You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
284 lines
7.2 KiB
284 lines
7.2 KiB
//+-------------------------------------------------------------------------
|
|
//
|
|
// Microsoft Windows
|
|
//
|
|
// Copyright (C) Microsoft Corporation, 1997 - 1997
|
|
//
|
|
// File: vrmatrx.h
|
|
//
|
|
//--------------------------------------------------------------------------
|
|
|
|
#ifndef _MATRIX_H_
|
|
#define _MATRIX_H_
|
|
|
|
#include <memory.h>
|
|
|
|
#include "basics.h"
|
|
#include "mdvect.h"
|
|
|
|
//
|
|
// VRMATRIXSQ.H: Matrix handling
|
|
//
|
|
|
|
template<class T>
|
|
void fastMemMove(const T * ptfrom, T * ptto, int ct)
|
|
{
|
|
::memmove( (void*) ptto, (void*) ptfrom, ct * sizeof(T) );
|
|
}
|
|
|
|
class VRMATRIX : public TMDVDENSE<REAL>
|
|
{
|
|
public:
|
|
VRMATRIX ( int cRow, int cCol = 0 )
|
|
{
|
|
Init( cRow, cCol );
|
|
}
|
|
VRMATRIX () {}
|
|
|
|
void Init ( int cRow, int cCol = 0 )
|
|
{
|
|
second.Init( 2, cRow, cCol != 0 ? cCol : cRow );
|
|
first.resize( second._Totlen() );
|
|
}
|
|
void Init ( const VRMATRIX & vrmat )
|
|
{
|
|
Init( vrmat.CRow(), vrmat.CCol() );
|
|
}
|
|
bool BCanMultiply( const VRMATRIX & mat ) const
|
|
{
|
|
return CCol() == mat.CRow();
|
|
}
|
|
|
|
bool BSameDimension( const VRMATRIX & mat ) const
|
|
{
|
|
return CRow() == mat.CRow() && CCol() == mat.CCol() ;
|
|
}
|
|
|
|
int CDim ( int iDim ) const
|
|
{
|
|
return second.size().size() > iDim
|
|
? second.size()[iDim]
|
|
: 0 ;
|
|
}
|
|
int CRow () const
|
|
{ return CDim(0); }
|
|
int CCol () const
|
|
{ return CDim(1); }
|
|
|
|
bool BSquare() const
|
|
{ return CRow() == CCol() ; }
|
|
|
|
int IOffset ( int irow, int icol ) const
|
|
{
|
|
int cRow = CRow();
|
|
int cCol = CCol();
|
|
|
|
if ( irow >= CRow()
|
|
|| icol >= CCol() )
|
|
throw GMException(EC_MDVECT_MISUSE,"subscript error on matrix");
|
|
|
|
return second.stride()[0] * irow
|
|
+ second.stride()[1] * icol;
|
|
}
|
|
REAL & operator () ( int irow, int icol )
|
|
{ return first[ IOffset(irow,icol) ]; }
|
|
|
|
const REAL & operator () ( int irow, int icol ) const
|
|
{
|
|
VRMATRIX & vrmx = const_cast<VRMATRIX&>(self);
|
|
return vrmx.first[ IOffset(irow,icol) ];
|
|
}
|
|
|
|
void InterchangeRows ( int irow1, int irow2 )
|
|
{
|
|
if ( irow1 >= CRow()
|
|
&& irow2 >= CRow() )
|
|
throw GMException(EC_MDVECT_MISUSE,"subscript error on matrix");
|
|
if ( irow1 == irow2 )
|
|
return;
|
|
REAL * pr1 = & self(irow1,0);
|
|
REAL * pr2 = & self(irow2,0);
|
|
assert( & self(irow1,1) - pr1 == 1 );
|
|
|
|
for ( int icol = 0; icol < CCol(); icol++ )
|
|
{
|
|
REAL r = *pr1;
|
|
*pr1++ = *pr2;
|
|
*pr2++ = r;
|
|
}
|
|
}
|
|
|
|
void InterchangeCols ( int icol1, int icol2 )
|
|
{
|
|
if ( icol1 >= CCol()
|
|
&& icol2 >= CCol() )
|
|
throw GMException(EC_MDVECT_MISUSE,"subscript error on matrix");
|
|
if ( icol1 == icol2 )
|
|
return;
|
|
REAL * pr1 = & self(0,icol1);
|
|
REAL * pr2 = & self(0,icol2);
|
|
int icolInc = CCol();
|
|
|
|
for ( int irow = 0; irow < CRow(); irow++ )
|
|
{
|
|
REAL r = *pr1;
|
|
*pr1 = *pr2;
|
|
*pr2 = r;
|
|
pr1 += icolInc;
|
|
pr2 += icolInc;
|
|
}
|
|
}
|
|
|
|
// Return the transpose of the matrix
|
|
VRMATRIX VrmatrixTranspose () const;
|
|
// Return a row vector
|
|
VLREAL VectorRow ( int irow ) const;
|
|
// Return a column vector
|
|
VLREAL VectorColumn ( int icol ) const;
|
|
// Project a view of the matrix (see documentation below).
|
|
VRMATRIX VrmatrixProject ( const VIMD & vimdRowColumnRetain ) const;
|
|
VRMATRIX operator * ( const VRMATRIX & matrix ) const;
|
|
VRMATRIX operator * ( const VLREAL & vreal ) const;
|
|
|
|
VRMATRIX & operator += ( const VRMATRIX & matrix );
|
|
VRMATRIX & operator -= ( const VRMATRIX & matrix );
|
|
VRMATRIX & operator *= ( REAL rScalar );
|
|
VRMATRIX & operator += ( REAL rScalar );
|
|
VRMATRIX & operator -= ( REAL rScalar );
|
|
VRMATRIX & operator /= ( REAL rScalar );
|
|
};
|
|
|
|
class VRMATRIXSQ : public VRMATRIX
|
|
{
|
|
public:
|
|
VRMATRIXSQ(int cdim)
|
|
: VRMATRIX(cdim,cdim),
|
|
_iSign(1)
|
|
{}
|
|
VRMATRIXSQ () {}
|
|
// Construct a square matrix as the product of a column
|
|
// and a row vector.
|
|
VRMATRIXSQ ( const VLREAL & vrColumn, const VLREAL & vrRow );
|
|
|
|
~ VRMATRIXSQ() {}
|
|
|
|
// Return true if matrix is in L-U decomposition form
|
|
bool BIsLUDecomposed () const
|
|
{ return _vimdRow.size() > 0 ; }
|
|
|
|
// Destructive computation routines
|
|
VRMATRIXSQ & operator *= ( REAL rScalar )
|
|
{
|
|
VRMATRIX::operator*=(rScalar);
|
|
return self;
|
|
}
|
|
VRMATRIXSQ & operator /= ( REAL rScalar )
|
|
{
|
|
VRMATRIX::operator/=(rScalar);
|
|
return self;
|
|
}
|
|
VRMATRIXSQ & operator += ( REAL rScalar )
|
|
{
|
|
VRMATRIX::operator+=(rScalar);
|
|
return self;
|
|
}
|
|
VRMATRIXSQ & operator -= ( REAL rScalar )
|
|
{
|
|
VRMATRIX::operator-=(rScalar);
|
|
return self;
|
|
}
|
|
VRMATRIXSQ & operator += ( const VRMATRIXSQ & matrix )
|
|
{
|
|
VRMATRIX::operator+=(matrix);
|
|
return self;
|
|
}
|
|
|
|
VRMATRIXSQ & operator -= ( const VRMATRIXSQ & matrix )
|
|
{
|
|
VRMATRIX::operator-=(matrix);
|
|
return self;
|
|
}
|
|
|
|
VRMATRIXSQ & operator *= ( const VRMATRIXSQ & matrix );
|
|
|
|
// Perform L-U decomposition; throw exception if singular
|
|
// If "use tiny" is set, pivots at zero are replaced with
|
|
// RTINY value (1.0e-20)
|
|
void LUDecompose( bool bUseTinyIfSingular = false );
|
|
|
|
// Invert; throw exception singular. If not in L-U form,
|
|
// L-U Decomp is called.
|
|
void Invert( bool bUseTinyIfSingular = false );
|
|
|
|
// Return the determinant. If not in L-U form,
|
|
// L-U Decomp is called.
|
|
DBL DblDeterminant();
|
|
|
|
// Return the log of the determinant. If not in L-U form,
|
|
// L-U Decomp is called. Throws exception if negative.
|
|
DBL DblLogDeterminant();
|
|
|
|
|
|
// ------------------------------------
|
|
// Non-destructive computation routines
|
|
// ------------------------------------
|
|
|
|
// Adds the log of each element in the diagonal and returns the sum.
|
|
DBL DblAddLogDiagonal() const;
|
|
|
|
// Set vrmatResult to be the result of performing an L-U
|
|
// decomposition on the matrix. Will throw exception if
|
|
// the matrix is singular
|
|
// If "use tiny" is set, pivots at zero are replaced with
|
|
// RTINY value (1.0e-20)
|
|
void GetLUDecompose( VRMATRIXSQ & vrmatResult, bool bUseTinyIfSingular = false ) const;
|
|
|
|
// Set vrmatResult to the inverse of the matrix.
|
|
// Will throw an exception if the matrix is singular.
|
|
void GetInverse( VRMATRIXSQ & vrmatResult, bool bUseTinyIfSingular = false ) const;
|
|
|
|
// Get the determinant without modifying (LU decomposing) the matrix.
|
|
// vrmatResult will contain the LU decomposed version of the matrix.
|
|
void GetDblDeterminant( DBL& dblDeterm, VRMATRIXSQ & vrmatResult ) const;
|
|
|
|
// Get the log of determinant without modifying (LU decomposing) the matrix.
|
|
// vrmatResult will contain the LU decomposed version of the matrix.
|
|
void GetDblLogDeterminant( DBL& dblLogDeterm, VRMATRIXSQ & vrmatResult) const;
|
|
|
|
// Project a view of the matrix (see documentation below).
|
|
VRMATRIXSQ VrmatrixProject ( const VIMD & vimdRowColumnRetain ) const;
|
|
|
|
protected:
|
|
|
|
int _iSign;
|
|
VIMD _vimdRow;
|
|
|
|
void LUDBackSub(const VRMATRIXSQ & matrix);
|
|
};
|
|
|
|
|
|
/*
|
|
How to use the VRMATRIX::Project() function.
|
|
|
|
Original matrix:
|
|
1 2 3
|
|
4 5 6
|
|
7 8 9
|
|
|
|
The (0,2) projection is obtained by deleting the 2nd row and 2nd column:
|
|
1 3
|
|
7 9
|
|
|
|
The (0,1) projection is obtained by deleting the 3rd row (and third column):
|
|
1 2
|
|
4 5
|
|
|
|
The (1,2) projeciton is obtained by deleting the 1st row and 1st column:
|
|
5 6
|
|
8 9
|
|
|
|
The (0) projection is obtained by deleting the 2nd and 3rd rows and columns:
|
|
1
|
|
*/
|
|
|
|
#endif
|