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CMatrix.cc
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2000-01-15
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// 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 <config.h>
#endif
#include <cfloat>
#include <iostream.h>
// XXX FIXME XXX
#ifdef HAVE_SYS_TYPES_H
#include <sys/types.h>
#endif
#include "CMatrix.h"
#include "CmplxAEPBAL.h"
#include "CmplxDET.h"
#include "CmplxSCHUR.h"
#include "CmplxSVD.h"
#include "f77-fcn.h"
#include "lo-error.h"
#include "lo-ieee.h"
#include "lo-mappers.h"
#include "lo-utils.h"
#include "mx-base.h"
#include "mx-cm-dm.h"
#include "mx-dm-cm.h"
#include "mx-cm-s.h"
#include "mx-inlines.cc"
#include "oct-cmplx.h"
// Fortran functions we call.
extern "C"
{
int F77_FCN (zgebal, ZGEBAL) (const char*, const int&, Complex*,
const int&, int&, int&, double*, int&,
long, long);
int F77_FCN (dgebak, DGEBAK) (const char*, const char*, const int&,
const int&, const int&, double*,
const int&, double*, const int&,
int&, long, long);
int F77_FCN (zgemm, ZGEMM) (const char*, const char*, const int&,
const int&, const int&, const Complex&,
const Complex*, const int&,
const Complex*, const int&,
const Complex&, Complex*, const int&,
long, long);
int F77_FCN (zgeco, ZGECO) (Complex*, const int&, const int&, int*,
double&, Complex*);
int F77_FCN (zgedi, ZGEDI) (Complex*, const int&, const int&, int*,
Complex*, Complex*, const int&);
int F77_FCN (zgesl, ZGESL) (Complex*, const int&, const int&, int*,
Complex*, const int&);
int F77_FCN (zgelss, ZGELSS) (const int&, const int&, const int&,
Complex*, const int&, Complex*,
const int&, double*, double&, int&,
Complex*, const int&, double*, int&);
// Note that the original complex fft routines were not written for
// double complex arguments. They have been modified by adding an
// implicit double precision (a-h,o-z) statement at the beginning of
// each subroutine.
int F77_FCN (cffti, CFFTI) (const int&, Complex*);
int F77_FCN (cfftf, CFFTF) (const int&, Complex*, Complex*);
int F77_FCN (cfftb, CFFTB) (const int&, Complex*, Complex*);
int F77_FCN (zlartg, ZLARTG) (const Complex&, const Complex&,
double&, Complex&, Complex&);
int F77_FCN (ztrsyl, ZTRSYL) (const char*, const char*, const int&,
const int&, const int&,
const Complex*, const int&,
const Complex*, const int&,
const Complex*, const int&, double&,
int&, long, long);
int F77_FCN (xzlange, XZLANGE) (const char*, const int&,
const int&, const Complex*,
const int&, double*, double&);
}
static const Complex Complex_NaN_result (octave_NaN, octave_NaN);
// Complex Matrix class
ComplexMatrix::ComplexMatrix (const Matrix& a)
: MArray2<Complex> (a.rows (), a.cols ())
{
for (int j = 0; j < cols (); j++)
for (int i = 0; i < rows (); i++)
elem (i, j) = a.elem (i, j);
}
ComplexMatrix::ComplexMatrix (const RowVector& rv)
: MArray2<Complex> (1, rv.length (), 0.0)
{
for (int i = 0; i < rv.length (); i++)
elem (0, i) = rv.elem (i);
}
ComplexMatrix::ComplexMatrix (const ColumnVector& cv)
: MArray2<Complex> (cv.length (), 1, 0.0)
{
for (int i = 0; i < cv.length (); i++)
elem (i, 0) = cv.elem (i);
}
ComplexMatrix::ComplexMatrix (const DiagMatrix& a)
: MArray2<Complex> (a.rows (), a.cols (), 0.0)
{
for (int i = 0; i < a.length (); i++)
elem (i, i) = a.elem (i, i);
}
ComplexMatrix::ComplexMatrix (const ComplexRowVector& rv)
: MArray2<Complex> (1, rv.length (), 0.0)
{
for (int i = 0; i < rv.length (); i++)
elem (0, i) = rv.elem (i);
}
ComplexMatrix::ComplexMatrix (const ComplexColumnVector& cv)
: MArray2<Complex> (cv.length (), 1, 0.0)
{
for (int i = 0; i < cv.length (); i++)
elem (i, 0) = cv.elem (i);
}
ComplexMatrix::ComplexMatrix (const ComplexDiagMatrix& a)
: MArray2<Complex> (a.rows (), a.cols (), 0.0)
{
for (int i = 0; i < a.length (); i++)
elem (i, i) = a.elem (i, i);
}
// XXX FIXME XXX -- could we use a templated mixed-type copy function
// here?
ComplexMatrix::ComplexMatrix (const boolMatrix& a)
: MArray2<Complex> (a.rows (), a.cols (), 0.0)
{
for (int i = 0; i < a.cols (); i++)
for (int j = 0; j < a.rows (); j++)
elem (i, j) = a.elem (i, j);
}
ComplexMatrix::ComplexMatrix (const charMatrix& a)
: MArray2<Complex> (a.rows (), a.cols (), 0.0)
{
for (int i = 0; i < a.cols (); i++)
for (int j = 0; j < a.rows (); j++)
elem (i, j) = a.elem (i, j);
}
bool
ComplexMatrix::operator == (const ComplexMatrix& a) const
{
if (rows () != a.rows () || cols () != a.cols ())
return false;
return equal (data (), a.data (), length ());
}
bool
ComplexMatrix::operator != (const ComplexMatrix& a) const
{
return !(*this == a);
}
bool
ComplexMatrix::is_hermitian (void) const
{
int nr = rows ();
int nc = cols ();
if (is_square () && nr > 0)
{
for (int i = 0; i < nr; i++)
for (int j = i; j < nc; j++)
if (elem (i, j) != conj (elem (j, i)))
return false;
return true;
}
return false;
}
// destructive insert/delete/reorder operations
ComplexMatrix&
ComplexMatrix::insert (const Matrix& a, int r, int c)
{
int a_nr = a.rows ();
int a_nc = a.cols ();
if (r < 0 || r + a_nr > rows () || c < 0 || c + a_nc > cols ())
{
(*current_liboctave_error_handler) ("range error for insert");
return *this;
}
for (int j = 0; j < a_nc; j++)
for (int i = 0; i < a_nr; i++)
elem (r+i, c+j) = a.elem (i, j);
return *this;
}
ComplexMatrix&
ComplexMatrix::insert (const RowVector& a, int r, int c)
{
int a_len = a.length ();
if (r < 0 || r >= rows () || c < 0 || c + a_len > cols ())
{
(*current_liboctave_error_handler) ("range error for insert");
return *this;
}
for (int i = 0; i < a_len; i++)
elem (r, c+i) = a.elem (i);
return *this;
}
ComplexMatrix&
ComplexMatrix::insert (const ColumnVector& a, int r, int c)
{
int a_len = a.length ();
if (r < 0 || r + a_len > rows () || c < 0 || c >= cols ())
{
(*current_liboctave_error_handler) ("range error for insert");
return *this;
}
for (int i = 0; i < a_len; i++)
elem (r+i, c) = a.elem (i);
return *this;
}
ComplexMatrix&
ComplexMatrix::insert (const DiagMatrix& a, int r, int c)
{
int a_nr = a.rows ();
int a_nc = a.cols ();
if (r < 0 || r + a_nr > rows () || c < 0 || c + a_nc > cols ())
{
(*current_liboctave_error_handler) ("range error for insert");
return *this;
}
fill (0.0, r, c, r + a_nr - 1, c + a_nc - 1);
for (int i = 0; i < a.length (); i++)
elem (r+i, c+i) = a.elem (i, i);
return *this;
}
ComplexMatrix&
ComplexMatrix::insert (const ComplexMatrix& a, int r, int c)
{
Array2<Complex>::insert (a, r, c);
return *this;
}
ComplexMatrix&
ComplexMatrix::insert (const ComplexRowVector& a, int r, int c)
{
int a_len = a.length ();
if (r < 0 || r >= rows () || c < 0 || c + a_len > cols ())
{
(*current_liboctave_error_handler) ("range error for insert");
return *this;
}
for (int i = 0; i < a_len; i++)
elem (r, c+i) = a.elem (i);
return *this;
}
ComplexMatrix&
ComplexMatrix::insert (const ComplexColumnVector& a, int r, int c)
{
int a_len = a.length ();
if (r < 0 || r + a_len > rows () || c < 0 || c >= cols ())
{
(*current_liboctave_error_handler) ("range error for insert");
return *this;
}
for (int i = 0; i < a_len; i++)
elem (r+i, c) = a.elem (i);
return *this;
}
ComplexMatrix&
ComplexMatrix::insert (const ComplexDiagMatrix& a, int r, int c)
{
int a_nr = a.rows ();
int a_nc = a.cols ();
if (r < 0 || r + a_nr > rows () || c < 0 || c + a_nc > cols ())
{
(*current_liboctave_error_handler) ("range error for insert");
return *this;
}
fill (0.0, r, c, r + a_nr - 1, c + a_nc - 1);
for (int i = 0; i < a.length (); i++)
elem (r+i, c+i) = a.elem (i, i);
return *this;
}
ComplexMatrix&
ComplexMatrix::fill (double val)
{
int nr = rows ();
int nc = cols ();
if (nr > 0 && nc > 0)
for (int j = 0; j < nc; j++)
for (int i = 0; i < nr; i++)
elem (i, j) = val;
return *this;
}
ComplexMatrix&
ComplexMatrix::fill (const Complex& val)
{
int nr = rows ();
int nc = cols ();
if (nr > 0 && nc > 0)
for (int j = 0; j < nc; j++)
for (int i = 0; i < nr; i++)
elem (i, j) = val;
return *this;
}
ComplexMatrix&
ComplexMatrix::fill (double val, int r1, int c1, int r2, int c2)
{
int nr = rows ();
int nc = cols ();
if (r1 < 0 || r2 < 0 || c1 < 0 || c2 < 0
|| r1 >= nr || r2 >= nr || c1 >= nc || c2 >= nc)
{
(*current_liboctave_error_handler) ("range error for fill");
return *this;
}
if (r1 > r2) { int tmp = r1; r1 = r2; r2 = tmp; }
if (c1 > c2) { int tmp = c1; c1 = c2; c2 = tmp; }
for (int j = c1; j <= c2; j++)
for (int i = r1; i <= r2; i++)
elem (i, j) = val;
return *this;
}
ComplexMatrix&
ComplexMatrix::fill (const Complex& val, int r1, int c1, int r2, int c2)
{
int nr = rows ();
int nc = cols ();
if (r1 < 0 || r2 < 0 || c1 < 0 || c2 < 0
|| r1 >= nr || r2 >= nr || c1 >= nc || c2 >= nc)
{
(*current_liboctave_error_handler) ("range error for fill");
return *this;
}
if (r1 > r2) { int tmp = r1; r1 = r2; r2 = tmp; }
if (c1 > c2) { int tmp = c1; c1 = c2; c2 = tmp; }
for (int j = c1; j <= c2; j++)
for (int i = r1; i <= r2; i++)
elem (i, j) = val;
return *this;
}
ComplexMatrix
ComplexMatrix::append (const Matrix& a) const
{
int nr = rows ();
int nc = cols ();
if (nr != a.rows ())
{
(*current_liboctave_error_handler) ("row dimension mismatch for append");
return *this;
}
int nc_insert = nc;
ComplexMatrix retval (nr, nc + a.cols ());
retval.insert (*this, 0, 0);
retval.insert (a, 0, nc_insert);
return retval;
}
ComplexMatrix
ComplexMatrix::append (const RowVector& a) const
{
int nr = rows ();
int nc = cols ();
if (nr != 1)
{
(*current_liboctave_error_handler) ("row dimension mismatch for append");
return *this;
}
int nc_insert = nc;
ComplexMatrix retval (nr, nc + a.length ());
retval.insert (*this, 0, 0);
retval.insert (a, 0, nc_insert);
return retval;
}
ComplexMatrix
ComplexMatrix::append (const ColumnVector& a) const
{
int nr = rows ();
int nc = cols ();
if (nr != a.length ())
{
(*current_liboctave_error_handler) ("row dimension mismatch for append");
return *this;
}
int nc_insert = nc;
ComplexMatrix retval (nr, nc + 1);
retval.insert (*this, 0, 0);
retval.insert (a, 0, nc_insert);
return retval;
}
ComplexMatrix
ComplexMatrix::append (const DiagMatrix& a) const
{
int nr = rows ();
int nc = cols ();
if (nr != a.rows ())
{
(*current_liboctave_error_handler) ("row dimension mismatch for append");
return *this;
}
int nc_insert = nc;
ComplexMatrix retval (nr, nc + a.cols ());
retval.insert (*this, 0, 0);
retval.insert (a, 0, nc_insert);
return retval;
}
ComplexMatrix
ComplexMatrix::append (const ComplexMatrix& a) const
{
int nr = rows ();
int nc = cols ();
if (nr != a.rows ())
{
(*current_liboctave_error_handler) ("row dimension mismatch for append");
return *this;
}
int nc_insert = nc;
ComplexMatrix retval (nr, nc + a.cols ());
retval.insert (*this, 0, 0);
retval.insert (a, 0, nc_insert);
return retval;
}
ComplexMatrix
ComplexMatrix::append (const ComplexRowVector& a) const
{
int nr = rows ();
int nc = cols ();
if (nr != 1)
{
(*current_liboctave_error_handler) ("row dimension mismatch for append");
return *this;
}
int nc_insert = nc;
ComplexMatrix retval (nr, nc + a.length ());
retval.insert (*this, 0, 0);
retval.insert (a, 0, nc_insert);
return retval;
}
ComplexMatrix
ComplexMatrix::append (const ComplexColumnVector& a) const
{
int nr = rows ();
int nc = cols ();
if (nr != a.length ())
{
(*current_liboctave_error_handler) ("row dimension mismatch for append");
return *this;
}
int nc_insert = nc;
ComplexMatrix retval (nr, nc + 1);
retval.insert (*this, 0, 0);
retval.insert (a, 0, nc_insert);
return retval;
}
ComplexMatrix
ComplexMatrix::append (const ComplexDiagMatrix& a) const
{
int nr = rows ();
int nc = cols ();
if (nr != a.rows ())
{
(*current_liboctave_error_handler) ("row dimension mismatch for append");
return *this;
}
int nc_insert = nc;
ComplexMatrix retval (nr, nc + a.cols ());
retval.insert (*this, 0, 0);
retval.insert (a, 0, nc_insert);
return retval;
}
ComplexMatrix
ComplexMatrix::stack (const Matrix& a) const
{
int nr = rows ();
int nc = cols ();
if (nc != a.cols ())
{
(*current_liboctave_error_handler)
("column dimension mismatch for stack");
return *this;
}
int nr_insert = nr;
ComplexMatrix retval (nr + a.rows (), nc);
retval.insert (*this, 0, 0);
retval.insert (a, nr_insert, 0);
return retval;
}
ComplexMatrix
ComplexMatrix::stack (const RowVector& a) const
{
int nr = rows ();
int nc = cols ();
if (nc != a.length ())
{
(*current_liboctave_error_handler)
("column dimension mismatch for stack");
return *this;
}
int nr_insert = nr;
ComplexMatrix retval (nr + 1, nc);
retval.insert (*this, 0, 0);
retval.insert (a, nr_insert, 0);
return retval;
}
ComplexMatrix
ComplexMatrix::stack (const ColumnVector& a) const
{
int nr = rows ();
int nc = cols ();
if (nc != 1)
{
(*current_liboctave_error_handler)
("column dimension mismatch for stack");
return *this;
}
int nr_insert = nr;
ComplexMatrix retval (nr + a.length (), nc);
retval.insert (*this, 0, 0);
retval.insert (a, nr_insert, 0);
return retval;
}
ComplexMatrix
ComplexMatrix::stack (const DiagMatrix& a) const
{
int nr = rows ();
int nc = cols ();
if (nc != a.cols ())
{
(*current_liboctave_error_handler)
("column dimension mismatch for stack");
return *this;
}
int nr_insert = nr;
ComplexMatrix retval (nr + a.rows (), nc);
retval.insert (*this, 0, 0);
retval.insert (a, nr_insert, 0);
return retval;
}
ComplexMatrix
ComplexMatrix::stack (const ComplexMatrix& a) const
{
int nr = rows ();
int nc = cols ();
if (nc != a.cols ())
{
(*current_liboctave_error_handler)
("column dimension mismatch for stack");
return *this;
}
int nr_insert = nr;
ComplexMatrix retval (nr + a.rows (), nc);
retval.insert (*this, 0, 0);
retval.insert (a, nr_insert, 0);
return retval;
}
ComplexMatrix
ComplexMatrix::stack (const ComplexRowVector& a) const
{
int nr = rows ();
int nc = cols ();
if (nc != a.length ())
{
(*current_liboctave_error_handler)
("column dimension mismatch for stack");
return *this;
}
int nr_insert = nr;
ComplexMatrix retval (nr + 1, nc);
retval.insert (*this, 0, 0);
retval.insert (a, nr_insert, 0);
return retval;
}
ComplexMatrix
ComplexMatrix::stack (const ComplexColumnVector& a) const
{
int nr = rows ();
int nc = cols ();
if (nc != 1)
{
(*current_liboctave_error_handler)
("column dimension mismatch for stack");
return *this;
}
int nr_insert = nr;
ComplexMatrix retval (nr + a.length (), nc);
retval.insert (*this, 0, 0);
retval.insert (a, nr_insert, 0);
return retval;
}
ComplexMatrix
ComplexMatrix::stack (const ComplexDiagMatrix& a) const
{
int nr = rows ();
int nc = cols ();
if (nc != a.cols ())
{
(*current_liboctave_error_handler)
("column dimension mismatch for stack");
return *this;
}
int nr_insert = nr;
ComplexMatrix retval (nr + a.rows (), nc);
retval.insert (*this, 0, 0);
retval.insert (a, nr_insert, 0);
return retval;
}
ComplexMatrix
ComplexMatrix::hermitian (void) const
{
int nr = rows ();
int nc = cols ();
ComplexMatrix result;
if (length () > 0)
{
result.resize (nc, nr);
for (int j = 0; j < nc; j++)
for (int i = 0; i < nr; i++)
result.elem (j, i) = conj (elem (i, j));
}
return result;
}
ComplexMatrix
conj (const ComplexMatrix& a)
{
int a_len = a.length ();
ComplexMatrix retval;
if (a_len > 0)
retval = ComplexMatrix (conj_dup (a.data (), a_len), a.rows (),
a.cols ());
return retval;
}
// resize is the destructive equivalent for this one
ComplexMatrix
ComplexMatrix::extract (int r1, int c1, int r2, int c2) const
{
if (r1 > r2) { int tmp = r1; r1 = r2; r2 = tmp; }
if (c1 > c2) { int tmp = c1; c1 = c2; c2 = tmp; }
int new_r = r2 - r1 + 1;
int new_c = c2 - c1 + 1;
ComplexMatrix result (new_r, new_c);
for (int j = 0; j < new_c; j++)
for (int i = 0; i < new_r; i++)
result.elem (i, j) = elem (r1+i, c1+j);
return result;
}
// extract row or column i.
ComplexRowVector
ComplexMatrix::row (int i) const
{
int nc = cols ();
if (i < 0 || i >= rows ())
{
(*current_liboctave_error_handler) ("invalid row selection");
return ComplexRowVector ();
}
ComplexRowVector retval (nc);
for (int j = 0; j < cols (); j++)
retval.elem (j) = elem (i, j);
return retval;
}
ComplexRowVector
ComplexMatrix::row (char *s) const
{
if (! s)
{
(*current_liboctave_error_handler) ("invalid row selection");
return ComplexRowVector ();
}
char c = *s;
if (c == 'f' || c == 'F')
return row (0);
else if (c == 'l' || c == 'L')
return row (rows () - 1);
else
{
(*current_liboctave_error_handler) ("invalid row selection");
return ComplexRowVector ();
}
}
ComplexColumnVector
ComplexMatrix::column (int i) const
{
int nr = rows ();
if (i < 0 || i >= cols ())
{
(*current_liboctave_error_handler) ("invalid column selection");
return ComplexColumnVector ();
}
ComplexColumnVector retval (nr);
for (int j = 0; j < nr; j++)
retval.elem (j) = elem (j, i);
return retval;
}
ComplexColumnVector
ComplexMatrix::column (char *s) const
{
if (! s)
{
(*current_liboctave_error_handler) ("invalid column selection");
return ComplexColumnVector ();
}
char c = *s;
if (c == 'f' || c == 'F')
return column (0);
else if (c == 'l' || c == 'L')
return column (cols () - 1);
else
{
(*current_liboctave_error_handler) ("invalid column selection");
return ComplexColumnVector ();
}
}
ComplexMatrix
ComplexMatrix::inverse (void) const
{
int info;
double rcond;
return inverse (info, rcond);
}
ComplexMatrix
ComplexMatrix::inverse (int& info) const
{
double rcond;
return inverse (info, rcond);
}
ComplexMatrix
ComplexMatrix::inverse (int& info, double& rcond, int force) const
{
ComplexMatrix retval;
int nr = rows ();
int nc = cols ();
if (nr != nc)
(*current_liboctave_error_handler) ("inverse requires square matrix");
else
{
info = 0;
Array<int> ipvt (nr);
int *pipvt = ipvt.fortran_vec ();
Array<Complex> z (nr);
Complex *pz = z.fortran_vec ();
retval = *this;
Complex *tmp_data = retval.fortran_vec ();
F77_XFCN (zgeco, ZGECO, (tmp_data, nr, nc, pipvt, rcond, pz));
if (f77_exception_encountered)
(*current_liboctave_error_handler) ("unrecoverable error in zgeco");
else
{
volatile double rcond_plus_one = rcond + 1.0;
if (rcond_plus_one == 1.0)
info = -1;
if (info == -1 && ! force)
retval = *this; // Restore contents.
else
{
Complex *dummy = 0;
F77_XFCN (zgedi, ZGEDI, (tmp_data, nr, nc, pipvt, dummy,
pz, 1));
if (f77_exception_encountered)
(*current_liboctave_error_handler)
("unrecoverable error in zgedi");
}
}
}
return retval;
}
ComplexMatrix
ComplexMatrix::pseudo_inverse (double tol)
{
ComplexMatrix retval;
ComplexSVD result (*this);
DiagMatrix S = result.singular_values ();
ComplexMatrix U = result.left_singular_matrix ();
ComplexMatrix V = result.right_singular_matrix ();
ColumnVector sigma = S.diag ();
int r = sigma.length () - 1;
int nr = rows ();
int nc = cols ();
if (tol <= 0.0)
{
if (nr > nc)
tol = nr * sigma.elem (0) * DBL_EPSILON;
else
tol = nc * sigma.elem (0) * DBL_EPSILON;
}
while (r >= 0 && sigma.elem (r) < tol)
r--;
if (r < 0)
retval = ComplexMatrix (nc, nr, 0.0);
else
{
ComplexMatrix Ur = U.extract (0, 0, nr-1, r);
DiagMatrix D = DiagMatrix (sigma.extract (0, r)) . inverse ();
ComplexMatrix Vr = V.extract (0, 0, nc-1, r);
retval = Vr * D * Ur.hermitian ();
}
return retval;
}
ComplexMatrix
ComplexMatrix::fourier (void) const
{
ComplexMatrix retval;
int nr = rows ();
int nc = cols ();
int npts, nsamples;
if (nr == 1 || nc == 1)
{
npts = nr > nc ? nr : nc;
nsamples = 1;
}
else
{
npts = nr;
nsamples = nc;
}
int nn = 4*npts+15;
Array<Complex> wsave (nn);
Complex *pwsave = wsave.fortran_vec ();
retval = *this;
Complex *tmp_data = retval.fortran_vec ();
F77_FCN (cffti, CFFTI) (npts, pwsave);
for (int j = 0; j < nsamples; j++)
F77_FCN (cfftf, CFFTF) (npts, &tmp_data[npts*j], pwsave);
return retval;
}
ComplexMatrix
ComplexMatrix::ifourier (void) const
{
ComplexMatrix retval;
int nr = rows ();
int nc = cols ();
int npts, nsamples;
if (nr == 1 || nc == 1)
{
npts = nr > nc ? nr : nc;
nsamples = 1;
}
else
{
npts = nr;
nsamples = nc;
}
int nn = 4*npts+15;
Array<Complex> wsave (nn);
Complex *pwsave = wsave.fortran_vec ();
retval = *this;
Complex *tmp_data = retval.fortran_vec ();
F77_FCN (cffti, CFFTI) (npts, pwsave);
for (int j = 0; j < nsamples; j++)
F77_FCN (cfftb, CFFTB) (npts, &tmp_data[npts*j], pwsave);
for (int j = 0; j < npts*nsamples; j++)
tmp_data[j] = tmp_data[j] / npts;
return retval;
}
ComplexMatrix
ComplexMatrix::fourier2d (void) const
{
ComplexMatrix retval;
int nr = rows ();
int nc = cols ();
int npts, nsamples;
if (nr == 1 || nc == 1)
{
npts = nr > nc ? nr : nc;
nsamples = 1;
}
else
{
npts = nr;
nsamples = nc;
}
int nn = 4*npts+15;
Array<Complex> 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<Complex> row (npts);
Complex *prow = row.fortran_vec ();
F77_FCN (cffti, CFFTI) (npts, pwsave);
for (int j = 0; j < nsamples; j++)
{
for (int i = 0; i < npts; i++)
prow[i] = tmp_data[i*nr + j];
F77_FCN (cfftf, CFFTF) (npts, prow, pwsave);
for (int i = 0; i < npts; i++)
tmp_data[i*nr + j] = prow[i];
}
return retval;
}
ComplexMatrix
ComplexMatrix::ifourier2d (void) const
{
ComplexMatrix retval;
int nr = rows ();
int nc = cols ();
int npts, nsamples;
if (nr == 1 || nc == 1)
{
npts = nr > nc ? nr : nc;
nsamples = 1;
}
else
{
npts = nr;
nsamples = nc;
}
int nn = 4*npts+15;
Array<Complex> 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<Complex> row (npts);
Complex *prow = row.fortran_vec ();
F77_FCN (cffti, CFFTI) (npts, pwsave);
for (int j = 0; j < nsamples; j++)
{
for (int i = 0; i < npts; i++)
prow[i] = tmp_data[i*nr + j];
F77_FCN (cfftb, CFFTB) (npts, prow, pwsave);
for (int i = 0; i < npts; i++)
tmp_data[i*nr + j] = prow[i] / npts;
}
return retval;
}
ComplexDET
ComplexMatrix::determinant (void) const
{
int info;
double rcond;
return determinant (info, rcond);
}
ComplexDET
ComplexMatrix::determinant (int& info) const
{
double rcond;
return determinant (info, rcond);
}
ComplexDET
ComplexMatrix::determinant (int& info, double& rcond) const
{
ComplexDET retval;
int nr = rows ();
int nc = cols ();
if (nr == 0 || nc == 0)
{
Complex d[2];
d[0] = 1.0;
d[1] = 0.0;
retval = ComplexDET (d);
}
else
{
info = 0;
Array<int> ipvt (nr);
int *pipvt = ipvt.fortran_vec ();
Array<Complex> z (nr);
Complex *pz = z.fortran_vec ();
ComplexMatrix atmp = *this;
Complex *tmp_data = atmp.fortran_vec ();
F77_XFCN (zgeco, ZGECO, (tmp_data, nr, nr, pipvt, rcond, pz));
if (f77_exception_encountered)
(*current_liboctave_error_handler) ("unrecoverable error in zgeco");
else
{
volatile double rcond_plus_one = rcond + 1.0;
if (rcond_plus_one == 1.0)
{
info = -1;
retval = ComplexDET ();
}
else
{
Complex d[2];
F77_XFCN (zgedi, ZGEDI, (tmp_data, nr, nr, pipvt, d, pz, 10));
if (f77_exception_encountered)
(*current_liboctave_error_handler)
("unrecoverable error in dgedi");
else
retval = ComplexDET (d);
}
}
}
return retval;
}
ComplexMatrix
ComplexMatrix::solve (const Matrix& b) const
{
int info;
double rcond;
return solve (b, info, rcond);
}
ComplexMatrix
ComplexMatrix::solve (const Matrix& b, int& info) const
{
double rcond;
return solve (b, info, rcond);
}
ComplexMatrix
ComplexMatrix::solve (const Matrix& b, int& info, double& rcond) const
{
ComplexMatrix tmp (b);
return solve (tmp, info, rcond);
}
ComplexMatrix
ComplexMatrix::solve (const ComplexMatrix& b) const
{
int info;
double rcond;
return solve (b, info, rcond);
}
ComplexMatrix
ComplexMatrix::solve (const ComplexMatrix& b, int& info) const
{
double rcond;
return solve (b, info, rcond);
}
ComplexMatrix
ComplexMatrix::solve (const ComplexMatrix& b, int& info, double& rcond) const
{
ComplexMatrix retval;
int nr = rows ();
int nc = cols ();
if (nr == 0 || nc == 0 || nr != nc || nr != b.rows ())
(*current_liboctave_error_handler)
("matrix dimension mismatch in solution of linear equations");
else
{
info = 0;
Array<int> ipvt (nr);
int *pipvt = ipvt.fortran_vec ();
Array<Complex> z (nr);
Complex *pz = z.fortran_vec ();
ComplexMatrix atmp = *this;
Complex *tmp_data = atmp.fortran_vec ();
F77_XFCN (zgeco, ZGECO, (tmp_data, nr, nr, pipvt, rcond, pz));
if (f77_exception_encountered)
(*current_liboctave_error_handler) ("unrecoverable error in zgeco");
else
{
volatile double rcond_plus_one = rcond + 1.0;
if (rcond_plus_one == 1.0)
{
info = -2;
}
else
{
retval = b;
Complex *result = retval.fortran_vec ();
int b_nc = b.cols ();
for (volatile int j = 0; j < b_nc; j++)
{
F77_XFCN (zgesl, ZGESL, (tmp_data, nr, nr, pipvt,
&result[nr*j], 0));
if (f77_exception_encountered)
{
(*current_liboctave_error_handler)
("unrecoverable error in dgesl");
break;
}
}
}
}
}
return retval;
}
ComplexColumnVector
ComplexMatrix::solve (const ComplexColumnVector& b) const
{
int info;
double rcond;
return solve (b, info, rcond);
}
ComplexColumnVector
ComplexMatrix::solve (const ComplexColumnVector& b, int& info) const
{
double rcond;
return solve (b, info, rcond);
}
ComplexColumnVector
ComplexMatrix::solve (const ComplexColumnVector& b, int& info,
double& rcond) const
{
ComplexColumnVector retval;
int nr = rows ();
int nc = cols ();
if (nr == 0 || nc == 0 || nr != nc || nr != b.length ())
(*current_liboctave_error_handler)
("matrix dimension mismatch in solution of linear equations");
else
{
info = 0;
Array<int> ipvt (nr);
int *pipvt = ipvt.fortran_vec ();
Array<Complex> z (nr);
Complex *pz = z.fortran_vec ();
ComplexMatrix atmp = *this;
Complex *tmp_data = atmp.fortran_vec ();
F77_XFCN (zgeco, ZGECO, (tmp_data, nr, nr, pipvt, rcond, pz));
if (f77_exception_encountered)
(*current_liboctave_error_handler)
("unrecoverable error in dgeco");
else
{
volatile double rcond_plus_one = rcond + 1.0;
if (rcond_plus_one == 1.0)
{
info = -2;
}
else
{
retval = b;
Complex *result = retval.fortran_vec ();
F77_XFCN (zgesl, ZGESL, (tmp_data, nr, nr, pipvt, result, 0));
if (f77_exception_encountered)
(*current_liboctave_error_handler)
("unrecoverable error in dgesl");
}
}
}
return retval;
}
ComplexMatrix
ComplexMatrix::lssolve (const ComplexMatrix& b) const
{
int info;
int rank;
return lssolve (b, info, rank);
}
ComplexMatrix
ComplexMatrix::lssolve (const ComplexMatrix& b, int& info) const
{
int rank;
return lssolve (b, info, rank);
}
ComplexMatrix
ComplexMatrix::lssolve (const ComplexMatrix& b, int& info, int& rank) const
{
ComplexMatrix retval;
int nrhs = b.cols ();
int m = rows ();
int n = cols ();
if (m == 0 || n == 0 || m != b.rows ())
(*current_liboctave_error_handler)
("matrix dimension mismatch solution of linear equations");
else
{
ComplexMatrix atmp = *this;
Complex *tmp_data = atmp.fortran_vec ();
int nrr = m > n ? m : n;
ComplexMatrix result (nrr, nrhs);
for (int j = 0; j < nrhs; j++)
for (int i = 0; i < m; i++)
result.elem (i, j) = b.elem (i, j);
Complex *presult = result.fortran_vec ();
int len_s = m < n ? m : n;
Array<double> s (len_s);
double *ps = s.fortran_vec ();
double rcond = -1.0;
int lwork;
if (m < n)
lwork = 2*m + (nrhs > n ? nrhs : n);
else
lwork = 2*n + (nrhs > m ? nrhs : m);
lwork *= 16;
Array<Complex> work (lwork);
Complex *pwork = work.fortran_vec ();
int lrwork = (5 * (m < n ? m : n)) - 4;
lrwork = lrwork > 1 ? lrwork : 1;
Array<double> rwork (lrwork);
double *prwork = rwork.fortran_vec ();
F77_XFCN (zgelss, ZGELSS, (m, n, nrhs, tmp_data, m, presult,
nrr, ps, rcond, rank, pwork, lwork,
prwork, info));
if (f77_exception_encountered)
(*current_liboctave_error_handler) ("unrecoverable error in zgelss");
else
{
retval.resize (n, nrhs);
for (int j = 0; j < nrhs; j++)
for (int i = 0; i < n; i++)
retval.elem (i, j) = result.elem (i, j);
}
}
return retval;
}
ComplexColumnVector
ComplexMatrix::lssolve (const ComplexColumnVector& b) const
{
int info;
int rank;
return lssolve (b, info, rank);
}
ComplexColumnVector
ComplexMatrix::lssolve (const ComplexColumnVector& b, int& info) const
{
int rank;
return lssolve (b, info, rank);
}
ComplexColumnVector
ComplexMatrix::lssolve (const ComplexColumnVector& b, int& info,
int& rank) const
{
ComplexColumnVector retval;
int nrhs = 1;
int m = rows ();
int n = cols ();
if (m == 0 || n == 0 || m != b.length ())
(*current_liboctave_error_handler)
("matrix dimension mismatch solution of least squares problem");
else
{
ComplexMatrix atmp = *this;
Complex *tmp_data = atmp.fortran_vec ();
int nrr = m > n ? m : n;
ComplexColumnVector result (nrr);
for (int i = 0; i < m; i++)
result.elem (i) = b.elem (i);
Complex *presult = result.fortran_vec ();
int len_s = m < n ? m : n;
Array<double> s (len_s);
double *ps = s.fortran_vec ();
double rcond = -1.0;
int lwork;
if (m < n)
lwork = 2*m + (nrhs > n ? nrhs : n);
else
lwork = 2*n + (nrhs > m ? nrhs : m);
lwork *= 16;
Array<Complex> work (lwork);
Complex *pwork = work.fortran_vec ();
int lrwork = (5 * (m < n ? m : n)) - 4;
lrwork = lrwork > 1 ? lrwork : 1;
Array<double> rwork (lrwork);
double *prwork = rwork.fortran_vec ();
F77_XFCN (zgelss, ZGELSS, (m, n, nrhs, tmp_data, m, presult,
nrr, ps, rcond, rank, pwork, lwork,
prwork, info));
if (f77_exception_encountered)
(*current_liboctave_error_handler) ("unrecoverable error in zgelss");
else
{
retval.resize (n);
for (int i = 0; i < n; i++)
retval.elem (i) = result.elem (i);
}
}
return retval;
}
// Constants for matrix exponential calculation.
static double padec [] =
{
5.0000000000000000e-1,
1.1666666666666667e-1,
1.6666666666666667e-2,
1.6025641025641026e-3,
1.0683760683760684e-4,
4.8562548562548563e-6,
1.3875013875013875e-7,
1.9270852604185938e-9,
};
ComplexMatrix
ComplexMatrix::expm (void) const
{
ComplexMatrix retval;
ComplexMatrix m = *this;
int nc = columns ();
// Preconditioning step 1: trace normalization to reduce dynamic
// range of poles, but avoid making stable eigenvalues unstable.
// trace shift value
Complex trshift = 0.0;
for (int i = 0; i < nc; i++)
trshift += m.elem (i, i);
trshift /= nc;
if (trshift.real () < 0.0)
trshift = trshift.imag ();
for (int i = 0; i < nc; i++)
m.elem (i, i) -= trshift;
// Preconditioning step 2: eigenvalue balancing.
// code follows development in AEPBAL
Complex *mp = m.fortran_vec ();
int ilo, ihi, info;
// FIXME: should pass job as a parameter in expm
char job = 'B';
Array<double> scale(nc);
double *pscale = scale.fortran_vec ();
F77_XFCN (zgebal, ZGEBAL, (&job, nc, mp, nc, ilo, ihi, pscale, info,
1L, 1L));
if (f77_exception_encountered)
{
(*current_liboctave_error_handler) ("unrecoverable error in zgebal");
return retval;
}
// construct balancing matrices dmat, dinv
Matrix dmat = Matrix (nc, nc, 0.0);
Matrix dinv = Matrix (nc, nc, 0.0);
for (int i = 0; i < nc; i++)
dmat(i,i) = dinv(i,i) = 1.0;
// pscale contains real data, so just use dgebak, dside=R => dmat := D*dmat
char dside = 'R';
F77_XFCN (dgebak, DGEBAK, (&job, &dside, nc, ilo, ihi, pscale, nc,
dmat.fortran_vec(), nc, info, 1L, 1L));
if (f77_exception_encountered)
{
(*current_liboctave_error_handler) ("unrecoverable error in dgebak");
return retval;
}
// dgebak, dside=L => dinv := dinv*D^{-1}
dside = 'L';
F77_XFCN (dgebak, DGEBAK, (&job, &dside, nc, ilo, ihi, pscale, nc,
dinv.fortran_vec(), nc, info, 1L, 1L));
if (f77_exception_encountered)
{
(*current_liboctave_error_handler) ("unrecoverable error in dgebak");
return retval;
}
// Preconditioning step 3: scaling.
ColumnVector work (nc);
double inf_norm;
F77_XFCN (xzlange, XZLANGE, ("I", nc, nc, m.fortran_vec (), nc,
work.fortran_vec (), inf_norm));
if (f77_exception_encountered)
{
(*current_liboctave_error_handler) ("unrecoverable error in zlange");
return retval;
}
int sqpow = (inf_norm > 0.0
? static_cast<int> (1.0 + log (inf_norm) / log (2.0)) : 0);
// Check whether we need to square at all.
if (sqpow < 0)
sqpow = 0;
if (sqpow > 0)
{
double scale_factor = 1.0;
for (int i = 0; i < sqpow; i++)
scale_factor *= 2.0;
m = m / scale_factor;
}
// npp, dpp: pade' approx polynomial matrices.
ComplexMatrix npp (nc, nc, 0.0);
ComplexMatrix dpp = npp;
// Now powers a^8 ... a^1.
int minus_one_j = -1;
for (int j = 7; j >= 0; j--)
{
npp = m * npp + m * padec[j];
dpp = m * dpp + m * (minus_one_j * padec[j]);
minus_one_j *= -1;
}
// Zero power.
dpp = -dpp;
for (int j = 0; j < nc; j++)
{
npp.elem (j, j) += 1.0;
dpp.elem (j, j) += 1.0;
}
// Compute pade approximation = inverse (dpp) * npp.
retval = dpp.solve (npp);
// Reverse preconditioning step 3: repeated squaring.
while (sqpow)
{
retval = retval * retval;
sqpow--;
}
// Reverse preconditioning step 2: inverse balancing.
// FIXME: need to figure out how to get dgebak to do
// dmat*retval*dinv instead of dinv*retval*dmat
// This works for now
retval = dmat*retval*dinv;
// Reverse preconditioning step 1: fix trace normalization.
return exp (trshift) * retval;
}
// column vector by row vector -> matrix operations
ComplexMatrix
operator * (const ColumnVector& v, const ComplexRowVector& a)
{
ComplexColumnVector tmp (v);
return tmp * a;
}
ComplexMatrix
operator * (const ComplexColumnVector& a, const RowVector& b)
{
ComplexRowVector tmp (b);
return a * tmp;
}
ComplexMatrix
operator * (const ComplexColumnVector& v, const ComplexRowVector& a)
{
ComplexMatrix retval;
int len = v.length ();
if (len != 0)
{
int a_len = a.length ();
retval.resize (len, a_len);
Complex *c = retval.fortran_vec ();
F77_XFCN (zgemm, ZGEMM, ("N", "N", len, a_len, 1, 1.0,
v.data (), len, a.data (), 1, 0.0,
c, len, 1L, 1L));
if (f77_exception_encountered)
(*current_liboctave_error_handler)
("unrecoverable error in zgemm");
}
return retval;
}
// matrix by diagonal matrix -> matrix operations
ComplexMatrix&
ComplexMatrix::operator += (const DiagMatrix& a)
{
int nr = rows ();
int nc = cols ();
int a_nr = rows ();
int a_nc = cols ();
if (nr != a_nr || nc != a_nc)
{
gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc);
return *this;
}
for (int i = 0; i < a.length (); i++)
elem (i, i) += a.elem (i, i);
return *this;
}
ComplexMatrix&
ComplexMatrix::operator -= (const DiagMatrix& a)
{
int nr = rows ();
int nc = cols ();
int a_nr = rows ();
int a_nc = cols ();
if (nr != a_nr || nc != a_nc)
{
gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc);
return *this;
}
for (int i = 0; i < a.length (); i++)
elem (i, i) -= a.elem (i, i);
return *this;
}
ComplexMatrix&
ComplexMatrix::operator += (const ComplexDiagMatrix& a)
{
int nr = rows ();
int nc = cols ();
int a_nr = rows ();
int a_nc = cols ();
if (nr != a_nr || nc != a_nc)
{
gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc);
return *this;
}
for (int i = 0; i < a.length (); i++)
elem (i, i) += a.elem (i, i);
return *this;
}
ComplexMatrix&
ComplexMatrix::operator -= (const ComplexDiagMatrix& a)
{
int nr = rows ();
int nc = cols ();
int a_nr = rows ();
int a_nc = cols ();
if (nr != a_nr || nc != a_nc)
{
gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc);
return *this;
}
for (int i = 0; i < a.length (); i++)
elem (i, i) -= a.elem (i, i);
return *this;
}
// matrix by matrix -> matrix operations
ComplexMatrix&
ComplexMatrix::operator += (const Matrix& a)
{
int nr = rows ();
int nc = cols ();
int a_nr = a.rows ();
int a_nc = a.cols ();
if (nr != a_nr || nc != a_nc)
{
gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc);
return *this;
}
if (nr == 0 || nc == 0)
return *this;
Complex *d = fortran_vec (); // Ensures only one reference to my privates!
add2 (d, a.data (), length ());
return *this;
}
ComplexMatrix&
ComplexMatrix::operator -= (const Matrix& a)
{
int nr = rows ();
int nc = cols ();
int a_nr = a.rows ();
int a_nc = a.cols ();
if (nr != a_nr || nc != a_nc)
{
gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc);
return *this;
}
if (nr == 0 || nc == 0)
return *this;
Complex *d = fortran_vec (); // Ensures only one reference to my privates!
subtract2 (d, a.data (), length ());
return *this;
}
ComplexMatrix&
ComplexMatrix::operator += (const ComplexMatrix& a)
{
int nr = rows ();
int nc = cols ();
int a_nr = a.rows ();
int a_nc = a.cols ();
if (nr != a_nr || nc != a_nc)
{
gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc);
return *this;
}
if (nr == 0 || nc == 0)
return *this;
Complex *d = fortran_vec (); // Ensures only one reference to my privates!
add2 (d, a.data (), length ());
return *this;
}
ComplexMatrix&
ComplexMatrix::operator -= (const ComplexMatrix& a)
{
int nr = rows ();
int nc = cols ();
int a_nr = a.rows ();
int a_nc = a.cols ();
if (nr != a_nr || nc != a_nc)
{
gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc);
return *this;
}
if (nr == 0 || nc == 0)
return *this;
Complex *d = fortran_vec (); // Ensures only one reference to my privates!
subtract2 (d, a.data (), length ());
return *this;
}
// unary operations
boolMatrix
ComplexMatrix::operator ! (void) const
{
int nr = rows ();
int nc = cols ();
boolMatrix b (nr, nc);
for (int j = 0; j < nc; j++)
for (int i = 0; i < nr; i++)
b.elem (i, j) = elem (i, j) != 0.0;
return b;
}
// other operations
ComplexMatrix
ComplexMatrix::map (c_c_Mapper f) const
{
ComplexMatrix b (*this);
return b.apply (f);
}
Matrix
ComplexMatrix::map (d_c_Mapper f) const
{
int nr = rows ();
int nc = cols ();
Matrix retval (nr, nc);
for (int j = 0; j < nc; j++)
for (int i = 0; i < nr; i++)
retval(i,j) = f (elem(i,j));
return retval;
}
boolMatrix
ComplexMatrix::map (b_c_Mapper f) const
{
int nr = rows ();
int nc = cols ();
boolMatrix retval (nr, nc);
for (int j = 0; j < nc; j++)
for (int i = 0; i < nr; i++)
retval(i,j) = f (elem(i,j));
return retval;
}
ComplexMatrix&
ComplexMatrix::apply (c_c_Mapper f)
{
Complex *d = fortran_vec (); // Ensures only one reference to my privates!
for (int i = 0; i < length (); i++)
d[i] = f (d[i]);
return *this;
}
bool
ComplexMatrix::any_element_is_inf_or_nan (void) const
{
int nr = rows ();
int nc = cols ();
for (int j = 0; j < nc; j++)
for (int i = 0; i < nr; i++)
{
Complex val = elem (i, j);
if (xisinf (val) || xisnan (val))
return true;
}
return false;
}
// Return true if no elements have imaginary components.
bool
ComplexMatrix::all_elements_are_real (void) const
{
int nr = rows ();
int nc = cols ();
for (int j = 0; j < nc; j++)
for (int i = 0; i < nr; i++)
if (imag (elem (i, j)) != 0.0)
return false;
return true;
}
// Return nonzero if any element of CM has a non-integer real or
// imaginary part. Also extract the largest and smallest (real or
// imaginary) values and return them in MAX_VAL and MIN_VAL.
bool
ComplexMatrix::all_integers (double& max_val, double& min_val) const
{
int nr = rows ();
int nc = cols ();
if (nr > 0 && nc > 0)
{
Complex val = elem (0, 0);
double r_val = real (val);
double i_val = imag (val);
max_val = r_val;
min_val = r_val;
if (i_val > max_val)
max_val = i_val;
if (i_val < max_val)
min_val = i_val;
}
else
return false;
for (int j = 0; j < nc; j++)
for (int i = 0; i < nr; i++)
{
Complex val = elem (i, j);
double r_val = real (val);
double i_val = imag (val);
if (r_val > max_val)
max_val = r_val;
if (i_val > max_val)
max_val = i_val;
if (r_val < min_val)
min_val = r_val;
if (i_val < min_val)
min_val = i_val;
if (D_NINT (r_val) != r_val || D_NINT (i_val) != i_val)
return false;
}
return true;
}
bool
ComplexMatrix::too_large_for_float (void) const
{
int nr = rows ();
int nc = cols ();
for (int j = 0; j < nc; j++)
for (int i = 0; i < nr; i++)
{
Complex val = elem (i, j);
double r_val = real (val);
double i_val = imag (val);
if (r_val > FLT_MAX
|| i_val > FLT_MAX
|| r_val < FLT_MIN
|| i_val < FLT_MIN)
return true;
}
return false;
}
boolMatrix
ComplexMatrix::all (void) const
{
int nr = rows ();
int nc = cols ();
boolMatrix retval;
if (nr > 0 && nc > 0)
{
if (nr == 1)
{
retval.resize (1, 1);
retval.elem (0, 0) = true;
for (int j = 0; j < nc; j++)
{
if (elem (0, j) == 0.0)
{
retval.elem (0, 0) = false;
break;
}
}
}
else if (nc == 1)
{
retval.resize (1, 1);
retval.elem (0, 0) = true;
for (int i = 0; i < nr; i++)
{
if (elem (i, 0) == 0.0)
{
retval.elem (0, 0) = false;
break;
}
}
}
else
{
retval.resize (1, nc);
for (int j = 0; j < nc; j++)
{
retval.elem (0, j) = true;
for (int i = 0; i < nr; i++)
{
if (elem (i, j) == 0.0)
{
retval.elem (0, j) = false;
break;
}
}
}
}
}
return retval;
}
boolMatrix
ComplexMatrix::any (void) const
{
int nr = rows ();
int nc = cols ();
boolMatrix retval;
if (nr > 0 && nc > 0)
{
if (nr == 1)
{
retval.resize (1, 1);
retval.elem (0, 0) = false;
for (int j = 0; j < nc; j++)
{
if (elem (0, j) != 0.0)
{
retval.elem (0, 0) = true;
break;
}
}
}
else if (nc == 1)
{
retval.resize (1, 1);
retval.elem (0, 0) = false;
for (int i = 0; i < nr; i++)
{
if (elem (i, 0) != 0.0)
{
retval.elem (0, 0) = true;
break;
}
}
}
else
{
retval.resize (1, nc);
for (int j = 0; j < nc; j++)
{
retval.elem (0, j) = false;
for (int i = 0; i < nr; i++)
{
if (elem (i, j) != 0.0)
{
retval.elem (0, j) = true;
break;
}
}
}
}
}
return retval;
}
ComplexMatrix
ComplexMatrix::cumprod (void) const
{
int nr = rows ();
int nc = cols ();
ComplexMatrix retval;
if (nr > 0 && nc > 0)
{
if (nr == 1)
{
retval.resize (1, nc);
Complex prod = elem (0, 0);
for (int j = 0; j < nc; j++)
{
retval.elem (0, j) = prod;
if (j < nc - 1)
prod *= elem (0, j+1);
}
}
else if (nc == 1)
{
retval.resize (nr, 1);
Complex prod = elem (0, 0);
for (int i = 0; i < nr; i++)
{
retval.elem (i, 0) = prod;
if (i < nr - 1)
prod *= elem (i+1, 0);
}
}
else
{
retval.resize (nr, nc);
for (int j = 0; j < nc; j++)
{
Complex prod = elem (0, j);
for (int i = 0; i < nr; i++)
{
retval.elem (i, j) = prod;
if (i < nr - 1)
prod *= elem (i+1, j);
}
}
}
}
return retval;
}
ComplexMatrix
ComplexMatrix::cumsum (void) const
{
int nr = rows ();
int nc = cols ();
ComplexMatrix retval;
if (nr > 0 && nc > 0)
{
if (nr == 1)
{
retval.resize (1, nc);
Complex sum = elem (0, 0);
for (int j = 0; j < nc; j++)
{
retval.elem (0, j) = sum;
if (j < nc - 1)
sum += elem (0, j+1);
}
}
else if (nc == 1)
{
retval.resize (nr, 1);
Complex sum = elem (0, 0);
for (int i = 0; i < nr; i++)
{
retval.elem (i, 0) = sum;
if (i < nr - 1)
sum += elem (i+1, 0);
}
}
else
{
retval.resize (nr, nc);
for (int j = 0; j < nc; j++)
{
Complex sum = elem (0, j);
for (int i = 0; i < nr; i++)
{
retval.elem (i, j) = sum;
if (i < nr - 1)
sum += elem (i+1, j);
}
}
}
}
return retval;
}
ComplexMatrix
ComplexMatrix::prod (void) const
{
int nr = rows ();
int nc = cols ();
ComplexMatrix retval;
if (nr > 0 && nc > 0)
{
if (nr == 1)
{
retval.resize (1, 1);
retval.elem (0, 0) = 1.0;
for (int j = 0; j < nc; j++)
retval.elem (0, 0) *= elem (0, j);
}
else if (nc == 1)
{
retval.resize (1, 1);
retval.elem (0, 0) = 1.0;
for (int i = 0; i < nr; i++)
retval.elem (0, 0) *= elem (i, 0);
}
else
{
retval.resize (1, nc);
for (int j = 0; j < nc; j++)
{
retval.elem (0, j) = 1.0;
for (int i = 0; i < nr; i++)
retval.elem (0, j) *= elem (i, j);
}
}
}
return retval;
}
ComplexMatrix
ComplexMatrix::sum (void) const
{
int nr = rows ();
int nc = cols ();
ComplexMatrix retval;
if (nr > 0 && nc > 0)
{
if (nr == 1)
{
retval.resize (1, 1);
retval.elem (0, 0) = 0.0;
for (int j = 0; j < nc; j++)
retval.elem (0, 0) += elem (0, j);
}
else if (nc == 1)
{
retval.resize (1, 1);
retval.elem (0, 0) = 0.0;
for (int i = 0; i < nr; i++)
retval.elem (0, 0) += elem (i, 0);
}
else
{
retval.resize (1, nc);
for (int j = 0; j < nc; j++)
{
retval.elem (0, j) = 0.0;
for (int i = 0; i < nr; i++)
retval.elem (0, j) += elem (i, j);
}
}
}
return retval;
}
ComplexMatrix
ComplexMatrix::sumsq (void) const
{
int nr = rows ();
int nc = cols ();
ComplexMatrix retval;
if (nr > 0 && nc > 0)
{
if (nr == 1)
{
retval.resize (1, 1);
retval.elem (0, 0) = 0.0;
for (int j = 0; j < nc; j++)
{
Complex d = elem (0, j);
retval.elem (0, 0) += d * conj (d);
}
}
else if (nc == 1)
{
retval.resize (1, 1);
retval.elem (0, 0) = 0.0;
for (int i = 0; i < nr; i++)
{
Complex d = elem (i, 0);
retval.elem (0, 0) += d * conj (d);
}
}
else
{
retval.resize (1, nc);
for (int j = 0; j < nc; j++)
{
retval.elem (0, j) = 0.0;
for (int i = 0; i < nr; i++)
{
Complex d = elem (i, j);
retval.elem (0, j) += d * conj (d);
}
}
}
}
return retval;
}
ComplexColumnVector
ComplexMatrix::diag (void) const
{
return diag (0);
}
ComplexColumnVector
ComplexMatrix::diag (int k) const
{
int nnr = rows ();
int nnc = cols ();
if (k > 0)
nnc -= k;
else if (k < 0)
nnr += k;
ComplexColumnVector d;
if (nnr > 0 && nnc > 0)
{
int ndiag = (nnr < nnc) ? nnr : nnc;
d.resize (ndiag);
if (k > 0)
{
for (int i = 0; i < ndiag; i++)
d.elem (i) = elem (i, i+k);
}
else if ( k < 0)
{
for (int i = 0; i < ndiag; i++)
d.elem (i) = elem (i-k, i);
}
else
{
for (int i = 0; i < ndiag; i++)
d.elem (i) = elem (i, i);
}
}
else
cerr << "diag: requested diagonal out of range\n";
return d;
}
bool
ComplexMatrix::row_is_real_only (int i) const
{
bool retval = true;
int nc = columns ();
for (int j = 0; j < nc; j++)
{
if (imag (elem (i, j)) != 0.0)
{
retval = false;
break;
}
}
return retval;
}
bool
ComplexMatrix::column_is_real_only (int j) const
{
bool retval = true;
int nr = rows ();
for (int i = 0; i < nr; i++)
{
if (imag (elem (i, j)) != 0.0)
{
retval = false;
break;
}
}
return retval;
}
ComplexColumnVector
ComplexMatrix::row_min (void) const
{
Array<int> index;
return row_min (index);
}
ComplexColumnVector
ComplexMatrix::row_min (Array<int>& index) const
{
ComplexColumnVector result;
int nr = rows ();
int nc = cols ();
if (nr > 0 && nc > 0)
{
result.resize (nr);
index.resize (nr);
for (int i = 0; i < nr; i++)
{
int idx = 0;
Complex tmp_min = elem (i, idx);
bool real_only = row_is_real_only (i);
double abs_min = real_only ? real (tmp_min) : abs (tmp_min);
if (xisnan (tmp_min))
idx = -1;
else
{
for (int j = 1; j < nc; j++)
{
Complex tmp = elem (i, j);
double abs_tmp = real_only ? real (tmp) : abs (tmp);
if (xisnan (tmp))
{
idx = -1;
break;
}
else if (abs_tmp < abs_min)
{
idx = j;
tmp_min = tmp;
abs_min = abs_tmp;
}
}
result.elem (i) = (idx < 0) ? Complex_NaN_result : tmp_min;
index.elem (i) = idx;
}
}
}
return result;
}
ComplexColumnVector
ComplexMatrix::row_max (void) const
{
Array<int> index;
return row_max (index);
}
ComplexColumnVector
ComplexMatrix::row_max (Array<int>& index) const
{
ComplexColumnVector result;
int nr = rows ();
int nc = cols ();
if (nr > 0 && nc > 0)
{
result.resize (nr);
index.resize (nr);
for (int i = 0; i < nr; i++)
{
int idx = 0;
Complex tmp_max = elem (i, idx);
bool real_only = row_is_real_only (i);
double abs_max = real_only ? real (tmp_max) : abs (tmp_max);
if (xisnan (tmp_max))
idx = -1;
else
{
for (int j = 1; j < nc; j++)
{
Complex tmp = elem (i, j);
double abs_tmp = real_only ? real (tmp) : abs (tmp);
if (xisnan (tmp))
{
idx = -1;
break;
}
else if (abs_tmp > abs_max)
{
idx = j;
tmp_max = tmp;
abs_max = abs_tmp;
}
}
result.elem (i) = (idx < 0) ? Complex_NaN_result : tmp_max;
index.elem (i) = idx;
}
}
}
return result;
}
ComplexRowVector
ComplexMatrix::column_min (void) const
{
Array<int> index;
return column_min (index);
}
ComplexRowVector
ComplexMatrix::column_min (Array<int>& index) const
{
ComplexRowVector result;
int nr = rows ();
int nc = cols ();
if (nr > 0 && nc > 0)
{
result.resize (nc);
index.resize (nc);
for (int j = 0; j < nc; j++)
{
int idx = 0;
Complex tmp_min = elem (idx, j);
bool real_only = column_is_real_only (j);
double abs_min = real_only ? real (tmp_min) : abs (tmp_min);
if (xisnan (tmp_min))
idx = -1;
else
{
for (int i = 1; i < nr; i++)
{
Complex tmp = elem (i, j);
double abs_tmp = real_only ? real (tmp) : abs (tmp);
if (xisnan (tmp))
{
idx = -1;
break;
}
else if (abs_tmp < abs_min)
{
idx = i;
tmp_min = tmp;
abs_min = abs_tmp;
}
}
result.elem (j) = (idx < 0) ? Complex_NaN_result : tmp_min;
index.elem (j) = idx;
}
}
}
return result;
}
ComplexRowVector
ComplexMatrix::column_max (void) const
{
Array<int> index;
return column_max (index);
}
ComplexRowVector
ComplexMatrix::column_max (Array<int>& index) const
{
ComplexRowVector result;
int nr = rows ();
int nc = cols ();
if (nr > 0 && nc > 0)
{
result.resize (nc);
index.resize (nc);
for (int j = 0; j < nc; j++)
{
int idx = 0;
Complex tmp_max = elem (idx, j);
bool real_only = column_is_real_only (j);
double abs_max = real_only ? real (tmp_max) : abs (tmp_max);
if (xisnan (tmp_max))
idx = -1;
else
{
for (int i = 1; i < nr; i++)
{
Complex tmp = elem (i, j);
double abs_tmp = real_only ? real (tmp) : abs (tmp);
if (xisnan (tmp))
{
idx = -1;
break;
}
else if (abs_tmp > abs_max)
{
idx = i;
tmp_max = tmp;
abs_max = abs_tmp;
}
}
result.elem (j) = (idx < 0) ? Complex_NaN_result : tmp_max;
index.elem (j) = idx;
}
}
}
return result;
}
// i/o
ostream&
operator << (ostream& os, const ComplexMatrix& a)
{
// int field_width = os.precision () + 7;
for (int i = 0; i < a.rows (); i++)
{
for (int j = 0; j < a.cols (); j++)
os << " " /* setw (field_width) */ << a.elem (i, j);
os << "\n";
}
return os;
}
istream&
operator >> (istream& is, ComplexMatrix& a)
{
int nr = a.rows ();
int nc = a.cols ();
if (nr < 1 || nc < 1)
is.clear (ios::badbit);
else
{
Complex tmp;
for (int i = 0; i < nr; i++)
for (int j = 0; j < nc; j++)
{
is >> tmp;
if (is)
a.elem (i, j) = tmp;
else
goto done;
}
}
done:
return is;
}
ComplexMatrix
Givens (const Complex& x, const Complex& y)
{
double cc;
Complex cs, temp_r;
F77_FCN (zlartg, ZLARTG) (x, y, cc, cs, temp_r);
ComplexMatrix g (2, 2);
g.elem (0, 0) = cc;
g.elem (1, 1) = cc;
g.elem (0, 1) = cs;
g.elem (1, 0) = -conj (cs);
return g;
}
ComplexMatrix
Sylvester (const ComplexMatrix& a, const ComplexMatrix& b,
const ComplexMatrix& c)
{
ComplexMatrix retval;
// XXX FIXME XXX -- need to check that a, b, and c are all the same
// size.
// Compute Schur decompositions
ComplexSCHUR as (a, "U");
ComplexSCHUR bs (b, "U");
// Transform c to new coordinates.
ComplexMatrix ua = as.unitary_matrix ();
ComplexMatrix sch_a = as.schur_matrix ();
ComplexMatrix ub = bs.unitary_matrix ();
ComplexMatrix sch_b = bs.schur_matrix ();
ComplexMatrix cx = ua.hermitian () * c * ub;
// Solve the sylvester equation, back-transform, and return the
// solution.
int a_nr = a.rows ();
int b_nr = b.rows ();
double scale;
int info;
Complex *pa = sch_a.fortran_vec ();
Complex *pb = sch_b.fortran_vec ();
Complex *px = cx.fortran_vec ();
F77_XFCN (ztrsyl, ZTRSYL, ("N", "N", 1, a_nr, b_nr, pa, a_nr, pb,
b_nr, px, a_nr, scale,
info, 1L, 1L));
if (f77_exception_encountered)
(*current_liboctave_error_handler) ("unrecoverable error in ztrsyl");
else
{
// XXX FIXME XXX -- check info?
retval = -ua * cx * ub.hermitian ();
}
return retval;
}
ComplexMatrix
operator * (const ComplexMatrix& m, const Matrix& a)
{
ComplexMatrix tmp (a);
return m * tmp;
}
ComplexMatrix
operator * (const Matrix& m, const ComplexMatrix& a)
{
ComplexMatrix tmp (m);
return tmp * a;
}
ComplexMatrix
operator * (const ComplexMatrix& m, const ComplexMatrix& a)
{
ComplexMatrix retval;
int nr = m.rows ();
int nc = m.cols ();
int a_nr = a.rows ();
int a_nc = a.cols ();
if (nc != a_nr)
gripe_nonconformant ("operator *", nr, nc, a_nr, a_nc);
else
{
if (nr == 0 || nc == 0 || a_nc == 0)
retval.resize (nr, nc, 0.0);
else
{
int ld = nr;
int lda = a.rows ();
retval.resize (nr, a_nc);
Complex *c = retval.fortran_vec ();
F77_XFCN (zgemm, ZGEMM, ("N", "N", nr, a_nc, nc, 1.0,
m.data (), ld, a.data (), lda, 0.0,
c, nr, 1L, 1L));
if (f77_exception_encountered)
(*current_liboctave_error_handler)
("unrecoverable error in zgemm");
}
}
return retval;
}
MS_CMP_OPS(ComplexMatrix, real, Complex, real)
MS_BOOL_OPS(ComplexMatrix, Complex)
SM_CMP_OPS(Complex, real, ComplexMatrix, real)
SM_BOOL_OPS(Complex, ComplexMatrix)
MM_CMP_OPS(ComplexMatrix, real, ComplexMatrix, real)
MM_BOOL_OPS(ComplexMatrix, ComplexMatrix)
/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/