if (nr > 0 && nc > 0) { for (int j = 0; j < nc; j++) { double 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; } Matrix Matrix::prod (void) const { Matrix retval; int nr = rows (); int nc = cols (); 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 { if (nc == 0) { retval.resize (1, 1); retval.elem (0, 0) = 1.0; } 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; } Matrix Matrix::sum (void) const { Matrix retval; int nr = rows (); int nc = cols (); 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 { if (nc == 0) { retval.resize (1, 1); retval.elem (0, 0) = 0.0; } 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; } Matrix Matrix::sumsq (void) const { Matrix retval; int nr = rows (); int nc = cols (); if (nr == 1) { retval.resize (1, 1); retval.elem (0, 0) = 0.0; for (int j = 0; j < nc; j++) { double d = elem (0, j); retval.elem (0, 0) += d * d; } } else if (nc == 1) { retval.resize (1, 1); retval.elem (0, 0) = 0.0; for (int i = 0; i < nr; i++) { double d = elem (i, 0); retval.elem (0, 0) += d * 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++) { double d = elem (i, j); retval.elem (0, j) += d * d; } } } return retval; } Matrix Matrix::abs (void) 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) = fabs (elem (i, j)); return retval; } ColumnVector Matrix::diag (void) const { return diag (0); } ColumnVector Matrix::diag (int k) const { int nnr = rows (); int nnc = cols (); if (k > 0) nnc -= k; else if (k < 0) nnr += k; ColumnVector 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; } ColumnVector Matrix::row_min (void) const { Array index; return row_min (index); } ColumnVector Matrix::row_min (Array& index) const { ColumnVector 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; double tmp_min = elem (i, idx); if (xisnan (tmp_min)) idx = -1; else { for (int j = 1; j < nc; j++) { double tmp = elem (i, j); if (xisnan (tmp)) { idx = -1; break; } else if (tmp < tmp_min) { idx = j; tmp_min = tmp; } } } result.elem (i) = (idx < 0) ? octave_NaN : tmp_min; index.elem (i) = idx; } } return result; } ColumnVector Matrix::row_max (void) const { Array index; return row_max (index); } ColumnVector Matrix::row_max (Array& index) const { ColumnVector 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; double tmp_max = elem (i, idx); if (xisnan (tmp_max)) idx = -1; else { for (int j = 1; j < nc; j++) { double tmp = elem (i, j); if (xisnan (tmp)) { idx = -1; break; } else if (tmp > tmp_max) { idx = j; tmp_max = tmp; } } } result.elem (i) = (idx < 0) ? octave_NaN : tmp_max; index.elem (i) = idx; } } return result; } RowVector Matrix::column_min (void) const { Array index; return column_min (index); } RowVector Matrix::column_min (Array& index) const { RowVector 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; double tmp_min = elem (idx, j); if (xisnan (tmp_min)) idx = -1; else { for (int i = 1; i < nr; i++) { double tmp = elem (i, j); if (xisnan (tmp)) { idx = -1; break; } else if (tmp < tmp_min) { idx = i; tmp_min = tmp; } } } result.elem (j) = (idx < 0) ? octave_NaN : tmp_min; index.elem (j) = idx; } } return result; } RowVector Matrix::column_max (void) const { Array index; return column_max (index); } RowVector Matrix::column_max (Array& index) const { RowVector 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; double tmp_max = elem (idx, j); if (xisnan (tmp_max)) idx = -1; else { for (int i = 1; i < nr; i++) { double tmp = elem (i, j); if (xisnan (tmp)) { idx = -1; break; } else if (tmp > tmp_max) { idx = i; tmp_max = tmp; } } } result.elem (j) = (idx < 0) ? octave_NaN : tmp_max; index.elem (j) = idx; } } return result; } ostream& operator << (ostream& os, const Matrix& 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, Matrix& a) { int nr = a.rows (); int nc = a.cols (); if (nr < 1 || nc < 1) is.clear (ios::badbit); else { double 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; } template static void read_int (istream& is, bool swap_bytes, T& val) { is.read (X_CAST (char *, &val), sizeof (T)); if (swap_bytes) { switch (sizeof (T)) { case 1: break; case 2: swap_2_bytes (X_CAST (char *, &val)); break; case 4: swap_4_bytes (X_CAST (char *, &val)); break; case 8: swap_8_bytes (X_CAST (char *, &val)); break; default: (*current_liboctave_error_handler) ("read_int: unrecognized data format!"); } } } template void read_int (istream&, bool, char&); template void read_int (istream&, bool, signed char&); template void read_int (istream&, bool, unsigned char&); template void read_int (istream&, bool, short&); template void read_int (istream&, bool, unsigned short&); template void read_int (istream&, bool, int&); template void read_int (istream&, bool, unsigned int&); template void read_int (istream&, bool, long&); template void read_int (istream&, bool, unsigned long&); static inline bool do_read (istream& is, oct_data_conv::data_type dt, oct_mach_info::float_format flt_fmt, bool swap_bytes, bool do_float_conversion, double& val) { bool retval = true; switch (dt) { case oct_data_conv::dt_char: { char tmp; read_int (is, swap_bytes, tmp); val = tmp; } break; case oct_data_conv::dt_schar: { signed char tmp; read_int (is, swap_bytes, tmp); val = tmp; } break; case oct_data_conv::dt_uchar: { unsigned char tmp; read_int (is, swap_bytes, tmp); val = tmp; } break; case oct_data_conv::dt_short: { short tmp; read_int (is, swap_bytes, tmp); val = tmp; } break; case oct_data_conv::dt_ushort: { unsigned short tmp; read_int (is, swap_bytes, tmp); val = tmp; } break; case oct_data_conv::dt_int: { int tmp; read_int (is, swap_bytes, tmp); val = tmp; } break; case oct_data_conv::dt_uint: { unsigned int tmp; read_int (is, swap_bytes, tmp); val = tmp; } break; case oct_data_conv::dt_long: { long tmp; read_int (is, swap_bytes, tmp); val = tmp; } break; case oct_data_conv::dt_ulong: { unsigned long tmp; read_int (is, swap_bytes, tmp); val = tmp; } break; case oct_data_conv::dt_float: { float f; is.read (X_CAST (char *, &f), sizeof (float)); if (do_float_conversion) do_float_format_conversion (&f, 1, flt_fmt); val = f; } break; case oct_data_conv::dt_double: { is.read (X_CAST (char *, &val), sizeof (double)); if (do_float_conversion) do_double_format_conversion (&val, 1, flt_fmt); } break; default: retval = false; (*current_liboctave_error_handler) ("read: invalid type specification"); break; } return retval; } int Matrix::read (istream& is, int nr, int nc, oct_data_conv::data_type dt, int skip, oct_mach_info::float_format flt_fmt) { int retval = -1; bool ok = true; int count = 0; double *data = 0; int max_size = 0; int final_nr = 0; int final_nc = 0; if (nr > 0) { if (nc > 0) { resize (nr, nc, 0.0); data = fortran_vec (); max_size = nr * nc; } else { resize (nr, 32, 0.0); data = fortran_vec (); max_size = nr * 32; } } else { resize (32, 1, 0.0); data = fortran_vec (); max_size = 32; } oct_mach_info::float_format native_flt_fmt = oct_mach_info::float_format (); bool do_float_conversion = (flt_fmt != native_flt_fmt); // XXX FIXME XXX -- byte order for Cray? bool swap_bytes = false; if (oct_mach_info::words_big_endian ()) swap_bytes = (flt_fmt == oct_mach_info::ieee_little_endian || flt_fmt == oct_mach_info::vax_g || flt_fmt == oct_mach_info::vax_g); else swap_bytes = (flt_fmt == oct_mach_info::ieee_big_endian); for (;;) { // XXX FIXME XXX -- maybe there should be a special case for // skip == 0. if (is) { if (nr > 0 && nc > 0 && count == max_size) { final_nr = nr; final_nc = nc; break; } if (is) { double tmp = 0.0; ok = do_read (is, dt, flt_fmt, swap_bytes, do_float_conversion, tmp); if (ok) { if (is) { if (count == max_size) { max_size *= 2; if (nr > 0) resize (nr, max_size / nr, 0.0); else resize (max_size, 1, 0.0); data = fortran_vec (); } data[count++] = tmp; } if (ok && skip != 0) is.seekg (skip, ios::cur); if (! ok || is.eof ()) { if (is.eof ()) { if (nr > 0) { if (count > nr) { final_nr = nr; final_nc = (count - 1) / nr + 1; } else { final_nr = count; final_nc = 1; } } else { final_nr = count; final_nc = 1; } } break; } } else break; } else { ok = false; break; } } else { ok = false; break; } } if (ok) { resize (final_nr, final_nc, 0.0); retval = count; } return retval; } template static void write_int (ostream& os, bool swap_bytes, T val) { if (swap_bytes) { switch (sizeof (T)) { case 1: break; case 2: swap_2_bytes (X_CAST (char *, &val)); break; case 4: swap_4_bytes (X_CAST (char *, &val)); break; case 8: swap_8_bytes (X_CAST (char *, &val)); break; default: (*current_liboctave_error_handler) ("write_int: unrecognized data format!"); } } os.write (X_CAST (char *, &val), sizeof (T)); } template void write_int (ostream&, bool, char); template void write_int (ostream&, bool, signed char); template void write_int (ostream&, bool, unsigned char); template void write_int (ostream&, bool, short); template void write_int (ostream&, bool, unsigned short); template void write_int (ostream&, bool, int); template void write_int (ostream&, bool, unsigned int); template void write_int (ostream&, bool, long); template void write_int (ostream&, bool, unsigned long); static inline bool do_write (ostream& os, double d, oct_data_conv::data_type dt, oct_mach_info::float_format flt_fmt, bool swap_bytes, bool do_float_conversion) { bool retval = true; switch (dt) { case oct_data_conv::dt_char: write_int (os, swap_bytes, X_CAST (char, d)); break; case oct_data_conv::dt_schar: write_int (os, swap_bytes, X_CAST (signed char, d)); break; case oct_data_conv::dt_uchar: write_int (os, swap_bytes, X_CAST (unsigned char, d)); break; case oct_data_conv::dt_short: write_int (os, swap_bytes, X_CAST (short, d)); break; case oct_data_conv::dt_ushort: write_int (os, swap_bytes, X_CAST (unsigned short, d)); break; case oct_data_conv::dt_int: write_int (os, swap_bytes, X_CAST (int, d)); break; case oct_data_conv::dt_uint: write_int (os, swap_bytes, X_CAST (unsigned int, d)); break; case oct_data_conv::dt_long: write_int (os, swap_bytes, X_CAST (long, d)); break; case oct_data_conv::dt_ulong: write_int (os, swap_bytes, X_CAST (unsigned long, d)); break; case oct_data_conv::dt_float: { float f = d; if (do_float_conversion) do_float_format_conversion (&f, 1, flt_fmt); os.write (X_CAST (char *, &f), sizeof (float)); } break; case oct_data_conv::dt_double: { if (do_float_conversion) do_double_format_conversion (&d, 1, flt_fmt); os.write (X_CAST (char *, &d), sizeof (double)); } break; default: retval = false; (*current_liboctave_error_handler) ("write: invalid type specification"); break; } return retval; } int Matrix::write (ostream& os, oct_data_conv::data_type dt, int skip, oct_mach_info::float_format flt_fmt) { int retval = -1; bool ok = true; int count = 0; const double *d = data (); int n = length (); oct_mach_info::float_format native_flt_fmt = oct_mach_info::float_format (); bool do_float_conversion = (flt_fmt != native_flt_fmt); // XXX FIXME XXX -- byte order for Cray? bool swap_bytes = false; if (oct_mach_info::words_big_endian ()) swap_bytes = (flt_fmt == oct_mach_info::ieee_little_endian || flt_fmt == oct_mach_info::vax_g || flt_fmt == oct_mach_info::vax_g); else swap_bytes = (flt_fmt == oct_mach_info::ieee_big_endian); for (int i = 0; i < n; i++) { if (os) { if (skip != 0) os.seekp (skip, ios::cur); if (os) { ok = do_write (os, d[i], dt, flt_fmt, swap_bytes, do_float_conversion); if (os && ok) count++; else break; } else { ok = false; break; } } else { ok = false; break; } } if (ok) retval = count; return retval; } Matrix Givens (double x, double y) { double cc, s, temp_r; F77_FCN (dlartg, DLARTG) (x, y, cc, s, temp_r); Matrix g (2, 2); g.elem (0, 0) = cc; g.elem (1, 1) = cc; g.elem (0, 1) = s; g.elem (1, 0) = -s; return g; } Matrix Sylvester (const Matrix& a, const Matrix& b, const Matrix& c) { Matrix retval; // XXX FIXME XXX -- need to check that a, b, and c are all the same // size. // Compute Schur decompositions. SCHUR as (a, "U"); SCHUR bs (b, "U"); // Transform c to new coordinates. Matrix ua = as.unitary_matrix (); Matrix sch_a = as.schur_matrix (); Matrix ub = bs.unitary_matrix (); Matrix sch_b = bs.schur_matrix (); Matrix cx = ua.transpose () * 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; double *pa = sch_a.fortran_vec (); double *pb = sch_b.fortran_vec (); double *px = cx.fortran_vec (); F77_XFCN (dtrsyl, DTRSYL, ("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 dtrsyl"); else { // XXX FIXME XXX -- check info? retval = -ua*cx*ub.transpose (); } return retval; } // matrix by matrix -> matrix operations Matrix operator * (const Matrix& m, const Matrix& a) { Matrix 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, a_nc, 0.0); else { int ld = nr; int lda = a_nr; retval.resize (nr, a_nc); double *c = retval.fortran_vec (); F77_XFCN (dgemm, DGEMM, ("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 dgemm"); } } return retval; } MS_CMP_OPS(Matrix, , double, ) MS_BOOL_OPS(Matrix, double) SM_CMP_OPS(double, , Matrix, ) SM_BOOL_OPS(double, Matrix) MM_CMP_OPS(Matrix, , Matrix, ) MM_BOOL_OPS(Matrix, Matrix) /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */