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// Gmsh - Copyright (C) 1997-2020 C. Geuzaine, J.-F. Remacle
//
// See the LICENSE.txt file for license information. Please report all
// issues on https://gitlab.onelab.info/gmsh/gmsh/issues.
#ifndef FULL_MATRIX_H
#define FULL_MATRIX_H
#include "GmshConfig.h"
#include "GmshMessage.h"
#include <cmath>
#include <cstdio>
#include <complex>
#include <iostream>
#if defined(HAVE_EIGEN)
#ifdef Success // in X11 header X.h
#undef Success
#endif
#include <Eigen/Dense>
#endif
template <class scalar> class fullMatrix;
// An interface for vectors of scalars (real or complex, with simple or double
// precision). The first index of a fullVector is 0. fullVectors can own their
// scalars, or just be an access point to an other fullVector; such a fullVector
// is called a proxy.
template <class scalar> class fullVector {
private:
int _r; // size of the vector
scalar *_data; // pointer on the first element
bool _ownData;
friend class fullMatrix<scalar>;
#if defined(HAVE_EIGEN)
typedef Eigen::Map<Eigen::Matrix<scalar, Eigen::Dynamic, 1> > EigenVec;
#endif
public:
// Instantiate a zero size fullVector
fullVector(void) : _r(0), _data(0), _ownData(1) {}
// Instantiate a fullVector of size r filled with zeros
fullVector(int r) : _r(r), _ownData(1)
{
_data = new scalar[_r];
setAll(scalar(0.));
}
// Instantiate a proxy fullVector given by [original[0], original[1], ...,
// original[r - 1]]
fullVector(scalar *original, int r)
{
_r = r;
_ownData = false;
_data = original;
}
// Instantiate a fullVector, which is a copy (and not a proxy) of other
fullVector(const fullVector<scalar> &other) : _r(other._r), _ownData(1)
{
_data = new scalar[_r];
for(int i = 0; i < _r; ++i) _data[i] = other._data[i];
}
~fullVector()
{
if(_ownData && _data) delete[] _data;
}
inline int size() const { return _r; }
inline const scalar *getDataPtr() const { return _data; }
inline scalar *getDataPtr() { return _data; }
inline scalar operator()(int i) const { return _data[i]; }
inline scalar &operator()(int i) { return _data[i]; }
fullVector<scalar> &operator=(const fullVector<scalar> &other)
{
if(this != &other) {
if((!resize(other._r, false) && _r > 2 * other._r)) {
if(_data) delete[] _data;
_r = other._r;
_data = new scalar[_r];
}
setAll(other);
}
return *this;
}
void copy(const fullVector<scalar> &v, int i0, int ni, int desti0)
{
for(int i = i0, desti = desti0; i < i0 + ni; i++, desti++)
(*this)(desti) = v(i);
}
inline void set(int r, scalar v)
{
#ifdef _DEBUG
if(r >= _r || r < 0) {
Msg::Error("Invalid index in vector: %i (size = %i)", r, _r);
return;
}
#endif
(*this)(r) = v;
}
// Return the L^2 norm
scalar norm() const;
bool resize(int r, bool resetValue = true)
{
if(_r < r || !_ownData) {
if(_ownData && _data) delete[] _data;
_r = r;
_data = new scalar[_r];
_ownData = true;
if(resetValue) setAll(scalar(0.));
return true;
}
_r = r;
if(resetValue) setAll(scalar(0.));
return false;
}
// this fullVector becomes a proxy of original, that is: [original(r_start),
// ..., original(r_start + r - 1)]. Previous data are lost
void setAsProxy(const fullVector<scalar> &original, int r_start, int r)
{
if(_ownData && _data) delete[] _data;
_ownData = false;
_r = r;
_data = original._data + r_start;
}
// This fullVector becomes a proxy of original matrix cth row, that is:
// [original(0, c), ..., original(original.size1() - 1, c)]. Previous data are
// lost
void setAsProxy(const fullMatrix<scalar> &original, int c)
{
if(_ownData && _data) delete[] _data;
_ownData = false;
_r = original._r;
_data = original._data + c * _r;
}
// This fullVector becomes a proxy of the array. Previous data are lost
void setAsProxy(scalar *data, int r)
{
if(_ownData && _data) delete[] _data;
_ownData = false;
_r = r;
_data = data;
}
inline void scale(const scalar s)
{
#if defined(HAVE_EIGEN)
EigenVec vv(_data, _r);
vv *= s;
#else
if(s == scalar(0.))
for(int i = 0; i < _r; ++i) _data[i] = scalar(0.);
else if(s == -1.)
for(int i = 0; i < _r; ++i) _data[i] = -_data[i];
else
for(int i = 0; i < _r; ++i) _data[i] *= s;
#endif
}
inline void setAll(const scalar &m)
{
#if defined(HAVE_EIGEN)
EigenVec vv(_data, _r);
vv.setConstant(m);
#else
for(int i = 0; i < _r; i++) set(i, m);
#endif
}
void setAll(const fullVector<scalar> &m)
#if defined(HAVE_EIGEN)
{
EigenVec vv(_data, _r);
EigenVec vm(m._data, m._r);
vv = vm;
}
#elif !defined(HAVE_BLAS)
{
for(int i = 0; i < _r; i++) _data[i] = m._data[i];
}
#endif
;
// Scalar product
inline scalar operator*(const fullVector<scalar> &other)
{
#if defined(HAVE_EIGEN)
EigenVec vv(_data, _r), vother(other._data, other._r);
scalar s = vv.dot(vother);
#else
scalar s = 0.;
for(int i = 0; i < _r; ++i) s += _data[i] * other._data[i];
return s;
#endif
}
// v(i) = v(i) + alpha * x(i)
void axpy(const fullVector<scalar> &x, scalar alpha = 1.)
#if defined(HAVE_EIGEN)
{
EigenVec vv(_data, _r), vx(x._data, x._r);
vv.noalias() += alpha * vx;
}
#elif !defined(HAVE_BLAS)
{
for(int i = 0; i < _r; i++) _data[i] += alpha * x._data[i];
}
#endif
;
// v(i) = v(i) * x(i)
void multTByT(const fullVector<scalar> &x)
{
for(int i = 0; i < _r; i++) _data[i] *= x._data[i];
}
void print(const std::string name = "", const std::string format = "") const;
void binarySave(FILE *f) const { fwrite(_data, sizeof(scalar), _r, f); }
void binaryLoad(FILE *f)
{
if(fread(_data, sizeof(scalar), _r, f) != (size_t)_r) return;
}
bool getOwnData() const { return _ownData; };
void setOwnData(bool ownData) { _ownData = ownData; };
};
// An interface for dense matrix of scalars (real or complex, with simple or
// double precision)
template <class scalar> class fullMatrix {
private:
bool _ownData; // should data be freed on delete?
int _r, _c; // size of the matrix
scalar *_data; // pointer on the first element
friend class fullVector<scalar>;
#if defined(HAVE_EIGEN)
typedef Eigen::Map<Eigen::Matrix<scalar, Eigen::Dynamic, Eigen::Dynamic> > EigenMat;
typedef Eigen::Map<Eigen::Matrix<scalar, Eigen::Dynamic, 1> > EigenVec;
#endif
public:
fullMatrix(scalar *original, int r, int c)
{
_r = r;
_c = c;
_ownData = false;
_data = original;
}
fullMatrix(fullMatrix<scalar> &original, int c_start, int c)
{
_c = c;
_r = original._r;
_ownData = false;
_data = original._data + c_start * _r;
}
fullMatrix(int r, int c, bool init0 = true) : _r(r), _c(c)
{
_data = new scalar[_r * _c];
_ownData = true;
if(init0) setAll(scalar(0.));
}
fullMatrix(int r, int c, scalar *data)
: _r(r), _c(c), _data(data), _ownData(false)
{
setAll(scalar(0.));
}
fullMatrix(const fullMatrix<scalar> &other) : _r(other._r), _c(other._c)
{
_data = new scalar[_r * _c];
_ownData = true;
for(int i = 0; i < _r * _c; ++i) _data[i] = other._data[i];
}
fullMatrix() : _ownData(false), _r(0), _c(0), _data(0) {}
~fullMatrix()
{
if(_data && _ownData) delete[] _data;
}
// get information (size, value)
inline int size1() const { return _r; }
inline int size2() const { return _c; }
inline scalar get(int r, int c) const
{
#ifdef _DEBUG
if(r >= _r || r < 0 || c >= _c || c < 0) {
Msg::Error("Invalid index in dense matrix: %i %i (size = %i %i)", r, c,
_r, _c);
return 0;
}
#endif
return (*this)(r, c);
}
inline const scalar *getDataPtr() const { return _data; }
inline scalar *getDataPtr() { return _data; }
inline void set(int r, int c, scalar v)
{
#ifdef _DEBUG
if(r >= _r || r < 0 || c >= _c || c < 0) {
Msg::Error("Invalid index in dense matrix: %i %i (size = %i %i)", r, c,
_r, _c);
return;
}
#endif
(*this)(r, c) = v;
}
inline scalar norm() const
{
scalar n = 0.;
for(int i = 0; i < _r; ++i)
for(int j = 0; j < _c; ++j) n += (*this)(i, j) * (*this)(i, j);
return sqrt(n);
}
bool resize(int r, int c, bool resetValue = true)
{
// data will be owned (same as constructor)
if((r * c > _r * _c) || !_ownData) {
if(_ownData && _data) delete[] _data;
_r = r;
_c = c;
_data = new scalar[_r * _c];
_ownData = true;
if(resetValue) setAll(scalar(0.));
return true;
}
_r = r;
_c = c;
if(resetValue) setAll(scalar(0.));
return false; // no reallocation
}
void reshape(int nbRows, int nbColumns)
{
if(nbRows == -1 && nbColumns != -1) nbRows = _r * _c / nbColumns;
if(nbRows != -1 && nbColumns == -1) nbColumns = _r * _c / nbRows;
if(nbRows * nbColumns != _r * _c)
Msg::Error("Invalid dense matrix reshape: total number of entries must "
"be equal (new %i x %i != old %i x %i)",
nbRows, nbColumns, _r, _c);
_r = nbRows;
_c = nbColumns;
}
void setAsProxy(const fullMatrix<scalar> &original)
{
if(_data && _ownData) delete[] _data;
_c = original._c;
_r = original._r;
_ownData = false;
_data = original._data;
}
void setAsProxy(const fullMatrix<scalar> &original, int c_start, int c)
{
if(_data && _ownData) delete[] _data;
_c = c;
_r = original._r;
_ownData = false;
_data = original._data + c_start * _r;
}
void setAsProxy(scalar *data, int r, int c)
{
if(_data && _ownData) delete[] _data;
_c = c;
_r = r;
_ownData = false;
_data = data;
}
fullMatrix<scalar> &operator=(const fullMatrix<scalar> &other)
{
copy(other);
return *this;
}
void operator+=(const fullMatrix<scalar> &other)
{
if(_r != other._r || _c != other._c) {
Msg::Error("Cannot sum dense matrices of different sizes");
return;
}
for(int i = 0; i < _r * _c; ++i) _data[i] += other._data[i];
}
inline scalar operator()(int i, int j) const
{
#ifdef _DEBUG
if(i >= _r || i < 0 || j >= _c || j < 0) {
Msg::Error("Invalid index to access dense matrix: %i %i (size = %i %i)",
i, j, _r, _c);
return 0;
}
#endif
return _data[i + _r * j];
}
inline scalar &operator()(int i, int j)
{
#ifdef _DEBUG
if(i >= _r || i < 0 || j >= _c || j < 0) {
Msg::Error("Invalid index to access dense matrix: %i %i (size = %i %i)",
i, j, _r, _c);
return _data[0];
}
#endif
return _data[i + _r * j];
}
void copy(const fullMatrix<scalar> &a, int i0, int ni, int j0, int nj,
int desti0, int destj0)
{
for(int i = i0, desti = desti0; i < i0 + ni; i++, desti++)
for(int j = j0, destj = destj0; j < j0 + nj; j++, destj++)
(*this)(desti, destj) = a(i, j);
}
void copy(const fullMatrix<scalar> &a)
{
if(_data && !_ownData) {
Msg::Error("Dense matrix copy prohibited for proxies, use setAll "
"instead");
return;
}
if(_r != a._r || _c != a._c) {
if(_data && _ownData) delete[] _data;
_r = a._r;
_c = a._c;
_data = new scalar[_r * _c];
_ownData = true;
}
setAll(a);
}
void copyOneColumn(const fullVector<scalar> &x, const int ind) const
{
int cind = _c * ind;
for(int i = 0; i < _r; i++) _data[cind + i] = x(i);
}
inline void setAll(const scalar &m)
{
#if defined(HAVE_EIGEN)
EigenMat ma(_data, _r, _c);
ma.setConstant(m);
#else
for(int i = 0; i < _r * _c; i++) _data[i] = m;
#endif
}
void setAll(const fullMatrix<scalar> &m)
#if defined(HAVE_EIGEN)
{
EigenMat ma(_data, _r, _c), mm(m._data, m._r, m._c);
ma = mm;
}
#elif !defined(HAVE_BLAS)
{
if(_r != m._r || _c != m._c) {
Msg::Error("Dense matrix sizes do not match in setAll");
return;
}
for(int i = 0; i < _r * _c; i++) _data[i] = m._data[i];
}
#endif
;
void scale(const double s)
#if defined(HAVE_EIGEN)
{
EigenMat ma(_data, _r, _c);
ma *= s;
}
#elif !defined(HAVE_BLAS)
{
if(s == 0.) // this is not really correct nan*0 (or inf*0) is expected to
// give nan
for(int i = 0; i < _r * _c; ++i) _data[i] = scalar(0.);
else
for(int i = 0; i < _r * _c; ++i) _data[i] *= s;
}
#endif
;
inline void add(const double &a)
{
for(int i = 0; i < _r * _c; ++i) _data[i] += a;
}
inline void add(const fullMatrix<scalar> &m)
{
#if defined(HAVE_EIGEN)
EigenMat ma(_data, _r, _c), mm(m._data, m._r, m._c);
ma.noalias() += mm;
#else
for(int i = 0; i < _r; i++)
for(int j = 0; j < _c; j++) (*this)(i, j) += m(i, j);
#endif
}
inline void add(const fullMatrix<scalar> &m, const double &a)
{
#if defined(HAVE_EIGEN)
EigenMat ma(_data, _r, _c), mm(m._data, m._r, m._c);
ma.noalias() += a * mm;
#else
for(int i = 0; i < _r; i++)
for(int j = 0; j < _c; j++) (*this)(i, j) += a * m(i, j);
#endif
}
void mult(const fullVector<scalar> &x, fullVector<scalar> &y) const
#if defined(HAVE_EIGEN)
{
EigenMat ma(_data, _r, _c);
EigenVec vx(x._data, x._r), vy(y._data, y._r);
vy = ma * vx;
}
#elif !defined(HAVE_BLAS)
{
y.scale(scalar(0.));
for(int i = 0; i < _r; i++)
for(int j = 0; j < _c; j++) y._data[i] += (*this)(i, j) * x(j);
}
#endif
;
void multAddy(const fullVector<scalar> &x, fullVector<scalar> &y) const
#if defined(HAVE_EIGEN)
{
EigenMat ma(_data, _r, _c);
EigenVec vx(x._data, x._r), vy(y._data, y._r);
vy += ma * vx;
}
#elif !defined(HAVE_BLAS)
{
for(int i = 0; i < _r; i++)
for(int j = 0; j < _c; j++) y._data[i] += (*this)(i, j) * x(j);
}
#endif
;
void mult(const fullMatrix<scalar> &b, fullMatrix<scalar> &c) const
#if defined(HAVE_EIGEN)
{
EigenMat ma(_data, _r, _c), mb(b._data, b._r, b._c), mc(c._data, c._r, c._c);
mc.noalias() = ma * mb;
}
#elif !defined(HAVE_BLAS)
{
c.scale(scalar(0.));
for(int i = 0; i < _r; i++)
for(int j = 0; j < b._c; j++)
for(int k = 0; k < _c; k++)
c._data[i + _r * j] += (*this)(i, k) * b(k, j);
}
#endif
;
void multTByT(const fullMatrix<scalar> &a)
{
for(int i = 0; i < _r * _c; i++) _data[i] *= a._data[i];
}
void multOnBlock(const fullMatrix<scalar> &b, const int ncol, const int fcol,
const int alpha, const int beta, fullVector<scalar> &c) const
#if defined(HAVE_EIGEN) || !defined(HAVE_BLAS)
{
int row = 0;
if(beta != 1) c.scale(beta);
for(int j = fcol; j < fcol + ncol; j++)
for(int k = 0; k < _c; k++)
c._data[j] += alpha * (*this)(row, k) * b(k, j);
}
#endif
;
void multWithATranspose(const fullVector<scalar> &x, scalar alpha,
scalar beta, fullVector<scalar> &y) const
#if defined(HAVE_EIGEN) || !defined(HAVE_BLAS)
{
y.scale(beta);
for(int j = 0; j < _c; j++)
for(int i = 0; i < _r; i++) y._data[j] += alpha * (*this)(i, j) * x(i);
}
#endif
;
inline fullMatrix<scalar> transpose() const
{
fullMatrix<scalar> T(_c, _r);
for(int i = 0; i < _r; i++)
for(int j = 0; j < _c; j++) T(j, i) = (*this)(i, j);
return T;
}
inline void transposeInPlace()
{
if(_r != _c) {
Msg::Error("In-place transposition requires a square matrix "
"(size = %d %d)", _r, _c);
return;
}
scalar t;
for(int i = 0; i < _r; i++)
for(int j = 0; j < i; j++) {
t = _data[i + _r * j];
_data[i + _r * j] = _data[j + _r * i];
_data[j + _r * i] = t;
}
}
void gemm(const fullMatrix<scalar> &a, const fullMatrix<scalar> &b,
scalar alpha = 1., scalar beta = 1., bool transposeA = false,
bool transposeB = false)
#if defined(HAVE_EIGEN) || !defined(HAVE_BLAS)
{
const fullMatrix<scalar> &A = transposeA ? a.transpose() : a;
const fullMatrix<scalar> &B = transposeA ? b.transpose() : b;
fullMatrix<scalar> temp(A._r, B._c);
A.mult(B, temp);
temp.scale(alpha);
scale(beta);
add(temp);
}
#endif
;
void axpy(const fullMatrix<scalar> &x, scalar alpha = 1.)
#if defined(HAVE_EIGEN) || !defined(HAVE_BLAS)
{
int n = _r * _c;
for(int i = 0; i < n; i++) _data[i] += alpha * x._data[i];
}
#endif
;
bool luSolve(const fullVector<scalar> &rhs, fullVector<scalar> &result)
#if defined(HAVE_EIGEN)
{
if(_r != _c || _r != rhs._r || _r != result._r) {
Msg::Error("Wrong sizes for dense linear system solve (size = %d %d, "
"%d, %d)", _r, _c, result._r, rhs._r);
return false;
}
EigenMat ma(_data, _r, _c);
EigenVec vb(rhs._data, rhs._r);
EigenVec vx(result._data, result._r);
vx = ma.colPivHouseholderQr().solve(vb);
return true;
}
#elif !defined(HAVE_LAPACK)
{
Msg::Error("LU factorization and substitution requires Eigen or LAPACK");
return false;
}
#endif
;
bool luFactor(fullVector<int> &ipiv)
#if defined(HAVE_EIGEN) || !defined(HAVE_LAPACK)
{
Msg::Error("LU factorization requires LAPACK");
return false;
}
#endif
;
bool luSubstitute(const fullVector<scalar> &rhs, fullVector<int> &ipiv,
fullVector<scalar> &result)
#if defined(HAVE_EIGEN) || !defined(HAVE_LAPACK)
{
Msg::Error("LU substitution requires LAPACK");
return false;
}
#endif
;
bool invert(fullMatrix<scalar> &result) const
#if defined(HAVE_EIGEN)
{
if(_r != _c) {
Msg::Error("Dense matrix inverse requires square matrix (size = %d %d)",
_r, _c);
return false;
}
result.resize(_r, _c);
EigenMat ma(_data, _r, _c);
EigenMat mi(result._data, _r, _c);
mi = ma.inverse();
return true;
}
#elif !defined(HAVE_LAPACK)
{
Msg::Error("Matrix inversion requires Eigen or LAPACK");
return false;
}
#endif
;
bool invertInPlace()
#if defined(HAVE_EIGEN)
{
if(_r != _c) {
Msg::Error("Dense matrix inversion requires square matrix (size = %d %d)",
_r, _c);
return false;
}
EigenMat ma(_data, _r, _c);
ma = ma.inverse();
return true;
}
#elif !defined(HAVE_LAPACK)
{
Msg::Error("Dense matrix inversion requires LAPACK");
return false;
}
#endif
;
scalar determinant() const
#if defined(HAVE_EIGEN)
{
EigenMat ma(_data, _r, _c);
return ma.determinant();
}
#elif !defined(HAVE_LAPACK)
{
Msg::Error("Dense matrix inversion requires Eigen or LAPACK");
return false;
}
#endif
;
void swap(scalar *a, int inca, scalar *b, int incb, int n)
{
scalar tmp;
for(int i = 0; i < n; i++, a += inca, b += incb) {
tmp = (*a);
(*a) = (*b);
(*b) = tmp;
}
}
void eigSort(int n, scalar *wr, scalar *wi, scalar *VL, scalar *VR)
{
// Sort the eigenvalues/vectors in ascending order according to
// their real part. Warning: this will screw up the ordering if we
// have complex eigenvalues.
for(int i = 0; i < n - 1; i++) {
int k = i;
scalar ek = wr[i];
// search for something to swap
for(int j = i + 1; j < n; j++) {
const scalar ej = wr[j];
if(ej < ek) {
k = j;
ek = ej;
}
}
if(k != i) {
swap(&wr[i], 1, &wr[k], 1, 1);
swap(&wi[i], 1, &wi[k], 1, 1);
swap(&VL[n * i], 1, &VL[n * k], 1, n);
swap(&VR[n * i], 1, &VR[n * k], 1, n);
}
}
}
bool eig(fullVector<double> &eigenValReal, fullVector<double> &eigenValImag,
fullMatrix<scalar> &leftEigenVect, fullMatrix<scalar> &rightEigenVect,
bool sortRealPart = false)
#if defined(HAVE_EIGEN)
{
EigenMat ma(_data, _r, _c);
Eigen::EigenSolver<Eigen::Matrix<scalar, Eigen::Dynamic, Eigen::Dynamic> > es(ma);
if(es.info() != Eigen::Success) {
Msg::Warning("Eigen could not compute eigenvalues/eigenvectors");
return false;
}
EigenVec vr(eigenValReal._data, eigenValReal._r);
vr = es.eigenvalues().real();
EigenVec vi(eigenValImag._data, eigenValImag._r);
vi = es.eigenvalues().imag();
EigenMat mr(rightEigenVect._data, rightEigenVect._r, rightEigenVect._c);
mr = es.eigenvectors().real();
EigenMat ml(leftEigenVect._data, leftEigenVect._r, leftEigenVect._c);
// FIXME: compute the true left eigenvectors!
ml = mr.transpose();
if(sortRealPart)
eigSort(_r, eigenValReal._data, eigenValImag._data,
leftEigenVect._data, rightEigenVect._data);
return true;
}
#elif !defined(HAVE_LAPACK)
{
Msg::Error("Eigenvalue computation of dense matrices requires Eigen or "
"LAPACK");
return false;
}
#endif
;
bool svd(fullMatrix<scalar> &V, fullVector<scalar> &S)
#if defined(HAVE_EIGEN)
{
EigenMat ma(_data, _r, _c);
EigenMat mv(V._data, V._r, V._c);
EigenVec vs(S._data, S._r);
Eigen::BDCSVD
<Eigen::Matrix<scalar, Eigen::Dynamic, Eigen::Dynamic> >
svd(ma, Eigen::ComputeThinU | Eigen::ComputeThinV);
ma = svd.matrixU();
mv = svd.matrixV();
vs = svd.singularValues();
return true;
}
#elif !defined(HAVE_LAPACK)
{
Msg::Error("Singular value decomposition of dense matrices requires "
"Eigen or LAPACK");
return false;
}
#endif
;
void print(const std::string &name = "",
const std::string &format = "") const;
void binarySave(FILE *f) const { fwrite(_data, sizeof(scalar), _r * _c, f); }
void binaryLoad(FILE *f)
{
if(fread(_data, sizeof(scalar), _r * _c, f) != (size_t)_r) return;
}
bool getOwnData() const { return _ownData; };
void setOwnData(bool ownData) { _ownData = ownData; };
};
#endif
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