/usr/include/openturns/MatrixImplementation.hxx is in libopenturns-dev 1.2-2.
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/**
* @file MatrixImplementation.hxx
* @brief MatrixImplementation implements the classical mathematical Matrix
*
* Copyright (C) 2005-2013 EDF-EADS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
* @author schueller
* @date 2012-07-16 10:12:54 +0200 (Mon, 16 Jul 2012)
*/
#ifndef OPENTURNS_MATRIXIMPLEMENTATION_HXX
#define OPENTURNS_MATRIXIMPLEMENTATION_HXX
#include "PersistentCollection.hxx"
#include "Description.hxx"
#include "NumericalPoint.hxx"
#include "Collection.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class MatrixImplementation
*
* MatrixImplementation implements the classical mathematical MatrixImplementation
*/
// Forward declaration of ComplexMatrixImplementation
class ComplexMatrixImplementation;
class MatrixImplementation
: public PersistentCollection<NumericalScalar>
{
CLASSNAME;
#ifndef SWIG
/** Declaration of friend operators */
friend MatrixImplementation operator * (const NumericalScalar s,
const MatrixImplementation & matrix)
{
return matrix.operator * (s);
}
#endif
public:
typedef Collection<NumericalScalar> NumericalScalarCollection;
typedef Collection<NumericalComplex> NumericalComplexCollection;
/** Default constructor */
MatrixImplementation();
/** Constructor with size (rowDim and colDim) */
MatrixImplementation(const UnsignedLong rowDim,
const UnsignedLong colDim);
/** Constructor from range of external collection */
template <class InputIterator>
MatrixImplementation(const UnsignedLong rowDim,
const UnsignedLong colDim,
const InputIterator first,
const InputIterator last);
/** Constructor from external collection */
/** If the dimensions of the matrix and of the collection */
/** do not correspond, either the collection is truncated */
/** or the rest of the matrix is filled with zeros */
MatrixImplementation(const UnsignedLong rowDim,
const UnsignedLong colDim,
const NumericalScalarCollection & elementsValues);
/** Virtual constructor */
virtual MatrixImplementation * clone() const;
/** String converter */
virtual String __repr__() const;
virtual String __str__(const String & offset = "") const;
/** Operator () gives access to the elements of the MatrixImplementation (to modify these elements) */
/** The element of the MatrixImplementation is designated by its row number i and its column number j */
NumericalScalar & operator () (const UnsignedLong i,
const UnsignedLong j);
/** Operator () gives access to the elements of the MatrixImplementation (read only) */
/** The element of the MatrixImplementation is designated by its row number i and its column number j */
const NumericalScalar & operator () (const UnsignedLong i,
const UnsignedLong j) const;
/** Get the dimensions of the MatrixImplementation */
/** Number of rows */
const UnsignedLong getNbRows() const ;
/** Number of columns */
const UnsignedLong getNbColumns() const ;
/** Dimension (for square matrices only */
const UnsignedLong getDimension() const ;
/** MatrixImplementation transpose */
MatrixImplementation transpose () const ;
/** Row extraction */
const MatrixImplementation getRow(const UnsignedLong rowIndex) const ;
const MatrixImplementation getRowSym(const UnsignedLong rowIndex) const ;
/** Column extration */
const MatrixImplementation getColumn(const UnsignedLong columnIndex) const ;
const MatrixImplementation getColumnSym(const UnsignedLong columnIndex) const ;
/** MatrixImplementation addition (must have the same dimensions) */
MatrixImplementation operator + (const MatrixImplementation & matrix) const;
/** MatrixImplementation substraction (must have the same dimensions) */
MatrixImplementation operator - (const MatrixImplementation & matrix) const;
/** MatrixImplementation multiplications (must have consistent dimensions) */
MatrixImplementation genProd (const MatrixImplementation & matrix) const;
MatrixImplementation symProd (const MatrixImplementation & m,
const char symSide) const;
/** MatrixImplementation integer power */
MatrixImplementation genPower(const UnsignedLong n) const;
MatrixImplementation symPower(const UnsignedLong n) const;
/** Multiplications with a NumericalPoint (must have consistent dimensions) */
NumericalPoint genVectProd (const NumericalPoint & pt) const;
NumericalPoint symVectProd (const NumericalPoint & pt) const;
/** Multiplication with a NumericalScalar */
MatrixImplementation operator * (const NumericalScalar s) const ;
/** Division by a NumericalScalar*/
MatrixImplementation operator / (const NumericalScalar s) const;
/** Symmetrize MatrixImplementation in case it is a symmetric matrix (stored as a triangular matrix) */
void symmetrize() const;
/** Resolution of a linear system in case of a rectangular matrix */
NumericalPoint solveLinearSystemRect(const NumericalPoint & b,
const Bool keepIntact = true);
MatrixImplementation solveLinearSystemRect(const MatrixImplementation & b,
const Bool keepIntact = true);
/** Resolution of a linear system in case of a square matrix */
NumericalPoint solveLinearSystemSquare(const NumericalPoint & b,
const Bool keepIntact = true);
MatrixImplementation solveLinearSystemSquare(const MatrixImplementation & b,
const Bool keepIntact = true);
/** Resolution of a linear system in case of a symmetric matrix */
NumericalPoint solveLinearSystemSym(const NumericalPoint & b,
const Bool keepIntact = true);
MatrixImplementation solveLinearSystemSym(const MatrixImplementation & b,
const Bool keepIntact = true);
/** Resolution of a linear system in case of a covariance matrix */
NumericalPoint solveLinearSystemCov(const NumericalPoint & b,
const Bool keepIntact = true);
MatrixImplementation solveLinearSystemCov(const MatrixImplementation & b,
const Bool keepIntact = true);
/** Compute determinant */
NumericalScalar computeLogAbsoluteDeterminant(NumericalScalar & sign,
const Bool keepIntact = true);
NumericalScalar computeDeterminant(const Bool keepIntact = true);
NumericalScalar computeLogAbsoluteDeterminantSym(NumericalScalar & sign,
const Bool keepIntact = true);
NumericalScalar computeDeterminantSym(const Bool keepIntact = true);
/** Compute eigenvalues */
NumericalComplexCollection computeEigenValuesSquare(const Bool keepIntact = true);
NumericalComplexCollection computeEigenValuesSquare(ComplexMatrixImplementation & v,
const Bool keepIntact = true);
NumericalPoint computeEigenValuesSym(const Bool keepIntact = true);
NumericalPoint computeEigenValuesSym(MatrixImplementation & v,
const Bool keepIntact = true);
/** Compute singular values */
NumericalPoint computeSingularValues(const Bool keepIntact = true);
NumericalPoint computeSingularValues(MatrixImplementation & u,
MatrixImplementation & vT,
const Bool fullSVD = false,
const Bool keepIntact = true);
/** Check if the matrix is symmetric */
virtual Bool isSymmetric() const;
/** Check if the matrix is SPD */
virtual Bool isPositiveDefinite(const Bool keepIntact = true);
/** Check if the matrix values belong to (-1;1) */
virtual Bool hasUnitRange() const;
/** Set small elements to zero */
virtual MatrixImplementation clean(const NumericalScalar threshold) const;
virtual MatrixImplementation cleanSym(const NumericalScalar threshold) const;
/** Build the Cholesky factorization of the matrix */
virtual MatrixImplementation computeCholesky(const Bool keepIntact = true);
/** Comparison operators */
Bool operator == (const MatrixImplementation & rhs) const ;
inline Bool operator != (const MatrixImplementation & rhs) const
{
return !((*this) == rhs);
}
/** Empty returns true if there is no element in the MatrixImplementation */
const Bool isEmpty() const;
/** Method save() stores the object through the StorageManager */
void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
// These functions are only intended to be used by SWIG, DO NOT use them for your own purpose !
// INTENTIONALY NOT DOCUMENTED
const NumericalScalar * __baseaddress__ () const;
UnsignedLong __elementsize__ () const;
UnsignedLong __stride__ (UnsignedLong dim) const;
protected:
/** MatrixImplementation Dimensions */
UnsignedLong nbRows_;
UnsignedLong nbColumns_;
/** Position conversion function : the indices i & j are used to compute the actual position of the element in the collection */
inline UnsignedLong convertPosition (const UnsignedLong i,
const UnsignedLong j) const ;
}; /* class MatrixImplementation */
inline UnsignedLong MatrixImplementation::convertPosition (const UnsignedLong i,
const UnsignedLong j) const
{
return i + nbRows_ * j ;
}
/** Constructor from range of external collection */
template <class InputIterator>
MatrixImplementation::MatrixImplementation(const UnsignedLong rowDim,
const UnsignedLong colDim,
const InputIterator first,
const InputIterator last)
: PersistentCollection<NumericalScalar>(rowDim * colDim, 0.0),
nbRows_(rowDim),
nbColumns_(colDim)
{
this->assign(first, last);
}
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_MATRIXIMPLEMENTATION_HXX */
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