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/*
* Copyright (c) 2002-2006 Samit Basu
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program 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 General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
*/
#include "Array.hpp"
#include "Exception.hpp"
#include "Math.hpp"
#include "MatrixMultiply.hpp"
#include "LinearEqSolver.hpp"
#include "LeastSquaresSolver.hpp"
#include "EigenDecompose.hpp"
#include "LUDecompose.hpp"
#include "SparseMatrix.hpp"
#include "Complex.hpp"
#include "Operators.hpp"
#include <math.h>
#include "IEEEFP.hpp"
template <typename T>
static inline T powi(T a, int b) {
T p, x;
int n;
unsigned long u;
p = 1;
x = a;
n = b;
if(n != 0) {
if(n < 0) {
n = -n;
x = 1/x;
}
for(u = n; ; ) {
if(u & 01)
p *= x;
if(u >>= 1)
x *= x;
else
break;
}
}
return(p);
}
template <typename T>
static inline void powi(const T& ar, const T& ai, int b,
T& pr, T& pi) {
int n;
unsigned long u;
T t;
T q[2], x[2];
static T one[2] = {1.0, 0.0};
n = b;
q[0] = 1;
q[1] = 0;
if(n == 0)
goto done;
if(n < 0)
{
n = -n;
complex_divide<T>(one[0],one[1],ar,ai,x[0],x[1]);
}
else
{
x[0] = ar;
x[1] = ai;
}
for(u = n; ; )
{
if(u & 01)
{
t = q[0] * x[0] - q[1] * x[1];
q[1] = q[0] * x[1] + q[1] * x[0];
q[0] = t;
}
if(u >>= 1)
{
t = x[0] * x[0] - x[1] * x[1];
x[1] = 2 * x[0] * x[1];
x[0] = t;
}
else
break;
}
done:
pi = q[1];
pr = q[0];
}
template <typename T>
static inline void pow(const T& ar, const T& ai,
const T& br, const T& bi,
T& cr, T& ci) {
T logr, logi, x, y;
T mag = complex_abs<T>(ar, ai);
if (mag == 0) {
cr = 0;
ci = 0;
return;
}
logr = log(mag);
logi = atan2(ai, ar);
x = exp( logr * br - logi * bi );
y = logr * bi + logi * br;
cr = x * cos(y);
ci = x * sin(y);
}
struct OpAdd {
template <typename T>
static inline T func(const T& v1, const T& v2) {
return v1+v2;
}
template <typename T>
static inline void func(const T& ar, const T& ai,
const T& br, const T& bi,
T& cr, T& ci) {
cr = ar + br;
ci = ai + bi;
}
};
struct OpSubtract {
template <typename T>
static inline T func(const T& v1, const T& v2) {
return v1-v2;
}
template <typename T>
static inline void func(const T& ar, const T& ai,
const T& br, const T& bi,
T& cr, T& ci) {
cr = ar - br;
ci = ai - bi;
}
};
struct OpNegate {
template <typename T>
static inline T func(const T& v1) {
return -v1;
}
template <typename T>
static inline void func(const T& ar, const T& ai,
T& cr, T& ci) {
cr = -ar;
ci = -ai;
}
};
struct OpMultiply {
template <typename T>
static inline T func(const T& v1, const T& v2) {
return v1*v2;
}
template <typename T>
static inline void func(const T& ar, const T& ai,
const T& br, const T& bi,
T& cr, T& ci) {
complex_multiply(ar,ai,br,bi,cr,ci);
}
};
struct OpDivide {
template <typename T>
static inline T func(const T& v1, const T& v2) {
return v1/v2;
}
template <typename T>
static inline void func(const T& ar, const T& ai,
const T& br, const T& bi,
T& c0, T& c1) {
complex_divide<T>(ar,ai,br,bi,c0,c1);
}
};
struct OpLessThan {
template <typename T>
static inline bool func(const T& v1, const T& v2) {
return v1 < v2;
}
template <typename T>
static inline bool func(const T& ar, const T& ai,
const T& br, const T& bi) {
return complex_lt<T>(ar,ai,br,bi);
}
};
struct OpLessEquals {
template <typename T>
static inline bool func(const T& v1, const T& v2) {
return v1 <= v2;
}
template <typename T>
static inline bool func(const T& ar, const T& ai,
const T& br, const T& bi) {
return complex_le<T>(ar,ai,br,bi);
}
};
struct OpEquals {
template <typename T>
static inline bool func(const T& v1, const T& v2) {
return v1 == v2;
}
template <typename T>
static inline bool func(const T& ar, const T& ai,
const T& br, const T& bi) {
return complex_eq<T>(ar,ai,br,bi);
}
};
struct OpNotEquals {
template <typename T>
static inline bool func(const T& v1, const T& v2) {
return v1 != v2;
}
template <typename T>
static inline bool func(const T& ar, const T& ai,
const T& br, const T& bi) {
return complex_ne<T>(ar,ai,br,bi);
}
};
struct OpGreaterThan {
template <typename T>
static inline bool func(const T& v1, const T& v2) {
return v1 > v2;
}
template <typename T>
static inline bool func(const T& ar, const T& ai,
const T& br, const T& bi) {
return complex_gt<T>(ar,ai,br,bi);
}
};
struct OpGreaterEquals {
template <typename T>
static inline bool func(const T& v1, const T& v2) {
return v1 >= v2;
}
template <typename T>
static inline bool func(const T& ar, const T& ai,
const T& br, const T& bi) {
return complex_ge<T>(ar,ai,br,bi);
}
};
struct OpAnd {
static inline bool func(const bool& v1, const bool& v2) {
return (v1 && v2);
}
static inline void func(const bool&, const bool&, const bool&, const bool&, bool &, bool &) {
// Unused...
}
};
struct OpOr {
static inline bool func(const bool& v1, const bool& v2) {
return (v1 || v2);
}
static inline void func(const bool&, const bool&, const bool&, const bool&, bool &, bool &) {
// Unused...
}
};
struct OpPower {
template <typename T>
static inline T func(const T& v1, const T& v2) {
if (v2 == int(v2))
return powi(v1,int(v2));
else
return pow(v1,v2);
}
template <typename T>
static inline void func(const T& ar, const T& ai,
const T& br, const T& bi,
T& cr, T& ci) {
if ((br == int(br)) && (bi == 0))
powi(ar,ai,int(br),cr,ci);
else
pow(ar,ai,br,bi,cr,ci);
}
};
//DOCBLOCK operators_typerules
/**
* Add two objects.
*/
//DOCBLOCK operators_plus
Array Add(const Array& A, const Array& B) {
return DotOp<OpAdd>(A,B);
}
/**
* Subtract two objects.
*/
//DOCBLOCK operators_minus
Array Subtract(const Array& A, const Array &B) {
return DotOp<OpSubtract>(A,B);
}
/**
* Element-wise multiplication.
*/
//DOCBLOCK operators_dottimes
Array DotMultiply(const Array& A, const Array &B) {
return DotOp<OpMultiply>(A,B);
}
/**
* Element-wise right divide.
*/
//DOCBLOCK operators_dotrightdivide
Array DotRightDivide(const Array& A, const Array& B) {
return DotOp<OpDivide>(A,B);
}
/**
* Element-wise left divide.
*/
//DOCBLOCK operators_dotleftdivide
Array DotLeftDivide(const Array& A, const Array& B) {
return DotOp<OpDivide>(B,A);
}
/**
* Element-wise power.
*/
//DOCBLOCK operators_dotpower
// Simplified test -- if A & B are both real
// then if A is negative and B is non-integer,
// then the complex case is used.
Array DotPower(const Array& A, const Array& B) {
if (A.allReal() && B.allReal() &&
!IsNonNegative(A) && !IsInteger(B)) {
return DotOp<OpPower>(A.asComplex(),B.asComplex());
}
return DotOp<OpPower>(A,B);
}
/**
* Element-wise less than.
*/
//DOCBLOCK operators_comparisonops
Array LessThan(const Array& A, const Array& B) {
return CmpOp<OpLessThan>(A,B);
}
/**
* Element-wise less equals.
*/
Array LessEquals(const Array& A, const Array& B) {
return CmpOp<OpLessEquals>(A,B);
}
/**
* Element-wise greater than.
*/
Array GreaterThan(const Array& A, const Array& B) {
return CmpOp<OpGreaterThan>(A,B);
}
/**
* Element-wise greater equals.
*/
Array GreaterEquals(const Array& A, const Array& B) {
return CmpOp<OpGreaterEquals>(A,B);
}
/**
* Element-wise equals.
*/
Array Equals(const Array& A, const Array& B) {
return EqOp<OpEquals>(A,B);
}
/**
* Element-wise notEquals.
*/
Array NotEquals(const Array& A, const Array& B) {
return EqOp<OpNotEquals>(A,B);
}
/**
* Element-wise and
*/
//DOCBLOCK operators_logicalops
Array And(const Array& A, const Array& B) {
return BoolOp<OpAnd>(A,B);
}
/**
* Element-wise or
*/
Array Or(const Array& A, const Array& B) {
return BoolOp<OpOr>(A,B);
}
/**
* Element-wise not
*/
static bool notfunc(bool t) {
return (!t);
}
Array Not(const Array& A) {
if (A.isScalar())
return Array::create(!A.toClass(Bool).constRealScalar<bool>());
const Array &Abool(A.toClass(Bool));
return Array::create(Apply(Abool.constReal<bool>(),notfunc));
}
Array Plus(const Array& A) {
return A;
}
/**
* Element-wise negate - this one is a custom job, so to speak.
*
*/
Array Negate(const Array& A){
if (A.isReferenceType())
throw Exception("Cannot negate non-numeric types.");
if (IsUnsigned(A))
throw Exception("negation not supported for unsigned types.");
return UnaryOp<OpNegate>(A);
}
/**
* We want to perform a matrix-matrix operation between two data objects.
* The following checks are required:
* 1. If A or B is a scalar, then return false - this is really a
* vector operation, and the arguments should be passed to a
* vector checker (like VectorCheck).
* 2. Both A & B must be numeric
* 3. Both A & B must be the same type (if not, the lesser type is
* automatically promoted).
* 4. Both A & B must be 2-Dimensional.
* 5. A & B must be conformant, i.e. the number of columns in A must
* match the number of rows in B.
*/
// Invert a square matrix - Should check for diagonal matrices
// as a special case
Array InvertMatrix(const Array &a) {
if (!a.is2D())
throw Exception("Cannot invert N-dimensional arrays.");
if (!a.isSquare())
throw Exception("Cannot invert non-square matrices");
if (a.isScalar())
return DotRightDivide(Array(1.0),a);
return Invert(a);
}
template <typename T>
static inline SparseMatrix<T> SparseOnesFunc(const NTuple & dims) {
SparseMatrix<T> ret(dims);
for (index_t i=1;i<=qMin(dims[0],dims[1]);i++)
ret.set(NTuple(i,i),T(1));
return ret;
}
#define MacroSparseOnes(ctype,cls) \
case cls: return Array(SparseOnesFunc<ctype>(dims));
Array SparseOnes(DataClass type, const NTuple & dims) {
switch (type) {
default: throw Exception("Unsupported type for sparse ones function");
MacroExpandCasesAll(MacroSparseOnes);
}
}
#undef MacroSparseOnes
// Handle matrix powers for sparse matrices
Array MatrixPowerSparse(Array a, Array b) {
// The expression a^B where a is a scalar, and B is sparse is not handled
if (a.isScalar() && !b.isScalar())
throw Exception("expression a^B, where a is a scalar and B is a sparse matrix is not supported (use full to convert B to non-sparse matrix");
// The expression A^B is not supported
if (!a.isScalar() && !b.isScalar())
throw Exception("expression A^B where A and B are both sparse matrices is not supported (or defined)");
// The expression A^b where b is not an integer is not supported
if (!b.allReal())
throw Exception("expression A^b where b is complex and A is sparse is not supported (use full to convert A to a non-sparse matrix)");
if (!IsInteger(b))
throw Exception("expression A^b where b is non-integer and A is sparse is not supported (use full to convert A to a non-sparse matrix)");
if (!a.isSquare())
throw Exception("expression A^b requires A to be square.");
int32 power = b.toClass(Int32).constRealScalar<int32>();
if (power < 0) {
a = InvertMatrix(a);
power = -power;
}
if (power == 0)
return SparseOnes(a.dataClass(),a.dimensions());
Array c(a);
for (int i=1;i<power;i++)
c = Multiply(c,a);
return c;
}
/**
* Matrix-matrix multiply
*/
//DOCBLOCK operators_times
template <typename T>
static inline Array RealMultiply(const Array & A, const Array& B) {
if (A.isSparse() && !B.isSparse()) {
return Array(MatrixMultiply<T>(A.constRealSparse<T>(),B.constReal<T>()));
} else if (!A.isSparse() && B.isSparse()) {
return Array(MatrixMultiply<T>(A.constReal<T>(),
B.constRealSparse<T>()));
} else if (A.isSparse() && B.isSparse()) {
return Array(MatrixMultiply<T>(A.constRealSparse<T>(),
B.constRealSparse<T>()));
} else
return MatrixMultiply(A,B);
}
template <typename T>
static inline Array ComplexMultiply(const Array & A, const Array & B) {
if (A.isSparse() && !B.isSparse()) {
return Array(DotOp<T,T,OpSubtract>(MatrixMultiply<T>(A.constRealSparse<T>(),
B.constReal<T>()),
MatrixMultiply<T>(A.constImagSparse<T>(),
B.constImag<T>())),
DotOp<T,T,OpAdd>(MatrixMultiply<T>(A.constRealSparse<T>(),B.constImag<T>()),
MatrixMultiply<T>(A.constImagSparse<T>(),B.constReal<T>())));
} else if (!A.isSparse() && B.isSparse()) {
return Array(DotOp<T,T,OpSubtract>(MatrixMultiply<T>(A.constReal<T>(),
B.constRealSparse<T>()),
MatrixMultiply<T>(A.constImag<T>(),
B.constImagSparse<T>())),
DotOp<T,T,OpAdd>(MatrixMultiply<T>(A.constReal<T>(),
B.constImagSparse<T>()),
MatrixMultiply<T>(A.constImag<T>(),
B.constRealSparse<T>())));
} else if (A.isSparse() && B.isSparse()) {
return Array(DotOp<T,T,OpSubtract>(MatrixMultiply<T>(A.constRealSparse<T>(),
B.constRealSparse<T>()),
MatrixMultiply<T>(A.constImagSparse<T>(),
B.constImagSparse<T>())),
DotOp<T,T,OpAdd>(MatrixMultiply<T>(A.constRealSparse<T>(),
B.constImagSparse<T>()),
MatrixMultiply<T>(A.constImagSparse<T>(),
B.constRealSparse<T>())));
} else
return MatrixMultiply(A,B);
}
template <typename T>
static inline Array Multiply(const Array& A, const Array& B) {
if (A.allReal() && B.allReal())
return RealMultiply<T>(A,B);
else
return ComplexMultiply<T>(A.asComplex(),B.asComplex());
}
Array Multiply(const Array& A, const Array& B){
// Process our arguments
if (A.isScalar() || B.isScalar())
// Its really a vector product, pass...
return DotMultiply(A,B);
// Test for conformancy
if (A.columns() != B.rows())
throw Exception("Requested matrix multiplication requires arguments to be conformant.");
DataClass via, out;
ComputeTypes(A,B,via,out);
if (via == Float)
return Multiply<float>(A.toClass(Float),B.toClass(Float)).toClass(out);
else
return Multiply<double>(A.toClass(Double),B.toClass(Double)).toClass(out);
}
/**
* Matrix-matrix divide
*/
//DOCBLOCK operators_leftdivide
Array LeftDivide(const Array& A, const Array& B) {
// Process our arguments
if (A.isScalar() || (B.isScalar() && (!A.is2D() || (A.rows() != 1))))
// Its really a vector product, pass...
return DotLeftDivide(A,B);
if (A.isSquare())
return SolveLinearEq(A,B);
else
return SolveLeastSquares(A,B);
}
/**
* Matrix-matrix divide
*/
//DOCBLOCK operators_rightdivide
Array RightDivide(const Array& A, const Array& B) {
Array C;
// Process our arguments
if (B.isScalar() || (A.isScalar() && (!B.is2D() || (B.cols() != 1))))
// Its really a vector product, pass...
return DotRightDivide(A,B);
return Transpose(LeftDivide(Transpose(B),Transpose(A)));
}
//DOCBLOCK operators_hermitian
//DOCBLOCK operators_transpose
/**
* Matrix-matrix power - These are the cases to consider:
* 1. scalar-scalar defer to dotpower
* 2. square-scalar - if an integer, iteratively multiply
* To raise A^N power, we do a successive factorization
* A -> A^2 -> A^4
* 13 -> 8 + 4 + 2 + 1
* 5 -> 4 + 2 + 1
* 1 -> 1
*
* 23 -> 16 + 8 + 4 + 2 + 1
* 7 -> 4 + 2 + 1
* 3 -> 2 + 1
* 1 -> 1
*
*
* 3. scalar-square - Decompose
*/
//DOCBLOCK operators_matrixpower
// Commented out this test for the 4.0 release (reference file was lost).
//Tests
//$near#y1=x1^x2#(any(loopi==[2,18,64,50:52])||(any(loopj==[50:52])))
// Raises Scalar^Matrix
static Array PowerScalarMatrix(const Array &A, const Array &B) {
// Do an eigendecomposition of B
Array V, D;
if (IsSymmetric(B))
EigenDecomposeFullSymmetric(B,V,D);
else
EigenDecomposeFullGeneral(B,V,D,false);
// Get the diagonal part of D
Array E = GetDiagonal(D);
// Call the vector version of the exponential
Array F = DotPower(A,E); // B, V, D, E, F
// Construct a diagonal matrix from F
Array G = DiagonalArray(F); // B, V, D, G, E, F
// The output is (V*G)/V
E = Multiply(V,G); // B, V, D, E, F
return RightDivide(E,V); // B, D, F
}
// Raises Matrix^Scalar
static Array PowerMatrixScalar(const Array &A, const Array &B) {
// Do an eigendecomposition of A
Array V, D;
if (IsSymmetric(A))
EigenDecomposeFullSymmetric(A,V,D); //A, B, V, D
else
EigenDecomposeFullGeneral(A,V,D,false);
// Get the diagonal part of D
Array E = GetDiagonal(D); // A, B, V, D, E
// Call the vector version of the exponential
Array F = DotPower(E,B); // F, A, V, D
// Construct a diagonal matrix from F
Array G = DiagonalArray(F); // G, A, V, D, F
// The output is (V*G)/V
E = Multiply(V,G); // A, V, D, E, F
return RightDivide(E,V); // C, A, D, F
}
Array Power(const Array& Ain, const Array& Bin){
if (Ain.isEmpty() || Bin.isEmpty())
return EmptyConstructor();
DataClass via_type;
DataClass out_type;
ComputeTypes(Ain,Bin,via_type,out_type);
Array A = Ain.toClass(via_type);
Array B = Bin.toClass(via_type);
if (A.isScalar() && B.isScalar())
return DotPower(A,B).toClass(out_type);
if (!A.is2D() || !B.is2D())
throw Exception("Cannot apply exponential operator to N-Dimensional arrays.");
if (B.allReal() && B.isScalar() && (B.asDouble() == -1))
return InvertMatrix(A).toClass(out_type);;
// Both arguments must be square
if (!(A.isSquare() && B.isSquare()))
throw Exception("Power (^) operator can only be applied to scalar and square arguments.");
if (A.isSparse() || B.isSparse())
return MatrixPowerSparse(A,B).toClass(out_type);
// OK - check for A a scalar - if so, do a decomposition of B
if (A.isScalar())
return PowerScalarMatrix(A,B).toClass(out_type);
else if (B.isScalar())
return PowerMatrixScalar(A,B).toClass(out_type);
else
throw Exception("One of the arguments to (^) must be a scalar.");
}
Array UnitColon(const Array& A, const Array& B) {
Array C;
if (!A.isScalar() || !B.isScalar())
throw Exception("Both arguments to (:) operator must be scalars.");
if (A.isComplex() || B.isComplex())
throw Exception("Both arguments to (:) operator must be real.");
if ((A.dataClass() == Float) || (B.dataClass() == Float))
return RangeConstructor(A.asDouble(),1,B.asDouble(),false).toClass(Float);
return RangeConstructor(A.asDouble(),1,B.asDouble(),false);
}
Array DoubleColon(const Array& A, const Array& B, const Array& C){
Array D;
if (!A.isScalar() || !B.isScalar() || !C.isScalar())
throw Exception("All three arguments to (:) operator must be scalars.");
if (A.isComplex() || B.isComplex() || C.isComplex())
throw Exception("All arguments to (:) operator must be real.");
if ((A.dataClass() == Float) || (B.dataClass() == Float) || (C.dataClass() == Float))
return RangeConstructor(A.asDouble(),B.asDouble(),C.asDouble(),false).toClass(Float);
return RangeConstructor(A.asDouble(),B.asDouble(),C.asDouble(),false);
}
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