//$$ bandmat.cpp Band matrix definitions // Copyright (C) 1991,2,3,4,9: R B Davies #define WANT_MATH // include.h will get math fns //#define WANT_STREAM #include "include.h" #include "newmat.h" #include "newmatrc.h" #ifdef use_namespace namespace NEWMAT { #endif #ifdef DO_REPORT #define REPORT { static ExeCounter ExeCount(__LINE__,10); ++ExeCount; } #else #define REPORT {} #endif static inline int my_min(int x, int y) { return x < y ? x : y; } static inline int my_max(int x, int y) { return x > y ? x : y; } BandMatrix::BandMatrix(const BaseMatrix& M) { REPORT // CheckConversion(M); // MatrixConversionCheck mcc; GeneralMatrix* gmx=((BaseMatrix&)M).Evaluate(MatrixType::BM); GetMatrix(gmx); CornerClear(); } void BandMatrix::SetParameters(const GeneralMatrix* gmx) { REPORT MatrixBandWidth bw = gmx->BandWidth(); lower = bw.lower; upper = bw.upper; } void BandMatrix::ReSize(int n, int lb, int ub) { REPORT Tracer tr("BandMatrix::ReSize"); if (lb<0 || ub<0) Throw(ProgramException("Undefined bandwidth")); lower = (lb<=n) ? lb : n-1; upper = (ub<=n) ? ub : n-1; GeneralMatrix::ReSize(n,n,n*(lower+1+upper)); CornerClear(); } // SimpleAddOK shows when we can add etc two matrices by a simple vector add // and when we can add one matrix into another // *gm must be the same type as *this // return 0 if simple add is OK // return 1 if we can add into *gm only // return 2 if we can add into *this only // return 3 if we can't add either way // For SP this will still be valid if we swap 1 and 2 short BandMatrix::SimpleAddOK(const GeneralMatrix* gm) { const BandMatrix* bm = (const BandMatrix*)gm; if (bm->lower == lower && bm->upper == upper) { REPORT return 0; } else if (bm->lower >= lower && bm->upper >= upper) { REPORT return 1; } else if (bm->lower <= lower && bm->upper <= upper) { REPORT return 2; } else { REPORT return 3; } } short SymmetricBandMatrix::SimpleAddOK(const GeneralMatrix* gm) { const SymmetricBandMatrix* bm = (const SymmetricBandMatrix*)gm; if (bm->lower == lower) { REPORT return 0; } else if (bm->lower > lower) { REPORT return 1; } else { REPORT return 2; } } void UpperBandMatrix::ReSize(int n, int lb, int ub) { REPORT if (lb != 0) { Tracer tr("UpperBandMatrix::ReSize"); Throw(ProgramException("UpperBandMatrix with non-zero lower band" )); } BandMatrix::ReSize(n, lb, ub); } void LowerBandMatrix::ReSize(int n, int lb, int ub) { REPORT if (ub != 0) { Tracer tr("LowerBandMatrix::ReSize"); Throw(ProgramException("LowerBandMatrix with non-zero upper band" )); } BandMatrix::ReSize(n, lb, ub); } void BandMatrix::ReSize(const GeneralMatrix& A) { REPORT int n = A.Nrows(); if (n != A.Ncols()) { Tracer tr("BandMatrix::ReSize(GM)"); Throw(NotSquareException(*this)); } MatrixBandWidth mbw = A.BandWidth(); ReSize(n, mbw.Lower(), mbw.Upper()); } bool BandMatrix::SameStorageType(const GeneralMatrix& A) const { if (Type() != A.Type()) { REPORT return false; } REPORT return BandWidth() == A.BandWidth(); } void BandMatrix::ReSizeForAdd(const GeneralMatrix& A, const GeneralMatrix& B) { REPORT Tracer tr("BandMatrix::ReSizeForAdd"); MatrixBandWidth A_BW = A.BandWidth(); MatrixBandWidth B_BW = B.BandWidth(); if ((A_BW.Lower() < 0) | (A_BW.Upper() < 0) | (B_BW.Lower() < 0) | (A_BW.Upper() < 0)) Throw(ProgramException("Can't ReSize to BandMatrix" )); // already know A and B are square ReSize(A.Nrows(), my_max(A_BW.Lower(), B_BW.Lower()), my_max(A_BW.Upper(), B_BW.Upper())); } void BandMatrix::ReSizeForSP(const GeneralMatrix& A, const GeneralMatrix& B) { REPORT Tracer tr("BandMatrix::ReSizeForSP"); MatrixBandWidth A_BW = A.BandWidth(); MatrixBandWidth B_BW = B.BandWidth(); if ((A_BW.Lower() < 0) | (A_BW.Upper() < 0) | (B_BW.Lower() < 0) | (A_BW.Upper() < 0)) Throw(ProgramException("Can't ReSize to BandMatrix" )); // already know A and B are square ReSize(A.Nrows(), my_min(A_BW.Lower(), B_BW.Lower()), my_min(A_BW.Upper(), B_BW.Upper())); } void BandMatrix::operator=(const BaseMatrix& X) { REPORT // CheckConversion(X); // MatrixConversionCheck mcc; Eq(X,MatrixType::BM); CornerClear(); } void BandMatrix::CornerClear() const { // set unused parts of BandMatrix to zero REPORT int i = lower; Real* s = store; int bw = lower + 1 + upper; while (i) { int j = i--; Real* sj = s; s += bw; while (j--) *sj++ = 0.0; } i = upper; s = store + storage; while (i) { int j = i--; Real* sj = s; s -= bw; while (j--) *(--sj) = 0.0; } } MatrixBandWidth MatrixBandWidth::operator+(const MatrixBandWidth& bw) const { REPORT int l = bw.lower; int u = bw.upper; l = (lower < 0 || l < 0) ? -1 : (lower > l) ? lower : l; u = (upper < 0 || u < 0) ? -1 : (upper > u) ? upper : u; return MatrixBandWidth(l,u); } MatrixBandWidth MatrixBandWidth::operator*(const MatrixBandWidth& bw) const { REPORT int l = bw.lower; int u = bw.upper; l = (lower < 0 || l < 0) ? -1 : lower+l; u = (upper < 0 || u < 0) ? -1 : upper+u; return MatrixBandWidth(l,u); } MatrixBandWidth MatrixBandWidth::minimum(const MatrixBandWidth& bw) const { REPORT int l = bw.lower; int u = bw.upper; if ((lower >= 0) && ( (l < 0) || (l > lower) )) l = lower; if ((upper >= 0) && ( (u < 0) || (u > upper) )) u = upper; return MatrixBandWidth(l,u); } UpperBandMatrix::UpperBandMatrix(const BaseMatrix& M) { REPORT // CheckConversion(M); // MatrixConversionCheck mcc; GeneralMatrix* gmx=((BaseMatrix&)M).Evaluate(MatrixType::UB); GetMatrix(gmx); CornerClear(); } void UpperBandMatrix::operator=(const BaseMatrix& X) { REPORT // CheckConversion(X); // MatrixConversionCheck mcc; Eq(X,MatrixType::UB); CornerClear(); } LowerBandMatrix::LowerBandMatrix(const BaseMatrix& M) { REPORT // CheckConversion(M); // MatrixConversionCheck mcc; GeneralMatrix* gmx=((BaseMatrix&)M).Evaluate(MatrixType::LB); GetMatrix(gmx); CornerClear(); } void LowerBandMatrix::operator=(const BaseMatrix& X) { REPORT // CheckConversion(X); // MatrixConversionCheck mcc; Eq(X,MatrixType::LB); CornerClear(); } BandLUMatrix::BandLUMatrix(const BaseMatrix& m) { REPORT Tracer tr("BandLUMatrix"); storage2 = 0; store2 = 0; // in event of exception during build GeneralMatrix* gm = ((BaseMatrix&)m).Evaluate(MatrixType::BM); m1 = ((BandMatrix*)gm)->lower; m2 = ((BandMatrix*)gm)->upper; GetMatrix(gm); if (nrows!=ncols) Throw(NotSquareException(*this)); d = true; sing = false; indx = new int [nrows]; MatrixErrorNoSpace(indx); MONITOR_INT_NEW("Index (BndLUMat)",nrows,indx) storage2 = nrows * m1; store2 = new Real [storage2]; MatrixErrorNoSpace(store2); MONITOR_REAL_NEW("Make (BandLUMat)",storage2,store2) ludcmp(); } BandLUMatrix::~BandLUMatrix() { REPORT MONITOR_INT_DELETE("Index (BndLUMat)",nrows,indx) MONITOR_REAL_DELETE("Delete (BndLUMt)",storage2,store2) delete [] indx; delete [] store2; } MatrixType BandLUMatrix::Type() const { REPORT return MatrixType::BC; } LogAndSign BandLUMatrix::LogDeterminant() const { REPORT if (sing) return 0.0; Real* a = store; int w = m1+1+m2; LogAndSign sum; int i = nrows; // while (i--) { sum *= *a; a += w; } if (i) for (;;) { sum *= *a; if (!(--i)) break; a += w; } if (!d) sum.ChangeSign(); return sum; } GeneralMatrix* BandMatrix::MakeSolver() { REPORT GeneralMatrix* gm = new BandLUMatrix(*this); MatrixErrorNoSpace(gm); gm->ReleaseAndDelete(); return gm; } void BandLUMatrix::ludcmp() { REPORT Real* a = store2; int i = storage2; // clear store2 - so unused locations are always zero - // required by operator== while (i--) *a++ = 0.0; a = store; i = m1; int j = m2; int k; int n = nrows; int w = m1 + 1 + m2; while (i) { Real* ai = a + i; k = ++j; while (k--) *a++ = *ai++; k = i--; while (k--) *a++ = 0.0; } a = store; int l = m1; for (k=0; k=mini; i--) { Real* b = B + i; Real* bk = b; Real x = *bk; Real* a = store + w*i; Real y = *a; int k = l+m1; while (k--) x -= *(++a) * *(++bk); *b = x / y; if (l < m2) l++; } } void BandLUMatrix::Solver(MatrixColX& mcout, const MatrixColX& mcin) { REPORT int i = mcin.skip; Real* el = mcin.data-i; Real* el1=el; while (i--) *el++ = 0.0; el += mcin.storage; i = nrows - mcin.skip - mcin.storage; while (i--) *el++ = 0.0; lubksb(el1, mcout.skip); } // Do we need check for entirely zero output? void UpperBandMatrix::Solver(MatrixColX& mcout, const MatrixColX& mcin) { REPORT int i = mcin.skip-mcout.skip; Real* elx = mcin.data-i; while (i-- > 0) *elx++ = 0.0; int nr = mcin.skip+mcin.storage; elx = mcin.data+mcin.storage; Real* el = elx; int j = mcout.skip+mcout.storage-nr; i = nr-mcout.skip; while (j-- > 0) *elx++ = 0.0; Real* Ael = store + (upper+1)*(i-1)+1; j = 0; if (i > 0) for(;;) { elx = el; Real sum = 0.0; int jx = j; while (jx--) sum += *(--Ael) * *(--elx); elx--; *elx = (*elx - sum) / *(--Ael); if (--i <= 0) break; if (j 0) *elx++ = 0.0; int nc = mcin.skip; i = nc+mcin.storage; elx = mcin.data+mcin.storage; int nr = mcout.skip+mcout.storage; int j = nr-i; i = nr-nc; while (j-- > 0) *elx++ = 0.0; Real* el = mcin.data; Real* Ael = store + (lower+1)*nc + lower; j = 0; if (i > 0) for(;;) { elx = el; Real sum = 0.0; int jx = j; while (jx--) sum += *Ael++ * *elx++; *elx = (*elx - sum) / *Ael++; if (--i <= 0) break; if (jReleaseAndDelete(); return gm; } SymmetricBandMatrix::SymmetricBandMatrix(const BaseMatrix& M) { REPORT // CheckConversion(M); // MatrixConversionCheck mcc; GeneralMatrix* gmx=((BaseMatrix&)M).Evaluate(MatrixType::SB); GetMatrix(gmx); } GeneralMatrix* SymmetricBandMatrix::Transpose(TransposedMatrix*, MatrixType mt) { REPORT return Evaluate(mt); } LogAndSign SymmetricBandMatrix::LogDeterminant() const { REPORT BandLUMatrix C(*this); return C.LogDeterminant(); } void SymmetricBandMatrix::SetParameters(const GeneralMatrix* gmx) { REPORT lower = gmx->BandWidth().lower; } void SymmetricBandMatrix::ReSize(int n, int lb) { REPORT Tracer tr("SymmetricBandMatrix::ReSize"); if (lb<0) Throw(ProgramException("Undefined bandwidth")); lower = (lb<=n) ? lb : n-1; GeneralMatrix::ReSize(n,n,n*(lower+1)); } void SymmetricBandMatrix::ReSize(const GeneralMatrix& A) { REPORT int n = A.Nrows(); if (n != A.Ncols()) { Tracer tr("SymmetricBandMatrix::ReSize(GM)"); Throw(NotSquareException(*this)); } MatrixBandWidth mbw = A.BandWidth(); int b = mbw.Lower(); if (b != mbw.Upper()) { Tracer tr("SymmetricBandMatrix::ReSize(GM)"); Throw(ProgramException("Upper and lower band-widths not equal")); } ReSize(n, b); } bool SymmetricBandMatrix::SameStorageType(const GeneralMatrix& A) const { if (Type() != A.Type()) { REPORT return false; } REPORT return BandWidth() == A.BandWidth(); } void SymmetricBandMatrix::ReSizeForAdd(const GeneralMatrix& A, const GeneralMatrix& B) { REPORT Tracer tr("SymmetricBandMatrix::ReSizeForAdd"); MatrixBandWidth A_BW = A.BandWidth(); MatrixBandWidth B_BW = B.BandWidth(); if ((A_BW.Lower() < 0) | (B_BW.Lower() < 0)) Throw(ProgramException("Can't ReSize to SymmetricBandMatrix" )); // already know A and B are square ReSize(A.Nrows(), my_max(A_BW.Lower(), B_BW.Lower())); } void SymmetricBandMatrix::ReSizeForSP(const GeneralMatrix& A, const GeneralMatrix& B) { REPORT Tracer tr("SymmetricBandMatrix::ReSizeForSP"); MatrixBandWidth A_BW = A.BandWidth(); MatrixBandWidth B_BW = B.BandWidth(); if ((A_BW.Lower() < 0) | (B_BW.Lower() < 0)) Throw(ProgramException("Can't ReSize to SymmetricBandMatrix" )); // already know A and B are square ReSize(A.Nrows(), my_min(A_BW.Lower(), B_BW.Lower())); } void SymmetricBandMatrix::operator=(const BaseMatrix& X) { REPORT // CheckConversion(X); // MatrixConversionCheck mcc; Eq(X,MatrixType::SB); } void SymmetricBandMatrix::CornerClear() const { // set unused parts of BandMatrix to zero REPORT int i = lower; Real* s = store; int bw = lower + 1; if (i) for(;;) { int j = i; Real* sj = s; while (j--) *sj++ = 0.0; if (!(--i)) break; s += bw; } } MatrixBandWidth SymmetricBandMatrix::BandWidth() const { REPORT return MatrixBandWidth(lower,lower); } inline Real square(Real x) { return x*x; } Real SymmetricBandMatrix::SumSquare() const { REPORT CornerClear(); Real sum1=0.0; Real sum2=0.0; Real* s=store; int i=nrows; int l=lower; while (i--) { int j = l; while (j--) sum2 += square(*s++); sum1 += square(*s++); } ((GeneralMatrix&)*this).tDelete(); return sum1 + 2.0 * sum2; } Real SymmetricBandMatrix::SumAbsoluteValue() const { REPORT CornerClear(); Real sum1=0.0; Real sum2=0.0; Real* s=store; int i=nrows; int l=lower; while (i--) { int j = l; while (j--) sum2 += fabs(*s++); sum1 += fabs(*s++); } ((GeneralMatrix&)*this).tDelete(); return sum1 + 2.0 * sum2; } Real SymmetricBandMatrix::Sum() const { REPORT CornerClear(); Real sum1=0.0; Real sum2=0.0; Real* s=store; int i=nrows; int l=lower; while (i--) { int j = l; while (j--) sum2 += *s++; sum1 += *s++; } ((GeneralMatrix&)*this).tDelete(); return sum1 + 2.0 * sum2; } #ifdef use_namespace } #endif