1 | #ifndef _theplu_yat_utility_matrix_ |
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2 | #define _theplu_yat_utility_matrix_ |
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3 | |
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4 | // $Id: matrix.h 1098 2008-02-18 03:13:53Z jari $ |
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5 | |
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6 | /* |
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7 | Copyright (C) 2003 Daniel Dalevi, Peter Johansson |
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8 | Copyright (C) 2004 Jari Häkkinen, Peter Johansson |
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9 | Copyright (C) 2005, 2006 Jari Häkkinen, Markus Ringnér, Peter Johansson |
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10 | Copyright (C) 2007 Jari Häkkinen, Peter Johansson |
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11 | Copyright (C) 2008 Peter Johansson |
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12 | |
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13 | This file is part of the yat library, http://trac.thep.lu.se/yat |
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14 | |
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15 | The yat library is free software; you can redistribute it and/or |
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16 | modify it under the terms of the GNU General Public License as |
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17 | published by the Free Software Foundation; either version 2 of the |
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18 | License, or (at your option) any later version. |
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19 | |
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20 | The yat library is distributed in the hope that it will be useful, |
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21 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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22 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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23 | General Public License for more details. |
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24 | |
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25 | You should have received a copy of the GNU General Public License |
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26 | along with this program; if not, write to the Free Software |
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27 | Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA |
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28 | 02111-1307, USA. |
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29 | */ |
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30 | |
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31 | #include "Exception.h" |
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32 | #include "StrideIterator.h" |
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33 | #include "vector.h" |
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34 | #include "VectorConstView.h" |
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35 | #include "VectorView.h" |
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36 | |
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37 | #include <gsl/gsl_matrix.h> |
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38 | #include <iostream> |
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39 | #include <utility> |
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40 | |
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41 | namespace theplu { |
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42 | namespace yat { |
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43 | namespace utility { |
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44 | |
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45 | class VectorBase; |
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46 | |
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47 | /// |
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48 | /// @brief Interface to GSL matrix. |
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49 | /// |
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50 | /// For the time being 'double' is the only type supported. |
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51 | /// |
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52 | /// \par[File streams] Reading and writing vectors to file streams |
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53 | /// are of course supported. These are implemented without using GSL |
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54 | /// functionality, and thus binary read and write to streams are not |
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55 | /// supported. |
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56 | /// |
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57 | /// @note All GSL matrix related functions are not implement but |
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58 | /// most functionality defined for GSL matrices can be achieved with |
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59 | /// this interface class. Most notable GSL functionality not |
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60 | /// supported are no binary file support and views on arrays, |
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61 | /// utility::vectors, gsl_vectors, diagonals, subdiagonals, and |
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62 | /// superdiagonals. |
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63 | /// |
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64 | class matrix |
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65 | { |
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66 | public: |
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67 | /** |
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68 | */ |
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69 | typedef StrideIterator<double*> iterator; |
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70 | |
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71 | /** |
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72 | */ |
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73 | typedef StrideIterator<const double*> const_iterator; |
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74 | |
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75 | /** |
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76 | @brief The default constructor. |
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77 | |
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78 | This contructor does not initialize underlying (essential) |
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79 | structures. |
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80 | */ |
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81 | matrix(void); |
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82 | |
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83 | /** |
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84 | \brief Constructor allocating memory space for \a r times \a c |
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85 | elements, and sets all elements to \a init_value. |
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86 | |
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87 | \throw GSL_error if memory allocation fails. |
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88 | */ |
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89 | matrix(const size_t& r, const size_t& c, double init_value=0); |
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90 | |
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91 | /** |
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92 | \brief The copy constructor. |
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93 | |
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94 | \throw A GSL_error is indirectly thrown if memory allocation |
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95 | fails. |
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96 | */ |
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97 | matrix(const matrix&); |
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98 | |
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99 | /** |
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100 | \brief The istream constructor. |
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101 | |
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102 | Matrix rows are sepearated with the new line character, and |
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103 | column elements in a row must be separated either with white |
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104 | space characters except the new line (\\n) character (default), |
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105 | or by the delimiter \a sep. Rows, and columns, are read |
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106 | consecutively and only rectangular matrices are |
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107 | supported. Empty lines are ignored. End of input is at end of |
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108 | file marker. |
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109 | |
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110 | \throw GSL_error if memory allocation fails, IO_error if |
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111 | unexpected input is found in the input stream. |
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112 | */ |
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113 | explicit matrix(std::istream &, char sep='\0') |
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114 | throw(utility::IO_error, std::exception); |
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115 | |
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116 | /** |
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117 | \brief The destructor. |
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118 | */ |
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119 | ~matrix(void); |
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120 | |
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121 | /// |
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122 | /// Set all elements to \a value. |
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123 | /// |
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124 | void all(const double value); |
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125 | |
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126 | /** |
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127 | Iterator iterates along a row. When end of row is reached it |
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128 | jumps to beginning of next row. |
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129 | |
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130 | \return iterator pointing to upper-left element. |
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131 | */ |
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132 | iterator begin(void); |
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133 | |
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134 | /** |
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135 | Iterator iterates along a row. When end of row is reached it |
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136 | jumps to beginning of next row. |
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137 | |
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138 | \return const_iterator pointing to upper-left element. |
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139 | */ |
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140 | const_iterator begin(void) const; |
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141 | |
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142 | /** |
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143 | Iterator iterates along a column. |
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144 | |
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145 | \return iterator pointing to first element of column \a i. |
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146 | */ |
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147 | iterator begin_column(size_t i); |
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148 | |
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149 | /** |
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150 | Iterator iterates along a column. |
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151 | |
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152 | \return const_iterator pointing to first element of column \a i. |
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153 | */ |
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154 | const_iterator begin_column(size_t i) const; |
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155 | |
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156 | /** |
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157 | Iterator iterates along a row. |
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158 | |
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159 | \return iterator pointing to first element of row \a i. |
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160 | */ |
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161 | iterator begin_row(size_t i); |
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162 | |
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163 | /** |
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164 | Iterator iterates along a row. |
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165 | |
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166 | \return const_iterator pointing to first element of row \a i. |
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167 | */ |
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168 | const_iterator begin_row(size_t i) const; |
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169 | |
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170 | /** |
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171 | \return Vector view of column \a i |
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172 | */ |
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173 | VectorView column_view(size_t i); |
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174 | |
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175 | /** |
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176 | \return const vector view of column \a i |
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177 | */ |
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178 | const VectorConstView column_const_view(size_t) const; |
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179 | |
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180 | /// |
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181 | /// @return The number of columns in the matrix. |
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182 | /// |
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183 | size_t columns(void) const; |
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184 | |
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185 | /** |
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186 | Elementwise division of the elemnts of the calling matrix by |
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187 | the elements of matrix \a b, \f$ a_{ij} = a_{ij} / b_{ij} \; |
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188 | \forall i,j \f$. The result is stored into the calling matrix. |
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189 | |
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190 | \throw GSL_error if dimensions mis-match. |
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191 | */ |
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192 | void div(const matrix& b); |
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193 | |
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194 | /** |
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195 | \return iterator pointing to end of matrix |
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196 | */ |
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197 | iterator end(void); |
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198 | |
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199 | /** |
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200 | \return const_iterator pointing to end of matrix |
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201 | */ |
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202 | const_iterator end(void) const; |
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203 | |
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204 | /** |
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205 | \return iterator pointing to end of column \a i |
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206 | */ |
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207 | iterator end_column(size_t i); |
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208 | |
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209 | /** |
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210 | \return const_iterator pointing to end of column \a i |
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211 | */ |
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212 | const_iterator end_column(size_t i) const; |
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213 | |
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214 | /** |
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215 | \return iterator pointing to end of row \a i |
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216 | */ |
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217 | iterator end_row(size_t i); |
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218 | |
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219 | /** |
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220 | \return const_iterator pointing to end of row \a i |
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221 | */ |
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222 | const_iterator end_row(size_t i) const; |
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223 | |
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224 | /** |
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225 | \brief Check whether matrices are equal within a user defined |
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226 | precision, set by \a precision. |
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227 | |
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228 | \return True if each element deviates less or equal than \a |
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229 | d. If any matrix contain a NaN, false is always returned. |
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230 | |
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231 | \see operator== and operator!= |
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232 | */ |
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233 | bool equal(const matrix&, const double precision=0) const; |
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234 | |
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235 | /// |
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236 | /// @return A const pointer to the internal GSL matrix. |
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237 | /// |
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238 | const gsl_matrix* gsl_matrix_p(void) const; |
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239 | |
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240 | /// |
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241 | /// @return A pointer to the internal GSL matrix. |
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242 | /// |
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243 | gsl_matrix* gsl_matrix_p(void); |
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244 | |
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245 | /** |
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246 | Multiply the elements of matrix \a b with the elements of the |
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247 | calling matrix ,\f$ a_{ij} = a_{ij} * b_{ij} \; \forall i,j |
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248 | \f$. The result is stored into the calling matrix. |
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249 | |
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250 | \throw GSL_error if dimensions mis-match. |
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251 | */ |
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252 | void mul(const matrix& b); |
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253 | |
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254 | /** |
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255 | \brief Resize matrix |
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256 | |
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257 | All elements are set to @a init_value. |
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258 | |
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259 | \note underlying GSL matrix is destroyed and views into this |
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260 | matrix becomes invalid. |
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261 | */ |
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262 | void resize(size_t, size_t, double init_value=0); |
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263 | |
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264 | /// |
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265 | /// @return The number of rows in the matrix. |
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266 | /// |
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267 | size_t rows(void) const; |
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268 | |
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269 | /** |
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270 | \return Vector view of \a i |
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271 | */ |
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272 | VectorView row_view(size_t); |
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273 | |
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274 | /** |
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275 | \return const vector view of \a i |
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276 | */ |
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277 | const VectorConstView row_const_view(size_t) const; |
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278 | |
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279 | /** |
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280 | \brief Swap columns \a i and \a j. |
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281 | |
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282 | \throw GSL_error if either index is out of bounds. |
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283 | */ |
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284 | void swap_columns(const size_t i,const size_t j); |
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285 | |
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286 | /** |
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287 | \brief Swap row \a i and column \a j. |
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288 | |
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289 | The matrix must be square. |
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290 | |
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291 | \throw GSL_error if either index is out of bounds, or if matrix |
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292 | is not square. |
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293 | */ |
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294 | void swap_rowcol(const size_t i,const size_t j); |
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295 | |
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296 | /** |
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297 | \brief Swap rows \a i and \a j. |
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298 | |
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299 | \throw GSL_error if either index is out of bounds. |
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300 | */ |
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301 | void swap_rows(const size_t i, const size_t j); |
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302 | |
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303 | /** |
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304 | \brief Transpose the matrix. |
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305 | |
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306 | \throw GSL_error if memory allocation fails for the new |
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307 | transposed matrix. |
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308 | */ |
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309 | void transpose(void); |
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310 | |
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311 | /** |
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312 | \brief Element access operator. |
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313 | |
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314 | \return Reference to the element position (\a row, \a column). |
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315 | |
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316 | \throw If GSL range checks are enabled in the underlying GSL |
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317 | library a GSL_error exception is thrown if either index is out |
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318 | of range. |
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319 | */ |
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320 | double& operator()(size_t row,size_t column); |
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321 | |
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322 | /** |
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323 | \brief Element access operator. |
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324 | |
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325 | \return Const reference to the element position (\a row, \a |
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326 | column). |
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327 | |
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328 | \throw If GSL range checks are enabled in the underlying GSL |
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329 | library a GSL_error exception is thrown if either index is out |
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330 | of range. |
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331 | */ |
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332 | const double& operator()(size_t row,size_t column) const; |
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333 | |
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334 | /** |
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335 | \brief Comparison operator. Takes squared time. |
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336 | |
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337 | Checks are performed with exact matching, i.e., rounding off |
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338 | effects may destroy comparison. Use the equal function for |
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339 | comparing elements within a user defined precision. |
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340 | |
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341 | \return True if all elements are equal otherwise false. |
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342 | |
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343 | \see equal |
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344 | */ |
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345 | bool operator==(const matrix& other) const; |
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346 | |
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347 | /** |
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348 | \brief Comparison operator. Takes squared time. |
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349 | |
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350 | Checks are performed with exact matching, i.e., rounding off |
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351 | effects may destroy comparison. Use the equal function for |
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352 | comparing elements within a user defined precision. |
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353 | |
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354 | \return False if all elements are equal otherwise true. |
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355 | |
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356 | \see equal |
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357 | */ |
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358 | bool operator!=(const matrix& other) const; |
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359 | |
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360 | /** |
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361 | \brief The assignment operator. |
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362 | |
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363 | \return A const reference to the resulting matrix. |
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364 | */ |
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365 | const matrix& operator=(const matrix& other); |
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366 | |
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367 | /** |
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368 | \brief Add and assign operator. |
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369 | |
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370 | Elementwise addition of the elements of matrix \a b to the left |
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371 | hand side matrix ,\f$ a_{ij} = a_{ij} + b_{ij} \; \forall i,j |
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372 | \f$. |
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373 | |
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374 | \return A const reference to the resulting matrix. |
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375 | |
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376 | \throw GSL_error if dimensions mis-match. |
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377 | */ |
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378 | const matrix& operator+=(const matrix& b); |
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379 | |
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380 | /** |
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381 | \brief Add and assign operator |
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382 | |
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383 | Add the scalar value \a d to the left hand side matrix, \f$ |
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384 | a_{ij} = a_{ij} + d \; \forall i,j \f$. |
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385 | */ |
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386 | const matrix& operator+=(const double d); |
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387 | |
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388 | /** |
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389 | \brief Subtract and assign operator. |
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390 | |
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391 | Elementwise subtraction of the elements of matrix \a b to the |
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392 | left hand side matrix ,\f$ a_{ij} = a_{ij} + b_{ij} \; \forall |
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393 | i,j \f$. |
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394 | |
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395 | \return A const reference to the resulting matrix. |
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396 | |
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397 | \throw GSL_error if dimensions mis-match. |
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398 | */ |
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399 | const matrix& operator-=(const matrix&); |
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400 | |
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401 | /** |
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402 | \brief Subtract and assign operator |
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403 | |
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404 | Subtract the scalar value \a d to the left hand side matrix, |
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405 | \f$ a_{ij} = a_{ij} + d \; \forall i,j \f$. |
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406 | */ |
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407 | const matrix& operator-=(const double d); |
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408 | |
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409 | /** |
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410 | \brief Multiply and assigment operator. |
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411 | |
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412 | \return Const reference to the resulting matrix. |
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413 | |
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414 | \throw GSL_error if memory allocation fails. |
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415 | */ |
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416 | const matrix& operator*=(const matrix&); |
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417 | |
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418 | /** |
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419 | \brief Multiply and assignment operator |
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420 | |
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421 | Multiply the elements of the left hand side matrix with a |
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422 | scalar \a d, \f$ a_{ij} = d * a_{ij} \; \forall i,j \f$. |
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423 | |
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424 | \throw GSL_error if memory allocation fails. |
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425 | */ |
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426 | const matrix& operator*=(double d); |
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427 | |
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428 | private: |
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429 | |
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430 | /** |
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431 | \brief Create a new copy of the internal GSL matrix. |
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432 | |
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433 | Necessary memory for the new GSL matrix is allocated and the |
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434 | caller is responsible for freeing the allocated memory. |
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435 | |
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436 | \return A pointer to a copy of the internal GSL matrix. |
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437 | |
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438 | \throw GSL_error if memory cannot be allocated for the new |
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439 | copy, or if dimensions mis-match. |
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440 | */ |
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441 | gsl_matrix* create_gsl_matrix_copy(void) const; |
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442 | |
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443 | /** |
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444 | \brief Clear all dynamically allocated memory. |
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445 | |
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446 | Internal utility function. |
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447 | */ |
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448 | void delete_allocated_memory(void); |
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449 | |
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450 | // blas_result_ is used to temporarily store result in BLAS calls |
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451 | // and when not NULL it should always have the same size as |
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452 | // m_. Memory is not allocated for blas_result_ until it is |
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453 | // needed. |
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454 | gsl_matrix* blas_result_; |
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455 | gsl_matrix* m_; |
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456 | }; |
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457 | |
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458 | /** |
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459 | \brief Check if all elements of the matrix are zero. |
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460 | |
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461 | \return True if all elements in the matrix is zero, false |
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462 | othwerwise. |
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463 | */ |
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464 | bool isnull(const matrix&); |
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465 | |
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466 | /** |
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467 | \brief Get the maximum value of the matrix. |
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468 | |
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469 | \return The maximum value of the matrix. |
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470 | */ |
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471 | double max(const matrix&); |
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472 | |
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473 | /** |
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474 | \brief Get the minimum value of the matrix. |
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475 | |
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476 | \return The minimum value of the matrix. |
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477 | */ |
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478 | double min(const matrix&); |
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479 | |
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480 | /** |
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481 | \brief Locate the maximum and minumum element in the matrix. |
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482 | |
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483 | \return The indecies to the element with the minimum and maximum |
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484 | values of the matrix, respectively. |
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485 | |
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486 | \note Lower index has precedence (searching in row-major order). |
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487 | */ |
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488 | void minmax_index(const matrix&, |
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489 | std::pair<size_t,size_t>& min, |
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490 | std::pair<size_t,size_t>& max); |
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491 | |
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492 | /** |
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493 | \brief Create a matrix \a flag indicating NaN's in another matrix |
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494 | \a templat. |
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495 | |
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496 | The \a flag matrix is changed to contain 1's and 0's only. A 1 |
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497 | means that the corresponding element in the \a templat matrix is |
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498 | valid and a zero means that the corresponding element is a NaN. |
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499 | |
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500 | \note Space for matrix \a flag is reallocated to fit the size of |
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501 | matrix \a templat if sizes mismatch. |
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502 | |
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503 | \return True if the \a templat matrix contains at least one NaN. |
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504 | */ |
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505 | bool nan(const matrix& templat, matrix& flag); |
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506 | |
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507 | /** |
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508 | \brief Exchange all elements between the matrices by copying. |
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509 | |
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510 | The two matrices must have the same size. |
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511 | |
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512 | \throw GSL_error if either index is out of bounds. |
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513 | */ |
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514 | void swap(matrix&, matrix&); |
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515 | |
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516 | /** |
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517 | \brief The output operator for the matrix class. |
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518 | */ |
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519 | std::ostream& operator<< (std::ostream& s, const matrix&); |
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520 | |
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521 | /** |
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522 | \brief vector matrix multiplication |
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523 | */ |
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524 | vector operator*(const matrix&, const VectorBase&); |
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525 | |
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526 | /** |
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527 | \brief matrix vector multiplication |
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528 | */ |
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529 | vector operator*(const VectorBase&, const matrix&); |
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530 | |
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531 | }}} // of namespace utility, yat, and theplu |
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532 | |
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533 | #endif |
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