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// vi: set et ts=4 sw=2 sts=2:
// $Id: fmatrix.hh 6128 2010-09-08 13:50:00Z christi $
#ifndef DUNE_DENSEMATRIX_HH
#define DUNE_DENSEMATRIX_HH
#include <cmath>
#include <cstddef>
#include <iostream>
#include <vector>
#include <dune/common/exceptions.hh>
#include <dune/common/fvector.hh>
#include <dune/common/precision.hh>
#include <dune/common/static_assert.hh>
#include <dune/common/classname.hh>
#include <dune/common/math.hh>
#include <dune/common/unused.hh>
namespace Dune
{
template<typename M> class DenseMatrix;
template<typename M>
struct FieldTraits< DenseMatrix<M> >
{
typedef const typename FieldTraits< typename DenseMatVecTraits<M>::value_type >::field_type field_type;
typedef const typename FieldTraits< typename DenseMatVecTraits<M>::value_type >::real_type real_type;
};
/*
work around a problem of FieldMatrix/FieldVector,
there is no unique way to obtain the size of a class
*/
template<class K, int N, int M> class FieldMatrix;
template<class K, int N> class FieldVector;
namespace {
template<class V>
struct VectorSize
{
static typename V::size_type size(const V & v) { return v.size(); }
};
template<class K, int N>
struct VectorSize< const FieldVector<K,N> >
{
typedef FieldVector<K,N> V;
static typename V::size_type size(const V & v) { return N; }
};
}
/**
@addtogroup DenseMatVec
@{
*/
/*! \file
\brief Implements a matrix constructed from a given type
representing a field and a compile-time given number of rows and columns.
*/
/**
\brief you have to specialize this structure for any type that should be assignable to a DenseMatrix
\tparam DenseMatrix Some type implementing the dense matrix interface
\tparam RHS Right hand side type
*/
template< class DenseMatrix, class RHS >
struct DenseMatrixAssigner;
template< class DenseMatrix, class K, int N, int M >
void istl_assign_to_fmatrix ( DenseMatrix &denseMatrix, const K (&values)[ M ][ N ] )
{
for( int i = 0; i < N; ++i )
for( int j = 0; j < M; ++j )
denseMatrix[ i ][ j ] = values[ i ][ j ];
}
#ifndef DOXYGEN
namespace
{
template< class DenseMatrix, class RHS,
bool primitive = Conversion< RHS, typename DenseMatrix::field_type >::exists >
class DenseMatrixAssignerImplementation;
template< class DenseMatrix, class RHS >
class DenseMatrixAssignerImplementation< DenseMatrix, RHS, true >
{
public:
static void apply ( DenseMatrix &denseMatrix, const RHS &rhs )
{
typedef typename DenseMatrix::field_type field_type;
const field_type value = static_cast< field_type >( rhs );
const std::size_t size = denseMatrix.size();
for( std::size_t i = 0; i < size; ++i )
denseMatrix[ i ] = value;
}
};
template< class DenseMatrix, class RHS >
class DenseMatrixAssignerImplementation< DenseMatrix, RHS, false >
{
template< class M, class T>
struct have_istl_assign_to_fmatrix
{
struct yes { char dummy[ 1 ]; };
struct no { char dummy[ 2 ]; };
template< class C>
static C &get_ref();
template< class C>
static yes test( decltype( istl_assign_to_fmatrix( get_ref< M >(), get_ref< C >() ) ) * );
template< class C >
static no test(...);
public:
static const bool v = sizeof( test< const T >( 0 ) ) == sizeof( yes );
};
template< class M, class T, bool = have_istl_assign_to_fmatrix< M, T >::v >
struct DefaultImplementation;
// forward to istl_assign_to_fmatrix()
template< class M, class T >
struct DefaultImplementation< M, T, true >
{
static void apply ( M &m, const T &t )
{
istl_assign_to_fmatrix( m, t );
}
};
// static_cast
template< class M, class T >
struct DefaultImplementation< M, T, false >
{
static void apply ( M &m, const T &t )
{
dune_static_assert( (Conversion< const T, const M >::exists), "No template specialization of DenseMatrixAssigner found" );
m = static_cast< const M & >( t );
}
};
public:
static void apply ( DenseMatrix &denseMatrix, const RHS &rhs )
{
DefaultImplementation< DenseMatrix, RHS >::apply( denseMatrix, rhs );
}
};
}
template< class DenseMatrix, class RHS >
struct DenseMatrixAssigner
{
static void apply ( DenseMatrix &denseMatrix, const RHS &rhs )
{
DenseMatrixAssignerImplementation< DenseMatrix, RHS >::apply( denseMatrix, rhs );
}
};
#endif // #ifndef DOXYGEN
/** @brief Error thrown if operations of a FieldMatrix fail. */
class FMatrixError : public Exception {};
/**
@brief A dense n x m matrix.
Matrices represent linear maps from a vector space V to a vector space W.
This class represents such a linear map by storing a two-dimensional
%array of numbers of a given field type K. The number of rows and
columns is given at compile time.
\tparam MAT type of the matrix implementation
*/
template<typename MAT>
class DenseMatrix
{
typedef DenseMatVecTraits<MAT> Traits;
// Curiously recurring template pattern
MAT & asImp() { return static_cast<MAT&>(*this); }
const MAT & asImp() const { return static_cast<const MAT&>(*this); }
public:
//===== type definitions and constants
//! type of derived matrix class
typedef typename Traits::derived_type derived_type;
//! export the type representing the field
typedef typename Traits::value_type value_type;
//! export the type representing the field
typedef typename Traits::value_type field_type;
//! export the type representing the components
typedef typename Traits::value_type block_type;
//! The type used for the index access and size operation
typedef typename Traits::size_type size_type;
//! The type used to represent a row (must fulfill the Dune::DenseVector interface)
typedef typename Traits::row_type row_type;
//! The type used to represent a reference to a row (usually row_type &)
typedef typename Traits::row_reference row_reference;
//! The type used to represent a reference to a constant row (usually const row_type &)
typedef typename Traits::const_row_reference const_row_reference;
//! We are at the leaf of the block recursion
enum {
//! The number of block levels we contain. This is 1.
blocklevel = 1
};
//===== access to components
//! random access
row_reference operator[] ( size_type i )
{
return asImp().mat_access(i);
}
const_row_reference operator[] ( size_type i ) const
{
return asImp().mat_access(i);
}
//! size method (number of rows)
size_type size() const
{
return rows();
}
//===== iterator interface to rows of the matrix
//! Iterator class for sequential access
typedef DenseIterator<DenseMatrix,row_type> Iterator;
//! typedef for stl compliant access
typedef Iterator iterator;
//! rename the iterators for easier access
typedef Iterator RowIterator;
//! rename the iterators for easier access
typedef typename row_type::Iterator ColIterator;
//! begin iterator
Iterator begin ()
{
return Iterator(*this,0);
}
//! end iterator
Iterator end ()
{
return Iterator(*this,rows());
}
//! @returns an iterator that is positioned before
//! the end iterator of the vector, i.e. at the last entry.
Iterator beforeEnd ()
{
return Iterator(*this,rows()-1);
}
//! @returns an iterator that is positioned before
//! the first entry of the vector.
Iterator beforeBegin ()
{
return Iterator(*this,-1);
}
//! Iterator class for sequential access
typedef DenseIterator<const DenseMatrix,const row_type> ConstIterator;
//! typedef for stl compliant access
typedef ConstIterator const_iterator;
//! rename the iterators for easier access
typedef ConstIterator ConstRowIterator;
//! rename the iterators for easier access
typedef typename row_type::ConstIterator ConstColIterator;
//! begin iterator
ConstIterator begin () const
{
return ConstIterator(*this,0);
}
//! end iterator
ConstIterator end () const
{
return ConstIterator(*this,rows());
}
//! @returns an iterator that is positioned before
//! the end iterator of the vector. i.e. at the last element
ConstIterator beforeEnd () const
{
return ConstIterator(*this,rows()-1);
}
//! @returns an iterator that is positioned before
//! the first entry of the vector.
ConstIterator beforeBegin () const
{
return ConstIterator(*this,-1);
}
//===== assignment
template< class RHS >
DenseMatrix &operator= ( const RHS &rhs )
{
DenseMatrixAssigner< MAT, RHS >::apply( asImp(), rhs );
return *this;
}
//===== vector space arithmetic
//! vector space addition
template <class Other>
DenseMatrix& operator+= (const DenseMatrix<Other>& y)
{
for (size_type i=0; i<rows(); i++)
(*this)[i] += y[i];
return *this;
}
//! vector space subtraction
template <class Other>
DenseMatrix& operator-= (const DenseMatrix<Other>& y)
{
for (size_type i=0; i<rows(); i++)
(*this)[i] -= y[i];
return *this;
}
//! vector space multiplication with scalar
DenseMatrix& operator*= (const field_type& k)
{
for (size_type i=0; i<rows(); i++)
(*this)[i] *= k;
return *this;
}
//! vector space division by scalar
DenseMatrix& operator/= (const field_type& k)
{
for (size_type i=0; i<rows(); i++)
(*this)[i] /= k;
return *this;
}
//! vector space axpy operation (*this += k y)
template <class Other>
DenseMatrix &axpy (const field_type &k, const DenseMatrix<Other> &y )
{
for( size_type i = 0; i < rows(); ++i )
(*this)[ i ].axpy( k, y[ i ] );
return *this;
}
//! Binary matrix comparison
template <class Other>
bool operator== (const DenseMatrix<Other>& y) const
{
for (size_type i=0; i<rows(); i++)
if ((*this)[i]!=y[i])
return false;
return true;
}
//! Binary matrix incomparison
template <class Other>
bool operator!= (const DenseMatrix<Other>& y) const
{
return !operator==(y);
}
//===== linear maps
//! y = A x
template<class X, class Y>
void mv (const X& x, Y& y) const
{
#ifdef DUNE_FMatrix_WITH_CHECKING
if (x.N()!=M()) DUNE_THROW(FMatrixError,"Index out of range");
if (y.N()!=N()) DUNE_THROW(FMatrixError,"Index out of range");
#endif
for (size_type i=0; i<rows(); ++i)
{
y[i] = 0;
for (size_type j=0; j<cols(); j++)
y[i] += (*this)[i][j] * x[j];
}
}
//! y = A^T x
template< class X, class Y >
void mtv ( const X &x, Y &y ) const
{
#ifdef DUNE_FMatrix_WITH_CHECKING
//assert( &x != &y );
//This assert did not work for me. Compile error:
// comparison between distinct pointer types ‘const
// Dune::FieldVector<double, 3>*’ and ‘Dune::FieldVector<double, 2>*’ lacks a cast
if( x.N() != N() )
DUNE_THROW( FMatrixError, "Index out of range." );
if( y.N() != M() )
DUNE_THROW( FMatrixError, "Index out of range." );
#endif
for( size_type i = 0; i < cols(); ++i )
{
y[ i ] = 0;
for( size_type j = 0; j < rows(); ++j )
y[ i ] += (*this)[ j ][ i ] * x[ j ];
}
}
//! y += A x
template<class X, class Y>
void umv (const X& x, Y& y) const
{
#ifdef DUNE_FMatrix_WITH_CHECKING
if (x.N()!=M())
DUNE_THROW(FMatrixError,"y += A x -- index out of range (sizes: x: " << x.N() << ", y: " << y.N() << ", A: " << this->N() << " x " << this->M() << ")" << std::endl);
if (y.N()!=N())
DUNE_THROW(FMatrixError,"y += A x -- index out of range (sizes: x: " << x.N() << ", y: " << y.N() << ", A: " << this->N() << " x " << this->M() << ")" << std::endl);
#endif
for (size_type i=0; i<rows(); i++)
for (size_type j=0; j<cols(); j++)
y[i] += (*this)[i][j] * x[j];
}
//! y += A^T x
template<class X, class Y>
void umtv (const X& x, Y& y) const
{
#ifdef DUNE_FMatrix_WITH_CHECKING
if (x.N()!=N()) DUNE_THROW(FMatrixError,"index out of range");
if (y.N()!=M()) DUNE_THROW(FMatrixError,"index out of range");
#endif
for (size_type i=0; i<rows(); i++)
for (size_type j=0; j<cols(); j++)
y[j] += (*this)[i][j]*x[i];
}
//! y += A^H x
template<class X, class Y>
void umhv (const X& x, Y& y) const
{
#ifdef DUNE_FMatrix_WITH_CHECKING
if (x.N()!=N()) DUNE_THROW(FMatrixError,"index out of range");
if (y.N()!=M()) DUNE_THROW(FMatrixError,"index out of range");
#endif
for (size_type i=0; i<rows(); i++)
for (size_type j=0; j<cols(); j++)
y[j] += conjugateComplex((*this)[i][j])*x[i];
}
//! y -= A x
template<class X, class Y>
void mmv (const X& x, Y& y) const
{
#ifdef DUNE_FMatrix_WITH_CHECKING
if (x.N()!=M()) DUNE_THROW(FMatrixError,"index out of range");
if (y.N()!=N()) DUNE_THROW(FMatrixError,"index out of range");
#endif
for (size_type i=0; i<rows(); i++)
for (size_type j=0; j<cols(); j++)
y[i] -= (*this)[i][j] * x[j];
}
//! y -= A^T x
template<class X, class Y>
void mmtv (const X& x, Y& y) const
{
#ifdef DUNE_FMatrix_WITH_CHECKING
if (x.N()!=N()) DUNE_THROW(FMatrixError,"index out of range");
if (y.N()!=M()) DUNE_THROW(FMatrixError,"index out of range");
#endif
for (size_type i=0; i<rows(); i++)
for (size_type j=0; j<cols(); j++)
y[j] -= (*this)[i][j]*x[i];
}
//! y -= A^H x
template<class X, class Y>
void mmhv (const X& x, Y& y) const
{
#ifdef DUNE_FMatrix_WITH_CHECKING
if (x.N()!=N()) DUNE_THROW(FMatrixError,"index out of range");
if (y.N()!=M()) DUNE_THROW(FMatrixError,"index out of range");
#endif
for (size_type i=0; i<rows(); i++)
for (size_type j=0; j<cols(); j++)
y[j] -= conjugateComplex((*this)[i][j])*x[i];
}
//! y += alpha A x
template<class X, class Y>
void usmv (const field_type& alpha, const X& x, Y& y) const
{
#ifdef DUNE_FMatrix_WITH_CHECKING
if (x.N()!=M()) DUNE_THROW(FMatrixError,"index out of range");
if (y.N()!=N()) DUNE_THROW(FMatrixError,"index out of range");
#endif
for (size_type i=0; i<rows(); i++)
for (size_type j=0; j<cols(); j++)
y[i] += alpha * (*this)[i][j] * x[j];
}
//! y += alpha A^T x
template<class X, class Y>
void usmtv (const field_type& alpha, const X& x, Y& y) const
{
#ifdef DUNE_FMatrix_WITH_CHECKING
if (x.N()!=N()) DUNE_THROW(FMatrixError,"index out of range");
if (y.N()!=M()) DUNE_THROW(FMatrixError,"index out of range");
#endif
for (size_type i=0; i<rows(); i++)
for (size_type j=0; j<cols(); j++)
y[j] += alpha*(*this)[i][j]*x[i];
}
//! y += alpha A^H x
template<class X, class Y>
void usmhv (const field_type& alpha, const X& x, Y& y) const
{
#ifdef DUNE_FMatrix_WITH_CHECKING
if (x.N()!=N()) DUNE_THROW(FMatrixError,"index out of range");
if (y.N()!=M()) DUNE_THROW(FMatrixError,"index out of range");
#endif
for (size_type i=0; i<rows(); i++)
for (size_type j=0; j<cols(); j++)
y[j] += alpha*conjugateComplex((*this)[i][j])*x[i];
}
//===== norms
//! frobenius norm: sqrt(sum over squared values of entries)
typename FieldTraits<value_type>::real_type frobenius_norm () const
{
typename FieldTraits<value_type>::real_type sum=(0.0);
for (size_type i=0; i<rows(); ++i) sum += (*this)[i].two_norm2();
return fvmeta::sqrt(sum);
}
//! square of frobenius norm, need for block recursion
typename FieldTraits<value_type>::real_type frobenius_norm2 () const
{
typename FieldTraits<value_type>::real_type sum=(0.0);
for (size_type i=0; i<rows(); ++i) sum += (*this)[i].two_norm2();
return sum;
}
//! infinity norm (row sum norm, how to generalize for blocks?)
typename FieldTraits<value_type>::real_type infinity_norm () const
{
if (size() == 0)
return 0.0;
ConstIterator it = begin();
typename remove_const< typename FieldTraits<value_type>::real_type >::type max = it->one_norm();
for (it = it + 1; it != end(); ++it)
max = std::max(max, it->one_norm());
return max;
}
//! simplified infinity norm (uses Manhattan norm for complex values)
typename FieldTraits<value_type>::real_type infinity_norm_real () const
{
if (size() == 0)
return 0.0;
ConstIterator it = begin();
typename remove_const< typename FieldTraits<value_type>::real_type >::type max = it->one_norm_real();
for (it = it + 1; it != end(); ++it)
max = std::max(max, it->one_norm_real());
return max;
}
//===== solve
/** \brief Solve system A x = b
*
* \exception FMatrixError if the matrix is singular
*/
template <class V>
void solve (V& x, const V& b) const;
/** \brief Compute inverse
*
* \exception FMatrixError if the matrix is singular
*/
void invert();
//! calculates the determinant of this matrix
field_type determinant () const;
//! Multiplies M from the left to this matrix
template<typename M2>
MAT& leftmultiply (const DenseMatrix<M2>& M)
{
assert(M.rows() == M.cols() && M.rows() == rows());
MAT C(asImp());
for (size_type i=0; i<rows(); i++)
for (size_type j=0; j<cols(); j++) {
(*this)[i][j] = 0;
for (size_type k=0; k<rows(); k++)
(*this)[i][j] += M[i][k]*C[k][j];
}
return asImp();
}
//! Multiplies M from the right to this matrix
template<typename M2>
MAT& rightmultiply (const DenseMatrix<M2>& M)
{
assert(M.rows() == M.cols() && M.cols() == cols());
MAT C(asImp());
for (size_type i=0; i<rows(); i++)
for (size_type j=0; j<cols(); j++) {
(*this)[i][j] = 0;
for (size_type k=0; k<cols(); k++)
(*this)[i][j] += C[i][k]*M[k][j];
}
return asImp();
}
#if 0
//! Multiplies M from the left to this matrix, this matrix is not modified
template<int l>
DenseMatrix<K,l,cols> leftmultiplyany (const FieldMatrix<K,l,rows>& M) const
{
FieldMatrix<K,l,cols> C;
for (size_type i=0; i<l; i++) {
for (size_type j=0; j<cols(); j++) {
C[i][j] = 0;
for (size_type k=0; k<rows(); k++)
C[i][j] += M[i][k]*(*this)[k][j];
}
}
return C;
}
//! Multiplies M from the right to this matrix, this matrix is not modified
template<int l>
FieldMatrix<K,rows,l> rightmultiplyany (const FieldMatrix<K,cols,l>& M) const
{
FieldMatrix<K,rows,l> C;
for (size_type i=0; i<rows(); i++) {
for (size_type j=0; j<l; j++) {
C[i][j] = 0;
for (size_type k=0; k<cols(); k++)
C[i][j] += (*this)[i][k]*M[k][j];
}
}
return C;
}
#endif
//===== sizes
//! number of rows
size_type N () const
{
return rows();
}
//! number of columns
size_type M () const
{
return cols();
}
//! number of rows
size_type rows() const
{
return asImp().mat_rows();
}
//! number of columns
size_type cols() const
{
return asImp().mat_cols();
}
//===== query
//! return true when (i,j) is in pattern
bool exists (size_type i, size_type j) const
{
#ifdef DUNE_FMatrix_WITH_CHECKING
if (i<0 || i>=rows()) DUNE_THROW(FMatrixError,"row index out of range");
if (j<0 || j>=cols()) DUNE_THROW(FMatrixError,"column index out of range");
#else
DUNE_UNUSED_PARAMETER(i);
DUNE_UNUSED_PARAMETER(j);
#endif
return true;
}
private:
#ifndef DOXYGEN
struct ElimPivot
{
ElimPivot(std::vector<size_type> & pivot);
void swap(int i, int j);
template<typename T>
void operator()(const T&, int, int)
{}
std::vector<size_type> & pivot_;
};
template<typename V>
struct Elim
{
Elim(V& rhs);
void swap(int i, int j);
void operator()(const typename V::field_type& factor, int k, int i);
V* rhs_;
};
struct ElimDet
{
ElimDet(field_type& sign) : sign_(sign)
{ sign_ = 1; }
void swap(int, int)
{ sign_ *= -1; }
void operator()(const field_type&, int, int)
{}
field_type& sign_;
};
#endif // DOXYGEN
template<class Func>
void luDecomposition(DenseMatrix<MAT>& A, Func func) const;
};
#ifndef DOXYGEN
template<typename MAT>
DenseMatrix<MAT>::ElimPivot::ElimPivot(std::vector<size_type> & pivot)
: pivot_(pivot)
{
typedef typename std::vector<size_type>::size_type size_type;
for(size_type i=0; i < pivot_.size(); ++i) pivot_[i]=i;
}
template<typename MAT>
void DenseMatrix<MAT>::ElimPivot::swap(int i, int j)
{
pivot_[i]=j;
}
template<typename MAT>
template<typename V>
DenseMatrix<MAT>::Elim<V>::Elim(V& rhs)
: rhs_(&rhs)
{}
template<typename MAT>
template<typename V>
void DenseMatrix<MAT>::Elim<V>::swap(int i, int j)
{
std::swap((*rhs_)[i], (*rhs_)[j]);
}
template<typename MAT>
template<typename V>
void DenseMatrix<MAT>::
Elim<V>::operator()(const typename V::field_type& factor, int k, int i)
{
(*rhs_)[k] -= factor*(*rhs_)[i];
}
template<typename MAT>
template<typename Func>
inline void DenseMatrix<MAT>::luDecomposition(DenseMatrix<MAT>& A, Func func) const
{
typedef typename FieldTraits<value_type>::real_type
real_type;
real_type norm = A.infinity_norm_real(); // for relative thresholds
real_type pivthres = std::max( FMatrixPrecision< real_type >::absolute_limit(), norm * FMatrixPrecision< real_type >::pivoting_limit() );
real_type singthres = std::max( FMatrixPrecision< real_type >::absolute_limit(), norm * FMatrixPrecision< real_type >::singular_limit() );
// LU decomposition of A in A
for (size_type i=0; i<rows(); i++) // loop over all rows
{
typename FieldTraits<value_type>::real_type pivmax=fvmeta::absreal(A[i][i]);
// pivoting ?
if (pivmax<pivthres)
{
// compute maximum of column
size_type imax=i;
typename FieldTraits<value_type>::real_type abs(0.0);
for (size_type k=i+1; k<rows(); k++)
if ((abs=fvmeta::absreal(A[k][i]))>pivmax)
{
pivmax = abs; imax = k;
}
// swap rows
if (imax!=i) {
for (size_type j=0; j<rows(); j++)
std::swap(A[i][j],A[imax][j]);
func.swap(i, imax); // swap the pivot or rhs
}
}
// singular ?
if (pivmax<singthres)
DUNE_THROW(FMatrixError,"matrix is singular");
// eliminate
for (size_type k=i+1; k<rows(); k++)
{
field_type factor = A[k][i]/A[i][i];
A[k][i] = factor;
for (size_type j=i+1; j<rows(); j++)
A[k][j] -= factor*A[i][j];
func(factor, k, i);
}
}
}
template<typename MAT>
template <class V>
inline void DenseMatrix<MAT>::solve(V& x, const V& b) const
{
// never mind those ifs, because they get optimized away
if (rows()!=cols())
DUNE_THROW(FMatrixError, "Can't solve for a " << rows() << "x" << cols() << " matrix!");
if (rows()==1) {
#ifdef DUNE_FMatrix_WITH_CHECKING
if (fvmeta::absreal((*this)[0][0])<FMatrixPrecision<>::absolute_limit())
DUNE_THROW(FMatrixError,"matrix is singular");
#endif
x[0] = b[0]/(*this)[0][0];
}
else if (rows()==2) {
field_type detinv = (*this)[0][0]*(*this)[1][1]-(*this)[0][1]*(*this)[1][0];
#ifdef DUNE_FMatrix_WITH_CHECKING
if (fvmeta::absreal(detinv)<FMatrixPrecision<>::absolute_limit())
DUNE_THROW(FMatrixError,"matrix is singular");
#endif
detinv = 1.0/detinv;
x[0] = detinv*((*this)[1][1]*b[0]-(*this)[0][1]*b[1]);
x[1] = detinv*((*this)[0][0]*b[1]-(*this)[1][0]*b[0]);
}
else if (rows()==3) {
field_type d = determinant();
#ifdef DUNE_FMatrix_WITH_CHECKING
if (fvmeta::absreal(d)<FMatrixPrecision<>::absolute_limit())
DUNE_THROW(FMatrixError,"matrix is singular");
#endif
x[0] = (b[0]*(*this)[1][1]*(*this)[2][2] - b[0]*(*this)[2][1]*(*this)[1][2]
- b[1] *(*this)[0][1]*(*this)[2][2] + b[1]*(*this)[2][1]*(*this)[0][2]
+ b[2] *(*this)[0][1]*(*this)[1][2] - b[2]*(*this)[1][1]*(*this)[0][2]) / d;
x[1] = ((*this)[0][0]*b[1]*(*this)[2][2] - (*this)[0][0]*b[2]*(*this)[1][2]
- (*this)[1][0] *b[0]*(*this)[2][2] + (*this)[1][0]*b[2]*(*this)[0][2]
+ (*this)[2][0] *b[0]*(*this)[1][2] - (*this)[2][0]*b[1]*(*this)[0][2]) / d;
x[2] = ((*this)[0][0]*(*this)[1][1]*b[2] - (*this)[0][0]*(*this)[2][1]*b[1]
- (*this)[1][0] *(*this)[0][1]*b[2] + (*this)[1][0]*(*this)[2][1]*b[0]
+ (*this)[2][0] *(*this)[0][1]*b[1] - (*this)[2][0]*(*this)[1][1]*b[0]) / d;
}
else {
V& rhs = x; // use x to store rhs
rhs = b; // copy data
Elim<V> elim(rhs);
MAT A(asImp());
luDecomposition(A, elim);
// backsolve
for(int i=rows()-1; i>=0; i--) {
for (size_type j=i+1; j<rows(); j++)
rhs[i] -= A[i][j]*x[j];
x[i] = rhs[i]/A[i][i];
}
}
}
template<typename MAT>
inline void DenseMatrix<MAT>::invert()
{
// never mind those ifs, because they get optimized away
if (rows()!=cols())
DUNE_THROW(FMatrixError, "Can't invert a " << rows() << "x" << cols() << " matrix!");
if (rows()==1) {
#ifdef DUNE_FMatrix_WITH_CHECKING
if (fvmeta::absreal((*this)[0][0])<FMatrixPrecision<>::absolute_limit())
DUNE_THROW(FMatrixError,"matrix is singular");
#endif
(*this)[0][0] = field_type( 1 ) / (*this)[0][0];
}
else if (rows()==2) {
field_type detinv = (*this)[0][0]*(*this)[1][1]-(*this)[0][1]*(*this)[1][0];
#ifdef DUNE_FMatrix_WITH_CHECKING
if (fvmeta::absreal(detinv)<FMatrixPrecision<>::absolute_limit())
DUNE_THROW(FMatrixError,"matrix is singular");
#endif
detinv = field_type( 1 ) / detinv;
field_type temp=(*this)[0][0];
(*this)[0][0] = (*this)[1][1]*detinv;
(*this)[0][1] = -(*this)[0][1]*detinv;
(*this)[1][0] = -(*this)[1][0]*detinv;
(*this)[1][1] = temp*detinv;
}
else {
MAT A(asImp());
std::vector<size_type> pivot(rows());
luDecomposition(A, ElimPivot(pivot));
DenseMatrix<MAT>& L=A;
DenseMatrix<MAT>& U=A;
// initialize inverse
*this=field_type();
for(size_type i=0; i<rows(); ++i)
(*this)[i][i]=1;
// L Y = I; multiple right hand sides
for (size_type i=0; i<rows(); i++)
for (size_type j=0; j<i; j++)
for (size_type k=0; k<rows(); k++)
(*this)[i][k] -= L[i][j]*(*this)[j][k];
// U A^{-1} = Y
for (size_type i=rows(); i>0;) {
--i;
for (size_type k=0; k<rows(); k++) {
for (size_type j=i+1; j<rows(); j++)
(*this)[i][k] -= U[i][j]*(*this)[j][k];
(*this)[i][k] /= U[i][i];
}
}
for(size_type i=rows(); i>0; ) {
--i;
if(i!=pivot[i])
for(size_type j=0; j<rows(); ++j)
std::swap((*this)[j][pivot[i]], (*this)[j][i]);
}
}
}
// implementation of the determinant
template<typename MAT>
inline typename DenseMatrix<MAT>::field_type
DenseMatrix<MAT>::determinant() const
{
// never mind those ifs, because they get optimized away
if (rows()!=cols())
DUNE_THROW(FMatrixError, "There is no determinant for a " << rows() << "x" << cols() << " matrix!");
if (rows()==1)
return (*this)[0][0];
if (rows()==2)
return (*this)[0][0]*(*this)[1][1] - (*this)[0][1]*(*this)[1][0];
if (rows()==3) {
// code generated by maple
field_type t4 = (*this)[0][0] * (*this)[1][1];
field_type t6 = (*this)[0][0] * (*this)[1][2];
field_type t8 = (*this)[0][1] * (*this)[1][0];
field_type t10 = (*this)[0][2] * (*this)[1][0];
field_type t12 = (*this)[0][1] * (*this)[2][0];
field_type t14 = (*this)[0][2] * (*this)[2][0];
return (t4*(*this)[2][2]-t6*(*this)[2][1]-t8*(*this)[2][2]+
t10*(*this)[2][1]+t12*(*this)[1][2]-t14*(*this)[1][1]);
}
MAT A(asImp());
field_type det;
try
{
luDecomposition(A, ElimDet(det));
}
catch (FMatrixError&)
{
return 0;
}
for (size_type i = 0; i < rows(); ++i)
det *= A[i][i];
return det;
}
#endif // DOXYGEN
namespace DenseMatrixHelp {
#if 0
//! invert scalar without changing the original matrix
template <typename K>
static inline K invertMatrix (const FieldMatrix<K,1,1> &matrix, FieldMatrix<K,1,1> &inverse)
{
inverse[0][0] = 1.0/matrix[0][0];
return matrix[0][0];
}
//! invert scalar without changing the original matrix
template <typename K>
static inline K invertMatrix_retTransposed (const FieldMatrix<K,1,1> &matrix, FieldMatrix<K,1,1> &inverse)
{
return invertMatrix(matrix,inverse);
}
//! invert 2x2 Matrix without changing the original matrix
template <typename K>
static inline K invertMatrix (const FieldMatrix<K,2,2> &matrix, FieldMatrix<K,2,2> &inverse)
{
// code generated by maple
field_type det = (matrix[0][0]*matrix[1][1] - matrix[0][1]*matrix[1][0]);
field_type det_1 = 1.0/det;
inverse[0][0] = matrix[1][1] * det_1;
inverse[0][1] = - matrix[0][1] * det_1;
inverse[1][0] = - matrix[1][0] * det_1;
inverse[1][1] = matrix[0][0] * det_1;
return det;
}
//! invert 2x2 Matrix without changing the original matrix
//! return transposed matrix
template <typename K>
static inline K invertMatrix_retTransposed (const FieldMatrix<K,2,2> &matrix, FieldMatrix<K,2,2> &inverse)
{
// code generated by maple
field_type det = (matrix[0][0]*matrix[1][1] - matrix[0][1]*matrix[1][0]);
field_type det_1 = 1.0/det;
inverse[0][0] = matrix[1][1] * det_1;
inverse[1][0] = - matrix[0][1] * det_1;
inverse[0][1] = - matrix[1][0] * det_1;
inverse[1][1] = matrix[0][0] * det_1;
return det;
}
//! invert 3x3 Matrix without changing the original matrix
template <typename K>
static inline K invertMatrix (const FieldMatrix<K,3,3> &matrix, FieldMatrix<K,3,3> &inverse)
{
// code generated by maple
field_type t4 = matrix[0][0] * matrix[1][1];
field_type t6 = matrix[0][0] * matrix[1][2];
field_type t8 = matrix[0][1] * matrix[1][0];
field_type t10 = matrix[0][2] * matrix[1][0];
field_type t12 = matrix[0][1] * matrix[2][0];
field_type t14 = matrix[0][2] * matrix[2][0];
field_type det = (t4*matrix[2][2]-t6*matrix[2][1]-t8*matrix[2][2]+
t10*matrix[2][1]+t12*matrix[1][2]-t14*matrix[1][1]);
field_type t17 = 1.0/det;
inverse[0][0] = (matrix[1][1] * matrix[2][2] - matrix[1][2] * matrix[2][1])*t17;
inverse[0][1] = -(matrix[0][1] * matrix[2][2] - matrix[0][2] * matrix[2][1])*t17;
inverse[0][2] = (matrix[0][1] * matrix[1][2] - matrix[0][2] * matrix[1][1])*t17;
inverse[1][0] = -(matrix[1][0] * matrix[2][2] - matrix[1][2] * matrix[2][0])*t17;
inverse[1][1] = (matrix[0][0] * matrix[2][2] - t14) * t17;
inverse[1][2] = -(t6-t10) * t17;
inverse[2][0] = (matrix[1][0] * matrix[2][1] - matrix[1][1] * matrix[2][0]) * t17;
inverse[2][1] = -(matrix[0][0] * matrix[2][1] - t12) * t17;
inverse[2][2] = (t4-t8) * t17;
return det;
}
//! invert 3x3 Matrix without changing the original matrix
template <typename K>
static inline K invertMatrix_retTransposed (const FieldMatrix<K,3,3> &matrix, FieldMatrix<K,3,3> &inverse)
{
// code generated by maple
field_type t4 = matrix[0][0] * matrix[1][1];
field_type t6 = matrix[0][0] * matrix[1][2];
field_type t8 = matrix[0][1] * matrix[1][0];
field_type t10 = matrix[0][2] * matrix[1][0];
field_type t12 = matrix[0][1] * matrix[2][0];
field_type t14 = matrix[0][2] * matrix[2][0];
field_type det = (t4*matrix[2][2]-t6*matrix[2][1]-t8*matrix[2][2]+
t10*matrix[2][1]+t12*matrix[1][2]-t14*matrix[1][1]);
field_type t17 = 1.0/det;
inverse[0][0] = (matrix[1][1] * matrix[2][2] - matrix[1][2] * matrix[2][1])*t17;
inverse[1][0] = -(matrix[0][1] * matrix[2][2] - matrix[0][2] * matrix[2][1])*t17;
inverse[2][0] = (matrix[0][1] * matrix[1][2] - matrix[0][2] * matrix[1][1])*t17;
inverse[0][1] = -(matrix[1][0] * matrix[2][2] - matrix[1][2] * matrix[2][0])*t17;
inverse[1][1] = (matrix[0][0] * matrix[2][2] - t14) * t17;
inverse[2][1] = -(t6-t10) * t17;
inverse[0][2] = (matrix[1][0] * matrix[2][1] - matrix[1][1] * matrix[2][0]) * t17;
inverse[1][2] = -(matrix[0][0] * matrix[2][1] - t12) * t17;
inverse[2][2] = (t4-t8) * t17;
return det;
}
//! calculates ret = A * B
template< class K, int m, int n, int p >
static inline void multMatrix ( const FieldMatrix< K, m, n > &A,
const FieldMatrix< K, n, p > &B,
FieldMatrix< K, m, p > &ret )
{
typedef typename FieldMatrix< K, m, p > :: size_type size_type;
for( size_type i = 0; i < m; ++i )
{
for( size_type j = 0; j < p; ++j )
{
ret[ i ][ j ] = K( 0 );
for( size_type k = 0; k < n; ++k )
ret[ i ][ j ] += A[ i ][ k ] * B[ k ][ j ];
}
}
}
//! calculates ret= A_t*A
template <typename K, int rows, int cols>
static inline void multTransposedMatrix(const FieldMatrix<K,rows,cols> &matrix, FieldMatrix<K,cols,cols>& ret)
{
typedef typename FieldMatrix<K,rows,cols>::size_type size_type;
for(size_type i=0; i<cols(); i++)
for(size_type j=0; j<cols(); j++)
{
ret[i][j]=0.0;
for(size_type k=0; k<rows(); k++)
ret[i][j]+=matrix[k][i]*matrix[k][j];
}
}
#endif
//! calculates ret = matrix * x
template <typename MAT, typename V1, typename V2>
static inline void multAssign(const DenseMatrix<MAT> &matrix, const DenseVector<V1> & x, DenseVector<V2> & ret)
{
assert(x.size() == matrix.cols());
assert(ret.size() == matrix.rows());
typedef typename DenseMatrix<MAT>::size_type size_type;
for(size_type i=0; i<matrix.rows(); ++i)
{
ret[i] = 0.0;
for(size_type j=0; j<matrix.cols(); ++j)
{
ret[i] += matrix[i][j]*x[j];
}
}
}
#if 0
//! calculates ret = matrix^T * x
template <typename K, int rows, int cols>
static inline void multAssignTransposed( const FieldMatrix<K,rows,cols> &matrix, const FieldVector<K,rows> & x, FieldVector<K,cols> & ret)
{
typedef typename FieldMatrix<K,rows,cols>::size_type size_type;
for(size_type i=0; i<cols(); ++i)
{
ret[i] = 0.0;
for(size_type j=0; j<rows(); ++j)
ret[i] += matrix[j][i]*x[j];
}
}
//! calculates ret = matrix * x
template <typename K, int rows, int cols>
static inline FieldVector<K,rows> mult(const FieldMatrix<K,rows,cols> &matrix, const FieldVector<K,cols> & x)
{
FieldVector<K,rows> ret;
multAssign(matrix,x,ret);
return ret;
}
//! calculates ret = matrix^T * x
template <typename K, int rows, int cols>
static inline FieldVector<K,cols> multTransposed(const FieldMatrix<K,rows,cols> &matrix, const FieldVector<K,rows> & x)
{
FieldVector<K,cols> ret;
multAssignTransposed( matrix, x, ret );
return ret;
}
#endif
} // end namespace DenseMatrixHelp
/** \brief Sends the matrix to an output stream */
template<typename MAT>
std::ostream& operator<< (std::ostream& s, const DenseMatrix<MAT>& a)
{
for (typename DenseMatrix<MAT>::size_type i=0; i<a.rows(); i++)
s << a[i] << std::endl;
return s;
}
/** @} end documentation */
} // end namespace Dune
#endif
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