633 lines
19 KiB
C++
633 lines
19 KiB
C++
//$$ newmat2.cpp Matrix row and column operations
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// Copyright (C) 1991,2,3,4: R B Davies
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#define WANT_MATH
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#include "include.h"
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#include "newmat.h"
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#include "newmatrc.h"
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#ifdef use_namespace
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namespace NEWMAT {
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#endif
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#ifdef DO_REPORT
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#define REPORT { static ExeCounter ExeCount(__LINE__,2); ++ExeCount; }
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#else
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#define REPORT {}
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#endif
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//#define MONITOR(what,storage,store) { cout << what << " " << storage << " at " << (long)store << "\n"; }
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#define MONITOR(what,store,storage) {}
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/************************** Matrix Row/Col functions ************************/
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void MatrixRowCol::Add(const MatrixRowCol& mrc)
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{
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// THIS += mrc
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REPORT
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int f = mrc.skip; int l = f + mrc.storage; int lx = skip + storage;
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if (f < skip) f = skip; if (l > lx) l = lx; l -= f;
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if (l<=0) return;
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Real* elx=data+(f-skip); Real* el=mrc.data+(f-mrc.skip);
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while (l--) *elx++ += *el++;
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}
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void MatrixRowCol::AddScaled(const MatrixRowCol& mrc, Real x)
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{
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REPORT
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// THIS += (mrc * x)
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int f = mrc.skip; int l = f + mrc.storage; int lx = skip + storage;
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if (f < skip) f = skip; if (l > lx) l = lx; l -= f;
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if (l<=0) return;
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Real* elx=data+(f-skip); Real* el=mrc.data+(f-mrc.skip);
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while (l--) *elx++ += *el++ * x;
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}
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void MatrixRowCol::Sub(const MatrixRowCol& mrc)
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{
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REPORT
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// THIS -= mrc
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int f = mrc.skip; int l = f + mrc.storage; int lx = skip + storage;
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if (f < skip) f = skip; if (l > lx) l = lx; l -= f;
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if (l<=0) return;
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Real* elx=data+(f-skip); Real* el=mrc.data+(f-mrc.skip);
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while (l--) *elx++ -= *el++;
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}
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void MatrixRowCol::Inject(const MatrixRowCol& mrc)
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// copy stored elements only
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{
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REPORT
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int f = mrc.skip; int l = f + mrc.storage; int lx = skip + storage;
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if (f < skip) f = skip; if (l > lx) l = lx; l -= f;
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if (l<=0) return;
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Real* elx=data+(f-skip); Real* ely=mrc.data+(f-mrc.skip);
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while (l--) *elx++ = *ely++;
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}
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Real DotProd(const MatrixRowCol& mrc1, const MatrixRowCol& mrc2)
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{
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REPORT // not accessed
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int f = mrc1.skip; int f2 = mrc2.skip;
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int l = f + mrc1.storage; int l2 = f2 + mrc2.storage;
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if (f < f2) f = f2; if (l > l2) l = l2; l -= f;
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if (l<=0) return 0.0;
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Real* el1=mrc1.data+(f-mrc1.skip); Real* el2=mrc2.data+(f-mrc2.skip);
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Real sum = 0.0;
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while (l--) sum += *el1++ * *el2++;
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return sum;
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}
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void MatrixRowCol::Add(const MatrixRowCol& mrc1, const MatrixRowCol& mrc2)
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{
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// THIS = mrc1 + mrc2
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int f = skip; int l = skip + storage;
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int f1 = mrc1.skip; int l1 = f1 + mrc1.storage;
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if (f1<f) f1=f; if (l1>l) l1=l;
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int f2 = mrc2.skip; int l2 = f2 + mrc2.storage;
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if (f2<f) f2=f; if (l2>l) l2=l;
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Real* el = data + (f-skip);
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Real* el1 = mrc1.data+(f1-mrc1.skip); Real* el2 = mrc2.data+(f2-mrc2.skip);
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if (f1<f2)
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{
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int i = f1-f; while (i--) *el++ = 0.0;
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if (l1<=f2) // disjoint
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{
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REPORT // not accessed
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i = l1-f1; while (i--) *el++ = *el1++;
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i = f2-l1; while (i--) *el++ = 0.0;
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i = l2-f2; while (i--) *el++ = *el2++;
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i = l-l2; while (i--) *el++ = 0.0;
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}
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else
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{
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i = f2-f1; while (i--) *el++ = *el1++;
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if (l1<=l2)
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{
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REPORT
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i = l1-f2; while (i--) *el++ = *el1++ + *el2++;
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i = l2-l1; while (i--) *el++ = *el2++;
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i = l-l2; while (i--) *el++ = 0.0;
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}
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else
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{
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REPORT
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i = l2-f2; while (i--) *el++ = *el1++ + *el2++;
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i = l1-l2; while (i--) *el++ = *el1++;
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i = l-l1; while (i--) *el++ = 0.0;
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}
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}
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}
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else
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{
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int i = f2-f; while (i--) *el++ = 0.0;
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if (l2<=f1) // disjoint
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{
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REPORT // not accessed
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i = l2-f2; while (i--) *el++ = *el2++;
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i = f1-l2; while (i--) *el++ = 0.0;
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i = l1-f1; while (i--) *el++ = *el1++;
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i = l-l1; while (i--) *el++ = 0.0;
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}
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else
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{
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i = f1-f2; while (i--) *el++ = *el2++;
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if (l2<=l1)
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{
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REPORT
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i = l2-f1; while (i--) *el++ = *el1++ + *el2++;
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i = l1-l2; while (i--) *el++ = *el1++;
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i = l-l1; while (i--) *el++ = 0.0;
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}
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else
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{
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REPORT
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i = l1-f1; while (i--) *el++ = *el1++ + *el2++;
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i = l2-l1; while (i--) *el++ = *el2++;
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i = l-l2; while (i--) *el++ = 0.0;
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}
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}
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}
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}
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void MatrixRowCol::Sub(const MatrixRowCol& mrc1, const MatrixRowCol& mrc2)
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{
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// THIS = mrc1 - mrc2
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int f = skip; int l = skip + storage;
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int f1 = mrc1.skip; int l1 = f1 + mrc1.storage;
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if (f1<f) f1=f; if (l1>l) l1=l;
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int f2 = mrc2.skip; int l2 = f2 + mrc2.storage;
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if (f2<f) f2=f; if (l2>l) l2=l;
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Real* el = data + (f-skip);
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Real* el1 = mrc1.data+(f1-mrc1.skip); Real* el2 = mrc2.data+(f2-mrc2.skip);
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if (f1<f2)
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{
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int i = f1-f; while (i--) *el++ = 0.0;
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if (l1<=f2) // disjoint
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{
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REPORT // not accessed
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i = l1-f1; while (i--) *el++ = *el1++;
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i = f2-l1; while (i--) *el++ = 0.0;
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i = l2-f2; while (i--) *el++ = - *el2++;
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i = l-l2; while (i--) *el++ = 0.0;
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}
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else
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{
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i = f2-f1; while (i--) *el++ = *el1++;
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if (l1<=l2)
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{
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REPORT
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i = l1-f2; while (i--) *el++ = *el1++ - *el2++;
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i = l2-l1; while (i--) *el++ = - *el2++;
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i = l-l2; while (i--) *el++ = 0.0;
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}
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else
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{
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REPORT
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i = l2-f2; while (i--) *el++ = *el1++ - *el2++;
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i = l1-l2; while (i--) *el++ = *el1++;
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i = l-l1; while (i--) *el++ = 0.0;
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}
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}
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}
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else
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{
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int i = f2-f; while (i--) *el++ = 0.0;
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if (l2<=f1) // disjoint
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{
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REPORT // not accessed
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i = l2-f2; while (i--) *el++ = - *el2++;
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i = f1-l2; while (i--) *el++ = 0.0;
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i = l1-f1; while (i--) *el++ = *el1++;
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i = l-l1; while (i--) *el++ = 0.0;
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}
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else
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{
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i = f1-f2; while (i--) *el++ = - *el2++;
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if (l2<=l1)
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{
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REPORT
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i = l2-f1; while (i--) *el++ = *el1++ - *el2++;
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i = l1-l2; while (i--) *el++ = *el1++;
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i = l-l1; while (i--) *el++ = 0.0;
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}
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else
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{
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REPORT
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i = l1-f1; while (i--) *el++ = *el1++ - *el2++;
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i = l2-l1; while (i--) *el++ = - *el2++;
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i = l-l2; while (i--) *el++ = 0.0;
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}
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}
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}
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}
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void MatrixRowCol::Add(const MatrixRowCol& mrc1, Real x)
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{
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// THIS = mrc1 + x
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REPORT
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if (!storage) return;
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int f = mrc1.skip; int l = f + mrc1.storage; int lx = skip + storage;
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if (f < skip) { f = skip; if (l < f) l = f; }
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if (l > lx) { l = lx; if (f > lx) f = lx; }
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Real* elx = data; Real* ely = mrc1.data+(f-mrc1.skip);
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int l1 = f-skip; while (l1--) *elx++ = x;
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l1 = l-f; while (l1--) *elx++ = *ely++ + x;
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lx -= l; while (lx--) *elx++ = x;
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}
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void MatrixRowCol::NegAdd(const MatrixRowCol& mrc1, Real x)
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{
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// THIS = x - mrc1
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REPORT
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if (!storage) return;
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int f = mrc1.skip; int l = f + mrc1.storage; int lx = skip + storage;
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if (f < skip) { f = skip; if (l < f) l = f; }
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if (l > lx) { l = lx; if (f > lx) f = lx; }
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Real* elx = data; Real* ely = mrc1.data+(f-mrc1.skip);
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int l1 = f-skip; while (l1--) *elx++ = x;
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l1 = l-f; while (l1--) *elx++ = x - *ely++;
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lx -= l; while (lx--) *elx++ = x;
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}
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void MatrixRowCol::RevSub(const MatrixRowCol& mrc1)
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{
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// THIS = mrc - THIS
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REPORT
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if (!storage) return;
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int f = mrc1.skip; int l = f + mrc1.storage; int lx = skip + storage;
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if (f < skip) { f = skip; if (l < f) l = f; }
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if (l > lx) { l = lx; if (f > lx) f = lx; }
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Real* elx = data; Real* ely = mrc1.data+(f-mrc1.skip);
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int l1 = f-skip; while (l1--) { *elx = - *elx; elx++; }
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l1 = l-f; while (l1--) { *elx = *ely++ - *elx; elx++; }
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lx -= l; while (lx--) { *elx = - *elx; elx++; }
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}
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void MatrixRowCol::ConCat(const MatrixRowCol& mrc1, const MatrixRowCol& mrc2)
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{
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// THIS = mrc1 | mrc2
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REPORT
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int f1 = mrc1.skip; int l1 = f1 + mrc1.storage; int lx = skip + storage;
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if (f1 < skip) { f1 = skip; if (l1 < f1) l1 = f1; }
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if (l1 > lx) { l1 = lx; if (f1 > lx) f1 = lx; }
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Real* elx = data;
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int i = f1-skip; while (i--) *elx++ =0.0;
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i = l1-f1;
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if (i) // in case f1 would take ely out of range
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{ Real* ely = mrc1.data+(f1-mrc1.skip); while (i--) *elx++ = *ely++; }
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int f2 = mrc2.skip; int l2 = f2 + mrc2.storage; i = mrc1.length;
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int skipx = l1 - i; lx -= i; // addresses rel to second seg, maybe -ve
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if (f2 < skipx) { f2 = skipx; if (l2 < f2) l2 = f2; }
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if (l2 > lx) { l2 = lx; if (f2 > lx) f2 = lx; }
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i = f2-skipx; while (i--) *elx++ = 0.0;
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i = l2-f2;
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if (i) // in case f2 would take ely out of range
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{ Real* ely = mrc2.data+(f2-mrc2.skip); while (i--) *elx++ = *ely++; }
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lx -= l2; while (lx--) *elx++ = 0.0;
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}
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void MatrixRowCol::Multiply(const MatrixRowCol& mrc1)
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// element by element multiply into
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{
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REPORT
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if (!storage) return;
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int f = mrc1.skip; int l = f + mrc1.storage; int lx = skip + storage;
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if (f < skip) { f = skip; if (l < f) l = f; }
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if (l > lx) { l = lx; if (f > lx) f = lx; }
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Real* elx = data; Real* ely = mrc1.data+(f-mrc1.skip);
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int l1 = f-skip; while (l1--) *elx++ = 0;
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l1 = l-f; while (l1--) *elx++ *= *ely++;
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lx -= l; while (lx--) *elx++ = 0;
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}
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void MatrixRowCol::Multiply(const MatrixRowCol& mrc1, const MatrixRowCol& mrc2)
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// element by element multiply
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{
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int f = skip; int l = skip + storage;
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int f1 = mrc1.skip; int l1 = f1 + mrc1.storage;
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if (f1<f) f1=f; if (l1>l) l1=l;
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int f2 = mrc2.skip; int l2 = f2 + mrc2.storage;
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if (f2<f) f2=f; if (l2>l) l2=l;
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Real* el = data + (f-skip); int i;
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if (f1<f2) f1 = f2; if (l1>l2) l1 = l2;
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if (l1<=f1) { REPORT i = l-f; while (i--) *el++ = 0.0; } // disjoint
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else
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{
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REPORT
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Real* el1 = mrc1.data+(f1-mrc1.skip);
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Real* el2 = mrc2.data+(f1-mrc2.skip);
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i = f1-f ; while (i--) *el++ = 0.0;
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i = l1-f1; while (i--) *el++ = *el1++ * *el2++;
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i = l-l1; while (i--) *el++ = 0.0;
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}
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}
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void MatrixRowCol::KP(const MatrixRowCol& mrc1, const MatrixRowCol& mrc2)
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// row for Kronecker product
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{
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int f = skip; int s = storage; Real* el = data; int i;
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i = mrc1.skip * mrc2.length;
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if (i > f)
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{
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i -= f; f = 0; if (i > s) { i = s; s = 0; } else s -= i;
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while (i--) *el++ = 0.0;
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if (s == 0) return;
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}
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else f -= i;
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i = mrc1.storage; Real* el1 = mrc1.data;
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int mrc2_skip = mrc2.skip; int mrc2_storage = mrc2.storage;
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int mrc2_length = mrc2.length;
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int mrc2_remain = mrc2_length - mrc2_skip - mrc2_storage;
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while (i--)
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{
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int j; Real* el2 = mrc2.data; Real vel1 = *el1;
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if (f == 0 && mrc2_length <= s)
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{
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j = mrc2_skip; s -= j; while (j--) *el++ = 0.0;
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j = mrc2_storage; s -= j; while (j--) *el++ = vel1 * *el2++;
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j = mrc2_remain; s -= j; while (j--) *el++ = 0.0;
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}
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else if (f >= mrc2_length) f -= mrc2_length;
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else
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{
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j = mrc2_skip;
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if (j > f)
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{
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j -= f; f = 0; if (j > s) { j = s; s = 0; } else s -= j;
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while (j--) *el++ = 0.0;
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}
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else f -= j;
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j = mrc2_storage;
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if (j > f)
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{
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j -= f; el2 += f; f = 0; if (j > s) { j = s; s = 0; } else s -= j;
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while (j--) *el++ = vel1 * *el2++;
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}
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else f -= j;
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j = mrc2_remain;
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if (j > f)
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{
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j -= f; f = 0; if (j > s) { j = s; s = 0; } else s -= j;
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while (j--) *el++ = 0.0;
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}
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else f -= j;
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}
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if (s == 0) return;
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++el1;
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}
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i = (mrc1.length - mrc1.skip - mrc1.storage) * mrc2.length;
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if (i > f)
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{
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i -= f; if (i > s) i = s;
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while (i--) *el++ = 0.0;
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}
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}
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void MatrixRowCol::Copy(const MatrixRowCol& mrc1)
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{
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// THIS = mrc1
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REPORT
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if (!storage) return;
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int f = mrc1.skip; int l = f + mrc1.storage; int lx = skip + storage;
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if (f < skip) { f = skip; if (l < f) l = f; }
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if (l > lx) { l = lx; if (f > lx) f = lx; }
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Real* elx = data; Real* ely = 0;
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if (l-f) ely = mrc1.data+(f-mrc1.skip);
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int l1 = f-skip; while (l1--) *elx++ = 0.0;
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l1 = l-f; while (l1--) *elx++ = *ely++;
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lx -= l; while (lx--) *elx++ = 0.0;
|
|
}
|
|
|
|
void MatrixRowCol::CopyCheck(const MatrixRowCol& mrc1)
|
|
// Throw an exception if this would lead to a loss of data
|
|
{
|
|
REPORT
|
|
if (!storage) return;
|
|
int f = mrc1.skip; int l = f + mrc1.storage; int lx = skip + storage;
|
|
if (f < skip || l > lx) Throw(ProgramException("Illegal Conversion"));
|
|
|
|
Real* elx = data; Real* ely = mrc1.data+(f-mrc1.skip);
|
|
|
|
int l1 = f-skip; while (l1--) *elx++ = 0.0;
|
|
l1 = l-f; while (l1--) *elx++ = *ely++;
|
|
lx -= l; while (lx--) *elx++ = 0.0;
|
|
}
|
|
|
|
void MatrixRowCol::Check(const MatrixRowCol& mrc1)
|
|
// Throw an exception if +=, -=, copy etc would lead to a loss of data
|
|
{
|
|
REPORT
|
|
int f = mrc1.skip; int l = f + mrc1.storage; int lx = skip + storage;
|
|
if (f < skip || l > lx) Throw(ProgramException("Illegal Conversion"));
|
|
}
|
|
|
|
void MatrixRowCol::Check()
|
|
// Throw an exception if +=, -= of constant would lead to a loss of data
|
|
// that is: check full row is present
|
|
// may not be appropriate for symmetric matrices
|
|
{
|
|
REPORT
|
|
if (skip!=0 || storage!=length)
|
|
Throw(ProgramException("Illegal Conversion"));
|
|
}
|
|
|
|
void MatrixRowCol::Negate(const MatrixRowCol& mrc1)
|
|
{
|
|
// THIS = -mrc1
|
|
REPORT
|
|
if (!storage) return;
|
|
int f = mrc1.skip; int l = f + mrc1.storage; int lx = skip + storage;
|
|
if (f < skip) { f = skip; if (l < f) l = f; }
|
|
if (l > lx) { l = lx; if (f > lx) f = lx; }
|
|
|
|
Real* elx = data; Real* ely = mrc1.data+(f-mrc1.skip);
|
|
|
|
int l1 = f-skip; while (l1--) *elx++ = 0.0;
|
|
l1 = l-f; while (l1--) *elx++ = - *ely++;
|
|
lx -= l; while (lx--) *elx++ = 0.0;
|
|
}
|
|
|
|
void MatrixRowCol::Multiply(const MatrixRowCol& mrc1, Real s)
|
|
{
|
|
// THIS = mrc1 * s
|
|
REPORT
|
|
if (!storage) return;
|
|
int f = mrc1.skip; int l = f + mrc1.storage; int lx = skip + storage;
|
|
if (f < skip) { f = skip; if (l < f) l = f; }
|
|
if (l > lx) { l = lx; if (f > lx) f = lx; }
|
|
|
|
Real* elx = data; Real* ely = mrc1.data+(f-mrc1.skip);
|
|
|
|
int l1 = f-skip; while (l1--) *elx++ = 0.0;
|
|
l1 = l-f; while (l1--) *elx++ = *ely++ * s;
|
|
lx -= l; while (lx--) *elx++ = 0.0;
|
|
}
|
|
|
|
void DiagonalMatrix::Solver(MatrixColX& mrc, const MatrixColX& mrc1)
|
|
{
|
|
// mrc = mrc / mrc1 (elementwise)
|
|
REPORT
|
|
int f = mrc1.skip; int f0 = mrc.skip;
|
|
int l = f + mrc1.storage; int lx = f0 + mrc.storage;
|
|
if (f < f0) { f = f0; if (l < f) l = f; }
|
|
if (l > lx) { l = lx; if (f > lx) f = lx; }
|
|
|
|
Real* elx = mrc.data; Real* eld = store+f;
|
|
|
|
int l1 = f-f0; while (l1--) *elx++ = 0.0;
|
|
l1 = l-f; while (l1--) *elx++ /= *eld++;
|
|
lx -= l; while (lx--) *elx++ = 0.0;
|
|
// Solver makes sure input and output point to same memory
|
|
}
|
|
|
|
void IdentityMatrix::Solver(MatrixColX& mrc, const MatrixColX& mrc1)
|
|
{
|
|
// mrc = mrc / mrc1 (elementwise)
|
|
REPORT
|
|
int f = mrc1.skip; int f0 = mrc.skip;
|
|
int l = f + mrc1.storage; int lx = f0 + mrc.storage;
|
|
if (f < f0) { f = f0; if (l < f) l = f; }
|
|
if (l > lx) { l = lx; if (f > lx) f = lx; }
|
|
|
|
Real* elx = mrc.data; Real eldv = *store;
|
|
|
|
int l1 = f-f0; while (l1--) *elx++ = 0.0;
|
|
l1 = l-f; while (l1--) *elx++ /= eldv;
|
|
lx -= l; while (lx--) *elx++ = 0.0;
|
|
// Solver makes sure input and output point to same memory
|
|
}
|
|
|
|
void MatrixRowCol::Copy(const Real*& r)
|
|
{
|
|
// THIS = *r
|
|
REPORT
|
|
Real* elx = data; const Real* ely = r+skip; r += length;
|
|
int l = storage; while (l--) *elx++ = *ely++;
|
|
}
|
|
|
|
void MatrixRowCol::Copy(Real r)
|
|
{
|
|
// THIS = r
|
|
REPORT Real* elx = data; int l = storage; while (l--) *elx++ = r;
|
|
}
|
|
|
|
void MatrixRowCol::Zero()
|
|
{
|
|
// THIS = 0
|
|
REPORT Real* elx = data; int l = storage; while (l--) *elx++ = 0;
|
|
}
|
|
|
|
void MatrixRowCol::Multiply(Real r)
|
|
{
|
|
// THIS *= r
|
|
REPORT Real* elx = data; int l = storage; while (l--) *elx++ *= r;
|
|
}
|
|
|
|
void MatrixRowCol::Add(Real r)
|
|
{
|
|
// THIS += r
|
|
REPORT
|
|
Real* elx = data; int l = storage; while (l--) *elx++ += r;
|
|
}
|
|
|
|
Real MatrixRowCol::SumAbsoluteValue()
|
|
{
|
|
REPORT
|
|
Real sum = 0.0; Real* elx = data; int l = storage;
|
|
while (l--) sum += fabs(*elx++);
|
|
return sum;
|
|
}
|
|
|
|
// max absolute value of r and elements of row/col
|
|
// we use <= or >= in all of these so we are sure of getting
|
|
// r reset at least once.
|
|
Real MatrixRowCol::MaximumAbsoluteValue1(Real r, int& i)
|
|
{
|
|
REPORT
|
|
Real* elx = data; int l = storage; int li = -1;
|
|
while (l--) { Real f = fabs(*elx++); if (r <= f) { r = f; li = l; } }
|
|
i = (li >= 0) ? storage - li + skip : 0;
|
|
return r;
|
|
}
|
|
|
|
// min absolute value of r and elements of row/col
|
|
Real MatrixRowCol::MinimumAbsoluteValue1(Real r, int& i)
|
|
{
|
|
REPORT
|
|
Real* elx = data; int l = storage; int li = -1;
|
|
while (l--) { Real f = fabs(*elx++); if (r >= f) { r = f; li = l; } }
|
|
i = (li >= 0) ? storage - li + skip : 0;
|
|
return r;
|
|
}
|
|
|
|
// max value of r and elements of row/col
|
|
Real MatrixRowCol::Maximum1(Real r, int& i)
|
|
{
|
|
REPORT
|
|
Real* elx = data; int l = storage; int li = -1;
|
|
while (l--) { Real f = *elx++; if (r <= f) { r = f; li = l; } }
|
|
i = (li >= 0) ? storage - li + skip : 0;
|
|
return r;
|
|
}
|
|
|
|
// min value of r and elements of row/col
|
|
Real MatrixRowCol::Minimum1(Real r, int& i)
|
|
{
|
|
REPORT
|
|
Real* elx = data; int l = storage; int li = -1;
|
|
while (l--) { Real f = *elx++; if (r >= f) { r = f; li = l; } }
|
|
i = (li >= 0) ? storage - li + skip : 0;
|
|
return r;
|
|
}
|
|
|
|
Real MatrixRowCol::Sum()
|
|
{
|
|
REPORT
|
|
Real sum = 0.0; Real* elx = data; int l = storage;
|
|
while (l--) sum += *elx++;
|
|
return sum;
|
|
}
|
|
|
|
void MatrixRowCol::SubRowCol(MatrixRowCol& mrc, int skip1, int l1) const
|
|
{
|
|
mrc.length = l1; int d = skip - skip1;
|
|
if (d<0) { mrc.skip = 0; mrc.data = data - d; }
|
|
else { mrc.skip = d; mrc.data = data; }
|
|
d = skip + storage - skip1;
|
|
d = ((l1 < d) ? l1 : d) - mrc.skip; mrc.storage = (d < 0) ? 0 : d;
|
|
mrc.cw = 0;
|
|
}
|
|
|
|
#ifdef use_namespace
|
|
}
|
|
#endif
|
|
|