| 1 | /*
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| 2 | * MatrixContent.cpp
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| 3 | *
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| 4 | * Created on: Nov 14, 2010
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| 5 | * Author: heber
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| 6 | */
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| 7 |
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| 8 |
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| 9 | // include config.h
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| 10 | #ifdef HAVE_CONFIG_H
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| 11 | #include <config.h>
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| 12 | #endif
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| 13 |
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| 14 | #include "CodePatterns/MemDebug.hpp"
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| 15 |
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| 16 | #include "CodePatterns/Assert.hpp"
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| 17 | #include "Exceptions/NotInvertibleException.hpp"
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| 18 | #include "LinearAlgebra/defs.hpp"
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| 19 | #include "LinearAlgebra/fast_functions.hpp"
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| 20 | #include "LinearAlgebra/MatrixContent.hpp"
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| 21 | #include "LinearAlgebra/RealSpaceMatrix.hpp"
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| 22 | #include "LinearAlgebra/Vector.hpp"
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| 23 | #include "LinearAlgebra/VectorContent.hpp"
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| 24 |
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| 25 | #include <gsl/gsl_blas.h>
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| 26 | #include <gsl/gsl_eigen.h>
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| 27 | #include <gsl/gsl_linalg.h>
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| 28 | #include <gsl/gsl_matrix.h>
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| 29 | #include <gsl/gsl_multimin.h>
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| 30 | #include <gsl/gsl_vector.h>
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| 31 | #include <cmath>
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| 32 | #include <cassert>
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| 33 | #include <iostream>
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| 34 | #include <limits>
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| 35 | #include <set>
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| 36 |
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| 37 | using namespace std;
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| 38 |
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| 39 |
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| 40 | /** Constructor for class MatrixContent.
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| 41 | * \param rows number of rows
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| 42 | * \param columns number of columns
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| 43 | */
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| 44 | MatrixContent::MatrixContent(size_t _rows, size_t _columns) :
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| 45 | rows(_rows),
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| 46 | columns(_columns),
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| 47 | free_content_on_exit(true)
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| 48 | {
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| 49 | content = gsl_matrix_calloc(rows, columns);
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| 50 | }
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| 51 |
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| 52 | /** Constructor of class VectorContent.
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| 53 | * We need this MatrixBaseCase for the VectorContentView class.
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| 54 | * There no content should be allocated, as it is just a view with an internal
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| 55 | * gsl_vector_view. Hence, MatrixBaseCase is just dummy class to give the
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| 56 | * constructor a unique signature.
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| 57 | * \param MatrixBaseCase
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| 58 | */
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| 59 | MatrixContent::MatrixContent(size_t _rows, size_t _columns, MatrixBaseCase) :
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| 60 | rows(_rows),
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| 61 | columns(_columns),
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| 62 | free_content_on_exit(true)
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| 63 | {}
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| 64 |
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| 65 | /** Constructor for class MatrixContent.
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| 66 | * \param rows number of rows
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| 67 | * \param columns number of columns
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| 68 | * \param *src array with components to initialize matrix with
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| 69 | */
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| 70 | MatrixContent::MatrixContent(size_t _rows, size_t _columns, const double *src) :
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| 71 | rows(_rows),
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| 72 | columns(_columns),
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| 73 | free_content_on_exit(true)
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| 74 | {
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| 75 | content = gsl_matrix_calloc(rows, columns);
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| 76 | set(0,0, src[0]);
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| 77 | set(1,0, src[1]);
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| 78 | set(2,0, src[2]);
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| 79 |
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| 80 | set(0,1, src[3]);
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| 81 | set(1,1, src[4]);
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| 82 | set(2,1, src[5]);
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| 83 |
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| 84 | set(0,2, src[6]);
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| 85 | set(1,2, src[7]);
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| 86 | set(2,2, src[8]);
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| 87 | }
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| 88 |
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| 89 | /** Constructor that parses square matrix from a stream.
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| 90 | *
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| 91 | * \note Matrix dimensions can be preparsed via
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| 92 | * MatrixContent::preparseMatrixDimensions() without harming the stream.
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| 93 | *
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| 94 | * \param &inputstream stream to parse from
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| 95 | */
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| 96 | MatrixContent::MatrixContent(size_t _row, size_t _column, std::istream &inputstream) :
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| 97 | content(NULL),
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| 98 | rows(_row),
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| 99 | columns(_column),
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| 100 | free_content_on_exit(true)
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| 101 | {
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| 102 | // allocate matrix and set contents
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| 103 | content = gsl_matrix_alloc(rows, columns);
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| 104 |
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| 105 | size_t row = 0;
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| 106 | do {
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| 107 | std::string line;
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| 108 | getline(inputstream, line);
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| 109 | //std::cout << line << std::endl;
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| 110 | std::stringstream parseline(line);
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| 111 | // skip comments
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| 112 | if ((parseline.peek() == '#') || (parseline.str().empty()))
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| 113 | continue;
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| 114 | // break on empty lines
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| 115 | if (parseline.peek() == '\n')
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| 116 | break;
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| 117 |
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| 118 | // parse line with values
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| 119 | std::vector<double> line_of_values;
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| 120 | do {
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| 121 | double value;
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| 122 | parseline >> value >> ws;
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| 123 | line_of_values.push_back(value);
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| 124 | } while (parseline.good());
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| 125 |
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| 126 | // check number of columns parsed
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| 127 | ASSERT(line_of_values.size() == columns,
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| 128 | "MatrixContent::MatrixContent() - row "
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| 129 | +toString(row)+" has a different number of columns "
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| 130 | +toString(line_of_values.size())+" than others before "
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| 131 | +toString(columns)+".");
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| 132 |
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| 133 | for (size_t column = 0; column < columns; ++column)
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| 134 | set(row, column, line_of_values[column]);
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| 135 | ++row;
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| 136 | } while (inputstream.good());
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| 137 | // check number of rows parsed
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| 138 | ASSERT(row == rows,
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| 139 | "MatrixContent::MatrixContent() - insufficent number of rows "
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| 140 | +toString(row)+" < "+toString(rows)+" read.");
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| 141 | }
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| 142 |
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| 143 |
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| 144 | /** Constructor for class MatrixContent.
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| 145 | *
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| 146 | * \param *src source gsl_matrix vector to copy and put into this class
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| 147 | */
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| 148 | MatrixContent::MatrixContent(gsl_matrix *&src) :
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| 149 | rows(src->size1),
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| 150 | columns(src->size2),
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| 151 | free_content_on_exit(true)
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| 152 | {
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| 153 | content = gsl_matrix_alloc(src->size1, src->size2);
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| 154 | gsl_matrix_memcpy(content,src);
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| 155 | // content = src;
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| 156 | // src = NULL;
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| 157 | }
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| 158 |
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| 159 | /** Copy constructor for class MatrixContent.
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| 160 | * \param &src reference to source MatrixContent
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| 161 | */
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| 162 | MatrixContent::MatrixContent(const MatrixContent &src) :
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| 163 | rows(src.rows),
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| 164 | columns(src.columns),
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| 165 | free_content_on_exit(true)
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| 166 | {
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| 167 | content = gsl_matrix_alloc(src.rows, src.columns);
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| 168 | gsl_matrix_memcpy(content,src.content);
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| 169 | }
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| 170 |
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| 171 | /** Copy constructor for class MatrixContent.
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| 172 | * \param *src pointer to source MatrixContent
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| 173 | */
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| 174 | MatrixContent::MatrixContent(const MatrixContent *src) :
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| 175 | rows(src->rows),
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| 176 | columns(src->columns),
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| 177 | free_content_on_exit(true)
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| 178 | {
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| 179 | ASSERT(src != NULL, "MatrixContent::MatrixContent - pointer to source matrix is NULL!");
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| 180 | content = gsl_matrix_alloc(src->rows, src->columns);
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| 181 | gsl_matrix_memcpy(content,src->content);
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| 182 | }
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| 183 |
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| 184 | /** Destructor for class MatrixContent.
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| 185 | */
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| 186 | MatrixContent::~MatrixContent()
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| 187 | {
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| 188 | if (free_content_on_exit)
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| 189 | gsl_matrix_free(content);
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| 190 | }
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| 191 |
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| 192 | /** Getter for MatrixContent::rows.
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| 193 | * \return MatrixContent::rows
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| 194 | */
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| 195 | const size_t MatrixContent::getRows() const
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| 196 | {
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| 197 | return rows;
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| 198 | }
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| 199 |
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| 200 | /** Getter for MatrixContent::columns.
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| 201 | * \return MatrixContent::columns
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| 202 | */
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| 203 | const size_t MatrixContent::getColumns() const
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| 204 | {
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| 205 | return columns;
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| 206 | }
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| 207 |
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| 208 | /** Return a VectorViewContent of the \a column -th column vector.
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| 209 | *
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| 210 | * @param column index of column
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| 211 | * @return column of matrix as VectorContent
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| 212 | */
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| 213 | VectorContent *MatrixContent::getColumnVector(size_t column) const
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| 214 | {
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| 215 | ASSERT(column < columns,
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| 216 | "MatrixContent::getColumnVector() - requested column "+toString(column)
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| 217 | +" greater than dimension "+toString(columns));
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| 218 | return (new VectorViewContent(gsl_matrix_column(content,column)));
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| 219 | }
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| 220 |
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| 221 | /** Returns a VectorViewContent of the \a row -th row vector.
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| 222 | * @param row row index
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| 223 | * @return VectorContent of row vector
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| 224 | */
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| 225 | VectorContent *MatrixContent::getRowVector(size_t row) const
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| 226 | {
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| 227 | ASSERT(row < rows,
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| 228 | "MatrixContent::getColumnVector() - requested row "+toString(row)
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| 229 | +" greater than dimension "+toString(rows));
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| 230 | return (new VectorViewContent(gsl_matrix_row(content,row)));
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| 231 | }
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| 232 |
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| 233 | /** Returns the main diagonal of the matrix as VectorContent.
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| 234 | * @return diagonal as VectorContent.
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| 235 | */
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| 236 | VectorContent *MatrixContent::getDiagonalVector() const
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| 237 | {
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| 238 | return (new VectorViewContent(gsl_matrix_diagonal(content)));
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| 239 | }
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| 240 |
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| 241 | /** Set matrix to identity.
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| 242 | */
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| 243 | void MatrixContent::setIdentity()
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| 244 | {
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| 245 | for(int i=rows;i--;){
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| 246 | for(int j=columns;j--;){
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| 247 | set(i,j,(double)(i==j));
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| 248 | }
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| 249 | }
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| 250 | }
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| 251 |
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| 252 | /** Set all matrix components to zero.
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| 253 | */
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| 254 | void MatrixContent::setZero()
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| 255 | {
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| 256 | for(int i=rows;i--;){
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| 257 | for(int j=columns;j--;){
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| 258 | set(i,j,0.);
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| 259 | }
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| 260 | }
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| 261 | }
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| 262 |
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| 263 | /** Set all matrix components to a given value.
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| 264 | * \param _value value to set each component to
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| 265 | */
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| 266 | void MatrixContent::setValue(double _value)
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| 267 | {
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| 268 | for(int i=rows;i--;){
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| 269 | for(int j=columns;j--;){
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| 270 | set(i,j,_value);
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| 271 | }
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| 272 | }
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| 273 | }
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| 274 |
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| 275 | /** Copy operator for MatrixContent with self-assignment check.
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| 276 | * \param &src matrix to compare to
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| 277 | * \return reference to this
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| 278 | */
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| 279 | MatrixContent &MatrixContent::operator=(const MatrixContent &src)
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| 280 | {
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| 281 | if(&src!=this){
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| 282 | gsl_matrix_memcpy(content,src.content);
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| 283 | }
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| 284 | return *this;
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| 285 | }
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| 286 |
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| 287 | /** Addition operator.
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| 288 | * \param &rhs matrix to add
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| 289 | * \return reference to this
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| 290 | */
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| 291 | const MatrixContent &MatrixContent::operator+=(const MatrixContent &rhs)
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| 292 | {
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| 293 | gsl_matrix_add(content, rhs.content);
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| 294 | return *this;
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| 295 | }
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| 296 |
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| 297 | /** Subtraction operator.
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| 298 | * \param &rhs matrix to subtract
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| 299 | * \return reference to this
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| 300 | */
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| 301 | const MatrixContent &MatrixContent::operator-=(const MatrixContent &rhs)
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| 302 | {
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| 303 | gsl_matrix_sub(content, rhs.content);
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| 304 | return *this;
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| 305 | }
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| 306 |
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| 307 | /** Multiplication operator.
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| 308 | * Note that here matrix have to have same dimensions.
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| 309 | * \param &rhs matrix to multiply with
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| 310 | * \return reference to this
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| 311 | */
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| 312 | const MatrixContent &MatrixContent::operator*=(const MatrixContent &rhs)
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| 313 | {
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| 314 | ASSERT(rhs.columns == rhs.rows,
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| 315 | "MatrixContent::operator*=() - rhs matrix is not square: "+toString(rhs.columns)+" != "+toString(rhs.rows)+".");
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| 316 | ASSERT(columns == rhs.rows,
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| 317 | "MatrixContent::operator*=() - columns dimension differ: "+toString(columns)+" != "+toString(rhs.rows)+".");
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| 318 | (*this) = (*this)*rhs;
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| 319 | return *this;
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| 320 | }
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| 321 |
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| 322 | /** Multiplication with copy operator.
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| 323 | * \param &rhs matrix to multiply with
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| 324 | * \return reference to newly allocated MatrixContent
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| 325 | */
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| 326 | const MatrixContent MatrixContent::operator*(const MatrixContent &rhs) const
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| 327 | {
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| 328 | ASSERT (columns == rhs.rows,
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| 329 | "MatrixContent::operator*() - dimensions not match for matrix product (a,b)*(b,c) = (a,c):"
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| 330 | "("+toString(rows)+","+toString(columns)+")*("+toString(rhs.rows)+","+toString(rhs.columns)+")");
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| 331 | gsl_matrix *res = gsl_matrix_alloc(rows, rhs.columns);
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| 332 | gsl_blas_dgemm(CblasNoTrans, CblasNoTrans, 1.0, content, rhs.content, 0.0, res);
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| 333 | // gsl_matrix is taken over by constructor, hence no free
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| 334 | MatrixContent tmp(res);
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| 335 | gsl_matrix_free(res);
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| 336 | return tmp;
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| 337 | }
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| 338 |
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| 339 | /** Hadamard multiplication with copy operator.
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| 340 | * The Hadamard product is component-wise matrix product.
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| 341 | * \param &rhs matrix to hadamard-multiply with
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| 342 | * \return reference to newly allocated MatrixContent
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| 343 | */
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| 344 | const MatrixContent MatrixContent::operator&(const MatrixContent &rhs) const
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| 345 | {
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| 346 | ASSERT ((rows == rhs.rows) && (columns == rhs.columns),
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| 347 | "MatrixContent::operator&() - dimensions not match for matrix product (a,b) != (b,c):"
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| 348 | "("+toString(rows)+","+toString(columns)+") != ("+toString(rhs.rows)+","+toString(rhs.columns)+")");
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| 349 | gsl_matrix *res = gsl_matrix_alloc(rows, rhs.columns);
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| 350 | for (size_t i=0;i<rows;++i)
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| 351 | for (size_t j=0;j<columns;++j)
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| 352 | gsl_matrix_set(res, i,j, gsl_matrix_get(content, i,j)*gsl_matrix_get(rhs.content, i,j));
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| 353 | // gsl_matrix is taken over by constructor, hence no free
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| 354 | MatrixContent tmp(res);
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| 355 | gsl_matrix_free(res);
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| 356 | return tmp;
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| 357 | }
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| 358 |
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| 359 | /** Hadamard multiplication with copy operator.
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| 360 | * The Hadamard product is component-wise matrix product.
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| 361 | * Note that Hadamard product can easily be done on top of \a *this matrix.
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| 362 | * Hence, we don't need to use the multiply and copy operator as in the case of
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| 363 | * MatrixContent::operator*=().
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| 364 | * \param &rhs matrix to hadamard-multiply with
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| 365 | * \return reference to newly allocated MatrixContent
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| 366 | */
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| 367 | const MatrixContent &MatrixContent::operator&=(const MatrixContent &rhs)
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| 368 | {
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| 369 | ASSERT ((rows == rhs.rows) && (columns == rhs.columns),
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| 370 | "MatrixContent::operator&() - dimensions not match for matrix product (a,b) != (b,c):"
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| 371 | "("+toString(rows)+","+toString(columns)+") != ("+toString(rhs.rows)+","+toString(rhs.columns)+")");
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| 372 | for (size_t i=0;i<rows;++i)
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| 373 | for (size_t j=0;j<columns;++j)
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| 374 | gsl_matrix_set(content, i,j, gsl_matrix_get(content, i,j)*gsl_matrix_get(rhs.content, i,j));
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| 375 | return *this;
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| 376 | }
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| 377 |
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| 378 | /* ========================== Accessing =============================== */
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| 379 |
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| 380 | /** Accessor for manipulating component (i,j).
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| 381 | * \param i row number
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| 382 | * \param j column number
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| 383 | * \return reference to component (i,j)
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| 384 | */
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| 385 | double &MatrixContent::at(size_t i, size_t j)
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| 386 | {
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| 387 | ASSERT((i>=0) && (i<rows),
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| 388 | "MatrixContent::at() - Index i="+toString(i)+" for Matrix access out of range [0,"+toString(rows)+"]");
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| 389 | ASSERT((j>=0) && (j<columns),
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| 390 | "MatrixContent::at() - Index j="+toString(j)+" for Matrix access out of range [0,"+toString(columns)+"]");
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| 391 | return *gsl_matrix_ptr (content, i, j);
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| 392 | }
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| 393 |
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| 394 | /** Constant accessor for (value of) component (i,j).
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| 395 | * \param i row number
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| 396 | * \param j column number
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| 397 | * \return const component (i,j)
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| 398 | */
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| 399 | const double MatrixContent::at(size_t i, size_t j) const
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| 400 | {
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| 401 | ASSERT((i>=0) && (i<rows),
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| 402 | "MatrixContent::at() - Index i="+toString(i)+" for Matrix access out of range [0,"+toString(rows)+"]");
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| 403 | ASSERT((j>=0) && (j<columns),
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| 404 | "MatrixContent::at() - Index j="+toString(j)+" for Matrix access out of range [0,"+toString(columns)+"]");
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| 405 | return gsl_matrix_get(content, i, j);
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| 406 | }
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| 407 |
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| 408 | /** These functions return a pointer to the \a m-th element of a matrix.
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| 409 | * If \a m or \a n lies outside the allowed range of 0 to MatrixContent::dimension-1 then the error handler is invoked and a null pointer is returned.
|
|---|
| 410 | * \param m index
|
|---|
| 411 | * \return pointer to \a m-th element
|
|---|
| 412 | */
|
|---|
| 413 | double *MatrixContent::Pointer(size_t m, size_t n)
|
|---|
| 414 | {
|
|---|
| 415 | return gsl_matrix_ptr (content, m, n);
|
|---|
| 416 | };
|
|---|
| 417 |
|
|---|
| 418 | /** These functions return a constant pointer to the \a m-th element of a matrix.
|
|---|
| 419 | * If \a m or \a n lies outside the allowed range of 0 to MatrixContent::dimension-1 then the error handler is invoked and a null pointer is returned.
|
|---|
| 420 | * \param m index
|
|---|
| 421 | * \return const pointer to \a m-th element
|
|---|
| 422 | */
|
|---|
| 423 | const double *MatrixContent::const_Pointer(size_t m, size_t n) const
|
|---|
| 424 | {
|
|---|
| 425 | return gsl_matrix_const_ptr (content, m, n);
|
|---|
| 426 | };
|
|---|
| 427 |
|
|---|
| 428 | /* ========================== Initializing =============================== */
|
|---|
| 429 |
|
|---|
| 430 | /** Setter for component (i,j).
|
|---|
| 431 | * \param i row numbr
|
|---|
| 432 | * \param j column numnber
|
|---|
| 433 | * \param value value to set componnt (i,j) to
|
|---|
| 434 | */
|
|---|
| 435 | void MatrixContent::set(size_t i, size_t j, const double value)
|
|---|
| 436 | {
|
|---|
| 437 | ASSERT((i>=0) && (i<rows),
|
|---|
| 438 | "MatrixContent::set() - Index i="+toString(i)+" for Matrix access out of range [0,"+toString(rows)+"]");
|
|---|
| 439 | ASSERT((j>=0) && (j<columns),
|
|---|
| 440 | "MatrixContent::set() - Index j="+toString(j)+" for Matrix access out of range [0,"+toString(columns)+"]");
|
|---|
| 441 | gsl_matrix_set(content,i,j,value);
|
|---|
| 442 | }
|
|---|
| 443 |
|
|---|
| 444 | /** This function sets the matrix from a double array.
|
|---|
| 445 | * Creates a matrix view of the array and performs a memcopy.
|
|---|
| 446 | * \param *x array of values (no dimension check is performed)
|
|---|
| 447 | */
|
|---|
| 448 | void MatrixContent::setFromDoubleArray(double * x)
|
|---|
| 449 | {
|
|---|
| 450 | gsl_matrix_view m = gsl_matrix_view_array (x, rows, columns);
|
|---|
| 451 | gsl_matrix_memcpy (content, &m.matrix);
|
|---|
| 452 | };
|
|---|
| 453 |
|
|---|
| 454 | /* ====================== Exchanging elements ============================ */
|
|---|
| 455 | /** This function exchanges the \a i-th and \a j-th row of the matrix in-place.
|
|---|
| 456 | * \param i i-th row to swap with ...
|
|---|
| 457 | * \param j ... j-th row to swap against
|
|---|
| 458 | */
|
|---|
| 459 | bool MatrixContent::SwapRows(size_t i, size_t j)
|
|---|
| 460 | {
|
|---|
| 461 | return (gsl_matrix_swap_rows (content, i, j) == GSL_SUCCESS);
|
|---|
| 462 | };
|
|---|
| 463 |
|
|---|
| 464 | /** This function exchanges the \a i-th and \a j-th column of the matrix in-place.
|
|---|
| 465 | * \param i i-th column to swap with ...
|
|---|
| 466 | * \param j ... j-th column to swap against
|
|---|
| 467 | */
|
|---|
| 468 | bool MatrixContent::SwapColumns(size_t i, size_t j)
|
|---|
| 469 | {
|
|---|
| 470 | return (gsl_matrix_swap_columns (content, i, j) == GSL_SUCCESS);
|
|---|
| 471 | };
|
|---|
| 472 |
|
|---|
| 473 | /** This function exchanges the \a i-th row and \a j-th column of the matrix in-place.
|
|---|
| 474 | * The matrix must be square for this operation to be possible.
|
|---|
| 475 | * \param i i-th row to swap with ...
|
|---|
| 476 | * \param j ... j-th column to swap against
|
|---|
| 477 | */
|
|---|
| 478 | bool MatrixContent::SwapRowColumn(size_t i, size_t j)
|
|---|
| 479 | {
|
|---|
| 480 | ASSERT (rows == columns,
|
|---|
| 481 | "MatrixContent::SwapRowColumn() - The matrix must be square for swapping row against column to be possible.");
|
|---|
| 482 | return (gsl_matrix_swap_rowcol (content, i, j) == GSL_SUCCESS);
|
|---|
| 483 | };
|
|---|
| 484 |
|
|---|
| 485 | /** Return transposed matrix.
|
|---|
| 486 | * \return new matrix that is transposed of this.
|
|---|
| 487 | */
|
|---|
| 488 | MatrixContent MatrixContent::transpose() const
|
|---|
| 489 | {
|
|---|
| 490 | gsl_matrix *res = gsl_matrix_alloc(columns, rows); // column and row dimensions exchanged!
|
|---|
| 491 | gsl_matrix_transpose_memcpy(res, content);
|
|---|
| 492 | MatrixContent newContent(res);
|
|---|
| 493 | gsl_matrix_free(res);
|
|---|
| 494 | return newContent;
|
|---|
| 495 | }
|
|---|
| 496 |
|
|---|
| 497 | /** Turn this matrix into its transposed.
|
|---|
| 498 | * Note that this is only possible if rows == columns.
|
|---|
| 499 | */
|
|---|
| 500 | MatrixContent &MatrixContent::transpose()
|
|---|
| 501 | {
|
|---|
| 502 | ASSERT( rows == columns,
|
|---|
| 503 | "MatrixContent::transpose() - cannot transpose onto itself as matrix not square: "+toString(rows)+"!="+toString(columns)+"!");
|
|---|
| 504 | double tmp;
|
|---|
| 505 | for (size_t i=0;i<rows;i++)
|
|---|
| 506 | for (size_t j=i+1;j<rows;j++) {
|
|---|
| 507 | tmp = at(j,i);
|
|---|
| 508 | at(j,i) = at(i,j);
|
|---|
| 509 | at(i,j) = tmp;
|
|---|
| 510 | }
|
|---|
| 511 | return *this;
|
|---|
| 512 | }
|
|---|
| 513 |
|
|---|
| 514 | /** Transform the matrix to its eigenbasis and return resulting eigenvalues.
|
|---|
| 515 | * Note that we only return real-space part in case of non-symmetric matrix.
|
|---|
| 516 | * \warn return vector has to be freed'd
|
|---|
| 517 | * TODO: encapsulate return value in boost::shared_ptr or in VectorContent.
|
|---|
| 518 | * \return gsl_vector pointer to vector of eigenvalues
|
|---|
| 519 | */
|
|---|
| 520 | gsl_vector* MatrixContent::transformToEigenbasis()
|
|---|
| 521 | {
|
|---|
| 522 | if (rows == columns) { // symmetric
|
|---|
| 523 | gsl_eigen_symmv_workspace *T = gsl_eigen_symmv_alloc(rows);
|
|---|
| 524 | gsl_vector *eval = gsl_vector_alloc(rows);
|
|---|
| 525 | gsl_matrix *evec = gsl_matrix_alloc(rows, rows);
|
|---|
| 526 | gsl_eigen_symmv(content, eval, evec, T);
|
|---|
| 527 | gsl_eigen_symmv_free(T);
|
|---|
| 528 | gsl_matrix_memcpy(content, evec);
|
|---|
| 529 | gsl_matrix_free(evec);
|
|---|
| 530 | return eval;
|
|---|
| 531 | } else { // non-symmetric
|
|---|
| 532 | // blow up gsl_matrix in content to square matrix, fill other components with zero
|
|---|
| 533 | const size_t greaterDimension = rows > columns ? rows : columns;
|
|---|
| 534 | gsl_matrix *content_square = gsl_matrix_alloc(greaterDimension, greaterDimension);
|
|---|
| 535 | for (size_t i=0; i<greaterDimension; i++) {
|
|---|
| 536 | for (size_t j=0; j<greaterDimension; j++) {
|
|---|
| 537 | const double value = ((i < rows) && (j < columns)) ? gsl_matrix_get(content,i,j) : 0.;
|
|---|
| 538 | gsl_matrix_set(content_square, i,j, value);
|
|---|
| 539 | }
|
|---|
| 540 | }
|
|---|
| 541 |
|
|---|
| 542 | // show squared matrix by putting it into a MatrixViewContent
|
|---|
| 543 | MatrixContent *ContentSquare = new MatrixViewContent(gsl_matrix_submatrix(content_square,0,0,content_square->size1, content_square->size2));
|
|---|
| 544 | std::cout << "The squared matrix is " << *ContentSquare << std::endl;
|
|---|
| 545 |
|
|---|
| 546 | // solve eigenvalue problem
|
|---|
| 547 | gsl_eigen_nonsymmv_workspace *T = gsl_eigen_nonsymmv_alloc(rows);
|
|---|
| 548 | gsl_vector_complex *eval = gsl_vector_complex_alloc(greaterDimension);
|
|---|
| 549 | gsl_matrix_complex *evec = gsl_matrix_complex_alloc(greaterDimension, greaterDimension);
|
|---|
| 550 | gsl_eigen_nonsymmv(content_square, eval, evec, T);
|
|---|
| 551 | gsl_eigen_nonsymmv_free(T);
|
|---|
| 552 |
|
|---|
| 553 | // copy eigenvectors real-parts into content_square and ...
|
|---|
| 554 | for (size_t i=0; i<greaterDimension; i++)
|
|---|
| 555 | for (size_t j=0; j<greaterDimension; j++)
|
|---|
| 556 | gsl_matrix_set(content_square, i,j, GSL_REAL(gsl_matrix_complex_get(evec,i,j)));
|
|---|
| 557 |
|
|---|
| 558 | // ... show complex-valued eigenvector matrix
|
|---|
| 559 | std::cout << "The real-value eigenvector matrix is " << *ContentSquare << std::endl;
|
|---|
| 560 | // std::cout << "Resulting eigenvector matrix is [";
|
|---|
| 561 | // for (size_t i=0; i<greaterDimension; i++) {
|
|---|
| 562 | // for (size_t j=0; j<greaterDimension; j++) {
|
|---|
| 563 | // std::cout << "(" << GSL_REAL(gsl_matrix_complex_get(evec,i,j))
|
|---|
| 564 | // << "," << GSL_IMAG(gsl_matrix_complex_get(evec,i,j)) << ")";
|
|---|
| 565 | // if (j < greaterDimension-1)
|
|---|
| 566 | // std::cout << " ";
|
|---|
| 567 | // }
|
|---|
| 568 | // if (i < greaterDimension-1)
|
|---|
| 569 | // std::cout << "; ";
|
|---|
| 570 | // }
|
|---|
| 571 | // std::cout << "]" << std::endl;
|
|---|
| 572 |
|
|---|
| 573 | // copy real-parts of complex eigenvalues and eigenvectors (column-wise orientation)
|
|---|
| 574 | gsl_vector *eval_real = gsl_vector_alloc(columns);
|
|---|
| 575 | size_t I=0;
|
|---|
| 576 | for (size_t i=0; i<greaterDimension; i++) { // only copy real space part
|
|---|
| 577 | if (fabs(GSL_REAL(gsl_vector_complex_get(eval,i))) > LINALG_MYEPSILON) { // only take eigenvectors with value > 0
|
|---|
| 578 | std::cout << i << "th eigenvalue is (" << GSL_REAL(gsl_vector_complex_get(eval,i)) << "," << GSL_IMAG(gsl_vector_complex_get(eval,i)) << ")" << std::endl;
|
|---|
| 579 | for (size_t j=0; j<greaterDimension; j++) {
|
|---|
| 580 | if (fabs(GSL_IMAG(gsl_matrix_complex_get(evec,j,i))) > LINALG_MYEPSILON)
|
|---|
| 581 | std::cerr << "MatrixContent::transformToEigenbasis() - WARNING: eigenvectors are complex-valued!" << std::endl;
|
|---|
| 582 | gsl_matrix_set(content, j,I, GSL_REAL(gsl_matrix_complex_get(evec,j,i)));
|
|---|
| 583 | }
|
|---|
| 584 | if (fabs(GSL_IMAG(gsl_vector_complex_get(eval,I))) > LINALG_MYEPSILON)
|
|---|
| 585 | std::cerr << "MatrixContent::transformToEigenbasis() - WARNING: eigenvectors are complex-valued!" << std::endl;
|
|---|
| 586 | gsl_vector_set(eval_real, I, GSL_REAL(gsl_vector_complex_get(eval, i)));
|
|---|
| 587 | I++;
|
|---|
| 588 | }
|
|---|
| 589 | }
|
|---|
| 590 | gsl_matrix_complex_free(evec);
|
|---|
| 591 | gsl_vector_complex_free(eval);
|
|---|
| 592 | delete ContentSquare;
|
|---|
| 593 |
|
|---|
| 594 | return eval_real;
|
|---|
| 595 | }
|
|---|
| 596 | }
|
|---|
| 597 |
|
|---|
| 598 |
|
|---|
| 599 | /** Sorts the eigenpairs in ascending order of the eigenvalues.
|
|---|
| 600 | * We assume that MatrixContent::transformToEigenbasis() has just been called.
|
|---|
| 601 | * @param eigenvalues vector of eigenvalue from
|
|---|
| 602 | * MatrixContent::transformToEigenbasis()
|
|---|
| 603 | */
|
|---|
| 604 | void MatrixContent::sortEigenbasis(gsl_vector *eigenvalues)
|
|---|
| 605 | {
|
|---|
| 606 | gsl_eigen_symmv_sort (eigenvalues, content,
|
|---|
| 607 | GSL_EIGEN_SORT_VAL_ASC);
|
|---|
| 608 | }
|
|---|
| 609 |
|
|---|
| 610 | /* ============================ Properties ============================== */
|
|---|
| 611 | /** Checks whether matrix' elements are strictly null.
|
|---|
| 612 | * \return true - is null, false - else
|
|---|
| 613 | */
|
|---|
| 614 | bool MatrixContent::IsNull() const
|
|---|
| 615 | {
|
|---|
| 616 | return gsl_matrix_isnull (content);
|
|---|
| 617 | };
|
|---|
| 618 |
|
|---|
| 619 | /** Checks whether matrix' elements are strictly positive.
|
|---|
| 620 | * \return true - is positive, false - else
|
|---|
| 621 | */
|
|---|
| 622 | bool MatrixContent::IsPositive() const
|
|---|
| 623 | {
|
|---|
| 624 | return gsl_matrix_ispos (content);
|
|---|
| 625 | };
|
|---|
| 626 |
|
|---|
| 627 | /** Checks whether matrix' elements are strictly negative.
|
|---|
| 628 | * \return true - is negative, false - else
|
|---|
| 629 | */
|
|---|
| 630 | bool MatrixContent::IsNegative() const
|
|---|
| 631 | {
|
|---|
| 632 | return gsl_matrix_isneg (content);
|
|---|
| 633 | };
|
|---|
| 634 |
|
|---|
| 635 | /** Checks whether matrix' elements are strictly non-negative.
|
|---|
| 636 | * \return true - is non-negative, false - else
|
|---|
| 637 | */
|
|---|
| 638 | bool MatrixContent::IsNonNegative() const
|
|---|
| 639 | {
|
|---|
| 640 | return gsl_matrix_isnonneg (content);
|
|---|
| 641 | };
|
|---|
| 642 |
|
|---|
| 643 | /** This function performs a Cholesky decomposition to determine whether matrix is positive definite.
|
|---|
| 644 | * We check whether GSL returns GSL_EDOM as error, indicating that decomposition failed due to matrix not being positive-definite.
|
|---|
| 645 | * \return true - matrix is positive-definite, false - else
|
|---|
| 646 | */
|
|---|
| 647 | bool MatrixContent::IsPositiveDefinite() const
|
|---|
| 648 | {
|
|---|
| 649 | if (rows != columns) // only possible for square matrices.
|
|---|
| 650 | return false;
|
|---|
| 651 | else
|
|---|
| 652 | return (gsl_linalg_cholesky_decomp (content) != GSL_EDOM);
|
|---|
| 653 | };
|
|---|
| 654 |
|
|---|
| 655 |
|
|---|
| 656 | /** Calculates the determinant of the matrix.
|
|---|
| 657 | * if matrix is square, uses LU decomposition.
|
|---|
| 658 | */
|
|---|
| 659 | double MatrixContent::Determinant() const
|
|---|
| 660 | {
|
|---|
| 661 | int signum = 0;
|
|---|
| 662 | ASSERT(rows == columns,
|
|---|
| 663 | "MatrixContent::Determinant() - determinant can only be calculated for square matrices.");
|
|---|
| 664 | gsl_permutation *p = gsl_permutation_alloc(rows);
|
|---|
| 665 | gsl_linalg_LU_decomp(content, p, &signum);
|
|---|
| 666 | gsl_permutation_free(p);
|
|---|
| 667 | return gsl_linalg_LU_det(content, signum);
|
|---|
| 668 | };
|
|---|
| 669 |
|
|---|
| 670 | /** Preparses a matrix in an input stream for row and column count.
|
|---|
| 671 | *
|
|---|
| 672 | * \note This does not change the get position within the stream.
|
|---|
| 673 | *
|
|---|
| 674 | * @param inputstream to parse matrix from
|
|---|
| 675 | * @return pair with (row, column)
|
|---|
| 676 | */
|
|---|
| 677 | std::pair<size_t, size_t> MatrixContent::preparseMatrixDimensions(std::istream &inputstream)
|
|---|
| 678 | {
|
|---|
| 679 | const std::streampos initial_position(inputstream.tellg());
|
|---|
| 680 | // std::cout << "We are at position "
|
|---|
| 681 | // +toString((int)inputstream.tellg())+" from start of stream." << std::endl;
|
|---|
| 682 | size_t rows = 0;
|
|---|
| 683 | size_t columns = 0;
|
|---|
| 684 | do {
|
|---|
| 685 | std::string line;
|
|---|
| 686 | getline(inputstream, line);
|
|---|
| 687 | std::stringstream parseline(line);
|
|---|
| 688 | // skip comments
|
|---|
| 689 | if ((parseline.peek() == '#') || (line.empty()))
|
|---|
| 690 | continue;
|
|---|
| 691 | // break on empty lines
|
|---|
| 692 | if (parseline.peek() == '\n')
|
|---|
| 693 | break;
|
|---|
| 694 |
|
|---|
| 695 | // parse line with values
|
|---|
| 696 | std::vector<double> line_of_values;
|
|---|
| 697 | do {
|
|---|
| 698 | double value;
|
|---|
| 699 | parseline >> value >> ws;
|
|---|
| 700 | line_of_values.push_back(value);
|
|---|
| 701 | } while (parseline.good());
|
|---|
| 702 |
|
|---|
| 703 | // set matrixdimension if first line
|
|---|
| 704 | if (columns == 0) {
|
|---|
| 705 | columns = line_of_values.size();
|
|---|
| 706 | } else { // otherwise check
|
|---|
| 707 | ASSERT(columns == line_of_values.size(),
|
|---|
| 708 | "MatrixContent::MatrixContent() - row "
|
|---|
| 709 | +toString(rows)+" has a different number of columns "
|
|---|
| 710 | +toString(line_of_values.size())+" than this matrix has "
|
|---|
| 711 | +toString(columns)+".");
|
|---|
| 712 | }
|
|---|
| 713 | ++rows;
|
|---|
| 714 | } while (inputstream.good());
|
|---|
| 715 | // clear end of file flags
|
|---|
| 716 | inputstream.clear();
|
|---|
| 717 |
|
|---|
| 718 | // reset to initial position
|
|---|
| 719 | inputstream.seekg(initial_position);
|
|---|
| 720 | // std::cout << "We are again at position "
|
|---|
| 721 | // +toString((int)inputstream.tellg())+" from start of stream." << std::endl;
|
|---|
| 722 |
|
|---|
| 723 | return make_pair(rows, columns);
|
|---|
| 724 | }
|
|---|
| 725 |
|
|---|
| 726 | /** Writes matrix content to ostream in such a manner that it can be re-parsed
|
|---|
| 727 | * by the code in the constructor.
|
|---|
| 728 | *
|
|---|
| 729 | * @param ost stream to write to
|
|---|
| 730 | */
|
|---|
| 731 | void MatrixContent::write(std::ostream &ost) const
|
|---|
| 732 | {
|
|---|
| 733 | for (size_t row = 0; row < rows; ++row) {
|
|---|
| 734 | for (size_t column = 0; column < columns; ++column)
|
|---|
| 735 | ost << at(row, column) << "\t";
|
|---|
| 736 | ost << std::endl;
|
|---|
| 737 | }
|
|---|
| 738 | }
|
|---|
| 739 |
|
|---|
| 740 |
|
|---|
| 741 | /* ============================= Operators =============================== */
|
|---|
| 742 |
|
|---|
| 743 | /** Scalar multiplication operator.
|
|---|
| 744 | * \param factor factor to scale with
|
|---|
| 745 | */
|
|---|
| 746 | const MatrixContent &MatrixContent::operator*=(const double factor)
|
|---|
| 747 | {
|
|---|
| 748 | gsl_matrix_scale(content, factor);
|
|---|
| 749 | return *this;
|
|---|
| 750 | }
|
|---|
| 751 |
|
|---|
| 752 | /** Scalar multiplication and copy operator.
|
|---|
| 753 | * \param factor factor to scale with
|
|---|
| 754 | * \param &mat MatrixContent to scale
|
|---|
| 755 | * \return copied and scaled MatrixContent
|
|---|
| 756 | */
|
|---|
| 757 | const MatrixContent operator*(const double factor,const MatrixContent& mat)
|
|---|
| 758 | {
|
|---|
| 759 | MatrixContent tmp = mat;
|
|---|
| 760 | tmp*=factor;
|
|---|
| 761 | return tmp;
|
|---|
| 762 | }
|
|---|
| 763 |
|
|---|
| 764 | /** Scalar multiplication and copy operator (with operands exchanged).
|
|---|
| 765 | * \param &mat MatrixContent to scale
|
|---|
| 766 | * \param factor factor to scale with
|
|---|
| 767 | * \return copied and scaled MatrixContent
|
|---|
| 768 | */
|
|---|
| 769 | const MatrixContent operator*(const MatrixContent &mat,const double factor)
|
|---|
| 770 | {
|
|---|
| 771 | return factor*mat;
|
|---|
| 772 | }
|
|---|
| 773 |
|
|---|
| 774 | /** Sums two MatrixContents \a and \b component-wise.
|
|---|
| 775 | * \param a first MatrixContent
|
|---|
| 776 | * \param b second MatrixContent
|
|---|
| 777 | * \return a + b
|
|---|
| 778 | */
|
|---|
| 779 | MatrixContent const operator+(const MatrixContent& a, const MatrixContent& b)
|
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| 780 | {
|
|---|
| 781 | ASSERT(a.rows == b.rows, "MatrixContent::operator+() - row counts have to match: "
|
|---|
| 782 | +toString(a.rows)+" != "+toString(b.rows)+"!");
|
|---|
| 783 | ASSERT(a.columns == b.columns, "MatrixContent::operator+() - column counts have to match: "
|
|---|
| 784 | +toString(a.columns)+" != "+toString(b.columns)+"!");
|
|---|
| 785 | MatrixContent x(a);
|
|---|
| 786 | x += b;
|
|---|
| 787 | return x;
|
|---|
| 788 | };
|
|---|
| 789 |
|
|---|
| 790 | /** Subtracts MatrixContent \a from \b component-wise.
|
|---|
| 791 | * \param a first MatrixContent
|
|---|
| 792 | * \param b second MatrixContent
|
|---|
| 793 | * \return a - b
|
|---|
| 794 | */
|
|---|
| 795 | MatrixContent const operator-(const MatrixContent& a, const MatrixContent& b)
|
|---|
| 796 | {
|
|---|
| 797 | ASSERT(a.rows == b.rows, "MatrixContent::operator+() - row counts have to match: "
|
|---|
| 798 | +toString(a.rows)+" != "+toString(b.rows)+"!");
|
|---|
| 799 | ASSERT(a.columns == b.columns, "MatrixContent::operator+() - column counts have to match: "
|
|---|
| 800 | +toString(a.columns)+" != "+toString(b.columns)+"!");
|
|---|
| 801 | MatrixContent x(a);
|
|---|
| 802 | x -= b;
|
|---|
| 803 | return x;
|
|---|
| 804 | };
|
|---|
| 805 |
|
|---|
| 806 | /** Equality operator.
|
|---|
| 807 | * Note that we use numerical sensible checking, i.e. with threshold LINALG_MYEPSILON.
|
|---|
| 808 | * \param &rhs MatrixContent to checks against
|
|---|
| 809 | */
|
|---|
| 810 | bool MatrixContent::operator==(const MatrixContent &rhs) const
|
|---|
| 811 | {
|
|---|
| 812 | if ((rows == rhs.rows) && (columns == rhs.columns)) {
|
|---|
| 813 | for(int i=rows;i--;){
|
|---|
| 814 | for(int j=columns;j--;){
|
|---|
| 815 | if(fabs(at(i,j)-rhs.at(i,j))>LINALG_MYEPSILON){
|
|---|
| 816 | return false;
|
|---|
| 817 | }
|
|---|
| 818 | }
|
|---|
| 819 | }
|
|---|
| 820 | return true;
|
|---|
| 821 | }
|
|---|
| 822 | return false;
|
|---|
| 823 | }
|
|---|
| 824 |
|
|---|
| 825 |
|
|---|
| 826 | std::ostream & operator<<(std::ostream &ost, const MatrixContent &mat)
|
|---|
| 827 | {
|
|---|
| 828 | ost << "\\begin{pmatrix}";
|
|---|
| 829 | for (size_t i=0;i<mat.rows;i++) {
|
|---|
| 830 | for (size_t j=0;j<mat.columns;j++) {
|
|---|
| 831 | ost << mat.at(i,j) << " ";
|
|---|
| 832 | if (j != mat.columns-1)
|
|---|
| 833 | ost << "& ";
|
|---|
| 834 | }
|
|---|
| 835 | if (i != mat.rows-1)
|
|---|
| 836 | ost << "\\\\ ";
|
|---|
| 837 | }
|
|---|
| 838 | ost << "\\end{pmatrix}";
|
|---|
| 839 | return ost;
|
|---|
| 840 | }
|
|---|