| 1 | /*
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| 2 |  * MatrixContent.cpp
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| 3 |  *
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| 4 |  *  Created on: Nov 14, 2010
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| 5 |  *      Author: heber
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| 6 |  */
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| 7 | 
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| 8 | 
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| 9 | // include config.h
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| 10 | #ifdef HAVE_CONFIG_H
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| 11 | #include <config.h>
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| 12 | #endif
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| 13 | 
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| 14 | #include "CodePatterns/MemDebug.hpp"
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| 15 | 
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| 16 | #include "CodePatterns/Assert.hpp"
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| 17 | #include "Exceptions/NotInvertibleException.hpp"
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| 18 | #include "LinearAlgebra/defs.hpp"
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| 19 | #include "LinearAlgebra/fast_functions.hpp"
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| 20 | #include "LinearAlgebra/MatrixContent.hpp"
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| 21 | #include "LinearAlgebra/RealSpaceMatrix.hpp"
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| 22 | #include "LinearAlgebra/Vector.hpp"
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| 23 | #include "LinearAlgebra/VectorContent.hpp"
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| 24 | 
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| 25 | #include <gsl/gsl_blas.h>
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| 26 | #include <gsl/gsl_eigen.h>
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| 27 | #include <gsl/gsl_linalg.h>
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| 28 | #include <gsl/gsl_matrix.h>
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| 29 | #include <gsl/gsl_multimin.h>
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| 30 | #include <gsl/gsl_vector.h>
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| 31 | #include <cmath>
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| 32 | #include <cassert>
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| 33 | #include <iostream>
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| 34 | #include <limits>
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| 35 | #include <set>
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| 36 | 
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| 37 | using namespace std;
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| 38 | 
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| 39 | 
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| 40 | /** Constructor for class MatrixContent.
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| 41 |  * \param rows number of rows
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| 42 |  * \param columns number of columns
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| 43 |  */
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| 44 | MatrixContent::MatrixContent(size_t _rows, size_t _columns) :
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| 45 |     rows(_rows),
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| 46 |     columns(_columns),
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| 47 |     free_content_on_exit(true)
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| 48 | {
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| 49 |   content = gsl_matrix_calloc(rows, columns);
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| 50 | }
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| 51 | 
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| 52 | /** Constructor of class VectorContent.
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| 53 |  * We need this MatrixBaseCase for the VectorContentView class.
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| 54 |  * There no content should be allocated, as it is just a view with an internal
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| 55 |  * gsl_vector_view. Hence, MatrixBaseCase is just dummy class to give the
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| 56 |  * constructor a unique signature.
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| 57 |  * \param MatrixBaseCase
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| 58 |  */
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| 59 | MatrixContent::MatrixContent(size_t _rows, size_t _columns, MatrixBaseCase) :
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| 60 |     rows(_rows),
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| 61 |     columns(_columns),
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| 62 |     free_content_on_exit(true)
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| 63 | {}
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| 64 | 
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| 65 | /** Constructor for class MatrixContent.
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| 66 |  * \param rows number of rows
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| 67 |  * \param columns number of columns
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| 68 |  * \param *src array with components to initialize matrix with
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| 69 |  */
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| 70 | MatrixContent::MatrixContent(size_t _rows, size_t _columns, const double *src) :
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| 71 |     rows(_rows),
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| 72 |     columns(_columns),
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| 73 |     free_content_on_exit(true)
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| 74 | {
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| 75 |   content = gsl_matrix_calloc(rows, columns);
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| 76 |   set(0,0, src[0]);
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| 77 |   set(1,0, src[1]);
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| 78 |   set(2,0, src[2]);
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| 79 | 
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| 80 |   set(0,1, src[3]);
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| 81 |   set(1,1, src[4]);
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| 82 |   set(2,1, src[5]);
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| 83 | 
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| 84 |   set(0,2, src[6]);
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| 85 |   set(1,2, src[7]);
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| 86 |   set(2,2, src[8]);
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| 87 | }
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| 88 | 
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| 89 | /** Constructor that parses square matrix from a stream.
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| 90 |  *
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| 91 |  * \note Matrix dimensions can be preparsed via
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| 92 |  * MatrixContent::preparseMatrixDimensions() without harming the stream.
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| 93 |  *
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| 94 |  * \param &inputstream stream to parse from
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| 95 |  */
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| 96 | MatrixContent::MatrixContent(size_t _row, size_t _column, std::istream &inputstream) :
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| 97 |   content(NULL),
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| 98 |   rows(_row),
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| 99 |   columns(_column),
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| 100 |   free_content_on_exit(true)
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| 101 | {
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| 102 |    // allocate matrix and set contents
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| 103 |   content = gsl_matrix_alloc(rows, columns);
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| 104 | 
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| 105 |   size_t row = 0;
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| 106 |   do {
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| 107 |     std::string line;
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| 108 |     getline(inputstream, line);
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| 109 |     //std::cout << line << std::endl;
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| 110 |     std::stringstream parseline(line);
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| 111 |     // skip comments
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| 112 |     if ((parseline.peek() == '#') || (parseline.str().empty()))
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| 113 |       continue;
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| 114 |     // break on empty lines
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| 115 |     if (parseline.peek() == '\n')
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| 116 |       break;
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| 117 | 
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| 118 |     // parse line with values
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| 119 |     std::vector<double> line_of_values;
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| 120 |     do {
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| 121 |       double value;
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| 122 |       parseline >> value >> ws;
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| 123 |       line_of_values.push_back(value);
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| 124 |     } while (parseline.good());
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| 125 | 
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| 126 |     // check number of columns parsed
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| 127 |     ASSERT(line_of_values.size() == columns,
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| 128 |         "MatrixContent::MatrixContent() - row "
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| 129 |         +toString(row)+" has a different number of columns "
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| 130 |         +toString(line_of_values.size())+" than others before "
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| 131 |         +toString(columns)+".");
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| 132 | 
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| 133 |     for (size_t column = 0; column < columns; ++column)
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| 134 |       set(row, column, line_of_values[column]);
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| 135 |     ++row;
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| 136 |   } while (inputstream.good());
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| 137 |   // check number of rows parsed
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| 138 |   ASSERT(row == rows,
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| 139 |       "MatrixContent::MatrixContent() - insufficent number of rows "
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| 140 |       +toString(row)+" < "+toString(rows)+" read.");
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| 141 | }
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| 142 | 
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| 143 | 
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| 144 | /** Constructor for class MatrixContent.
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| 145 |  *
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| 146 |  * \param *src source gsl_matrix vector to copy and put into this class
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| 147 |  */
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| 148 | MatrixContent::MatrixContent(gsl_matrix *&src) :
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| 149 |     rows(src->size1),
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| 150 |     columns(src->size2),
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| 151 |     free_content_on_exit(true)
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| 152 | {
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| 153 |   content = gsl_matrix_alloc(src->size1, src->size2);
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| 154 |   gsl_matrix_memcpy(content,src);
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| 155 | //  content = src;
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| 156 | //  src = NULL;
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| 157 | }
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| 158 | 
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| 159 | /** Copy constructor for class MatrixContent.
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| 160 |  * \param &src reference to source MatrixContent
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| 161 |  */
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| 162 | MatrixContent::MatrixContent(const MatrixContent &src) :
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| 163 |     rows(src.rows),
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| 164 |     columns(src.columns),
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| 165 |     free_content_on_exit(true)
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| 166 | {
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| 167 |   content = gsl_matrix_alloc(src.rows, src.columns);
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| 168 |   gsl_matrix_memcpy(content,src.content);
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| 169 | }
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| 170 | 
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| 171 | /** Copy constructor for class MatrixContent.
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| 172 |  * \param *src pointer to source MatrixContent
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| 173 |  */
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| 174 | MatrixContent::MatrixContent(const MatrixContent *src) :
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| 175 |     rows(src->rows),
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| 176 |     columns(src->columns),
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| 177 |     free_content_on_exit(true)
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| 178 | {
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| 179 |   ASSERT(src != NULL, "MatrixContent::MatrixContent - pointer to source matrix is NULL!");
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| 180 |   content = gsl_matrix_alloc(src->rows, src->columns);
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| 181 |   gsl_matrix_memcpy(content,src->content);
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| 182 | }
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| 183 | 
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| 184 | /** Destructor for class MatrixContent.
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| 185 |  */
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| 186 | MatrixContent::~MatrixContent()
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| 187 | {
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| 188 |   if (free_content_on_exit)
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| 189 |     gsl_matrix_free(content);
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| 190 | }
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| 191 | 
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| 192 | /** Getter for MatrixContent::rows.
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| 193 |  * \return MatrixContent::rows
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| 194 |  */
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| 195 | const size_t MatrixContent::getRows() const
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| 196 | {
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| 197 |   return rows;
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| 198 | }
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| 199 | 
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| 200 | /** Getter for MatrixContent::columns.
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| 201 |  * \return MatrixContent::columns
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| 202 |  */
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| 203 | const size_t MatrixContent::getColumns() const
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| 204 | {
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| 205 |   return columns;
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| 206 | }
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| 207 | 
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| 208 | /** Return a VectorViewContent of the \a column -th column vector.
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| 209 |  *
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| 210 |  * @param column index of column
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| 211 |  * @return column of matrix as VectorContent
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| 212 |  */
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| 213 | VectorContent *MatrixContent::getColumnVector(size_t column) const
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| 214 | {
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| 215 |   ASSERT(column < columns,
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| 216 |       "MatrixContent::getColumnVector() - requested column "+toString(column)
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| 217 |       +" greater than dimension "+toString(columns));
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| 218 |   return (new VectorViewContent(gsl_matrix_column(content,column)));
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| 219 | }
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| 220 | 
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| 221 | /** Returns a VectorViewContent of the \a row -th row vector.
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| 222 |  * @param row row index
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| 223 |  * @return VectorContent of row vector
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| 224 |  */
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| 225 | VectorContent *MatrixContent::getRowVector(size_t row) const
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| 226 | {
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| 227 |   ASSERT(row < rows,
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| 228 |       "MatrixContent::getColumnVector() - requested row "+toString(row)
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| 229 |       +" greater than dimension "+toString(rows));
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| 230 |   return (new VectorViewContent(gsl_matrix_row(content,row)));
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| 231 | }
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| 232 | 
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| 233 | /** Returns the main diagonal of the matrix as VectorContent.
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| 234 |  * @return diagonal as VectorContent.
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| 235 |  */
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| 236 | VectorContent *MatrixContent::getDiagonalVector() const
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| 237 | {
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| 238 |   return (new VectorViewContent(gsl_matrix_diagonal(content)));
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| 239 | }
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| 240 | 
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| 241 | /** Set matrix to identity.
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| 242 |  */
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| 243 | void MatrixContent::setIdentity()
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| 244 | {
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| 245 |   for(int i=rows;i--;){
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| 246 |     for(int j=columns;j--;){
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| 247 |       set(i,j,(double)(i==j));
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| 248 |     }
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| 249 |   }
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| 250 | }
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| 251 | 
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| 252 | /** Set all matrix components to zero.
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| 253 |  */
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| 254 | void MatrixContent::setZero()
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| 255 | {
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| 256 |   for(int i=rows;i--;){
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| 257 |     for(int j=columns;j--;){
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| 258 |       set(i,j,0.);
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| 259 |     }
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| 260 |   }
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| 261 | }
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| 262 | 
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| 263 | /** Set all matrix components to a given value.
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| 264 |  * \param _value value to set each component to
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| 265 |  */
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| 266 | void MatrixContent::setValue(double _value)
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| 267 | {
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| 268 |   for(int i=rows;i--;){
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| 269 |     for(int j=columns;j--;){
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| 270 |       set(i,j,_value);
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| 271 |     }
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| 272 |   }
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| 273 | }
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| 274 | 
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| 275 | /** Copy operator for MatrixContent with self-assignment check.
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| 276 |  * \param &src matrix to compare to
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| 277 |  * \return reference to this
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| 278 |  */
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| 279 | MatrixContent &MatrixContent::operator=(const MatrixContent &src)
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| 280 | {
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| 281 |   if(&src!=this){
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| 282 |     gsl_matrix_memcpy(content,src.content);
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| 283 |   }
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| 284 |   return *this;
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| 285 | }
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| 286 | 
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| 287 | /** Addition operator.
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| 288 |  * \param &rhs matrix to add
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| 289 |  * \return reference to this
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| 290 |  */
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| 291 | const MatrixContent &MatrixContent::operator+=(const MatrixContent &rhs)
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| 292 | {
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| 293 |   gsl_matrix_add(content, rhs.content);
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| 294 |   return *this;
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| 295 | }
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| 296 | 
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| 297 | /** Subtraction operator.
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| 298 |  * \param &rhs matrix to subtract
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| 299 |  * \return reference to this
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| 300 |  */
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| 301 | const MatrixContent &MatrixContent::operator-=(const MatrixContent &rhs)
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| 302 |     {
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| 303 |   gsl_matrix_sub(content, rhs.content);
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| 304 |   return *this;
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| 305 | }
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| 306 | 
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| 307 | /** Multiplication operator.
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| 308 |  * Note that here matrix have to have same dimensions.
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| 309 |  * \param &rhs matrix to multiply with
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| 310 |  * \return reference to this
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| 311 |  */
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| 312 | const MatrixContent &MatrixContent::operator*=(const MatrixContent &rhs)
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| 313 | {
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| 314 |   ASSERT(rhs.columns == rhs.rows,
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| 315 |       "MatrixContent::operator*=() - rhs matrix is not square: "+toString(rhs.columns)+" != "+toString(rhs.rows)+".");
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| 316 |   ASSERT(columns == rhs.rows,
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| 317 |       "MatrixContent::operator*=() - columns dimension differ: "+toString(columns)+" != "+toString(rhs.rows)+".");
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| 318 |   (*this) = (*this)*rhs;
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| 319 |   return *this;
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| 320 | }
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| 321 | 
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| 322 | /** Multiplication with copy operator.
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| 323 |  * \param &rhs matrix to multiply with
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| 324 |  * \return reference to newly allocated MatrixContent
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| 325 |  */
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| 326 | const MatrixContent MatrixContent::operator*(const MatrixContent &rhs) const
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| 327 | {
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| 328 |   ASSERT (columns == rhs.rows,
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| 329 |       "MatrixContent::operator*() - dimensions not match for matrix product (a,b)*(b,c) = (a,c):"
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| 330 |       "("+toString(rows)+","+toString(columns)+")*("+toString(rhs.rows)+","+toString(rhs.columns)+")");
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| 331 |   gsl_matrix *res = gsl_matrix_alloc(rows, rhs.columns);
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| 332 |   gsl_blas_dgemm(CblasNoTrans, CblasNoTrans, 1.0, content, rhs.content, 0.0, res);
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| 333 |   // gsl_matrix is taken over by constructor, hence no free
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| 334 |   MatrixContent tmp(res);
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| 335 |   gsl_matrix_free(res);
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| 336 |   return tmp;
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| 337 | }
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| 338 | 
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| 339 | /** Hadamard multiplication with copy operator.
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| 340 |  * The Hadamard product is component-wise matrix product.
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| 341 |  * \param &rhs matrix to hadamard-multiply with
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| 342 |  * \return reference to newly allocated MatrixContent
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| 343 |  */
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| 344 | const MatrixContent MatrixContent::operator&(const MatrixContent &rhs) const
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| 345 | {
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| 346 |   ASSERT ((rows == rhs.rows) && (columns == rhs.columns),
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| 347 |       "MatrixContent::operator&() - dimensions not match for matrix product (a,b) != (b,c):"
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| 348 |       "("+toString(rows)+","+toString(columns)+") != ("+toString(rhs.rows)+","+toString(rhs.columns)+")");
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| 349 |   gsl_matrix *res = gsl_matrix_alloc(rows, rhs.columns);
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| 350 |   for (size_t i=0;i<rows;++i)
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| 351 |     for (size_t j=0;j<columns;++j)
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| 352 |       gsl_matrix_set(res, i,j, gsl_matrix_get(content, i,j)*gsl_matrix_get(rhs.content, i,j));
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| 353 |   // gsl_matrix is taken over by constructor, hence no free
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| 354 |   MatrixContent tmp(res);
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| 355 |   gsl_matrix_free(res);
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| 356 |   return tmp;
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| 357 | }
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| 358 | 
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| 359 | /** Hadamard multiplication with copy operator.
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| 360 |  * The Hadamard product is component-wise matrix product.
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| 361 |  * Note that Hadamard product can easily be done on top of \a *this matrix.
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| 362 |  * Hence, we don't need to use the multiply and copy operator as in the case of
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| 363 |  * MatrixContent::operator*=().
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| 364 |  * \param &rhs matrix to hadamard-multiply with
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| 365 |  * \return reference to newly allocated MatrixContent
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| 366 |  */
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| 367 | const MatrixContent &MatrixContent::operator&=(const MatrixContent &rhs)
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| 368 | {
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| 369 |   ASSERT ((rows == rhs.rows) && (columns == rhs.columns),
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| 370 |       "MatrixContent::operator&() - dimensions not match for matrix product (a,b) != (b,c):"
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| 371 |       "("+toString(rows)+","+toString(columns)+") != ("+toString(rhs.rows)+","+toString(rhs.columns)+")");
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| 372 |   for (size_t i=0;i<rows;++i)
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| 373 |     for (size_t j=0;j<columns;++j)
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| 374 |       gsl_matrix_set(content, i,j, gsl_matrix_get(content, i,j)*gsl_matrix_get(rhs.content, i,j));
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| 375 |   return *this;
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| 376 | }
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| 377 | 
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| 378 | /* ========================== Accessing =============================== */
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| 379 | 
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| 380 | /** Accessor for manipulating component (i,j).
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| 381 |  * \param i row number
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| 382 |  * \param j column number
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| 383 |  * \return reference to component (i,j)
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| 384 |  */
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| 385 | double &MatrixContent::at(size_t i, size_t j)
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| 386 | {
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| 387 |   ASSERT((i>=0) && (i<rows),
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| 388 |       "MatrixContent::at() - Index i="+toString(i)+" for Matrix access out of range [0,"+toString(rows)+"]");
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| 389 |   ASSERT((j>=0) && (j<columns),
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| 390 |       "MatrixContent::at() - Index j="+toString(j)+" for Matrix access out of range [0,"+toString(columns)+"]");
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| 391 |   return *gsl_matrix_ptr (content, i, j);
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| 392 | }
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| 393 | 
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| 394 | /** Constant accessor for (value of) component (i,j).
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| 395 |  * \param i row number
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| 396 |  * \param j column number
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| 397 |  * \return const component (i,j)
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| 398 |  */
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| 399 | const double MatrixContent::at(size_t i, size_t j) const
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| 400 | {
 | 
|---|
| 401 |   ASSERT((i>=0) && (i<rows),
 | 
|---|
| 402 |       "MatrixContent::at() - Index i="+toString(i)+" for Matrix access out of range [0,"+toString(rows)+"]");
 | 
|---|
| 403 |   ASSERT((j>=0) && (j<columns),
 | 
|---|
| 404 |       "MatrixContent::at() - Index j="+toString(j)+" for Matrix access out of range [0,"+toString(columns)+"]");
 | 
|---|
| 405 |   return gsl_matrix_get(content, i, j);
 | 
|---|
| 406 | }
 | 
|---|
| 407 | 
 | 
|---|
| 408 | /** These functions return a pointer to the \a m-th element of a matrix.
 | 
|---|
| 409 |  *  If \a m or \a n lies outside the allowed range of 0 to MatrixContent::dimension-1 then the error handler is invoked and a null pointer is returned.
 | 
|---|
| 410 |  * \param m index
 | 
|---|
| 411 |  * \return pointer to \a m-th element
 | 
|---|
| 412 |  */
 | 
|---|
| 413 | double *MatrixContent::Pointer(size_t m, size_t n)
 | 
|---|
| 414 | {
 | 
|---|
| 415 |   return gsl_matrix_ptr (content, m, n);
 | 
|---|
| 416 | };
 | 
|---|
| 417 | 
 | 
|---|
| 418 | /** These functions return a constant pointer to the \a m-th element of a matrix.
 | 
|---|
| 419 |  *  If \a m or \a n lies outside the allowed range of 0 to MatrixContent::dimension-1 then the error handler is invoked and a null pointer is returned.
 | 
|---|
| 420 |  * \param m index
 | 
|---|
| 421 |  * \return const pointer to \a m-th element
 | 
|---|
| 422 |  */
 | 
|---|
| 423 | const double *MatrixContent::const_Pointer(size_t m, size_t n) const
 | 
|---|
| 424 | {
 | 
|---|
| 425 |   return gsl_matrix_const_ptr (content, m, n);
 | 
|---|
| 426 | };
 | 
|---|
| 427 | 
 | 
|---|
| 428 | /* ========================== Initializing =============================== */
 | 
|---|
| 429 | 
 | 
|---|
| 430 | /** Setter for component (i,j).
 | 
|---|
| 431 |  * \param i row numbr
 | 
|---|
| 432 |  * \param j column numnber
 | 
|---|
| 433 |  * \param value value to set componnt (i,j) to
 | 
|---|
| 434 |  */
 | 
|---|
| 435 | void MatrixContent::set(size_t i, size_t j, const double value)
 | 
|---|
| 436 | {
 | 
|---|
| 437 |   ASSERT((i>=0) && (i<rows),
 | 
|---|
| 438 |       "MatrixContent::set() - Index i="+toString(i)+" for Matrix access out of range [0,"+toString(rows)+"]");
 | 
|---|
| 439 |   ASSERT((j>=0) && (j<columns),
 | 
|---|
| 440 |       "MatrixContent::set() - Index j="+toString(j)+" for Matrix access out of range [0,"+toString(columns)+"]");
 | 
|---|
| 441 |   gsl_matrix_set(content,i,j,value);
 | 
|---|
| 442 | }
 | 
|---|
| 443 | 
 | 
|---|
| 444 | /** This function sets the matrix from a double array.
 | 
|---|
| 445 |  * Creates a matrix view of the array and performs a memcopy.
 | 
|---|
| 446 |  * \param *x array of values (no dimension check is performed)
 | 
|---|
| 447 |  */
 | 
|---|
| 448 | void MatrixContent::setFromDoubleArray(double * x)
 | 
|---|
| 449 | {
 | 
|---|
| 450 |   gsl_matrix_view m = gsl_matrix_view_array (x, rows, columns);
 | 
|---|
| 451 |   gsl_matrix_memcpy (content, &m.matrix);
 | 
|---|
| 452 | };
 | 
|---|
| 453 | 
 | 
|---|
| 454 | /* ====================== Exchanging elements ============================ */
 | 
|---|
| 455 | /** This function exchanges the \a i-th and \a j-th row of the matrix in-place.
 | 
|---|
| 456 |  * \param i i-th row to swap with ...
 | 
|---|
| 457 |  * \param j ... j-th row to swap against
 | 
|---|
| 458 |  */
 | 
|---|
| 459 | bool MatrixContent::SwapRows(size_t i, size_t j)
 | 
|---|
| 460 | {
 | 
|---|
| 461 |   return (gsl_matrix_swap_rows (content, i, j) == GSL_SUCCESS);
 | 
|---|
| 462 | };
 | 
|---|
| 463 | 
 | 
|---|
| 464 | /** This function exchanges the \a i-th and \a j-th column of the matrix in-place.
 | 
|---|
| 465 |  * \param i i-th column to swap with ...
 | 
|---|
| 466 |  * \param j ... j-th column to swap against
 | 
|---|
| 467 |  */
 | 
|---|
| 468 | bool MatrixContent::SwapColumns(size_t i, size_t j)
 | 
|---|
| 469 | {
 | 
|---|
| 470 |   return (gsl_matrix_swap_columns (content, i, j) == GSL_SUCCESS);
 | 
|---|
| 471 | };
 | 
|---|
| 472 | 
 | 
|---|
| 473 | /** This function exchanges the \a i-th row and \a j-th column of the matrix in-place.
 | 
|---|
| 474 |  * The matrix must be square for this operation to be possible.
 | 
|---|
| 475 |  * \param i i-th row to swap with ...
 | 
|---|
| 476 |  * \param j ... j-th column to swap against
 | 
|---|
| 477 |  */
 | 
|---|
| 478 | bool MatrixContent::SwapRowColumn(size_t i, size_t j)
 | 
|---|
| 479 | {
 | 
|---|
| 480 |   ASSERT (rows == columns,
 | 
|---|
| 481 |       "MatrixContent::SwapRowColumn() - The matrix must be square for swapping row against column to be possible.");
 | 
|---|
| 482 |   return (gsl_matrix_swap_rowcol (content, i, j) == GSL_SUCCESS);
 | 
|---|
| 483 | };
 | 
|---|
| 484 | 
 | 
|---|
| 485 | /** Return transposed matrix.
 | 
|---|
| 486 |  * \return new matrix that is transposed of this.
 | 
|---|
| 487 |  */
 | 
|---|
| 488 | MatrixContent MatrixContent::transpose() const
 | 
|---|
| 489 | {
 | 
|---|
| 490 |   gsl_matrix *res = gsl_matrix_alloc(columns, rows);  // column and row dimensions exchanged!
 | 
|---|
| 491 |   gsl_matrix_transpose_memcpy(res, content);
 | 
|---|
| 492 |   MatrixContent newContent(res);
 | 
|---|
| 493 |   gsl_matrix_free(res);
 | 
|---|
| 494 |   return newContent;
 | 
|---|
| 495 | }
 | 
|---|
| 496 | 
 | 
|---|
| 497 | /** Turn this matrix into its transposed.
 | 
|---|
| 498 |  * Note that this is only possible if rows == columns.
 | 
|---|
| 499 |  */
 | 
|---|
| 500 | MatrixContent &MatrixContent::transpose()
 | 
|---|
| 501 | {
 | 
|---|
| 502 |   ASSERT( rows == columns,
 | 
|---|
| 503 |       "MatrixContent::transpose() - cannot transpose onto itself as matrix not square: "+toString(rows)+"!="+toString(columns)+"!");
 | 
|---|
| 504 |   double tmp;
 | 
|---|
| 505 |   for (size_t i=0;i<rows;i++)
 | 
|---|
| 506 |     for (size_t j=i+1;j<rows;j++) {
 | 
|---|
| 507 |       tmp = at(j,i);
 | 
|---|
| 508 |       at(j,i) = at(i,j);
 | 
|---|
| 509 |       at(i,j) = tmp;
 | 
|---|
| 510 |     }
 | 
|---|
| 511 |   return *this;
 | 
|---|
| 512 | }
 | 
|---|
| 513 | 
 | 
|---|
| 514 | /** Transform the matrix to its eigenbasis and return resulting eigenvalues.
 | 
|---|
| 515 |  * Note that we only return real-space part in case of non-symmetric matrix.
 | 
|---|
| 516 |  * \warn return vector has to be freed'd
 | 
|---|
| 517 |  * TODO: encapsulate return value in boost::shared_ptr or in VectorContent.
 | 
|---|
| 518 |  * \return gsl_vector pointer to vector of eigenvalues
 | 
|---|
| 519 |  */
 | 
|---|
| 520 | gsl_vector* MatrixContent::transformToEigenbasis()
 | 
|---|
| 521 | {
 | 
|---|
| 522 |   if (rows == columns) { // symmetric
 | 
|---|
| 523 |     gsl_eigen_symmv_workspace *T = gsl_eigen_symmv_alloc(rows);
 | 
|---|
| 524 |     gsl_vector *eval = gsl_vector_alloc(rows);
 | 
|---|
| 525 |     gsl_matrix *evec = gsl_matrix_alloc(rows, rows);
 | 
|---|
| 526 |     gsl_eigen_symmv(content, eval, evec, T);
 | 
|---|
| 527 |     gsl_eigen_symmv_free(T);
 | 
|---|
| 528 |     gsl_matrix_memcpy(content, evec);
 | 
|---|
| 529 |     gsl_matrix_free(evec);
 | 
|---|
| 530 |     return eval;
 | 
|---|
| 531 |   } else { // non-symmetric
 | 
|---|
| 532 |     // blow up gsl_matrix in content to square matrix, fill other components with zero
 | 
|---|
| 533 |     const size_t greaterDimension = rows > columns ? rows : columns;
 | 
|---|
| 534 |     gsl_matrix *content_square = gsl_matrix_alloc(greaterDimension, greaterDimension);
 | 
|---|
| 535 |     for (size_t i=0; i<greaterDimension; i++) {
 | 
|---|
| 536 |       for (size_t j=0; j<greaterDimension; j++) {
 | 
|---|
| 537 |         const double value = ((i < rows) && (j < columns)) ? gsl_matrix_get(content,i,j) : 0.;
 | 
|---|
| 538 |         gsl_matrix_set(content_square, i,j, value);
 | 
|---|
| 539 |       }
 | 
|---|
| 540 |     }
 | 
|---|
| 541 | 
 | 
|---|
| 542 |     // show squared matrix by putting it into a MatrixViewContent
 | 
|---|
| 543 |     MatrixContent *ContentSquare = new MatrixViewContent(gsl_matrix_submatrix(content_square,0,0,content_square->size1, content_square->size2));
 | 
|---|
| 544 |     std::cout << "The squared matrix is " << *ContentSquare << std::endl;
 | 
|---|
| 545 | 
 | 
|---|
| 546 |     // solve eigenvalue problem
 | 
|---|
| 547 |     gsl_eigen_nonsymmv_workspace *T = gsl_eigen_nonsymmv_alloc(rows);
 | 
|---|
| 548 |     gsl_vector_complex *eval = gsl_vector_complex_alloc(greaterDimension);
 | 
|---|
| 549 |     gsl_matrix_complex *evec = gsl_matrix_complex_alloc(greaterDimension, greaterDimension);
 | 
|---|
| 550 |     gsl_eigen_nonsymmv(content_square, eval, evec, T);
 | 
|---|
| 551 |     gsl_eigen_nonsymmv_free(T);
 | 
|---|
| 552 | 
 | 
|---|
| 553 |     // copy eigenvectors real-parts into content_square and ...
 | 
|---|
| 554 |     for (size_t i=0; i<greaterDimension; i++)
 | 
|---|
| 555 |       for (size_t j=0; j<greaterDimension; j++)
 | 
|---|
| 556 |         gsl_matrix_set(content_square, i,j, GSL_REAL(gsl_matrix_complex_get(evec,i,j)));
 | 
|---|
| 557 | 
 | 
|---|
| 558 |     // ... show complex-valued eigenvector matrix
 | 
|---|
| 559 |     std::cout << "The real-value eigenvector matrix is " << *ContentSquare << std::endl;
 | 
|---|
| 560 | //    std::cout << "Resulting eigenvector matrix is [";
 | 
|---|
| 561 | //    for (size_t i=0; i<greaterDimension; i++) {
 | 
|---|
| 562 | //      for (size_t j=0; j<greaterDimension; j++) {
 | 
|---|
| 563 | //        std::cout << "(" << GSL_REAL(gsl_matrix_complex_get(evec,i,j))
 | 
|---|
| 564 | //            << "," << GSL_IMAG(gsl_matrix_complex_get(evec,i,j)) << ")";
 | 
|---|
| 565 | //        if (j < greaterDimension-1)
 | 
|---|
| 566 | //          std::cout << " ";
 | 
|---|
| 567 | //      }
 | 
|---|
| 568 | //      if (i < greaterDimension-1)
 | 
|---|
| 569 | //        std::cout << "; ";
 | 
|---|
| 570 | //    }
 | 
|---|
| 571 | //    std::cout << "]" << std::endl;
 | 
|---|
| 572 | 
 | 
|---|
| 573 |     // copy real-parts of complex eigenvalues and eigenvectors (column-wise orientation)
 | 
|---|
| 574 |     gsl_vector *eval_real = gsl_vector_alloc(columns);
 | 
|---|
| 575 |     size_t I=0;
 | 
|---|
| 576 |     for (size_t i=0; i<greaterDimension; i++) { // only copy real space part
 | 
|---|
| 577 |       if (fabs(GSL_REAL(gsl_vector_complex_get(eval,i))) > LINALG_MYEPSILON()) { // only take eigenvectors with value > 0
 | 
|---|
| 578 |         std::cout << i << "th eigenvalue is (" << GSL_REAL(gsl_vector_complex_get(eval,i)) << "," << GSL_IMAG(gsl_vector_complex_get(eval,i)) << ")" << std::endl;
 | 
|---|
| 579 |         for (size_t j=0; j<greaterDimension; j++) {
 | 
|---|
| 580 |           if (fabs(GSL_IMAG(gsl_matrix_complex_get(evec,j,i))) > LINALG_MYEPSILON())
 | 
|---|
| 581 |             std::cerr << "MatrixContent::transformToEigenbasis() - WARNING: eigenvectors are complex-valued!" << std::endl;
 | 
|---|
| 582 |           gsl_matrix_set(content, j,I, GSL_REAL(gsl_matrix_complex_get(evec,j,i)));
 | 
|---|
| 583 |         }
 | 
|---|
| 584 |         if (fabs(GSL_IMAG(gsl_vector_complex_get(eval,I))) > LINALG_MYEPSILON())
 | 
|---|
| 585 |           std::cerr << "MatrixContent::transformToEigenbasis() - WARNING: eigenvectors are complex-valued!" << std::endl;
 | 
|---|
| 586 |         gsl_vector_set(eval_real, I, GSL_REAL(gsl_vector_complex_get(eval, i)));
 | 
|---|
| 587 |         I++;
 | 
|---|
| 588 |       }
 | 
|---|
| 589 |     }
 | 
|---|
| 590 |     gsl_matrix_complex_free(evec);
 | 
|---|
| 591 |     gsl_vector_complex_free(eval);
 | 
|---|
| 592 |     delete ContentSquare;
 | 
|---|
| 593 | 
 | 
|---|
| 594 |     return eval_real;
 | 
|---|
| 595 |   }
 | 
|---|
| 596 | }
 | 
|---|
| 597 | 
 | 
|---|
| 598 | 
 | 
|---|
| 599 | /** Sorts the eigenpairs in ascending order of the eigenvalues.
 | 
|---|
| 600 |  * We assume that MatrixContent::transformToEigenbasis() has just been called.
 | 
|---|
| 601 |  * @param eigenvalues vector of eigenvalue from
 | 
|---|
| 602 |  *        MatrixContent::transformToEigenbasis()
 | 
|---|
| 603 |  */
 | 
|---|
| 604 | void MatrixContent::sortEigenbasis(gsl_vector *eigenvalues)
 | 
|---|
| 605 | {
 | 
|---|
| 606 |   gsl_eigen_symmv_sort (eigenvalues, content,
 | 
|---|
| 607 |                           GSL_EIGEN_SORT_VAL_ASC);
 | 
|---|
| 608 | }
 | 
|---|
| 609 | 
 | 
|---|
| 610 | /* ============================ Properties ============================== */
 | 
|---|
| 611 | /** Checks whether matrix' elements are strictly null.
 | 
|---|
| 612 |  * \return true - is null, false - else
 | 
|---|
| 613 |  */
 | 
|---|
| 614 | bool MatrixContent::IsNull() const
 | 
|---|
| 615 | {
 | 
|---|
| 616 |   return gsl_matrix_isnull (content);
 | 
|---|
| 617 | };
 | 
|---|
| 618 | 
 | 
|---|
| 619 | /** Checks whether matrix' elements are strictly positive.
 | 
|---|
| 620 |  * \return true - is positive, false - else
 | 
|---|
| 621 |  */
 | 
|---|
| 622 | bool MatrixContent::IsPositive() const
 | 
|---|
| 623 | {
 | 
|---|
| 624 |   return gsl_matrix_ispos (content);
 | 
|---|
| 625 | };
 | 
|---|
| 626 | 
 | 
|---|
| 627 | /** Checks whether matrix' elements are strictly negative.
 | 
|---|
| 628 |  * \return true - is negative, false - else
 | 
|---|
| 629 |  */
 | 
|---|
| 630 | bool MatrixContent::IsNegative() const
 | 
|---|
| 631 | {
 | 
|---|
| 632 |   return gsl_matrix_isneg (content);
 | 
|---|
| 633 | };
 | 
|---|
| 634 | 
 | 
|---|
| 635 | /** Checks whether matrix' elements are strictly non-negative.
 | 
|---|
| 636 |  * \return true - is non-negative, false - else
 | 
|---|
| 637 |  */
 | 
|---|
| 638 | bool MatrixContent::IsNonNegative() const
 | 
|---|
| 639 | {
 | 
|---|
| 640 |   return gsl_matrix_isnonneg (content);
 | 
|---|
| 641 | };
 | 
|---|
| 642 | 
 | 
|---|
| 643 | /** This function performs a Cholesky decomposition to determine whether matrix is positive definite.
 | 
|---|
| 644 |  * We check whether GSL returns GSL_EDOM as error, indicating that decomposition failed due to matrix not being positive-definite.
 | 
|---|
| 645 |  * \return true - matrix is positive-definite, false - else
 | 
|---|
| 646 |  */
 | 
|---|
| 647 | bool MatrixContent::IsPositiveDefinite() const
 | 
|---|
| 648 | {
 | 
|---|
| 649 |   if (rows != columns)  // only possible for square matrices.
 | 
|---|
| 650 |     return false;
 | 
|---|
| 651 |   else
 | 
|---|
| 652 |     return (gsl_linalg_cholesky_decomp (content) != GSL_EDOM);
 | 
|---|
| 653 | };
 | 
|---|
| 654 | 
 | 
|---|
| 655 | 
 | 
|---|
| 656 | /** Calculates the determinant of the matrix.
 | 
|---|
| 657 |  * if matrix is square, uses LU decomposition.
 | 
|---|
| 658 |  */
 | 
|---|
| 659 | double MatrixContent::Determinant() const
 | 
|---|
| 660 | {
 | 
|---|
| 661 |   int signum = 0;
 | 
|---|
| 662 |   ASSERT(rows == columns,
 | 
|---|
| 663 |       "MatrixContent::Determinant() - determinant can only be calculated for square matrices.");
 | 
|---|
| 664 |   gsl_permutation *p = gsl_permutation_alloc(rows);
 | 
|---|
| 665 |   gsl_linalg_LU_decomp(content, p, &signum);
 | 
|---|
| 666 |   gsl_permutation_free(p);
 | 
|---|
| 667 |   return gsl_linalg_LU_det(content, signum);
 | 
|---|
| 668 | };
 | 
|---|
| 669 | 
 | 
|---|
| 670 | /** Preparses a matrix in an input stream for row and column count.
 | 
|---|
| 671 |  *
 | 
|---|
| 672 |  *  \note This does not change the get position within the stream.
 | 
|---|
| 673 |  *
 | 
|---|
| 674 |  * @param inputstream to parse matrix from
 | 
|---|
| 675 |  * @return pair with (row, column)
 | 
|---|
| 676 |  */
 | 
|---|
| 677 | std::pair<size_t, size_t> MatrixContent::preparseMatrixDimensions(std::istream &inputstream)
 | 
|---|
| 678 | {
 | 
|---|
| 679 |   const std::streampos initial_position(inputstream.tellg());
 | 
|---|
| 680 | //  std::cout << "We are at position "
 | 
|---|
| 681 | //      +toString((int)inputstream.tellg())+" from start of stream." << std::endl;
 | 
|---|
| 682 |   size_t rows = 0;
 | 
|---|
| 683 |   size_t columns = 0;
 | 
|---|
| 684 |   do {
 | 
|---|
| 685 |     std::string line;
 | 
|---|
| 686 |     getline(inputstream, line);
 | 
|---|
| 687 |     std::stringstream parseline(line);
 | 
|---|
| 688 |     // skip comments
 | 
|---|
| 689 |     if ((parseline.peek() == '#') || (line.empty()))
 | 
|---|
| 690 |       continue;
 | 
|---|
| 691 |     // break on empty lines
 | 
|---|
| 692 |     if (parseline.peek() == '\n')
 | 
|---|
| 693 |       break;
 | 
|---|
| 694 | 
 | 
|---|
| 695 |     // parse line with values
 | 
|---|
| 696 |     std::vector<double> line_of_values;
 | 
|---|
| 697 |     do {
 | 
|---|
| 698 |       double value;
 | 
|---|
| 699 |       parseline >> value >> ws;
 | 
|---|
| 700 |       line_of_values.push_back(value);
 | 
|---|
| 701 |     } while (parseline.good());
 | 
|---|
| 702 | 
 | 
|---|
| 703 |     // set matrixdimension if first line
 | 
|---|
| 704 |     if (columns == 0) {
 | 
|---|
| 705 |       columns = line_of_values.size();
 | 
|---|
| 706 |     } else { // otherwise check
 | 
|---|
| 707 |       ASSERT(columns == line_of_values.size(),
 | 
|---|
| 708 |           "MatrixContent::MatrixContent() - row "
 | 
|---|
| 709 |           +toString(rows)+" has a different number of columns "
 | 
|---|
| 710 |           +toString(line_of_values.size())+" than this matrix has "
 | 
|---|
| 711 |           +toString(columns)+".");
 | 
|---|
| 712 |     }
 | 
|---|
| 713 |     ++rows;
 | 
|---|
| 714 |   } while (inputstream.good());
 | 
|---|
| 715 |   // clear end of file flags
 | 
|---|
| 716 |   inputstream.clear();
 | 
|---|
| 717 | 
 | 
|---|
| 718 |   // reset to initial position
 | 
|---|
| 719 |   inputstream.seekg(initial_position);
 | 
|---|
| 720 | //  std::cout << "We are again at position "
 | 
|---|
| 721 | //      +toString((int)inputstream.tellg())+" from start of stream." << std::endl;
 | 
|---|
| 722 | 
 | 
|---|
| 723 |   return make_pair(rows, columns);
 | 
|---|
| 724 | }
 | 
|---|
| 725 | 
 | 
|---|
| 726 | /** Writes matrix content to ostream in such a manner that it can be re-parsed
 | 
|---|
| 727 |  * by the code in the constructor.
 | 
|---|
| 728 |  *
 | 
|---|
| 729 |  * @param ost stream to write to
 | 
|---|
| 730 |  */
 | 
|---|
| 731 | void MatrixContent::write(std::ostream &ost) const
 | 
|---|
| 732 | {
 | 
|---|
| 733 |   for (size_t row = 0; row < rows; ++row) {
 | 
|---|
| 734 |     for (size_t column = 0; column < columns; ++column)
 | 
|---|
| 735 |       ost << at(row, column) << "\t";
 | 
|---|
| 736 |     ost << std::endl;
 | 
|---|
| 737 |   }
 | 
|---|
| 738 | }
 | 
|---|
| 739 | 
 | 
|---|
| 740 | 
 | 
|---|
| 741 | /* ============================= Operators =============================== */
 | 
|---|
| 742 | 
 | 
|---|
| 743 | /** Scalar multiplication operator.
 | 
|---|
| 744 |  * \param factor factor to scale with
 | 
|---|
| 745 |  */
 | 
|---|
| 746 | const MatrixContent &MatrixContent::operator*=(const double factor)
 | 
|---|
| 747 | {
 | 
|---|
| 748 |   gsl_matrix_scale(content, factor);
 | 
|---|
| 749 |   return *this;
 | 
|---|
| 750 | }
 | 
|---|
| 751 | 
 | 
|---|
| 752 | /** Scalar multiplication and copy operator.
 | 
|---|
| 753 |  * \param factor factor to scale with
 | 
|---|
| 754 |  * \param &mat MatrixContent to scale
 | 
|---|
| 755 |  * \return copied and scaled MatrixContent
 | 
|---|
| 756 |  */
 | 
|---|
| 757 | const MatrixContent operator*(const double factor,const MatrixContent& mat)
 | 
|---|
| 758 | {
 | 
|---|
| 759 |   MatrixContent tmp = mat;
 | 
|---|
| 760 |   tmp*=factor;
 | 
|---|
| 761 |   return tmp;
 | 
|---|
| 762 | }
 | 
|---|
| 763 | 
 | 
|---|
| 764 | /** Scalar multiplication and copy operator (with operands exchanged).
 | 
|---|
| 765 |  * \param &mat MatrixContent to scale
 | 
|---|
| 766 |  * \param factor factor to scale with
 | 
|---|
| 767 |  * \return copied and scaled MatrixContent
 | 
|---|
| 768 |  */
 | 
|---|
| 769 | const MatrixContent operator*(const MatrixContent &mat,const double factor)
 | 
|---|
| 770 | {
 | 
|---|
| 771 |   return factor*mat;
 | 
|---|
| 772 | }
 | 
|---|
| 773 | 
 | 
|---|
| 774 | /** Sums two MatrixContents \a  and \b component-wise.
 | 
|---|
| 775 |  * \param a first MatrixContent
 | 
|---|
| 776 |  * \param b second MatrixContent
 | 
|---|
| 777 |  * \return a + b
 | 
|---|
| 778 |  */
 | 
|---|
| 779 | MatrixContent const operator+(const MatrixContent& a, const MatrixContent& b)
 | 
|---|
| 780 | {
 | 
|---|
| 781 |   ASSERT(a.rows == b.rows, "MatrixContent::operator+() - row counts have to match: "
 | 
|---|
| 782 |       +toString(a.rows)+" != "+toString(b.rows)+"!");
 | 
|---|
| 783 |   ASSERT(a.columns == b.columns, "MatrixContent::operator+() - column counts have to match: "
 | 
|---|
| 784 |       +toString(a.columns)+" != "+toString(b.columns)+"!");
 | 
|---|
| 785 |   MatrixContent x(a);
 | 
|---|
| 786 |   x += b;
 | 
|---|
| 787 |   return x;
 | 
|---|
| 788 | };
 | 
|---|
| 789 | 
 | 
|---|
| 790 | /** Subtracts MatrixContent \a from \b component-wise.
 | 
|---|
| 791 |  * \param a first MatrixContent
 | 
|---|
| 792 |  * \param b second MatrixContent
 | 
|---|
| 793 |  * \return a - b
 | 
|---|
| 794 |  */
 | 
|---|
| 795 | MatrixContent const operator-(const MatrixContent& a, const MatrixContent& b)
 | 
|---|
| 796 | {
 | 
|---|
| 797 |   ASSERT(a.rows == b.rows, "MatrixContent::operator+() - row counts have to match: "
 | 
|---|
| 798 |       +toString(a.rows)+" != "+toString(b.rows)+"!");
 | 
|---|
| 799 |   ASSERT(a.columns == b.columns, "MatrixContent::operator+() - column counts have to match: "
 | 
|---|
| 800 |       +toString(a.columns)+" != "+toString(b.columns)+"!");
 | 
|---|
| 801 |   MatrixContent x(a);
 | 
|---|
| 802 |   x -= b;
 | 
|---|
| 803 |   return x;
 | 
|---|
| 804 | };
 | 
|---|
| 805 | 
 | 
|---|
| 806 | /** Equality operator.
 | 
|---|
| 807 |  * Note that we use numerical sensible checking, i.e. with threshold LINALG_MYEPSILON().
 | 
|---|
| 808 |  * \param &rhs MatrixContent to checks against
 | 
|---|
| 809 |  */
 | 
|---|
| 810 | bool MatrixContent::operator==(const MatrixContent &rhs) const
 | 
|---|
| 811 |     {
 | 
|---|
| 812 |   if ((rows == rhs.rows) && (columns == rhs.columns)) {
 | 
|---|
| 813 |     for(int i=rows;i--;){
 | 
|---|
| 814 |       for(int j=columns;j--;){
 | 
|---|
| 815 |         if(fabs(at(i,j)-rhs.at(i,j))>LINALG_MYEPSILON()){
 | 
|---|
| 816 |           return false;
 | 
|---|
| 817 |         }
 | 
|---|
| 818 |       }
 | 
|---|
| 819 |     }
 | 
|---|
| 820 |     return true;
 | 
|---|
| 821 |   }
 | 
|---|
| 822 |   return false;
 | 
|---|
| 823 | }
 | 
|---|
| 824 | 
 | 
|---|
| 825 | 
 | 
|---|
| 826 | std::ostream & operator<<(std::ostream &ost, const MatrixContent &mat)
 | 
|---|
| 827 | {
 | 
|---|
| 828 |   ost << "\\begin{pmatrix}";
 | 
|---|
| 829 |   for (size_t i=0;i<mat.rows;i++) {
 | 
|---|
| 830 |     for (size_t j=0;j<mat.columns;j++) {
 | 
|---|
| 831 |       ost << mat.at(i,j) << " ";
 | 
|---|
| 832 |       if (j != mat.columns-1)
 | 
|---|
| 833 |         ost << "& ";
 | 
|---|
| 834 |     }
 | 
|---|
| 835 |     if (i != mat.rows-1)
 | 
|---|
| 836 |       ost << "\\\\ ";
 | 
|---|
| 837 |   }
 | 
|---|
| 838 |   ost << "\\end{pmatrix}";
 | 
|---|
| 839 |   return ost;
 | 
|---|
| 840 | }
 | 
|---|