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34 results

ANNUtils.cpp

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  • fullMatrix.h 14.27 KiB
    // Gmsh - Copyright (C) 1997-2011 C. Geuzaine, J.-F. Remacle
    //
    // See the LICENSE.txt file for license information. Please report all
    // bugs and problems to <gmsh@geuz.org>.
    
    #ifndef _FULL_MATRIX_H_
    #define _FULL_MATRIX_H_
    
    #include <math.h>
    #include <stdio.h>
    #include "GmshConfig.h"
    #include "GmshMessage.h"
    
    template <class scalar> class fullMatrix;
    
    // An abstract interface for vectors of scalar
    template <class scalar>
    class fullVector
    {
     private:
      int _r;          // size of the vector
      scalar *_data;   // pointer on the first element
      bool _own_data;
      friend class fullMatrix<scalar>;
    
     public:
      // constructor and destructor
      fullVector(void) : _r(0),_data(0),_own_data(1) {}
      fullVector(int r) : _r(r),_own_data(1)
      {
        _data = new scalar[_r];
        setAll(0.);
      }
      fullVector(const fullVector<scalar> &other) : _r(other._r),_own_data(1)
      {
        _data = new scalar[_r];
        for(int i = 0; i < _r; ++i) _data[i] = other._data[i];
      }
      ~fullVector()
      {
        if(_own_data && _data) delete [] _data;
      }
    
      // get information (size, value)
      inline int size()                  const { return _r; }
      inline const scalar * getDataPtr() const { return _data; }
      inline scalar operator () (int i)  const { return _data[i]; }
      inline scalar & operator () (int i)      { return _data[i]; }
      // set
      inline void set(int r, scalar v){
        #ifdef _DEBUG
        if (r >= _r || r < 0)
          Msg::Fatal("invalid index to access fullVector : %i (size = %i)",
                     r, _r);
        #endif
        (*this)(r) = v;
      }
    
      // operations
      inline scalar norm() const
      {
        scalar n = 0.;
        for(int i = 0; i < _r; ++i) n += _data[i] * _data[i];
        return sqrt(n);
      }
      bool resize(int r)
      {
        if (_r < r) {
          if (_data) delete[] _data;
          _r = r;
          _data = new scalar[_r];
          return true;
        }
        return false;
      }
      void setAsProxy(const fullVector<scalar> &original, int r_start, int r)
      {
        if(_own_data && _data) delete [] _data;
        _own_data = false;
        _r = r;
        _data = original._data + r_start;
      }
      void setAsProxy(const fullMatrix<scalar> &original, int c)
      {
        if(_own_data && _data) delete [] _data;
        _own_data = false;
        _r = original._r;
        _data = original._data + c * _r;
      }
      inline void scale(const scalar s)
      {
        if(s == 0.)
          for(int i = 0; i < _r; ++i) _data[i] = 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;
      }
      inline void setAll(const scalar &m)
      {
        for(int i = 0; i < _r; i++) set(i,m);
      }
      inline void setAll(const fullVector<scalar> &m)
      {
        for(int i = 0; i < _r; i++) _data[i] = m._data[i];
      }
      inline scalar operator *(const fullVector<scalar> &other)
      {
        scalar s = 0.;
        for(int i = 0; i < _r; ++i) s += _data[i] * other._data[i];
        return s;
      }
      void axpy(const fullVector<scalar> &x, scalar alpha=1.)
    #if !defined(HAVE_BLAS)
      {
        for (int i = 0; i < _r; i++) _data[i] += alpha * x._data[i];
      }
    #endif
      ;
      void multTByT(const fullVector<scalar> &x)
      {
        for (int i = 0; i < _r; i++) _data[i] *= x._data[i];
      }
    
      // printing and file treatment
      void print(const char *name="") const
      {
        printf("Printing vector %s:\n", name);
        printf("  ");
        for(int I = 0; I < size(); I++){
          printf("%12.5E ", (*this)(I));
        }
        printf("\n");
      }
      void binarySave (FILE *f) const
      {
        fwrite (_data, sizeof(scalar), _r, f);
      }
      void binaryLoad (FILE *f)
      {
        if(fread (_data, sizeof(scalar), _r, f) != _r) return;
      }
    };
    
    // An abstract interface for dense matrix of scalar
    template <class scalar>
    class fullMatrix
    {
     private:
      bool _own_data; // should data be freed on delete ?
      int _r, _c; // size of the matrix
      scalar *_data; // pointer on the first element
    
     public:
      // constructor and destructor
      fullMatrix(scalar *original, int r, int c)
      {
        _r = r;
        _c = c;
        _own_data = false;
        _data = original;
      }
      fullMatrix(fullMatrix<scalar> &original, int c_start, int c)
      {
        _c = c;
        _r = original._r;
        _own_data = false;
        _data = original._data + c_start * _r;
      }
      fullMatrix(int r, int c) : _r(r), _c(c)
      {
        _data = new scalar[_r * _c];
        _own_data = true;
        setAll(0.);
      }
      fullMatrix(int r, int c, double *data)
        : _r(r), _c(c), _data(data), _own_data(false)
      {
        setAll(0.);
      }
      fullMatrix(const fullMatrix<scalar> &other) : _r(other._r), _c(other._c)
      {
        _data = new scalar[_r * _c];
        _own_data=true;
        for(int i = 0; i < _r * _c; ++i) _data[i] = other._data[i];
      }
      fullMatrix() : _own_data(false),_r(0), _c(0), _data(0) {}
      ~fullMatrix()
      {
        if(_data && _own_data) 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::Fatal("invalid index to access fullMatrix : %i %i (size = %i %i)",
                     r, c, _r, _c);
        #endif
        return (*this)(r, c);
      }
    
      // operations
      inline void set(int r, int c, scalar v){
        #ifdef _DEBUG
        if (r >= _r || r < 0 || c >= _c || c < 0)
          Msg::Fatal("invalid index to access fullMatrix : %i %i (size = %i %i)",
                     r, c, _r, _c);
        #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) || !_own_data) {
          _r = r;
          _c = c;
          if (_own_data && _data) delete[] _data;
          _data = new scalar[_r * _c];
          _own_data = true;
          if(resetValue)
            setAll(0.);
          return true;
        }
        else {
          _r = r;
          _c = c;
        }
        if(resetValue)
          setAll(0.);
        return false; // no reallocation
      }
      void setAsProxy(const fullMatrix<scalar> &original)
      {
        if(_data && _own_data)
          delete [] _data;
        _c = original._c;
        _r = original._r;
        _own_data = false;
        _data = original._data;
      }
      void setAsProxy(const fullMatrix<scalar> &original, int c_start, int c)
      {
        if(_data && _own_data)
          delete [] _data;
        _c = c;
        _r = original._r;
        _own_data = false;
        _data = original._data + c_start * _r;
      }
      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("sum matrices of different sizes\n");
        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::Fatal("invalid index to access fullMatrix : %i %i (size = %i %i)",
                     i, j, _r, _c);
        #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::Fatal("invalid index to access fullMatrix : %i %i (size = %i %i)",
                     i, j, _r, _c);
        #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 && !_own_data)
          Msg::Fatal("fullMatrix::copy operation is prohibited for proxies, use setAll instead");
        if (_r != a._r || _c != a._c) {
          if(_data && _own_data)
            delete [] _data;
          _r = a._r;
          _c = a._c;
          _data = new scalar[_r * _c];
          _own_data = true;
        }
        setAll(a);
      }
      void mult_naive(const fullMatrix<scalar> &b, fullMatrix<scalar> &c) const
      {
        c.scale(0.);
        for(int i = 0; i < _r; i++)
          for(int j = 0; j < b.size2(); j++)
            for(int k = 0; k < _c; k++)
              c._data[i + _r * j] += (*this)(i, k) * b(k, j);
      }
      void mult(const fullMatrix<scalar> &b, fullMatrix<scalar> &c) const
    #if !defined(HAVE_BLAS)
      {
        mult_naive(b,c);
      }
    #endif
      ;
      void multTByT(const fullMatrix<scalar> &a)
      {
        for (int i = 0; i < _r * _c; i++) _data[i] *= a._data[i];
      }
      void axpy(const fullMatrix<scalar> &x, scalar alpha=1.)
    #if !defined(HAVE_BLAS)
      {
        int n = _r * _c;
        for (int i = 0; i < n; i++) _data[i] += alpha * x._data[i];
      }
    #endif
      ;
      void gemm_naive(const fullMatrix<scalar> &a, const fullMatrix<scalar> &b,
                      scalar alpha=1., scalar beta=1.)
      {
        fullMatrix<scalar> temp(a.size1(), b.size2());
        a.mult_naive(b, temp);
        temp.scale(alpha);
        scale(beta);
        add(temp);
      }
      void gemm(const fullMatrix<scalar> &a, const fullMatrix<scalar> &b,
                scalar alpha=1., scalar beta=1.)
    #if !defined(HAVE_BLAS)
      {
        gemm_naive(a,b,alpha,beta);
      }
    #endif
      ;
      inline void setAll(const scalar &m)
      {
        for(int i = 0; i < _r * _c; i++) _data[i] = m;
      }
      inline void setAll(const fullMatrix<scalar> &m)
      {
        if (_r != m._r || _c != m._c )
          Msg::Fatal("fullMatrix size does not match");
        for(int i = 0; i < _r * _c; i++) _data[i] = m._data[i];
      }
      void scale(const double s)
    #if !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] = 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)
      {
        for(int i = 0; i < size1(); i++)
          for(int j = 0; j < size2(); j++)
            (*this)(i, j) += m(i, j);
      }
      inline void add(const fullMatrix<scalar> &m, const double &a)
      {
        for(int i = 0; i < size1(); i++)
          for(int j = 0; j < size2(); j++)
            (*this)(i, j) += a*m(i, j);
      }
      void mult(const fullVector<scalar> &x, fullVector<scalar> &y) const
    #if !defined(HAVE_BLAS)
      {
        y.scale(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_BLAS)
      {
        for(int i = 0; i < _r; i++)
          for(int j = 0; j < _c; j++)
            y._data[i] += (*this)(i, j) * x(j);
      }
    #endif
      ;
      inline fullMatrix<scalar> transpose() const
      {
        fullMatrix<scalar> T(size2(), size1());
        for(int i = 0; i < size1(); i++)
          for(int j = 0; j < size2(); j++)
            T(j, i) = (*this)(i, j);
        return T;
      }
      inline void transposeInPlace()
      {
        if(size1() != size2()){
          Msg::Error("Not a square matrix (size1: %d, size2: %d)", size1(), size2());
        }
        scalar t;
        for(int i = 0; i < size1(); 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;
          }
      }
      bool luSolve(const fullVector<scalar> &rhs, fullVector<scalar> &result)
    #if !defined(HAVE_LAPACK)
      {
        Msg::Error("LU factorization requires LAPACK");
        return false;
      }
    #endif
      ;
      bool invertInPlace()
    #if !defined(HAVE_LAPACK)
      {
        Msg::Error("Matrix inversion requires LAPACK");
        return false;
      }
    #endif
      ;
      bool eig(fullVector<double> &eigenValReal, fullVector<double> &eigenValImag,
               fullMatrix<scalar> &leftEigenVect, fullMatrix<scalar> &rightEigenVect,
               bool sortRealPart=false)
    #if !defined(HAVE_LAPACK)
      {
        Msg::Error("Eigenvalue computations requires LAPACK");
        return false;
      }
    #endif
      ;
      bool invert(fullMatrix<scalar> &result) const
    #if !defined(HAVE_LAPACK)
      {
        Msg::Error("LU factorization requires LAPACK");
        return false;
      }
    #endif
      ;
      fullMatrix<scalar> cofactor(int i, int j) const
      {
        int ni = size1();
        int nj = size2();
        fullMatrix<scalar> cof(ni - 1, nj - 1);
        for(int I = 0; I < ni; I++)
          for(int J = 0; J < nj; J++)
            if(J != j && I != i)
              cof(I < i ? I : I - 1, J < j ? J : J - 1) = (*this)(I, J);
        return cof;
      }
      scalar determinant() const
    #if !defined(HAVE_LAPACK)
      {
        Msg::Error("Determinant computation requires LAPACK");
        return 0.;
      }
    #endif
      ;
      bool svd(fullMatrix<scalar> &V, fullVector<scalar> &S)
    #if !defined(HAVE_LAPACK)
      {
        Msg::Error("Singular value decomposition requires LAPACK");
        return false;
      }
    #endif
      ;
    
      void print(const std::string name = "", const std::string format = "%12.5E ") const
      {
        printf("Printing matrix %s:\n", name.c_str());
        int ni = size1();
        int nj = size2();
        for(int I = 0; I < ni; I++){
          printf("  ");
          for(int J = 0; J < nj; J++){
            printf(format.c_str(), (*this)(I, J));
          }
          printf("\n");
        }
      }
    
    // specific functions for dgshell
      void mult_naiveBlock(const fullMatrix<scalar> &b, const int ncol, const int fcol, const int alpha, const int beta, fullVector<scalar> &c, const int row=0) const
      {
        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);
      }
      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_BLAS)
      {
        mult_naiveBlock(b,ncol,fcol,alpha,beta,c);
      }
    #endif
      ;
    
      void multWithATranspose(const fullVector<scalar> &x, const int alpha_, const int beta_, fullVector<scalar> &y) const
    #if !defined(HAVE_BLAS)
      {
        y.scale(beta_);
        for(int j = 0; j < _c; j++)
          for(int i = 0; i < _r; i++)
            y._data[j] += (*this)(i, j) * x(i);
      }
    #endif
      ;
    
      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);
      }
    
      void gemmWithAtranspose(const fullMatrix<scalar> &a, const fullMatrix<scalar> &b,
                scalar alpha=1., scalar beta=1.)
    #if !defined(HAVE_BLAS)
      {
        Msg::Error("gemmWithAtranspose is only available with blas. If blas is not installed please transpose a before used gemm_naive");
      }
    #endif
      ;
    
      void reshape(int nbRows, int nbColumns){
        if (nbRows*nbColumns != size1()*size2())
          Msg::Error("Invalid reshape, total number of entries must be equal");
        _r = nbRows;
        _c = nbColumns;
      }
    
    };
    #endif