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/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
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 license for more details.
*/
// $Id: Matrix.i,v 1.15 2002/03/04 17:25:41 lballabio Exp $
#ifndef quantlib_matrix_i
#define quantlib_matrix_i
%include String.i
%include QLArray.i
%{
using QuantLib::Math::Matrix;
typedef QuantLib::Math::Matrix::row_iterator MatrixRow;
using QuantLib::Math::outerProduct;
using QuantLib::Math::transpose;
using QuantLib::Math::matrixSqrt;
%}
class MatrixRow {
private:
// access control - no constructor exported
MatrixRow();
public:
~MatrixRow();
};
%addmethods MatrixRow {
double __getitem__(int i) {
return (*self)[i];
}
void __setitem__(int i, double x) {
(*self)[i] = x;
}
};
// typemap Python list of lists of numbers to Matrix
%typemap(python,in) Matrix (Matrix temp),
Matrix & (Matrix temp),
const Matrix & (Matrix temp) {
Matrix* m;
if (PyTuple_Check($source) || PyList_Check($source)) {
/* Size */ int rows, cols;
rows = (PyTuple_Check($source) ?
PyTuple_Size($source) :
PyList_Size($source));
// look ahead
PyObject* o = PySequence_GetItem($source,0);
if (PyTuple_Check(o) || PyList_Check(o)) {
cols = (PyTuple_Check(o) ?
PyTuple_Size(o) :
PyList_Size(o));
Py_DECREF(o);
} else {
PyErr_SetString(PyExc_TypeError, "Matrix expected");
Py_DECREF(o);
return NULL;
}
temp = Matrix(rows,cols);
for (/* Size */ int i=0; i<rows; i++) {
PyObject* o = PySequence_GetItem($source,i);
if (PyTuple_Check(o) || PyList_Check(o)) {
/* Size */ int items = (PyTuple_Check(o) ?
PyTuple_Size(o) :
PyList_Size(o));
if (items != cols) {
PyErr_SetString(PyExc_TypeError,
"Matrix must have equal-length rows");
Py_DECREF(o);
return NULL;
}
for (/* Size */ int j=0; j<cols; j++) {
PyObject* d = PySequence_GetItem(o,j);
if (d == Py_None) {
temp[i][j] = Null<double>();
Py_DECREF(d);
} else if (PyFloat_Check(d)) {
temp[i][j] = PyFloat_AsDouble(d);
Py_DECREF(d);
} else if (PyInt_Check(d)) {
temp[i][j] = double(PyInt_AsLong(d));
Py_DECREF(d);
} else {
PyErr_SetString(PyExc_TypeError,"doubles expected");
Py_DECREF(d);
Py_DECREF(o);
return NULL;
}
}
Py_DECREF(o);
} else {
PyErr_SetString(PyExc_TypeError, "Matrix expected");
Py_DECREF(o);
return NULL;
}
}
$target = &temp;
} else if ((SWIG_ConvertPtr($source,(void **) &m,
SWIGTYPE_p_Matrix,0)) != -1) {
$target = m;
} else {
PyErr_SetString(PyExc_TypeError,"Matrix expected");
return NULL;
}
};
class Matrix {
private:
Matrix(); // redefined below
public:
~Matrix();
/* Size */ int rows() const;
/* Size */ int columns() const;
};
%addmethods Matrix {
Matrix(const Matrix& m) {
return new Matrix(m);
}
MatrixRow __getitem__(int i) {
return (*self)[i];
}
Matrix __add__(const Matrix& m) {
return *self+m;
}
Matrix __iadd__(const Matrix& m) {
return *self+m;
}
Matrix __sub__(const Matrix& m) {
return *self-m;
}
Matrix __isub__(const Matrix& m) {
return *self-m;
}
Matrix __mul__(double x) {
return *self*x;
}
Matrix __imul__(double x) {
return *self*x;
}
Matrix __rmul__(double x) {
return *self*x;
}
Matrix __div__(double x) {
return *self/x;
}
Matrix __idiv__(double x) {
return *self/x;
}
String __str__() {
String s;
for (/* Size */ unsigned int j=0; j<self->rows(); j++) {
s += "\n";
s += QuantLib::DoubleFormatter::toString((*self)[j][0]);
for (/* Size */ unsigned int i=1; i<self->columns(); i++) {
s += ",";
s += QuantLib::DoubleFormatter::toString((*self)[j][i]);
}
}
s += "\n";
return s;
}
};
// functions
Matrix transpose(const Matrix& m);
Matrix outerProduct(const Array& v1, const Array& v2);
%inline %{
Matrix matrixProduct(const Matrix& m1, const Matrix& m2) {
return m1*m2;
}
%}
Matrix matrixSqrt(const Matrix& m);
#endif
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