00001
00002
00003
00004
00005
00006
00007
00008
00009
00010
00011
00012
00013
00014
00015
00016
00017
00018
00019
00020
00021
00022
00023
00024
00025
00026
00027
00028
00029
00030
00031
00032
00033
00034
00035
00036
00037
00038
00039
00040
00041
00042
00043
00044
00045
00046
00047
00048
00049
00050
00051
00052
00053
00054
00055 #if !defined(ALIZE_DoubleSquareMatrix_cpp)
00056 #define ALIZE_DoubleSquareMatrix_cpp
00057
00058 #include <new>
00059 #include <math.h>
00060 #include <memory.h>
00061 #include <cstdlib>
00062 #include "DoubleSquareMatrix.h"
00063 #include "alizeString.h"
00064 #include "Exception.h"
00065
00066 using namespace alize;
00067 typedef DoubleSquareMatrix M;
00068
00069
00070 M::DoubleSquareMatrix(unsigned long size)
00071 :Object(), _size(size), _array(size*size, size*size) {}
00072
00073 M::DoubleSquareMatrix(const DoubleSquareMatrix& v)
00074 :Object(), _size(v._size), _array(v._array) {}
00075
00076 const DoubleSquareMatrix& M::operator=(const DoubleSquareMatrix& v)
00077 {
00078 _array = v._array;
00079 _size = v._size;
00080 return *this;
00081 }
00082
00083 bool M::operator==(const DoubleSquareMatrix& v) const
00084 { return (_array == v._array); }
00085
00086 bool M::operator!=(const DoubleSquareMatrix& v) const
00087 { return !(*this == v); }
00088
00089 M::_type& M::operator()(unsigned long i, unsigned long j)
00090 {
00091 assertIsInBounds(__FILE__, __LINE__, i, _size);
00092 assertIsInBounds(__FILE__, __LINE__, j, _size);
00093 return _array[i+j*_size];
00094 }
00095
00096 M::_type M::operator()(unsigned long i, unsigned long j) const
00097 {
00098 assertIsInBounds(__FILE__, __LINE__, i, _size);
00099 assertIsInBounds(__FILE__, __LINE__, j, _size);
00100 return _array[i+j*_size];
00101 }
00102
00103 void M::setSize(const unsigned long size, bool saveMemory)
00104 {
00105 _size = size;
00106 _array.setSize(size*size, saveMemory);
00107 }
00108
00109 real_t M::invert(DoubleSquareMatrix& m)
00110 {
00111 long size = m._size;
00112 if (size == 0)
00113 throw Exception("Cannot invert matrix : dimension = 0",__FILE__, __LINE__);
00114 if (size !=_size)
00115 throw Exception("Cannot return the invert matrix : dimension not compatible",__FILE__, __LINE__);
00116
00117
00118 long j, k;
00119 real_t det;
00120
00121 DoubleVector diag(_size, _size);
00122 DoubleVector b(_size, _size);
00123 DoubleSquareMatrix tmp(*this);
00124 real_t* pMatrix = m.getArray();
00125 real_t* pTmp = tmp.getArray();
00126 real_t* pDiag = diag.getArray();
00127 real_t* pB = b.getArray();
00128
00129
00130 choleskyDecomp(pTmp, pDiag, _size);
00131
00132 det = pDiag[0]*pDiag[0];
00133 for (k=1; k<size; k++)
00134 det *= pDiag[k]*pDiag[k];
00135
00136
00137
00138
00139 for (j=0; j<size; j++)
00140 {
00141
00142 for (k=0; k<size; k++)
00143 pB[k] = 0.0;
00144 pB[j] = 1.0;
00145 choleskySolve(pTmp, pDiag, pB, size);
00146 unsigned long jsize = j*size;
00147 for (k=0; k<size; k++)
00148 pMatrix[k + jsize] = pB[k];
00149 }
00150 return det;
00151 }
00152
00153 void M::choleskyDecomp(real_t* pMatrix, real_t* pDiag, long n)
00154 {
00155
00156
00157
00158
00159
00160
00161 long i, j, k;
00162 real_t sum;
00163
00164
00165 for (i=0; i<n; i++)
00166 {
00167 unsigned long in = i*n;
00168 for(j=i; j<n; j++)
00169 {
00170 sum = pMatrix[i + j*n];
00171 for (k=(i-1)*n; k>=0; k-=n)
00172 sum -= pMatrix[i + k] * pMatrix[j + k];
00173 if (i == j)
00174 {
00175 if (sum < 0.0)
00176 throw Exception("Matrix is not positive definite",
00177 __FILE__, __LINE__);
00178 pDiag[i] = sqrt(sum);
00179 }
00180 else
00181 pMatrix[j + in] = sum/pDiag[i];
00182 }
00183 }
00184 }
00185
00186 void M::choleskySolve(real_t* pMatrix, real_t* pDiag, real_t* pB, long n)
00187 {
00188
00189
00190
00191
00192
00193 int i, k;
00194 real_t sum;
00195
00196
00197
00198 for (i=0; i<n; i++)
00199 {
00200 sum = pB[i];
00201 for (k=i-1; k>=0; k--)
00202 sum -= pMatrix[i + k*n] * pB[k];
00203 pB[i] = sum / pDiag[i];
00204 }
00205
00206 for (i=n-1; i>=0; i--)
00207 {
00208 sum = pB[i];
00209 for (k=i+1; k<n; k++)
00210 sum -= pMatrix[k + i*n] * pB[k];
00211 pB[i] = sum / pDiag[i];
00212 }
00213 }
00214
00215 void M::setAllValues(_type v) { _array.setAllValues(v); }
00216
00217 M::_type* M::getArray() const { return _array.getArray(); }
00218
00219 unsigned long M::size() const { return _size; }
00220
00221 String M::getClassName() const { return "DoubleSquareMatrix"; }
00222
00223 String M::toString() const
00224 {
00225 String s = Object::toString()
00226 + "\n size = " + String::valueOf(_size)+"x"+String::valueOf(_size);
00227 for (unsigned long i=0; i<_size; i++)
00228 {
00229 for (unsigned long j=0; j<_size; j++)
00230 s += "\n [" + String::valueOf(j)
00231 + "," + String::valueOf(i)
00232 + "] = " + String::valueOf((*this)(j, i));
00233 s += "\n";
00234 }
00235 return s;
00236 }
00237
00238 M::~DoubleSquareMatrix() {}
00239
00240
00241 #endif // ALIZE_DoubleSquareMatrix_cpp