Source Code 1994 March/Source_Code_CD-ROM_Walnut_Creek_March_1994.iso/compsrcs/misc/volume34/newmat06/part01

Text File | 1992-12-06 | 60.6 KB | 1,827 lines

Newsgroups: comp.sources.misc
From: [e-mail] (Robert Davies)
Subject:  v34i007:  newmat06 - A matrix package in C++, Part01/07
Message-ID: <csm-v34i007=[e-mail]>
X-Md4-Signature: 0c0ff11216b242d39d1473425f1ae2ce
Date: Sun, 6 Dec 1992 04:46:44 GMT
Approved: [e-mail]

Submitted-by: [e-mail] (Robert Davies)
Posting-number: Volume 34, Issue 7
Archive-name: newmat06/part01
Environment: C++
Supersedes: newmat04: Volume 26, Issue 87-91

An experimental matrix package in C++, newmat supports the matrix
types: Matrix, UpperTriangularMatrix, LowerTriangularMatrix,
DiagonalMatrix, SymmetricMatrix, RowVector, ColumnVector, BandMatrix,
UpperBandMatrix, LowerBandMatrix, and SymmetricBandMatrix.
Only one element type (float or double) is supported.

The package includes the operations *, +, -, (defined as operators)
inverse, transpose, conversion between types, submatrix, determinant,
Cholesky decomposition, Householder triangularisation, singular value
decomposition, eigenvalues of a symmetric matrix, sorting, fast fourier
transform, printing and an interface with "Numerical Recipes in C".

It is intended for matrices in the range 4 x 4 up to the size your
computer can store in one block.
---
#! /bin/sh
# This is a shell archive.  Remove anything before this line, then unpack
# it by saving it into a file and typing "sh file".  To overwrite existing
# files, type "sh file -c".  You can also feed this as standard input via
# unshar, or by typing "sh <file", e.g..  If this archive is complete, you
# will see the following message at the end:
#        "End of archive 1 (of 7)."
# Contents:  example.cxx example.mak example.txt newmata.txt readme
# Wrapped by robert@kea on Thu Dec  3 22:36:14 1992
PATH=/bin:/usr/bin:/usr/ucb ; export PATH
if test -f 'example.cxx' -a "${1}" != "-c" ; then
  echo shar: Will not clobber existing file \"'example.cxx'\"
else
echo shar: Extracting \"'example.cxx'\" \(9602 characters\)
sed "s/^X//" >'example.cxx' <<'END_OF_FILE'
X//$$ example.cxx                             Example of use of matrix package
X
X#define WANT_STREAM                  // include.h will get stream fns
X#define WANT_MATH                    // include.h will get math fns
X
X#include "include.h"                 // include standard files
X
X#include "newmatap.h"                // need matrix applications
X
XReal t3(Real);                       // round to 3 decimal places
X
X
X// demonstration of matrix package on linear regression problem
X
X
Xvoid test1(Real* y, Real* x1, Real* x2, int nobs, int npred)
X{
X   cout << "\n\nTest 1 - traditional\n";
X
X   // traditional sum of squares and products method of calculation
X   // with subtraction of means
X
X   // make matrix of predictor values
X   Matrix X(nobs,npred);
X
X   // load x1 and x2 into X
X   //    [use << rather than = with submatrices and/or loading arrays]
X   X.Column(1) << x1;  X.Column(2) << x2;
X
X   // vector of Y values
X   ColumnVector Y(nobs); Y << y;
X
X   // make vector of 1s
X   ColumnVector Ones(nobs); Ones = 1.0;
X
X   // calculate means (averages) of x1 and x2 [ .t() takes transpose]
X   RowVector M = Ones.t() * X / nobs;
X
X   // and subtract means from x1 and x1
X   Matrix XC(nobs,npred);
X   XC = X - Ones * M;
X
X   // do the same to Y [need "Real" to convert 1x1 matrix to scalar]
X   ColumnVector YC(nobs);
X   Real m = (Ones.t() * Y).AsScalar() / nobs;  YC = Y - Ones * m;
X
X   // form sum of squares and product matrix
X   //    [use << rather than = for copying Matrix into SymmetricMatrix]
X   SymmetricMatrix SSQ; SSQ << XC.t() * XC;
X
X   // calculate estimate
X   //    [bracket last two terms to force this multiplication first]
X   //    [ .i() means inverse, but inverse is not explicity calculated]
X   ColumnVector A = SSQ.i() * (XC.t() * YC);
X
X   // calculate estimate of constant term
X   Real a = m - (M * A).AsScalar();
X
X   // Get variances of estimates from diagonal elements of invoice of SSQ
X   //    [ we are taking inverse of SSQ; would have been better to use
X   //        CroutMatrix method - see documentation ]
X   Matrix ISSQ = SSQ.i(); DiagonalMatrix D; D << ISSQ;
X   ColumnVector V = D.AsColumn();
X   Real v = 1.0/nobs + (M * ISSQ * M.t()).AsScalar();
X                        // for calc variance const
X
X   // Calculate fitted values and residuals
X   int npred1 = npred+1;
X   ColumnVector Fitted = X * A + a;
X   ColumnVector Residual = Y - Fitted;
X   Real ResVar = Residual.SumSquare() / (nobs-npred1);
X
X   // Get diagonals of Hat matrix (an expensive way of doing this)
X   Matrix X1(nobs,npred1); X1.Column(1)<<Ones; X1.Columns(2,npred1)<<X;
X   DiagonalMatrix Hat;  Hat << X1 * (X1.t() * X1).i() * X1.t();
X
X   // print out answers
X   cout << "\nEstimates and their standard errors\n\n";
X   cout << a <<"\t"<< sqrt(v*ResVar) << "\n";
X   for (int i=1; i<=npred; i++)
X   cout << A(i) <<"\t"<< sqrt(V(i)*ResVar) << "\n";
X   cout << "\nObservations, fitted value, residual value, hat value\n";
X   for (i=1; i<=nobs; i++)
X      cout << X(i,1) <<"\t"<< X(i,2) <<"\t"<< Y(i) <<"\t"<<
X      t3(Fitted(i)) <<"\t"<< t3(Residual(i)) <<"\t"<< t3(Hat(i)) <<"\n";
X   cout << "\n\n";
X}
X
Xvoid test2(Real* y, Real* x1, Real* x2, int nobs, int npred)
X{
X   cout << "\n\nTest 2 - Cholesky\n";
X
X   // traditional sum of squares and products method of calculation
X   // with subtraction of means - using Cholesky decomposition
X
X   Matrix X(nobs,npred);
X   X.Column(1) << x1;  X.Column(2) << x2;
X   ColumnVector Y(nobs); Y << y;
X   ColumnVector Ones(nobs); Ones = 1.0;
X   RowVector M = Ones.t() * X / nobs;
X   Matrix XC(nobs,npred);
X   XC = X - Ones * M;
X   ColumnVector YC(nobs);
X   Real m = (Ones.t() * Y).AsScalar() / nobs;  YC = Y - Ones * m;
X   SymmetricMatrix SSQ; SSQ << XC.t() * XC;
X
X   // Cholesky decomposition of SSQ
X   LowerTriangularMatrix L = Cholesky(SSQ);
X
X   // calculate estimate
X   ColumnVector A = L.t().i() * (L.i() * (XC.t() * YC));
X
X   // calculate estimate of constant term
X   Real a = m - (M * A).AsScalar();
X
X   // Get variances of estimates from diagonal elements of invoice of SSQ
X   DiagonalMatrix D; D << L.t().i() * L.i();
X   ColumnVector V = D.AsColumn();
X   Real v = 1.0/nobs + (L.i() * M.t()).SumSquare();
X
X   // Calculate fitted values and residuals
X   int npred1 = npred+1;
X   ColumnVector Fitted = X * A + a;
X   ColumnVector Residual = Y - Fitted;
X   Real ResVar = Residual.SumSquare() / (nobs-npred1);
X
X   // Get diagonals of Hat matrix (an expensive way of doing this)
X   Matrix X1(nobs,npred1); X1.Column(1)<<Ones; X1.Columns(2,npred1)<<X;
X   DiagonalMatrix Hat;  Hat << X1 * (X1.t() * X1).i() * X1.t();
X
X   // print out answers
X   cout << "\nEstimates and their standard errors\n\n";
X   cout << a <<"\t"<< sqrt(v*ResVar) << "\n";
X   for (int i=1; i<=npred; i++)
X      cout << A(i) <<"\t"<< sqrt(V(i)*ResVar) << "\n";
X   cout << "\nObservations, fitted value, residual value, hat value\n";
X   for (i=1; i<=nobs; i++)
X      cout << X(i,1) <<"\t"<< X(i,2) <<"\t"<< Y(i) <<"\t"<<
X      t3(Fitted(i)) <<"\t"<< t3(Residual(i)) <<"\t"<< t3(Hat(i)) <<"\n";
X   cout << "\n\n";
X}
X
Xvoid test3(Real* y, Real* x1, Real* x2, int nobs, int npred)
X{
X   cout << "\n\nTest 3 - Householder triangularisation\n";
X
X   // Householder triangularisation method
X
X   // load data - 1s into col 1 of matrix
X   int npred1 = npred+1;
X   Matrix X(nobs,npred1); ColumnVector Y(nobs);
X   X.Column(1) << 1.0;  X.Column(2) << x1;  X.Column(3) << x2;  Y << y;
X
X   // do Householder triangularisation
X   // no need to deal with constant term separately
X   Matrix XT = X.t();             // Want data to be along rows
X   RowVector YT = Y.t();
X   LowerTriangularMatrix L; RowVector M;
X   HHDecompose(XT, L); HHDecompose(XT, YT, M); // YT now contains resids
X   ColumnVector A = L.t().i() * M.t();
X   ColumnVector Fitted = X * A;
X   Real ResVar = YT.SumSquare() / (nobs-npred1);
X
X   // get variances of estimates
X   L = L.i(); DiagonalMatrix D; D << L.t() * L;
X
X   // Get diagonals of Hat matrix
X   DiagonalMatrix Hat;  Hat << XT.t() * XT;
X
X   // print out answers
X   cout << "\nEstimates and their standard errors\n\n";
X   for (int i=1; i<=npred1; i++)
X      cout << A(i) <<"\t"<< sqrt(D(i)*ResVar) << "\n";
X   cout << "\nObservations, fitted value, residual value, hat value\n";
X   for (i=1; i<=nobs; i++)
X      cout << X(i,2) <<"\t"<< X(i,3) <<"\t"<< Y(i) <<"\t"<<
X      t3(Fitted(i)) <<"\t"<< t3(YT(i)) <<"\t"<< t3(Hat(i)) <<"\n";
X   cout << "\n\n";
X}
X
Xvoid test4(Real* y, Real* x1, Real* x2, int nobs, int npred)
X{
X   cout << "\n\nTest 4 - singular value\n";
X
X   // Singular value decomposition method
X
X   // load data - 1s into col 1 of matrix
X   int npred1 = npred+1;
X   Matrix X(nobs,npred1); ColumnVector Y(nobs);
X   X.Column(1) << 1.0;  X.Column(2) << x1;  X.Column(3) << x2;  Y << y;
X
X   // do SVD
X   Matrix U, V; DiagonalMatrix D;
X   SVD(X,D,U,V);                              // X = U * D * V.t()
X   ColumnVector Fitted = U.t() * Y;
X   ColumnVector A = V * ( D.i() * Fitted );
X   Fitted = U * Fitted;
X   ColumnVector Residual = Y - Fitted;
X   Real ResVar = Residual.SumSquare() / (nobs-npred1);
X
X   // get variances of estimates
X   D << V * (D * D).i() * V.t();
X
X   // Get diagonals of Hat matrix
X   DiagonalMatrix Hat;  Hat << U * U.t();
X
X   // print out answers
X   cout << "\nEstimates and their standard errors\n\n";
X   for (int i=1; i<=npred1; i++)
X      cout << A(i) <<"\t"<< sqrt(D(i)*ResVar) << "\n";
X   cout << "\nObservations, fitted value, residual value, hat value\n";
X   for (i=1; i<=nobs; i++)
X      cout << X(i,2) <<"\t"<< X(i,3) <<"\t"<< Y(i) <<"\t"<<
X      t3(Fitted(i)) <<"\t"<< t3(Residual(i)) <<"\t"<< t3(Hat(i)) <<"\n";
X   cout << "\n\n";
X}
X
Xmain()
X{
X   cout << "\nDemonstration of Matrix package\n\n";
X
X   // Test for any memory not deallocated after running this program
X   Real* s1; { ColumnVector A(8000); s1 = A.Store(); }
X
X   {
X      // the data
X      // you may need to read this data using cin if you are using a
X      // compiler that doesn't understand aggregates
X#ifndef ATandT
X      Real y[]  = { 8.3, 5.5, 8.0, 8.5, 5.7, 4.4, 6.3, 7.9, 9.1 };
X      Real x1[] = { 2.4, 1.8, 2.4, 3.0, 2.0, 1.2, 2.0, 2.7, 3.6 };
X      Real x2[] = { 1.7, 0.9, 1.6, 1.9, 0.5, 0.6, 1.1, 1.0, 0.5 };
X#else
X      Real y[9], x1[9], x2[9];
X      y[0]=8.3; y[1]=5.5; y[2]=8.0; y[3]=8.5; y[4]=5.7;
X      y[5]=4.4; y[6]=6.3; y[7]=7.9; y[8]=9.1;
X      x1[0]=2.4; x1[1]=1.8; x1[2]=2.4; x1[3]=3.0; x1[4]=2.0;
X      x1[5]=1.2; x1[6]=2.0; x1[7]=2.7; x1[8]=3.6;
X      x2[0]=1.7; x2[1]=0.9; x2[2]=1.6; x2[3]=1.9; x2[4]=0.5;
X      x2[5]=0.6; x2[6]=1.1; x2[7]=1.0; x2[8]=0.5;
X#endif
X      int nobs = 9;                           // number of observations
X      int npred = 2;                          // number of predictor values
X
X      // we want to find the values of a,a1,a2 to give the best
X      // fit of y[i] with a0 + a1*x1[i] + a2*x2[i]
X      // Also print diagonal elements of hat matrix, X*(X.t()*X).i()*X.t()
X
X      // this example demonstrates four methods of calculation
X
X      Try
X      {
X         test1(y, x1, x2, nobs, npred);
X         test2(y, x1, x2, nobs, npred);
X         test3(y, x1, x2, nobs, npred);
X         test4(y, x1, x2, nobs, npred);
X      }
X      Catch(DataException) { cout << "\nInvalid data\n"; }
X      Catch(SpaceException) { cout << "\nMemory exhausted\n"; }
X      CatchAll { cout << "\nUnexpected program failure\n"; }
X   }
X
X#ifdef DO_FREE_CHECK
X   FreeCheck::Status();
X#endif
X   Real* s2; { ColumnVector A(8000); s2 = A.Store(); }
X   cout << "\n\nChecking for lost memory: "
X      << (unsigned long)s1 << " " << (unsigned long)s2 << " ";
X   if (s1 != s2) cout << " - error\n"; else cout << " - ok\n";
X
X   return 0;
X
X}
X
XReal t3(Real r) { return int(r*1000) / 1000.0; }
END_OF_FILE
if test 9602 -ne `wc -c <'example.cxx'`; then
    echo shar: \"'example.cxx'\" unpacked with wrong size!
fi
# end of 'example.cxx'
fi
if test -f 'example.mak' -a "${1}" != "-c" ; then
  echo shar: Will not clobber existing file \"'example.mak'\"
else
echo shar: Extracting \"'example.mak'\" \(1654 characters\)
sed "s/^X//" >'example.mak' <<'END_OF_FILE'
X
XOBJ  =  example.o                                          \
X        cholesky.o evalue.o fft.o hholder.o jacobi.o       \
X        newmat1.o newmat2.o newmat3.o newmat4.o newmat5.o  \
X        newmat6.o newmat7.o newmat8.o newmatrm.o           \
X        sort.o submat.o svd.o bandmat.o except.o newmatex.o
X
Xexample:      $(OBJ)
X          g++ -o $@ $(OBJ) -lm
X
X%.o:          %.cxx
X          g++ -c $*.cxx
X
Xnewmatxx:     include.h newmat.h boolean.h except.h
X          rm -f newmatxx
X          echo "main .h files uptodate?" > newmatxx
X
Xexcept.o:     except.h except.cxx
X
Xnewmatex.o:   newmatxx newmatex.cxx
X
Xexample.o:    newmatxx newmatap.h example.cxx
X
Xcholesky.o:   newmatxx cholesky.cxx
X
Xevalue.o:     newmatxx newmatrm.h precisio.h evalue.cxx
X
Xfft.o:        newmatxx newmatap.h fft.cxx
X
Xhholder.o:    newmatxx newmatap.h hholder.cxx
X
Xjacobi.o:     newmatxx precisio.h newmatrm.h jacobi.cxx
X
Xbandmat.o:    newmatxx newmatrc.h controlw.h bandmat.cxx
X
Xnewmat1.o:    newmatxx newmat1.cxx
X
Xnewmat2.o:    newmatxx newmatrc.h controlw.h newmat2.cxx
X
Xnewmat3.o:    newmatxx newmatrc.h controlw.h newmat3.cxx
X
Xnewmat4.o:    newmatxx newmatrc.h controlw.h newmat4.cxx
X
Xnewmat5.o:    newmatxx newmatrc.h controlw.h newmat5.cxx
X
Xnewmat6.o:    newmatxx newmatrc.h controlw.h newmat6.cxx
X
Xnewmat7.o:    newmatxx newmatrc.h controlw.h newmat7.cxx
X
Xnewmat8.o:    newmatxx newmatap.h newmat8.cxx
X
Xnewmat9.o:    newmatxx newmatrc.h controlw.h newmatio.h newmat9.cxx
X
Xnewmatrm.o:   newmatxx newmatrm.h newmatrm.cxx
X
Xsort.o:       newmatxx newmatap.h sort.cxx
X
Xsubmat.o:     newmatxx newmatrc.h controlw.h submat.cxx
X
Xsvd.o:        newmatxx newmatrm.h precisio.h svd.cxx
X
X
X
X
X
X
X
X
X
X
X
X
END_OF_FILE
if test 1654 -ne `wc -c <'example.mak'`; then
    echo shar: \"'example.mak'\" unpacked with wrong size!
fi
# end of 'example.mak'
fi
if test -f 'example.txt' -a "${1}" != "-c" ; then
  echo shar: Will not clobber existing file \"'example.txt'\"
else
echo shar: Extracting \"'example.txt'\" \(1834 characters\)
sed "s/^X//" >'example.txt' <<'END_OF_FILE'
X
XDemonstration of Matrix package
X
X
X
XTest 1 - traditional
X
XEstimates and their standard errors
X
X1.391655    0.531878
X1.983103    0.209317
X0.952208    0.277307
X
XObservations, fitted value, residual value, hat value
X2.4    1.7    8.3    7.769    0.53    0.28
X1.8    0.9    5.5    5.818    -0.318    0.189
X2.4    1.6    8    7.674    0.325    0.228
X3    1.9    8.5    9.15    -0.65    0.445
X2    0.5    5.7    5.833    -0.133    0.271
X1.2    0.6    4.4    4.342    0.057    0.479
X2    1.1    6.3    6.405    -0.105    0.143
X2.7    1    7.9    7.698    0.201    0.153
X3.6    0.5    9.1    9.006    0.093    0.807
X
X
X
X
XTest 2 - Cholesky
X
XEstimates and their standard errors
X
X1.391655    0.531878
X1.983103    0.209317
X0.952208    0.277307
X
XObservations, fitted value, residual value, hat value
X2.4    1.7    8.3    7.769    0.53    0.28
X1.8    0.9    5.5    5.818    -0.318    0.189
X2.4    1.6    8    7.674    0.325    0.228
X3    1.9    8.5    9.15    -0.65    0.445
X2    0.5    5.7    5.833    -0.133    0.271
X1.2    0.6    4.4    4.342    0.057    0.479
X2    1.1    6.3    6.405    -0.105    0.143
X2.7    1    7.9    7.698    0.201    0.153
X3.6    0.5    9.1    9.006    0.093    0.807
X
X
X
X
XTest 3 - Householder triangularisation
X
XEstimates and their standard errors
X
X1.391655    0.531878
X1.983103    0.209317
X0.952208    0.277307
X
XObservations, fitted value, residual value, hat value
X2.4    1.7    8.3    7.769    0.53    0.28
X1.8    0.9    5.5    5.818    -0.318    0.189
X2.4    1.6    8    7.674    0.325    0.228
X3    1.9    8.5    9.15    -0.65    0.445
X2    0.5    5.7    5.833    -0.133    0.271
X1.2    0.6    4.4    4.342    0.057    0.479
X2    1.1    6.3    6.405    -0.105    0.143
X2.7    1    7.9    7.698    0.201    0.153
X3.6    0.5    9.1    9.006    0.093    0.807
X
X
X
X
XTest 4 - singular value
X
XEstimates and their standard errors
X
X1.391655    0.531878
X1.983103    0.209317
X0.952208    0.277307
X
XObservations, fitted value, residual value, hat value
X2.4    1.7    8.3    7.769    0.53    0.28
X1.8    0.9    5.5    5.818    -0.318    0.189
X2.4    1.6    8    7.674    0.325    0.228
X3    1.9    8.5    9.15    -0.65    0.445
X2    0.5    5.7    5.833    -0.133    0.271
X1.2    0.6    4.4    4.342    0.057    0.479
X2    1.1    6.3    6.405    -0.105    0.143
X2.7    1    7.9    7.698    0.201    0.153
X3.6    0.5    9.1    9.006    0.093    0.807
X
X
X
X
XChecking for lost memory: 587792388 587792388  - ok
END_OF_FILE
if test 1834 -ne `wc -c <'example.txt'`; then
    echo shar: \"'example.txt'\" unpacked with wrong size!
fi
# end of 'example.txt'
fi
if test -f 'newmata.txt' -a "${1}" != "-c" ; then
  echo shar: Will not clobber existing file \"'newmata.txt'\"
else
echo shar: Extracting \"'newmata.txt'\" \(42666 characters\)
sed "s/^X//" >'newmata.txt' <<'END_OF_FILE'
X//$$ newmata.txt                                   Documentation file
X
X
X   Documentation for newmat06, an experimental matrix package in C++.
X   ==================================================================
X
X
XMATRIX PACKAGE                                           1 December, 1992
X
XCopyright (C) 1991,2: R B Davies
X
XPermission is granted to use but not to sell.
X
X
XContents
X========
X
XGeneral description
XIs this the package you need?
XChanges
XWhere you can get a copy of this package
XCompiler performance
XExample
XDetailed documentation
X   Customising
X   Constructors
X   Elements of matrices
X   Matrix copy
X   Unary operators
X   Binary operators
X   Combination of a matrix and scalar
X   Scalar functions of matrices
X   Submatrix operations
X   Change dimensions
X   Change type
X   Multiple matrix solve
X   Memory management
X   Output
X   Accessing matrices of unspecified type
X   Cholesky decomposition
X   Householder triangularisation
X   Singular Value Decomposition
X   Eigenvalues
X   Sorting
X   Fast Fourier Transform
X   Interface to Numerical Recipes in C
X   Exceptions
X   Clean up following an exception
XList of files
XProblem report form
X
X
X---------------------------------------------------------------------------
X
X
XGeneral description
X===================
X
XThe package is intented for scientists and engineers who need to
Xmanipulate a variety of types of matrices using standard matrix
Xoperations. Emphasis is on the kind of operations needed in statistical
Xcalculations such as least squares, linear equation solve and
Xeigenvalues.
X
XIt supports matrix types
X
X    Matrix                       (rectangular matrix)
X    nricMatrix                   (variant of rectangular matrix)
X    UpperTriangularMatrix
X    LowerTriangularMatrix
X    DiagonalMatrix
X    SymmetricMatrix
X    BandMatrix
X    UpperBandMatrix              (upper triangular band matrix)
X    LowerBandMatrix              (lower triangular band matrix)
X    SymmetricBandMatrix
X    RowVector                    (derived from Matrix)
X    ColumnVector                 (derived from Matrix).
X
XOnly one element type (float or double) is supported.
X
XThe package includes the operations *, +, -, inverse, transpose,
Xconversion between types, submatrix, determinant, Cholesky
Xdecomposition, Householder triangularisation, singular value
Xdecomposition, eigenvalues of a symmetric matrix, sorting, fast fourier
Xtransform, printing and an interface with "Numerical Recipes in C".
X
XIt is intended for matrices in the range 4 x 4 to the maximum size your
Xmachine will accomodate in a single array. That is 90 x 90 (125 x 125
Xfor triangular matrices) in machines that have 8192 doubles as the
Xmaximum size of an array. It will work for very small matrices but
Xbecomes rather inefficient.
X
XA two-stage approach to evaluating matrix expressions is used to improve
Xefficiency and reduce use of temporary storage.
X
XThe package is designed for version 2 or 3 of C++. It works with Borland
XC++ on a PC and AT&T C++ (2.1 & 3) and Gnu C++ (2.2) on a Sun. It works
Xwith some problems with Zortech C++ (version 3).
X
X
X---------------------------------------------------------------------------
X
X
XIs this the package you need?
X=============================
X
XDo you
X
X1.   need matrix operators such as * and + defined as operators so you
X     can write things like
X
X        X  = A * (B + C);
X
X2.   need a variety of types of matrices
X
X3.   need only one element type (float or double)
X
X4.   work with matrices in the range 4x4 to 90x90
X
X5.   tolerate a large package
X
X
XThen maybe this is the right package for you.
X
XIf you don't need (1) then there may be better options. Likewise if you
Xdon't need (2) there may be better options. If you require "not (5)"
Xthen this is not the package for you.
X
X
XIf you need (2) and "not (3)" and have some spare money, then maybe you
Xshould look at M++ from Dyad or the Rogue Wave matrix package.
X
X
XIf you need not (4); that is very large matrices that will need to be
Xstored on disk, there is a package YAMP on CompuServe under the Borland
XC++ library that might be of interest.
X
X
XDetails of some other free C or C++ matrix packages follow - extracted
Xfrom the list assembled by [e-mail].
X
XName: SPARSE
XWhere: in sparse on Netlib
XDescription: library for LU factorisation for large sparse matrices
XAuthor: Ken Kundert, Alberto Sangiovanni-Vincentelli,
X     [e-mail]
X
XName: matrix.tar.Z
XWhere: in ftp-raimund/pub/src/Math on nestroy.wu-wien.ac.at
X     (137.208.3.4)
XAuthor: Paul Schmidt, TI
XDescription: Small matrix library, including SOR, WLS
X
XName: matrix04.zip
XWhere: in mirrors/msdos/c on wuarchive.wustl.edu
XDescription: Small matrix toolbox
X
XName: Matrix.tar.Z
XWhere: in pub ftp.cs.ucla.edu
XDescription: The C++ Matrix class, including a matrix implementation of
X     the backward error propagation (backprop) algorithm for training
X     multi-layer, feed-forward artificial neural networks
XAuthor: E. Robert (Bob) Tisdale, [e-mail]
X
XName: meschach
XWhere: in c/meschach on netlib
XSystems: Unix, PC
XDescription: a library for matrix computation; more functionality than
X     Linpack; nonstandard matrices
XAuthor: David E. Stewart, [e-mail]
XVersion: 1.0, Feb 1992
X
XName: nlmdl
XWhere: in pub/arg/nlmdl at ccvr1.cc.ncsu.edu (128.109.212.20)
XLanguage: C++
XSystems: Unix, MS-DOS (Turbo C++)
XDescription: a library for estimation of nonlinear models
XAuthor: A. Ronald Gallant, [e-mail]
XComments: nonlinear maximisation, estimation, includes a real matrix
X     class
XVersion: January 1991
X
X
X
X---------------------------------------------------------------------------
X
X
XChanges
X=======
X
XNewmat06 - December 1992:
X
XAdded band matrices; 'real' changed to 'Real' (to avoid potential
Xconflict in complex class); Inject doesn't check for no loss of
Xinformation;  fixes for AT&T C++ version 3.0; real(A) becomes
XA.AsScalar(); CopyToMatrix becomes AsMatrix, etc; .c() is no longer
Xrequired (to be deleted in next version); option for version 2.1 or
Xlater. Suffix for include files changed to .h; BOOL changed to Boolean
X(BOOL doesn't work in g++ v 2.0); modfications to allow for compilers
Xthat destroy temporaries very quickly; (Gnu users - see the section of
Xcompiler performance). Added CleanUp, LinearEquationSolver, primitive
Xversion of exceptions.
X
X
XNewmat05 - June 1992:
X
XFor private release only
X
X
XNewmat04 - December 1991:
X
XFix problem with G++1.40, some extra documentation
X
X
XNewmat03 - November 1991:
X
XCol and Cols become Column and Columns. Added Sort, SVD, Jacobi,
XEigenvalues, FFT, real conversion of 1x1 matrix, "Numerical Recipes in
XC" interface, output operations, various scalar functions. Improved
Xreturn from functions. Reorganised setting options in "include.hxx".
X
X
XNewmat02 - July 1991:
X
XVersion with matrix row/column operations and numerous additional
Xfunctions.
X
X
XMatrix - October 1990:
X
XEarly version of package.
X
X
X---------------------------------------------------------------------------
X
X
XHow to get a copy of this package
X=================================
X
XI am putting copies on Compuserve (Borland library, zip format),
XSIMTEL20 (MsDos library, zip format), comp.sources.misc on Internet
X(shar format).
X
X
X---------------------------------------------------------------------------
X
X
XCompiler performance
X====================
X
XI have tested this package on a number of compilers. Here are the levels
Xof success with this package. In most cases I have chosen code that
Xworks under all the compilers I have access to, but I have had to
Xinclude some specific work-arounds for some compilers. For the MsDos
Xversions, I use a 486dx computer running MsDos 5. The unix versions are
Xon a Sun Sparc station or a Silicon Graphics or a HP unix workstation.
XThanks to Victoria University and Industrial Research Ltd for access to
Xthe Unix machines.
X
XA series of #defines at the beginning of "include.h" customises the
Xpackage for the compiler you are using. Turbo, Borland, Gnu and Zortech
Xare recognised automatically, otherwise you have to set the appropriate
X#define statement. Activate the option for version 2.1 if you are using
Xversion 2.1 of C++ or later.
X
XBorland C++ 3.1: Recently, this has been my main development platform,
Xso naturally almost everything works with this compiler. Make sure you
Xhave the compiler option "treat enums as ints" set. There was a problem
Xwith the library utility in version 2.0 which is now fixed. You will
Xneed to use the large model. If you are not debugging, turn off the
Xoptions that collect debugging information.
X
XZortech C++ 3.0: "const" doesn't work correctly with this compiler, so
Xthe package skips all of the statements Zortech can't handle. Zortech
Xleaves rubbish on the heap. I don't know whether this is my programming
Xerror or a Zortech error or additional printer buffers. Deactivate the
Xoption for version 2.1 in include.h. Does not support IO manipulators.
XOtherwise the package mostly works, but not completely.
X
XGlockenspiel C++ (2.00a for MsDos loading into Microsoft C 5.1): I
Xhaven't tested the latest version of my package with Glockenspiel. I had
Xto #define the matrix names to shorter names to avoid ambiguities and
Xhad quite a bit of difficulty stopping the compiles from running out of
Xspace and not exceeding Microsoft's block nesting limit. A couple of my
Xtest statements produced statements too complex for Microsoft, but
Xbasically the package worked. This was my original development platform
Xand I still use .cxx as my file name extensions for the C++ files.
X
XSun AT&T C++ 2.1;3.0: This works fine. Except aggregates are not
Xsupported in 2.1 and setjmp.h generated a warning message. Neither
Xcompiler would compile when I set DO_FREE_CHECK (see my file
Xnewmatc.txt).
X
XGnu G++ 2.2:  This mostly works. You can't use expressions like
XMatrix(X*Y) in the middle of an expression and (Matrix)(X*Y) is
Xunreliable. If you write a function returning a matrix, you MUST use the
XReturnMatrix method described in this documentation. This is because g++
Xdestroys temporaries occuring in an expression too soon for the two
Xstage way of evaluating expressions that newmat uses. Gnu 2.2 does seem
Xto leave some rubbish on the stack. I suspect this is a printer buffer
Xso it may not be a bug. There were a number of warning messages from the
Xcompiler about my "unconstanting" constants; but I think this was just
Xgnu being over-sensitive.
X
XJPI: Their second release worked on a previous version of this package
Xprovided you disabled the smart link option - it isn't smart enough. I
Xhaven't tested the latest version of this package.
X
X
X---------------------------------------------------------------------------
X
XExample
X=======
X
XAn example is given in  example.cxx .  This gives a simple linear
Xregression example using four different algorithms. The correct output
Xis given in example.txt. The program carries out a check that no memory
Xis left allocated on the heap when it terminates. The file  example.mak
Xis a make file for compiling example.cxx under gnu g++. Use the gnu make
Xfacility. You can probably adapt for the compiler you are using.
X
X ---------------------------------------------------------------------
X| Don't forget to remove references to  newmat9.cxx  in the make file |
X| if you are using a compiler that does not support the standard io   |
X| manipulators.                                                       |
X ---------------------------------------------------------------------
X
X---------------------------------------------------------------------------
X
X
XDetailed Documentation
X======================
X
XCopyright (C) 1989,1990,1991,1992: R B Davies
X
XPermission is granted to use but not to sell.
X
X   --------------------------------------------------------------
X  | Please understand that this is a test version; there may     |
X  | still be bugs and errors. Use at your own risk. I take no    |
X  | responsibility for any errors or omissions in this package   |
X  | or for any misfortune that may befall you or others as a     |
X  | result of its use.                                           |
X   --------------------------------------------------------------
X
XPlease report bugs to me at
X
X    [e-mail]
X
Xor
X
X    Compuserve 72777,656
X
XWhen reporting a bug please tell me which C++ compiler you are using (if
Xknown), and what version. Also give me details of your computer (if
Xknown). Tell me where you downloaded your version of my package from and
Xits version number (eg newmat03 or newmat04). (There may be very minor
Xdifferences between versions at different sites). Note any changes you
Xhave made to my code. If at all possible give me a piece of code
Xillustrating the bug.
X
XPlease do report bugs to me.
X
X
XThe matrix inverse routine and the sort routines are adapted from
X"Numerical Recipes in C" by Press, Flannery, Teukolsky, Vetterling,
Xpublished by the Cambridge University Press.
X
XOther code is adapted from routines in "Handbook for Automatic
XComputation, Vol II, Linear Algebra" by Wilkinson and Reinsch, published
Xby Springer Verlag.
X
X
XCustomising
X-----------
X
XI use .h as the suffix of definition files and .cxx as the suffix of
XC++ source files. This does not cause any problems with the compilers I
Xuse except that Borland and Turbo need to be told to accept any suffix
Xas meaning a C++ file rather than a C file.
X
XUse the large model when you are using a PC. Do not "outline" inline
Xfunctions.
X
XEach file accessing the matrix package needs to have file newmat.h
X#included  at the beginning. Files using matrix applications (Cholesky
Xdecomposition, Householder triangularisation etc) need newmatap.h
Xinstead (or as well). If you need the output functions you will also
Xneed newmatio.h.
X
XThe file  include.h  sets the options for the compiler. If you are using
Xa compiler different from one I have worked with you may have to set up
Xa new section in  include.h  appropriate for your compiler.
X
XBorland, Turbo, Gnu and Zortech are recognised automatically. If you
Xusing Glockenspiel on a PC, AT&T activate the appropriate statement at
Xthe beginning of include.h.
X
XActivate the appropriate statement to make the element type float or
Xdouble.
X
XIf you are using version 2.1 or later of C++ make sure Version21 is
X#defined, otherwise make sure it is not #defined.
X
XThe file (newmat9.cxx) containing the output routines can be used only
Xwith libraries that support the AT&T input/output routines including
Xmanipulators. It cannot be used with Zortech or Gnu.
X
XYou will need to compile all the *.cxx files except example.cxx and the
Xtmt*.cxx files to to get the complete package. The tmt*.cxx files are
Xused for testing and example.cxx is an example. The files tmt.mak and
Xexample.mak are "make" files for unix systems. Edit in the correct name
Xof compiler. This "make" file worked for me with the default "make" on
Xthe HP unix workstation and the Sun sparc station and gmake on the
XSilicon Graphics. With Borland, its pretty quick just to load all the
Xfiles in the interactive environment by pointing and clicking.
X
X
XConstructors
X------------
X
XTo construct an m x n matrix, A, (m and n are integers) use
X
X    Matrix A(m,n);
X
XThe UpperTriangularMatrix, LowerTriangularMatrix, SymmetricMatrix and
XDiagonalMatrix types are square. To construct an n x n matrix use,
Xfor example
X
X    UpperTriangularMatrix U(n);
X
XBand matrices need to include bandwidth information in their
Xconstructors.
X
X    BandMatrix BM(n, lower, upper);
X    UpperBandMatrix UB(n, upper);
X    LowerBandMatrix LB(n, lower);
X    SymmetrixBandMatrix SB(n, lower);
X
XThe integers upper and lower are the number of non-zero diagonals above
Xand below the diagonal (excluding the diagonal) respectively.
X
XThe RowVector and ColumnVector types take just one argument in their
Xconstructors:
X
X    RowVector RV(n);
X
XYou can also construct vectors and matrices without specifying the
Xdimension. For example
X
X    Matrix A;
X
XIn this case the dimension must be set by an assignment statement or a
Xre-dimension statement.
X
XYou can also use a constructor to set a matrix equal to another matrix
Xor matrix expression.
X
X    Matrix A = U;
X
X    Matrix A = U * L;
X
XOnly conversions that don't lose information are supported - eg you
Xcannot convert an upper triangular matrix into a diagonal matrix using =.
X
X
XElements of matrices
X--------------------
X
XElements are accessed by expressions of the form A(i,j) where i and j
Xrun from 1 to the appropriate dimension. Access elements of vectors with
Xjust one argument. Diagonal matrices can accept one or two subscripts.
X
XThis is different from the earliest version of the package in which the
Xsubscripts ran from 0 to one less than the appropriate dimension. Use
XA.element(i,j) if you want this earlier convention.
X
XA(i,j) and A.element(i,j) can appear on either side of an = sign.
X
X
XMatrix copy
X-----------
X
XThe operator = is used for copying matrices, converting matrices, or
Xevaluating expressions. For example
X
X    A = B;  A = L;  A = L * U;
X
XOnly conversions that don't lose information are supported. The
Xdimensions of the matrix on the left hand side are adjusted to those of
Xthe matrix or expression on the right hand side. Elements on the right
Xhand side which are not present on the left hand side are set to zero.
X
XThe operator << can be used in place of = where it is permissible for
Xinformation to be lost.
X
XFor example
X
X    SymmetricMatrix S; Matrix A;
X    ......
X    S << A.t() * A;
X
Xis acceptable whereas
X
X    S = A.t() * A;                            // error
X
Xwill cause a runtime error since the package does not (yet) recognise
XA.t()*A as symmetric.
X
XNote that you can not use << with constructors. For example
X
X    SymmetricMatrix S << A.t() * A;           // error
X
Xdoes not work.
X
XAlso note that << cannot be used to load values from a full matrix into
Xa band matrix, since it will be unable to determine the bandwidth of the
Xband matrix.
X
XA third copy routine is used in a similar role to =. Use
X
X    A.Inject(D);
X
Xto copy the elements of D to the corresponding elements of A but leave
Xthe elements of A unchanged if there is no corresponding element of D
X(the = operator would set them to 0). This is useful, for example, for
Xsetting the diagonal elements of a matrix without disturbing the rest of
Xthe matrix. Unlike = and <<, Inject does not reset the dimensions of A,
Xwhich must match those of D. Inject does not test for no loss of
Xinformation.
X
XYou cannot replace D by a matrix expression. The effect of Inject(D)
Xdepends on the type of D. If D is an expression it might not be obvious
Xto the user what type it would have. So I thought it best to disallow
Xexpressions.
X
XInject can be used for loading values from a regular matrix into a band
Xmatrix. (Don't forget to zero any elements of the left hand side that
Xwill not be set by the loading operation).
X
XBoth << and Inject can be used with submatrix expressions on the left
Xhand side. See the section on submatrices.
X
XTo set the elements of a matrix to a scalar use operator =
X
X    Real r; Matrix A(m,n);
X    ......
X    Matrix A(m,n); A = r;
X
XYou can load the elements of a matrix from an array:
X
X    Matrix A(3,2);
X    Real a[] = { 11,12,21,22,31,33 };
X    A << a;
X
XThis construction cannot check that the numbers of elements match
Xcorrectly. This version of << can be used with submatrices on the left
Xhand side.
X
X
XUnary operators
X---------------
X
XThe package supports unary operations
X
X    change sign of elements            -A
X    transpose                          A.t()
X    inverse (of square matrix A)       A.i()
X
X
XBinary operations
X-----------------
X
XThe package supports binary operations
X
X    matrix addition                    A+B
X    matrix subtraction                 A-B
X    matrix multiplication              A*B
X    equation solve (square matrix A)   A.i()*B
X
XIn the last case the inverse is not calculated.
X
XNotes:
X
XIf you are doing repeated multiplication. For example A*B*C, use
Xbrackets to force the order to minimize the number of operations. If C
Xis a column vector and A is not a vector, then it will usually reduce
Xthe number of operations to use A*(B*C) .
X
XThe package does not recognise B*A.i() as an equation solve. It is
Xprobably better to use (A.t().i()*B.t()).t() .
X
X
XCombination of a matrix and scalar
X----------------------------------
X
XThe following expression multiplies the elements of a matrix A by a
Xscalar f:  A * f; Likewise one can divide the elements of a matrix A by
Xa scalar f:  A / f;
X
XThe expressions  A + f and A - f add or subtract a rectangular matrix of
Xthe same dimension as A with elements equal to f to or from the matrix
XA.
X
XIn each case the matrix must be the first term in the expression.
XExpressions such  f + A  or  f * A  are not recognised.
X
X
XScalar functions of matrices
X----------------------------
X
X    int m = A.Nrows();                    // number of rows
X    int n = A.Ncols();                    // number of columns
X    Real ssq = A.SumSquare();             // sum of squares of elements
X    Real sav = A.SumAbsoluteValue();      // sum of absolute values
X    Real mav = A.MaximumAbsoluteValue();  // maximum of absolute values
X    Real norm = A.Norm1();                // maximum of sum of absolute
X                                             values of elements of a column
X    Real norm = A.NormInfinity();         // maximum of sum of absolute
X                                             values of elements of a row
X    Real t = A.Trace();                   // trace
X    LogandSign ld = A.LogDeterminant();   // log of determinant
X    Boolean z = A.IsZero();               // test all elements zero
X    MatrixType mt = A.Type();             // type of matrix
X    Real* s = Store();                    // pointer to array of elements
X    int l = Storage();                    // length of array of elements
X
XA.LogDeterminant() returns a value of type LogandSign. If ld is of type
XLogAndSign  use
X
X    ld.Value()    to get the value of the determinant
X    ld.Sign()     to get the sign of the determinant (values 1, 0, -1)
X    ld.LogValue() to get the log of the absolute value.
X
XA.IsZero() returns Boolean value TRUE if the matrix A has all elements
Xequal to 0.0.
X
XMatrixType mt = A.Type() returns the type of a matrix. Use (char*)mt to
Xget a string  (UT, LT, Rect, Sym, Diag, RowV, ColV, Crout, BndLU)
Xshowing the type.
X
XSumSquare(A), SumAbsoluteValue(A), MaximumAbsoluteValue(A), Trace(A),
XLogDeterminant(A), Norm1(A), NormInfinity(A)  can be used in place of
XA.SumSquare(), A.SumAbsoluteValue(), A.MaximumAbsoluteValue(),
XA.Trace(), A.LogDeterminant(), A.Norm1(), A.NormInfinity().
X
X
XSubmatrix operations
X--------------------
X
XA.SubMatrix(fr,lr,fc,lc)
X
XThis selects a submatrix from A. the arguments  fr,lr,fc,lc  are the
Xfirst row, last row, first column, last column of the submatrix with the
Xnumbering beginning at 1. This may be used in any matrix expression or
Xon the left hand side of << or Inject. Inject does not check no
Xinformation loss. You can also use the construction
X
X    Real c; .... A.SubMatrix(fr,lr,fc,lc) << c;
X
Xto set a submatrix equal to a constant.
X
XThe follwing are variants of SubMatrix:
X
X    A.SymSubMatrix(f,l)             //   This assumes fr=fc and lr=lc.
X    A.Rows(f,l)                     //   select rows
X    A.Row(f)                        //   select single row
X    A.Columns(f,l)                  //   select columns
X    A.Column(f)                     //   select single column
X
XIn each case f and l mean the first and last row or column to be
Xselected (starting at 1).
X
XIf SubMatrix or its variant occurs on the right hand side of an = or <<
Xor within an expression its type is as follows
X
X    A.Submatrix(fr,lr,fc,lc):           If A is RowVector or
X                                        ColumnVector then same type
X                                        otherwise type Matrix
X    A.SymSubMatrix(f,l):                Same type as A
X    A.Rows(f,l):                        Type Matrix
X    A.Row(f):                           Type RowVector
X    A.Columns(f,l):                     Type Matrix
X    A.Column(f):                        Type ColumnVector
X
X
XIf SubMatrix or its variant appears on the left hand side of  << , think
Xof its type being Matrix. Thus L.Row(1) where L is LowerTriangularMatrix
Xexpects  L.Ncols()  elements even though it will use only one of them.
X
X
XChange dimensions
X-----------------
X
XThe following operations change the dimensions of a matrix. The values
Xof the elements are lost.
X
X    A.ReDimension(nrows,ncols);     // for type Matrix or nricMatrix
X    A.ReDimension(n);               // for all other types, except Band
X    A.ReDimension(n,lower,upper);   // for BandMatrix
X    A.ReDimension(n,lower);         // for LowerBandMatrix
X    A.ReDimension(n,upper);         // for UpperBandMatrix
X    A.ReDimension(n,lower);         // for SymmetricBandMatrix
X
XUse   A.CleanUp()  to set the dimensions of A to zero and release all
Xthe heap memory.
X
X
XChange type
X-----------
X
XThe following functions interpret the elements of a matrix
X(stored row by row) to be a vector or matrix of a different type. Actual
Xcopying is usually avoided where these occur as part of a more
Xcomplicated expression.
X
X    A.AsRow()
X    A.AsColumn()
X    A.AsDiagonal()
X    A.AsMatrix(nrows,ncols)
X    A.AsScalar()
X
XThe expression A.AsScalar() is used to convert a 1 x 1 matrix to a
Xscalar.
X
X
XMultiple matrix solve
X---------------------
X
XIf A is a square or symmetric matrix use
X
X    CroutMatrix X = A;                // carries out LU decomposition
X    Matrix AP = X.i()*P; Matrix AQ = X.i()*Q;
X    LogAndSign ld = X.LogDeterminant();
X
Xrather than
X
X    Matrix AP = A.i()*P; Matrix AQ = A.i()*Q;
X    LogAndSign ld = A.LogDeterminant();
X
Xsince each operation will repeat the LU decomposition.
X
XIf A is a BandMatrix or a SymmetricBandMatrix begin with
X
X    BandLUMatrix X = A;               // carries out LU decomposition
X
XA CroutMatrix or a BandLUMatrix can't be manipulated or copied. Use
Xreferences as an alternative to copying.
X
XAlternatively use
X
X    LinearEquationSolver X = A;
X
XThis will choose the most appropiate decomposition of A. That is, the
Xband form if A is banded; the Crout decomposition if A is square or
Xsymmetric and no decomposition if A is triangular or diagonal. If you
Xwant to use the LinearEquationSolver #include newmatap.h.
X
X
XMemory management
X-----------------
X
XThe package does not support delayed copy. Several strategies are
Xrequired to prevent unnecessary matrix copies.
X
XWhere a matrix is called as a function argument use a constant
Xreference. For example
X
X    YourFunction(const Matrix& A)
X
Xrather than
X
X    YourFunction(Matrix A)
X
X
XSkip the rest of this section on your first reading.
X
X ---------------------------------------------------------------------
X|  Gnu g++ users please read on; if you are returning matrix values   |
X|  from a function, then you must use the ReturnMatrix construct.     |
X ---------------------------------------------------------------------
X
XA second place where it is desirable to avoid unnecessary copies is when
Xa function is returning a matrix. Matrices can be returned from a
Xfunction with the return command as you would expect. However these may
Xincur one and possibly two copyings of the matrix. To avoid this use the
Xfollowing instructions.
X
XMake your function of type  ReturnMatrix . Then precede the return
Xstatement with a Release statement (or a ReleaseAndDelete statement if
Xthe matrix was created with new). For example
X
X
X    ReturnMatrix MakeAMatrix()
X    {
X       Matrix A;
X       ......
X       A.Release(); return A;
X    }
X
Xor
X
X    ReturnMatrix MakeAMatrix()
X    {
X       Matrix* m = new Matrix;
X       ......
X       m->ReleaseAndDelete(); return *m;
X    }
X
X
XIf you are using AT&T C++ you may wish to replace  return A; by
Xreturn (ReturnMatrix)A;  to avoid a warning message.
X
X
X ---------------------------------------------------------------------
X| Do not forget to make the function of type ReturnMatrix; otherwise  |
X| you may get incomprehensible run-time errors.                       |
X ---------------------------------------------------------------------
X
XYou can also use .Release() or ->ReleaseAndDelete() to allow a matrix
Xexpression to recycle space. Suppose you call
X
X    A.Release();
X
Xjust before A is used just once in an expression. Then the memory used
Xby A is either returned to the system or reused in the expression. In
Xeither case, A's memory is destroyed. This procedure can be used to
Ximprove efficiency and reduce the use of memory.
X
XUse ->ReleaseAndDelete for matrices created by new if you want to
Xcompletely delete the matrix after it is accessed.
X
X
XOutput
X------
X
XTo print a matrix use an expression like
X
X    Matrix A;
X    ......
X    cout << setw(10) << setprecision(5) << A;
X
XThis will work only with systems that support the AT&T input/output
Xroutines including manipulators.
X
X
XAccessing matrices of unspecified type
X--------------------------------------
X
XSkip this section on your first reading.
X
XSuppose you wish to write a function which accesses a matrix of unknown
Xtype including expressions (eg A*B). Then use a layout similar to the
Xfollowing:
X
X   void YourFunction(BaseMatrix& X)
X   {
X      GeneralMatrix* gm = X.Evaluate();   // evaluate an expression
X                                          // if necessary
X      ........                            // operations on *gm
X      gm->tDelete();                      // delete *gm if a temporary
X   }
X
XSee, as an example, the definitions of operator<< in newmat9.cxx.
X
XUnder certain circumstances; particularly where X is to be used just
Xonce in an expression you can leave out the Evaluate() statement and the
Xcorresponding tDelete(). Just use X in the expression.
X
XIf you know YourFunction will never have to handle a formula as its
Xargument you could also use
X
X   void YourFunction(const GeneralMatrix& X)
X   {
X      ........                            // operations on X
X   }
X
X
XCholesky decomposition
X----------------------
X
XSuppose S is symmetric and positive definite. Then there exists a unique
Xlower triangular matrix L such that L * L.t() = S. To calculate this use
X
X    SymmetricMatrix S;
X    ......
X    LowerTriangularMatrix L = Cholesky(S);
X
XIf S is a symmetric band matrix then L is a band matrix and an
Xalternative procedure is provied for carrying out the decomposition:
X
X    SymmetricBandMatrix S;
X    ......
X    LowerBandMatrix L = Cholesky(S);
X
X
XHouseholder triangularisation
X-----------------------------
X
XStart with matrix
X
X       / X    0 \      s
X       \ Y    0 /      t
X
X         n    s
X
XThe Householder triangularisation post multiplies by an orthogonal
Xmatrix Q such that the matrix becomes
X
X       / 0    L \      s
X       \ Z    M /      t
X
X         n    s
X
Xwhere L is lower triangular. Note that X is the transpose of the matrix
Xsometimes considered in this context.
X
XThis is good for solving least squares problems: choose b (matrix or row
Xvector) to minimize the sum of the squares of the elements of
X
X         Y - b*X
X
XThen choose b = M * L.i();
X
XTwo routines are provided:
X
X    HHDecompose(X, L);
X
Xreplaces X by orthogonal columns and forms L.
X
X    HHDecompose(X, Y, M);
X
Xuses X from the first routine, replaces Y by Z and forms M.
X
X
XSingular Value Decomposition
X----------------------------
X
XThe singular value decomposition of an m x n matrix A ( where m >= n) is
Xa decomposition
X
X    A  = U * D * V.t()
X
Xwhere U is m x n with  U.t() * U  equalling the identity, D is an n x n
Xdiagonal matrix and V is an n x n orthogonal matrix.
X
XSingular value decompositions are useful for understanding the structure
Xof ill-conditioned matrices, solving least squares problems, and for
Xfinding the eigenvalues of A.t() * A.
X
XTo calculate the singular value decomposition of A (with m >= n) use one
Xof
X
X    SVD(A, D, U, V);                  // U (= A is OK)
X    SVD(A, D);
X    SVD(A, D, U);                     // U (= A is OK)
X    SVD(A, D, U, FALSE);              // U (can = A) for workspace only
X    SVD(A, D, U, V, FALSE);           // U (can = A) for workspace only
X
XThe values of A are not changed unless A is also inserted as the third
Xargument.
X
X
XEigenvalues
X-----------
X
XAn eigenvalue decomposition of a symmetric matrix A is a decomposition
X
X    A  = V * D * V.t()
X
Xwhere V is an orthogonal matrix and D is a diagonal matrix.
X
XEigenvalue analyses are used in a wide variety of engineering,
Xstatistical and other mathematical analyses.
X
XThe package includes two algorithms: Jacobi and Householder. The first
Xis extremely reliable but much slower than the second.
X
XThe code is adapted from routines in "Handbook for Automatic
XComputation, Vol II, Linear Algebra" by Wilkinson and Reinsch, published
Xby Springer Verlag.
X
X
X    Jacobi(A,D,S,V);                  // A, S symmetric; S is workspace,
X                                      //    S = A is OK
X    Jacobi(A,D);                      // A symmetric
X    Jacobi(A,D,S);                    // A, S symmetric; S is workspace,
X                                      //    S = A is OK
X    Jacobi(A,D,V);                    // A symmetric
X
X    EigenValues(A,D);                 // A symmetric
X    EigenValues(A,D,S);               // A, S symmetric; S is for back
X                                      //    transforming, S = A is OK
X    EigenValues(A,D,V);               // A symmetric
X
X
XSorting
X-------
X
XTo sort the values in a matrix or vector, A, (in general this operation
Xmakes sense only for vectors and diagonal matrices) use
X
X    SortAscending(A);
X
Xor
X
X    SortDescending(A);
X
XI use the Shell-sort algorithm. This is a medium speed algorithm, you
Xmight want to replace it with something faster if speed is critical and
Xyour matrices are large.
X
X
XFast Fourier Transform
X----------------------
X
XFFT(CV1, CV2, CV3, CV4);       // CV3=CV1 and CV4=CV2 is OK
X
Xwhere CV1, CV2, CV3, CV4 are column vectors. CV1 and CV2 are the real
Xand imaginary input vectors; CV3 and CV4 are the real and imaginary
Xoutput vectors. The lengths of CV1 and CV2 must be equal and should be
Xthe product of numbers less than about 10 for fast execution.
X
X
XInterface to Numerical Recipes in C
X-----------------------------------
X
XThis package can be used with the vectors and matrices defined in
X"Numerical Recipes in C". You need to edit the routines in Numerical
XRecipes so that the elements are of the same type as used in this
Xpackage. Eg replace float by double, vector by dvector and matrix by
Xdmatrix, etc. You will also need to edit the function definitions to use
Xthe version acceptable to your compiler. Then enclose the code from
XNumerical Recipes in  extern "C" { ... }. You will also need to include
Xthe matrix and vector utility routines.
X
XThen any vector in Numerical Recipes with subscripts starting from 1 in
Xa function call can be accessed by a RowVector, ColumnVector or
XDiagonalMatrix in the present package. Similarly any matrix with
Xsubscripts starting from 1 can be accessed by an  nricMatrix  in the
Xpresent package. The class nricMatrix is derived from Matrix and can be
Xused in place of Matrix. In each case, if you wish to refer to a
XRowVector, ColumnVector, DiagonalMatrix or nricMatrix X in an function
Xfrom Numerical Recipes, use X.nric() in the function call.
X
XNumerical Recipes cannot change the dimensions of a matrix or vector. So
Xmatrices or vectors must be correctly dimensioned before a Numerical
XRecipes routine is called.
X
XFor example
X
X   SymmetricMatrix B(44);
X   .....                             // load values into B
X   nricMatrix BX = B;                // copy values to an nricMatrix
X   DiagonalMatrix D(44);             // Matrices for output
X   nricMatrix V(44,44);              //    correctly dimensioned
X   int nrot;
X   jacobi(BX.nric(),44,D.nric(),V.nric(),&nrot);
X                                     // jacobi from NRIC
X   cout << D;                        // print eigenvalues
X
X
XExceptions
X----------
X
XThis package includes a partial implementation of exceptions. I used
XCarlos Vidal's article in the September 1992 C Users Journal as a
Xstarting point.
X
XNewmat does a partial clean up of memory following throwing an exception
X- see the next section. However, the present version will leave a little
Xheap memory unrecovered under some circumstances. I would not expect
Xthis to be a problem in most circumstances, but it is something that
Xneeds to be sorted out.
X
XThe functions/macros I define are Try, Throw, Catch, CatchAll and
XCatchAndThrow. Try, Throw, Catch and CatchAll correspond to try, throw,
Xcatch and catch(...) in the C++ standard. A list of Catch clauses must
Xbe terminated by either CatchAll or CatchAndThrow but not both. Throw
Xtakes an Exception as an argument or takes no argument (for passing on
Xan exception). I do not have a version of Throw for specifying which
Xexceptions a function might throw. Catch takes an exception class name
Xas an argument; CatchAll and CatchAndThrow don't have any arguments.
XTry, Catch and CatchAll must be followed by blocks enclosed in curly
Xbrackets.
X
XAll Exceptions must be derived from a class, Exception, defined in
Xnewmat and can contain only static variables. See the examples in newmat
Xif you want to define additional exceptions.
X
XI have defined 5 clases of exceptions for users (there are others but I
Xsuggest you stick to these ones):
X
X   SpaceException                 Insufficient space on the heap
X   ProgramException               Errors such as out of range index or
X                                  incompatible matrix types or
X                                  dimensions
X   ConvergenceException           Iterative process does not converge
X   DataException                  Errors such as attempting to invert a
X                                  singular matrix
X   InternalException              Probably a programming error in newmat
X
XFor each of these exception classes, I have defined a member function
Xvoid SetAction(int). If you call SetAction(1), and a corresponding
Xexception occurs, you will get an error message. If there is a Catch
Xclause for that exception, execution will be passed to that clause,
Xotherwise the program will exit. If you call SetAction(0) you will get
Xthe same response, except that there will be no error message. If you
Xcall SetAction(-1), you will get the error message but the program will
Xalways exit.
X
XI have defined a class Tracer that is intended to help locate the place
Xwhere an error has occurred. At the beginning of a function I suggest
Xyou include a statement like
X
X   Tracer tr("name");
X
Xwhere name is the name of the function. This name will be printed as
Xpart of the error message, if an exception occurs in that function, or
Xin a function called from that function. You can change the name as you
Xproceed through a function with the ReName function
X
X   tr.ReName("new name");
X
Xif, for example, you want to track progress through the function.
X
X
XClean up following an exception
X-------------------------------
X
XThe exception mechanisms in newmat are based on the C functions setjmp
Xand longjmp. These functions do not call destructors so can lead to
Xgarbage being left on the heap. (I refer to memory allocated by "new" as
Xheap memory). For example, when you call
X
XMatrix A(20,30);
X
Xa small amount of space is used on the stack containing the row and
Xcolumn dimensions of the matrix and 600 doubles are allocated on the
Xheap for the actual values of the matrix. At the end of the block in
Xwhich A is declared, the destructor for A is called and the 600
Xdoubles are freed. The locations on the stack are freed as part of the
Xnormal operations of the stack. If you leave the block using a longjmp
Xcommand those 600 doubles will not be freed and will occupy space until
Xthe program terminates.
X
XTo overcome this problem newmat keeps a list of all the currently
Xdeclared matrices and its exception mechanism will return heap memory
Xwhen you do a Throw and Catch.
X
XHowever it will not return heap memory from objects from other packages.
XIf you want the mechanism to work with another class you will have to do
Xthree things:
X
X1: derive your class from class Janitor defined in except.h;
X
X2: define a function void CleanUp() in that class to return all heap
X   memory;
X
X3: include the following lines in the class definition
X
X      public:
X         void* operator new(size_t size)
X         { do_not_link=TRUE; void* t = ::operator new(size); return t; }
X
X
X
X
X
X
X---------------------------------------------------------------------------
X
X
XList of files
X=============
X
XREADME          readme file
XNEWMATA  TXT    documentation file
XNEWMATB  TXT    notes on the package design
XNEWMATC  TXT    notes on testing the package
X
XBOOLEAN  H      boolean class definition
XCONTROLW H      control word definition file
XEXCEPT   H      general exception handler definitions
XINCLUDE  H      details of include files and options
XNEWMAT   H      main matrix class definition file
XNEWMATAP H      applications definition file
XNEWMATIO H      input/output definition file
XNEWMATRC H      row/column functions definition files
XNEWMATRM H      rectangular matrix access definition files
XPRECISIO H      numerical precision constants
X
XBANDMAT  CXX    band matrix routines
XCHOLESKY CXX    Cholesky decomposition
XERROR    CXX    general error handler
XEVALUE   CXX    eigenvalues and eigenvector calculation
XFFT      CXX    fast Fourier transform
XHHOLDER  CXX    Householder triangularisation
XJACOBI   CXX    eigenvalues by the Jacobi method
XNEWMAT1  CXX    type manipulation routines
XNEWMAT2  CXX    row and column manipulation functions
XNEWMAT3  CXX    row and column access functions
XNEWMAT4  CXX    constructors, redimension, utilities
XNEWMAT5  CXX    transpose, evaluate, matrix functions
XNEWMAT6  CXX    operators, element access
XNEWMAT7  CXX    invert, solve, binary operations
XNEWMAT8  CXX    LU decomposition, scalar functions
XNEWMAT9  CXX    output routines
XNEWMATEX CXX    matrix exception handler
XNEWMATRM CXX    rectangular matrix access functions
XSORT     CXX    sorting functions
XSUBMAT   CXX    submatrix functions
XSVD      CXX    singular value decomposition
X
XEXAMPLE  CXX    example of use of package
XEXAMPLE  TXT    output from example
XEXAMPLE  MAK    make file for example
X
X---------------------------------------------------------------------------
X
X                   Matrix package problem report form
X                   ----------------------------------
X
XVersion: ...............newmat06
XDate of release: .......December 1st, 1992
XPrimary site: ..........
XDownloaded from: .......
XYour email address: ....
XToday's date: ..........
XYour machine: ..........
XOperating system: ......
XCompiler & version: ....
XDescribe the problem - attach examples if possible:
X
X
X
X
X
X
X
X
X
XEmail to  [e-mail]  or  Compuserve 72777,656
X
X-------------------------------------------------------------------------------
END_OF_FILE
if test 42666 -ne `wc -c <'newmata.txt'`; then
    echo shar: \"'newmata.txt'\" unpacked with wrong size!
fi
# end of 'newmata.txt'
fi
if test -f 'readme' -a "${1}" != "-c" ; then
  echo shar: Will not clobber existing file \"'readme'\"
else
echo shar: Extracting \"'readme'\" \(504 characters\)
sed "s/^X//" >'readme' <<'END_OF_FILE'
X   ReadMe file for newmat06, an experimental matrix package in C++.
X
X
XDocumentation is in  newmata.txt, newmatb.txt and newmatc.txt.
X
X
XIf you are upgrading from newmat03 or newmat04 note the following
X
X.hxx files are now .h files
X
Xreal changed to Real
X
XBOOL changed to Boolean
X
XCopyToMatrix changed to AsMatrix, etc
X
Xreal(A) changed to A.AsScalar()
X
Xoption added in include.h for version 2.1 or later
X
Xadded band matrices
X
Xadded exceptions.
X
X
XSee the section on changes in newmata.txt for other changes.
END_OF_FILE
if test 504 -ne `wc -c <'readme'`; then
    echo shar: \"'readme'\" unpacked with wrong size!
fi
# end of 'readme'
fi
echo shar: End of archive 1 \(of 7\).
cp /dev/null ark1isdone
MISSING=""
for I in 1 2 3 4 5 6 7 ; do
    if test ! -f ark${I}isdone ; then
    MISSING="${MISSING} ${I}"
    fi
done
if test "${MISSING}" = "" ; then
    echo You have unpacked all 7 archives.
    rm -f ark[1-9]isdone
else
    echo You still need to unpack the following archives:
    echo "        " ${MISSING}
fi
##  End of shell archive.
exit 0

exit 0 # Just in case...