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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