1 | /*
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2 | * gslmatrix.cpp
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3 | *
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4 | * Created on: Jan 8, 2010
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5 | * Author: heber
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6 | */
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7 |
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8 | using namespace std;
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9 |
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10 | #include "gslmatrix.hpp"
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11 | #include "helpers.hpp"
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12 |
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13 | #include <cassert>
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14 | #include <gsl/gsl_linalg.h>
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15 |
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16 | /** Constructor of class GSLMatrix.
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17 | * Allocates GSL structures
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18 | * \param m dimension of matrix
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19 | */
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20 | GSLMatrix::GSLMatrix(size_t m, size_t n) : rows(m), columns(n)
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21 | {
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22 | matrix = gsl_matrix_calloc(rows, columns);
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23 | };
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24 |
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25 | /** Copy constructor of class GSLMatrix.
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26 | * Allocates GSL structures and copies components from \a *src.
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27 | * \param *src source matrix
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28 | */
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29 | GSLMatrix::GSLMatrix(const GSLMatrix * const src) : rows(src->rows), columns(src->columns)
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30 | {
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31 | matrix = gsl_matrix_alloc(rows, columns);
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32 | gsl_matrix_memcpy (matrix, src->matrix);
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33 | };
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34 |
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35 | /** Destructor of class GSLMatrix.
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36 | * Frees GSL structures
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37 | */
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38 | GSLMatrix::~GSLMatrix()
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39 | {
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40 | gsl_matrix_free(matrix);
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41 | rows = 0;
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42 | columns = 0;
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43 | };
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44 |
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45 | /** Assignment operator.
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46 | * \param &rhs right hand side
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47 | * \return object itself
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48 | */
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49 | GSLMatrix& GSLMatrix::operator=(const GSLMatrix& rhs)
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50 | {
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51 | if (this == &rhs) // not necessary here, but identity assignment check is generally a good idea
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52 | return *this;
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53 | assert(rows == rhs.rows && columns == rhs.columns && "Number of rows and columns do not match!");
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54 |
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55 | gsl_matrix_memcpy (matrix, rhs.matrix);
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56 |
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57 | return *this;
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58 | };
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59 |
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60 | /* ============================ Accessing =============================== */
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61 | /** This function sets the matrix from a double array.
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62 | * Creates a matrix view of the array and performs a memcopy.
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63 | * \param *x array of values (no dimension check is performed)
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64 | */
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65 | void GSLMatrix::SetFromDoubleArray(double * x)
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66 | {
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67 | gsl_matrix_view m = gsl_matrix_view_array (x, rows, columns);
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68 | gsl_matrix_memcpy (matrix, &m.matrix);
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69 | };
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70 |
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71 | /** This function returns the i-th element of a matrix.
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72 | * If \a m or \a n lies outside the allowed range of 0 to GSLMatrix::dimension-1 then the error handler is invoked and 0 is returned.
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73 | * \param m row index
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74 | * \param n colum index
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75 | * \return (m,n)-th element of matrix
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76 | */
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77 | double GSLMatrix::Get(size_t m, size_t n)
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78 | {
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79 | return gsl_matrix_get (matrix, m, n);
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80 | };
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81 |
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82 | /** This function sets the value of the \a m -th element of a matrix to \a x.
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83 | * If \a m or \a n lies outside the allowed range of 0 to GSLMatrix::dimension-1 then the error handler is invoked.
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84 | * \param m row index
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85 | * \param m column index
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86 | * \param x value to set element (m,n) to
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87 | */
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88 | void GSLMatrix::Set(size_t m, size_t n, double x)
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89 | {
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90 | gsl_matrix_set (matrix, m, n, x);
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91 | };
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92 |
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93 | /** These functions return a pointer to the \a m-th element of a matrix.
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94 | * If \a m or \a n lies outside the allowed range of 0 to GSLMatrix::dimension-1 then the error handler is invoked and a null pointer is returned.
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95 | * \param m index
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96 | * \return pointer to \a m-th element
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97 | */
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98 | double *GSLMatrix::Pointer(size_t m, size_t n)
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99 | {
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100 | return gsl_matrix_ptr (matrix, m, n);
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101 | };
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102 |
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103 | /** These functions return a constant pointer to the \a m-th element of a matrix.
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104 | * If \a m or \a n lies outside the allowed range of 0 to GSLMatrix::dimension-1 then the error handler is invoked and a null pointer is returned.
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105 | * \param m index
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106 | * \return const pointer to \a m-th element
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107 | */
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108 | const double *GSLMatrix::const_Pointer(size_t m, size_t n)
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109 | {
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110 | return gsl_matrix_const_ptr (matrix, m, n);
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111 | };
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112 |
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113 | /* ========================== Initializing =============================== */
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114 | /** This function sets all the elements of the matrix to the value \a x.
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115 | * \param *x
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116 | */
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117 | void GSLMatrix::SetAll(double x)
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118 | {
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119 | gsl_matrix_set_all (matrix, x);
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120 | };
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121 |
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122 | /** This function sets all the elements of the matrix to zero.
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123 | */
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124 | void GSLMatrix::SetZero()
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125 | {
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126 | gsl_matrix_set_zero (matrix);
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127 | };
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128 |
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129 | /** This function sets the elements of the matrix to the corresponding elements of the identity matrix, \f$m(i,j) = \delta(i,j)\f$, i.e. a unit diagonal with all off-diagonal elements zero.
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130 | * This applies to both square and rectangular matrices.
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131 | */
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132 | void GSLMatrix::SetIdentity()
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133 | {
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134 | gsl_matrix_set_identity (matrix);
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135 | };
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136 |
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137 | /* ====================== Exchanging elements ============================ */
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138 | /** This function exchanges the \a i-th and \a j-th row of the matrix in-place.
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139 | * \param i i-th row to swap with ...
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140 | * \param j ... j-th row to swap against
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141 | */
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142 | bool GSLMatrix::SwapRows(size_t i, size_t j)
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143 | {
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144 | return (gsl_matrix_swap_rows (matrix, i, j) == GSL_SUCCESS);
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145 | };
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146 |
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147 | /** This function exchanges the \a i-th and \a j-th column of the matrix in-place.
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148 | * \param i i-th column to swap with ...
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149 | * \param j ... j-th column to swap against
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150 | */
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151 | bool GSLMatrix::SwapColumns(size_t i, size_t j)
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152 | {
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153 | return (gsl_matrix_swap_columns (matrix, i, j) == GSL_SUCCESS);
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154 | };
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155 |
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156 | /** This function exchanges the \a i-th row and \a j-th column of the matrix in-place.
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157 | * The matrix must be square for this operation to be possible.
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158 | * \param i i-th row to swap with ...
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159 | * \param j ... j-th column to swap against
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160 | */
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161 | bool GSLMatrix::SwapRowColumn(size_t i, size_t j)
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162 | {
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163 | assert (rows == columns && "The matrix must be square for swapping row against column to be possible.");
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164 | return (gsl_matrix_swap_rowcol (matrix, i, j) == GSL_SUCCESS);
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165 | };
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166 |
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167 | /** This function transposes the matrix.
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168 | * Note that the function is extended to the non-square case, where the matrix is re-allocated and copied.
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169 | */
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170 | bool GSLMatrix::Transpose()
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171 | {
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172 | if (rows == columns)// if square, use GSL
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173 | return (gsl_matrix_transpose (matrix) == GSL_SUCCESS);
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174 | else { // otherwise we have to copy a bit
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175 | gsl_matrix *dest = gsl_matrix_alloc(columns, rows);
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176 | for (size_t i=0;i<rows; i++)
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177 | for (size_t j=0;j<columns;j++) {
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178 | gsl_matrix_set(dest, j,i, gsl_matrix_get(matrix, i,j) );
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179 | }
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180 | delete(matrix);
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181 | matrix = dest;
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182 | flip(rows, columns);
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183 | return true;
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184 | }
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185 | };
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186 |
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187 | /* ============================ Properties ============================== */
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188 | /** Checks whether matrix' elements are strictly null.
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189 | * \return true - is null, false - else
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190 | */
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191 | bool GSLMatrix::IsNull()
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192 | {
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193 | return gsl_matrix_isnull (matrix);
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194 | };
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195 |
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196 | /** Checks whether matrix' elements are strictly positive.
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197 | * \return true - is positive, false - else
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198 | */
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199 | bool GSLMatrix::IsPositive()
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200 | {
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201 | return gsl_matrix_ispos (matrix);
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202 | };
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203 |
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204 | /** Checks whether matrix' elements are strictly negative.
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205 | * \return true - is negative, false - else
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206 | */
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207 | bool GSLMatrix::IsNegative()
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208 | {
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209 | return gsl_matrix_isneg (matrix);
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210 | };
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211 |
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212 | /** Checks whether matrix' elements are strictly non-negative.
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213 | * \return true - is non-negative, false - else
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214 | */
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215 | bool GSLMatrix::IsNonNegative()
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216 | {
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217 | return gsl_matrix_isnonneg (matrix);
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218 | };
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219 |
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220 | /** This function performs a Cholesky decomposition to determine whether matrix is positive definite.
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221 | * We check whether GSL returns GSL_EDOM as error, indicating that decomposition failed due to matrix not being positive-definite.
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222 | * \return true - matrix is positive-definite, false - else
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223 | */
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224 | bool GSLMatrix::IsPositiveDefinite()
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225 | {
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226 | if (rows != columns) // only possible for square matrices.
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227 | return false;
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228 | else
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229 | return (gsl_linalg_cholesky_decomp (matrix) != GSL_EDOM);
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230 | };
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