/usr/include/openturns/MatrixImplementation.hxx is in libopenturns-dev 0.15-2.
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/**
* @file MatrixImplementation.hxx
* @brief MatrixImplementation implements the Matrix class
*
* (C) Copyright 2005-2011 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 2.1 of the License.
*
* 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
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
* @author: $LastChangedBy: schueller $
* @date: $LastChangedDate: 2011-06-30 10:19:34 +0200 (Thu, 30 Jun 2011) $
* Id: $Id: MatrixImplementation.hxx 1972 2011-06-30 08:19:34Z schueller $
*/
#ifndef OPENTURNS_MATRIXIMPLEMENTATION_HXX
#define OPENTURNS_MATRIXIMPLEMENTATION_HXX
#include "PersistentCollection.hxx"
#include "Description.hxx"
#include "NumericalPoint.hxx"
#include "Exception.hxx"
#include "Collection.hxx"
namespace OpenTURNS
{
namespace Base
{
namespace Type
{
/**
* @class MatrixImplementation
*
* MatrixImplementation implements the classical mathematical MatrixImplementation
*/
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:
// All the pivots with a magnitude less than this threshold are considered as zero
static const NumericalScalar DefaultSmallPivot;
typedef Common::InvalidDimensionException InvalidDimensionException ;
typedef Common::InvalidArgumentException InvalidArgumentException ;
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 Collection<NumericalScalar> & 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) /* throw(InvalidDimensionException) */;
/** 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 /* throw(InvalidDimensionException) */;
/** 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 ;
/** MatrixImplementation addition (must have the same dimensions) */
MatrixImplementation operator + (const MatrixImplementation & matrix) const /* throw(InvalidDimensionException) */;
/** MatrixImplementation substraction (must have the same dimensions) */
MatrixImplementation operator - (const MatrixImplementation & matrix) const /* throw(InvalidDimensionException) */;
/** MatrixImplementation multiplications (must have consistent dimensions) */
MatrixImplementation genProd (const MatrixImplementation & matrix) const /* throw(InvalidDimensionException) */;
MatrixImplementation symProd (const MatrixImplementation & m,
const char symSide) const /* throw(InvalidDimensionException) */;
/** 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 /* throw(InvalidDimensionException) */;
NumericalPoint symVectProd (const NumericalPoint & pt) const /* throw(InvalidDimensionException) */;
/** Multiplication with a NumericalScalar */
MatrixImplementation operator * (const NumericalScalar s) const ;
/** Division by a NumericalScalar*/
MatrixImplementation operator / (const NumericalScalar s) const /* throw(InvalidArgumentException) */;
/** 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);
/** Compute determinant */
NumericalScalar computeDeterminant(const Bool keepIntact = true);
NumericalScalar computeDeterminantSym(const Bool keepIntact = true);
/** Compute eigenvalues */
NumericalComplexCollection computeEigenValuesSquare(const Bool keepIntact = true);
NumericalPoint computeEigenValuesSym(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 SPD */
virtual Bool isPositiveDefinite(const Bool keepIntact = true);
/** 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(StorageManager::Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(StorageManager::Advocate & adv);
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);
}
} /* namespace Common */
} /* namespace Base */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_MATRIXIMPLEMENTATION_HXX */
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