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