MOOS 0.2375
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00001 //$$ bandmat.cpp Band matrix definitions 00002 00003 // Copyright (C) 1991,2,3,4,9: R B Davies 00004 00005 #define WANT_MATH // include.h will get math fns 00006 00007 //#define WANT_STREAM 00008 00009 #include "include.h" 00010 00011 #include "newmat.h" 00012 #include "newmatrc.h" 00013 00014 #ifdef use_namespace 00015 namespace NEWMAT { 00016 #endif 00017 00018 00019 00020 #ifdef DO_REPORT 00021 #define REPORT { static ExeCounter ExeCount(__LINE__,10); ++ExeCount; } 00022 #else 00023 #define REPORT {} 00024 #endif 00025 00026 static inline int my_min(int x, int y) { return x < y ? x : y; } 00027 static inline int my_max(int x, int y) { return x > y ? x : y; } 00028 00029 00030 BandMatrix::BandMatrix(const BaseMatrix& M) 00031 { 00032 REPORT // CheckConversion(M); 00033 // MatrixConversionCheck mcc; 00034 GeneralMatrix* gmx=((BaseMatrix&)M).Evaluate(MatrixType::BM); 00035 GetMatrix(gmx); CornerClear(); 00036 } 00037 00038 void BandMatrix::SetParameters(const GeneralMatrix* gmx) 00039 { 00040 REPORT 00041 MatrixBandWidth bw = gmx->BandWidth(); 00042 lower = bw.lower; upper = bw.upper; 00043 } 00044 00045 void BandMatrix::ReSize(int n, int lb, int ub) 00046 { 00047 REPORT 00048 Tracer tr("BandMatrix::ReSize"); 00049 if (lb<0 || ub<0) Throw(ProgramException("Undefined bandwidth")); 00050 lower = (lb<=n) ? lb : n-1; upper = (ub<=n) ? ub : n-1; 00051 GeneralMatrix::ReSize(n,n,n*(lower+1+upper)); CornerClear(); 00052 } 00053 00054 // SimpleAddOK shows when we can add etc two matrices by a simple vector add 00055 // and when we can add one matrix into another 00056 // *gm must be the same type as *this 00057 // return 0 if simple add is OK 00058 // return 1 if we can add into *gm only 00059 // return 2 if we can add into *this only 00060 // return 3 if we can't add either way 00061 // For SP this will still be valid if we swap 1 and 2 00062 00063 short BandMatrix::SimpleAddOK(const GeneralMatrix* gm) 00064 { 00065 const BandMatrix* bm = (const BandMatrix*)gm; 00066 if (bm->lower == lower && bm->upper == upper) { REPORT return 0; } 00067 else if (bm->lower >= lower && bm->upper >= upper) { REPORT return 1; } 00068 else if (bm->lower <= lower && bm->upper <= upper) { REPORT return 2; } 00069 else { REPORT return 3; } 00070 } 00071 00072 short SymmetricBandMatrix::SimpleAddOK(const GeneralMatrix* gm) 00073 { 00074 const SymmetricBandMatrix* bm = (const SymmetricBandMatrix*)gm; 00075 if (bm->lower == lower) { REPORT return 0; } 00076 else if (bm->lower > lower) { REPORT return 1; } 00077 else { REPORT return 2; } 00078 } 00079 00080 void UpperBandMatrix::ReSize(int n, int lb, int ub) 00081 { 00082 REPORT 00083 if (lb != 0) 00084 { 00085 Tracer tr("UpperBandMatrix::ReSize"); 00086 Throw(ProgramException("UpperBandMatrix with non-zero lower band" )); 00087 } 00088 BandMatrix::ReSize(n, lb, ub); 00089 } 00090 00091 void LowerBandMatrix::ReSize(int n, int lb, int ub) 00092 { 00093 REPORT 00094 if (ub != 0) 00095 { 00096 Tracer tr("LowerBandMatrix::ReSize"); 00097 Throw(ProgramException("LowerBandMatrix with non-zero upper band" )); 00098 } 00099 BandMatrix::ReSize(n, lb, ub); 00100 } 00101 00102 void BandMatrix::ReSize(const GeneralMatrix& A) 00103 { 00104 REPORT 00105 int n = A.Nrows(); 00106 if (n != A.Ncols()) 00107 { 00108 Tracer tr("BandMatrix::ReSize(GM)"); 00109 Throw(NotSquareException(*this)); 00110 } 00111 MatrixBandWidth mbw = A.BandWidth(); 00112 ReSize(n, mbw.Lower(), mbw.Upper()); 00113 } 00114 00115 bool BandMatrix::SameStorageType(const GeneralMatrix& A) const 00116 { 00117 if (Type() != A.Type()) { REPORT return false; } 00118 REPORT 00119 return BandWidth() == A.BandWidth(); 00120 } 00121 00122 void BandMatrix::ReSizeForAdd(const GeneralMatrix& A, const GeneralMatrix& B) 00123 { 00124 REPORT 00125 Tracer tr("BandMatrix::ReSizeForAdd"); 00126 MatrixBandWidth A_BW = A.BandWidth(); MatrixBandWidth B_BW = B.BandWidth(); 00127 if ((A_BW.Lower() < 0) | (A_BW.Upper() < 0) | (B_BW.Lower() < 0) 00128 | (A_BW.Upper() < 0)) 00129 Throw(ProgramException("Can't ReSize to BandMatrix" )); 00130 // already know A and B are square 00131 ReSize(A.Nrows(), my_max(A_BW.Lower(), B_BW.Lower()), 00132 my_max(A_BW.Upper(), B_BW.Upper())); 00133 } 00134 00135 void BandMatrix::ReSizeForSP(const GeneralMatrix& A, const GeneralMatrix& B) 00136 { 00137 REPORT 00138 Tracer tr("BandMatrix::ReSizeForSP"); 00139 MatrixBandWidth A_BW = A.BandWidth(); MatrixBandWidth B_BW = B.BandWidth(); 00140 if ((A_BW.Lower() < 0) | (A_BW.Upper() < 0) | (B_BW.Lower() < 0) 00141 | (A_BW.Upper() < 0)) 00142 Throw(ProgramException("Can't ReSize to BandMatrix" )); 00143 // already know A and B are square 00144 ReSize(A.Nrows(), my_min(A_BW.Lower(), B_BW.Lower()), 00145 my_min(A_BW.Upper(), B_BW.Upper())); 00146 } 00147 00148 00149 void BandMatrix::operator=(const BaseMatrix& X) 00150 { 00151 REPORT // CheckConversion(X); 00152 // MatrixConversionCheck mcc; 00153 Eq(X,MatrixType::BM); CornerClear(); 00154 } 00155 00156 void BandMatrix::CornerClear() const 00157 { 00158 // set unused parts of BandMatrix to zero 00159 REPORT 00160 int i = lower; Real* s = store; int bw = lower + 1 + upper; 00161 while (i) 00162 { int j = i--; Real* sj = s; s += bw; while (j--) *sj++ = 0.0; } 00163 i = upper; s = store + storage; 00164 while (i) 00165 { int j = i--; Real* sj = s; s -= bw; while (j--) *(--sj) = 0.0; } 00166 } 00167 00168 MatrixBandWidth MatrixBandWidth::operator+(const MatrixBandWidth& bw) const 00169 { 00170 REPORT 00171 int l = bw.lower; int u = bw.upper; 00172 l = (lower < 0 || l < 0) ? -1 : (lower > l) ? lower : l; 00173 u = (upper < 0 || u < 0) ? -1 : (upper > u) ? upper : u; 00174 return MatrixBandWidth(l,u); 00175 } 00176 00177 MatrixBandWidth MatrixBandWidth::operator*(const MatrixBandWidth& bw) const 00178 { 00179 REPORT 00180 int l = bw.lower; int u = bw.upper; 00181 l = (lower < 0 || l < 0) ? -1 : lower+l; 00182 u = (upper < 0 || u < 0) ? -1 : upper+u; 00183 return MatrixBandWidth(l,u); 00184 } 00185 00186 MatrixBandWidth MatrixBandWidth::minimum(const MatrixBandWidth& bw) const 00187 { 00188 REPORT 00189 int l = bw.lower; int u = bw.upper; 00190 if ((lower >= 0) && ( (l < 0) || (l > lower) )) l = lower; 00191 if ((upper >= 0) && ( (u < 0) || (u > upper) )) u = upper; 00192 return MatrixBandWidth(l,u); 00193 } 00194 00195 UpperBandMatrix::UpperBandMatrix(const BaseMatrix& M) 00196 { 00197 REPORT // CheckConversion(M); 00198 // MatrixConversionCheck mcc; 00199 GeneralMatrix* gmx=((BaseMatrix&)M).Evaluate(MatrixType::UB); 00200 GetMatrix(gmx); CornerClear(); 00201 } 00202 00203 void UpperBandMatrix::operator=(const BaseMatrix& X) 00204 { 00205 REPORT // CheckConversion(X); 00206 // MatrixConversionCheck mcc; 00207 Eq(X,MatrixType::UB); CornerClear(); 00208 } 00209 00210 LowerBandMatrix::LowerBandMatrix(const BaseMatrix& M) 00211 { 00212 REPORT // CheckConversion(M); 00213 // MatrixConversionCheck mcc; 00214 GeneralMatrix* gmx=((BaseMatrix&)M).Evaluate(MatrixType::LB); 00215 GetMatrix(gmx); CornerClear(); 00216 } 00217 00218 void LowerBandMatrix::operator=(const BaseMatrix& X) 00219 { 00220 REPORT // CheckConversion(X); 00221 // MatrixConversionCheck mcc; 00222 Eq(X,MatrixType::LB); CornerClear(); 00223 } 00224 00225 BandLUMatrix::BandLUMatrix(const BaseMatrix& m) 00226 { 00227 REPORT 00228 Tracer tr("BandLUMatrix"); 00229 storage2 = 0; store2 = 0; // in event of exception during build 00230 GeneralMatrix* gm = ((BaseMatrix&)m).Evaluate(MatrixType::BM); 00231 m1 = ((BandMatrix*)gm)->lower; m2 = ((BandMatrix*)gm)->upper; 00232 GetMatrix(gm); 00233 if (nrows!=ncols) Throw(NotSquareException(*this)); 00234 d = true; sing = false; 00235 indx = new int [nrows]; MatrixErrorNoSpace(indx); 00236 MONITOR_INT_NEW("Index (BndLUMat)",nrows,indx) 00237 storage2 = nrows * m1; 00238 store2 = new Real [storage2]; MatrixErrorNoSpace(store2); 00239 MONITOR_REAL_NEW("Make (BandLUMat)",storage2,store2) 00240 ludcmp(); 00241 } 00242 00243 BandLUMatrix::~BandLUMatrix() 00244 { 00245 REPORT 00246 MONITOR_INT_DELETE("Index (BndLUMat)",nrows,indx) 00247 MONITOR_REAL_DELETE("Delete (BndLUMt)",storage2,store2) 00248 delete [] indx; delete [] store2; 00249 } 00250 00251 MatrixType BandLUMatrix::Type() const { REPORT return MatrixType::BC; } 00252 00253 00254 LogAndSign BandLUMatrix::LogDeterminant() const 00255 { 00256 REPORT 00257 if (sing) return 0.0; 00258 Real* a = store; int w = m1+1+m2; LogAndSign sum; int i = nrows; 00259 // while (i--) { sum *= *a; a += w; } 00260 if (i) for (;;) { sum *= *a; if (!(--i)) break; a += w; } 00261 if (!d) sum.ChangeSign(); return sum; 00262 } 00263 00264 GeneralMatrix* BandMatrix::MakeSolver() 00265 { 00266 REPORT 00267 GeneralMatrix* gm = new BandLUMatrix(*this); 00268 MatrixErrorNoSpace(gm); gm->ReleaseAndDelete(); return gm; 00269 } 00270 00271 00272 void BandLUMatrix::ludcmp() 00273 { 00274 REPORT 00275 Real* a = store2; int i = storage2; 00276 // clear store2 - so unused locations are always zero - 00277 // required by operator== 00278 while (i--) *a++ = 0.0; 00279 a = store; 00280 i = m1; int j = m2; int k; int n = nrows; int w = m1 + 1 + m2; 00281 while (i) 00282 { 00283 Real* ai = a + i; 00284 k = ++j; while (k--) *a++ = *ai++; 00285 k = i--; while (k--) *a++ = 0.0; 00286 } 00287 00288 a = store; int l = m1; 00289 for (k=0; k<n; k++) 00290 { 00291 Real x = *a; i = k; Real* aj = a; 00292 if (l < n) l++; 00293 for (j=k+1; j<l; j++) 00294 { aj += w; if (fabs(x) < fabs(*aj)) { x = *aj; i = j; } } 00295 indx[k] = i; 00296 if (x==0) { sing = true; return; } 00297 if (i!=k) 00298 { 00299 d = !d; Real* ak = a; Real* ai = store + i * w; j = w; 00300 while (j--) { x = *ak; *ak++ = *ai; *ai++ = x; } 00301 } 00302 aj = a + w; Real* m = store2 + m1 * k; 00303 for (j=k+1; j<l; j++) 00304 { 00305 *m++ = x = *aj / *a; i = w; Real* ak = a; 00306 while (--i) { Real* aj1 = aj++; *aj1 = *aj - x * *(++ak); } 00307 *aj++ = 0.0; 00308 } 00309 a += w; 00310 } 00311 } 00312 00313 void BandLUMatrix::lubksb(Real* B, int mini) 00314 { 00315 REPORT 00316 Tracer tr("BandLUMatrix::lubksb"); 00317 if (sing) Throw(SingularException(*this)); 00318 int n = nrows; int l = m1; int w = m1 + 1 + m2; 00319 00320 for (int k=0; k<n; k++) 00321 { 00322 int i = indx[k]; 00323 if (i!=k) { Real x=B[k]; B[k]=B[i]; B[i]=x; } 00324 if (l<n) l++; 00325 Real* m = store2 + k*m1; Real* b = B+k; Real* bi = b; 00326 for (i=k+1; i<l; i++) *(++bi) -= *m++ * *b; 00327 } 00328 00329 l = -m1; 00330 for (int i = n-1; i>=mini; i--) 00331 { 00332 Real* b = B + i; Real* bk = b; Real x = *bk; 00333 Real* a = store + w*i; Real y = *a; 00334 int k = l+m1; while (k--) x -= *(++a) * *(++bk); 00335 *b = x / y; 00336 if (l < m2) l++; 00337 } 00338 } 00339 00340 void BandLUMatrix::Solver(MatrixColX& mcout, const MatrixColX& mcin) 00341 { 00342 REPORT 00343 int i = mcin.skip; Real* el = mcin.data-i; Real* el1=el; 00344 while (i--) *el++ = 0.0; 00345 el += mcin.storage; i = nrows - mcin.skip - mcin.storage; 00346 while (i--) *el++ = 0.0; 00347 lubksb(el1, mcout.skip); 00348 } 00349 00350 // Do we need check for entirely zero output? 00351 00352 00353 void UpperBandMatrix::Solver(MatrixColX& mcout, 00354 const MatrixColX& mcin) 00355 { 00356 REPORT 00357 int i = mcin.skip-mcout.skip; Real* elx = mcin.data-i; 00358 while (i-- > 0) *elx++ = 0.0; 00359 int nr = mcin.skip+mcin.storage; 00360 elx = mcin.data+mcin.storage; Real* el = elx; 00361 int j = mcout.skip+mcout.storage-nr; i = nr-mcout.skip; 00362 while (j-- > 0) *elx++ = 0.0; 00363 00364 Real* Ael = store + (upper+1)*(i-1)+1; j = 0; 00365 if (i > 0) for(;;) 00366 { 00367 elx = el; Real sum = 0.0; int jx = j; 00368 while (jx--) sum += *(--Ael) * *(--elx); 00369 elx--; *elx = (*elx - sum) / *(--Ael); 00370 if (--i <= 0) break; 00371 if (j<upper) Ael -= upper - (++j); else el--; 00372 } 00373 } 00374 00375 void LowerBandMatrix::Solver(MatrixColX& mcout, 00376 const MatrixColX& mcin) 00377 { 00378 REPORT 00379 int i = mcin.skip-mcout.skip; Real* elx = mcin.data-i; 00380 while (i-- > 0) *elx++ = 0.0; 00381 int nc = mcin.skip; i = nc+mcin.storage; elx = mcin.data+mcin.storage; 00382 int nr = mcout.skip+mcout.storage; int j = nr-i; i = nr-nc; 00383 while (j-- > 0) *elx++ = 0.0; 00384 00385 Real* el = mcin.data; Real* Ael = store + (lower+1)*nc + lower; j = 0; 00386 if (i > 0) for(;;) 00387 { 00388 elx = el; Real sum = 0.0; int jx = j; 00389 while (jx--) sum += *Ael++ * *elx++; 00390 *elx = (*elx - sum) / *Ael++; 00391 if (--i <= 0) break; 00392 if (j<lower) Ael += lower - (++j); else el++; 00393 } 00394 } 00395 00396 00397 LogAndSign BandMatrix::LogDeterminant() const 00398 { 00399 REPORT 00400 BandLUMatrix C(*this); return C.LogDeterminant(); 00401 } 00402 00403 LogAndSign LowerBandMatrix::LogDeterminant() const 00404 { 00405 REPORT 00406 int i = nrows; LogAndSign sum; Real* s = store + lower; int j = lower + 1; 00407 // while (i--) { sum *= *s; s += j; } 00408 if (i) for (;;) { sum *= *s; if (!(--i)) break; s += j; } 00409 ((GeneralMatrix&)*this).tDelete(); return sum; 00410 } 00411 00412 LogAndSign UpperBandMatrix::LogDeterminant() const 00413 { 00414 REPORT 00415 int i = nrows; LogAndSign sum; Real* s = store; int j = upper + 1; 00416 // while (i--) { sum *= *s; s += j; } 00417 if (i) for (;;) { sum *= *s; if (!(--i)) break; s += j; } 00418 ((GeneralMatrix&)*this).tDelete(); return sum; 00419 } 00420 00421 GeneralMatrix* SymmetricBandMatrix::MakeSolver() 00422 { 00423 REPORT 00424 GeneralMatrix* gm = new BandLUMatrix(*this); 00425 MatrixErrorNoSpace(gm); gm->ReleaseAndDelete(); return gm; 00426 } 00427 00428 SymmetricBandMatrix::SymmetricBandMatrix(const BaseMatrix& M) 00429 { 00430 REPORT // CheckConversion(M); 00431 // MatrixConversionCheck mcc; 00432 GeneralMatrix* gmx=((BaseMatrix&)M).Evaluate(MatrixType::SB); 00433 GetMatrix(gmx); 00434 } 00435 00436 GeneralMatrix* SymmetricBandMatrix::Transpose(TransposedMatrix*, MatrixType mt) 00437 { REPORT return Evaluate(mt); } 00438 00439 LogAndSign SymmetricBandMatrix::LogDeterminant() const 00440 { 00441 REPORT 00442 BandLUMatrix C(*this); return C.LogDeterminant(); 00443 } 00444 00445 void SymmetricBandMatrix::SetParameters(const GeneralMatrix* gmx) 00446 { REPORT lower = gmx->BandWidth().lower; } 00447 00448 void SymmetricBandMatrix::ReSize(int n, int lb) 00449 { 00450 REPORT 00451 Tracer tr("SymmetricBandMatrix::ReSize"); 00452 if (lb<0) Throw(ProgramException("Undefined bandwidth")); 00453 lower = (lb<=n) ? lb : n-1; 00454 GeneralMatrix::ReSize(n,n,n*(lower+1)); 00455 } 00456 00457 void SymmetricBandMatrix::ReSize(const GeneralMatrix& A) 00458 { 00459 REPORT 00460 int n = A.Nrows(); 00461 if (n != A.Ncols()) 00462 { 00463 Tracer tr("SymmetricBandMatrix::ReSize(GM)"); 00464 Throw(NotSquareException(*this)); 00465 } 00466 MatrixBandWidth mbw = A.BandWidth(); int b = mbw.Lower(); 00467 if (b != mbw.Upper()) 00468 { 00469 Tracer tr("SymmetricBandMatrix::ReSize(GM)"); 00470 Throw(ProgramException("Upper and lower band-widths not equal")); 00471 } 00472 ReSize(n, b); 00473 } 00474 00475 bool SymmetricBandMatrix::SameStorageType(const GeneralMatrix& A) const 00476 { 00477 if (Type() != A.Type()) { REPORT return false; } 00478 REPORT 00479 return BandWidth() == A.BandWidth(); 00480 } 00481 00482 void SymmetricBandMatrix::ReSizeForAdd(const GeneralMatrix& A, 00483 const GeneralMatrix& B) 00484 { 00485 REPORT 00486 Tracer tr("SymmetricBandMatrix::ReSizeForAdd"); 00487 MatrixBandWidth A_BW = A.BandWidth(); MatrixBandWidth B_BW = B.BandWidth(); 00488 if ((A_BW.Lower() < 0) | (B_BW.Lower() < 0)) 00489 Throw(ProgramException("Can't ReSize to SymmetricBandMatrix" )); 00490 // already know A and B are square 00491 ReSize(A.Nrows(), my_max(A_BW.Lower(), B_BW.Lower())); 00492 } 00493 00494 void SymmetricBandMatrix::ReSizeForSP(const GeneralMatrix& A, 00495 const GeneralMatrix& B) 00496 { 00497 REPORT 00498 Tracer tr("SymmetricBandMatrix::ReSizeForSP"); 00499 MatrixBandWidth A_BW = A.BandWidth(); MatrixBandWidth B_BW = B.BandWidth(); 00500 if ((A_BW.Lower() < 0) | (B_BW.Lower() < 0)) 00501 Throw(ProgramException("Can't ReSize to SymmetricBandMatrix" )); 00502 // already know A and B are square 00503 ReSize(A.Nrows(), my_min(A_BW.Lower(), B_BW.Lower())); 00504 } 00505 00506 00507 void SymmetricBandMatrix::operator=(const BaseMatrix& X) 00508 { 00509 REPORT // CheckConversion(X); 00510 // MatrixConversionCheck mcc; 00511 Eq(X,MatrixType::SB); 00512 } 00513 00514 void SymmetricBandMatrix::CornerClear() const 00515 { 00516 // set unused parts of BandMatrix to zero 00517 REPORT 00518 int i = lower; Real* s = store; int bw = lower + 1; 00519 if (i) for(;;) 00520 { 00521 int j = i; 00522 Real* sj = s; 00523 while (j--) *sj++ = 0.0; 00524 if (!(--i)) break; 00525 s += bw; 00526 } 00527 } 00528 00529 MatrixBandWidth SymmetricBandMatrix::BandWidth() const 00530 { REPORT return MatrixBandWidth(lower,lower); } 00531 00532 inline Real square(Real x) { return x*x; } 00533 00534 00535 Real SymmetricBandMatrix::SumSquare() const 00536 { 00537 REPORT 00538 CornerClear(); 00539 Real sum1=0.0; Real sum2=0.0; Real* s=store; int i=nrows; int l=lower; 00540 while (i--) 00541 { int j = l; while (j--) sum2 += square(*s++); sum1 += square(*s++); } 00542 ((GeneralMatrix&)*this).tDelete(); return sum1 + 2.0 * sum2; 00543 } 00544 00545 Real SymmetricBandMatrix::SumAbsoluteValue() const 00546 { 00547 REPORT 00548 CornerClear(); 00549 Real sum1=0.0; Real sum2=0.0; Real* s=store; int i=nrows; int l=lower; 00550 while (i--) 00551 { int j = l; while (j--) sum2 += fabs(*s++); sum1 += fabs(*s++); } 00552 ((GeneralMatrix&)*this).tDelete(); return sum1 + 2.0 * sum2; 00553 } 00554 00555 Real SymmetricBandMatrix::Sum() const 00556 { 00557 REPORT 00558 CornerClear(); 00559 Real sum1=0.0; Real sum2=0.0; Real* s=store; int i=nrows; int l=lower; 00560 while (i--) 00561 { int j = l; while (j--) sum2 += *s++; sum1 += *s++; } 00562 ((GeneralMatrix&)*this).tDelete(); return sum1 + 2.0 * sum2; 00563 } 00564 00565 00566 #ifdef use_namespace 00567 } 00568 #endif 00569