GSparseMatrix.hpp
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/***************************************************************************
* GSparseMatrix.hpp - sparse matrix class *
* ----------------------------------------------------------------------- *
* copyright : (C) 2006 by Jurgen Knodlseder *
* ----------------------------------------------------------------------- *
* *
* This program is free software; you can redistribute it and/or modify *
* it under the terms of the GNU General Public License as published by *
* the Free Software Foundation; either version 2 of the License, or *
* (at your option) any later version. *
* *
***************************************************************************/
#ifndef GSPARSEMATRIX_HPP
#define GSPARSEMATRIX_HPP
/* __ Includes ___________________________________________________________ */
#include "GException.hpp"
#include "GVector.hpp"
#include "GMatrix.hpp"
/* __ Namespaces _________________________________________________________ */
using namespace std;
/* __ Definitions ________________________________________________________ */
#define G_SPARSE_MATRIX_DEFAULT_MEM_BLOCK 512 // Default Memory block size
/* __ Enumerators ________________________________________________________ */
/* __ Structures _________________________________________________________ */
/* __ Prototypes _________________________________________________________ */
double cs_cumsum(int* p, int* c, int n);
/***************************************************************************
* GSparseMatrix class definition *
***************************************************************************/
class GSparseMatrix : public GMatrix {
// Friend classes
friend class GSparseSymbolic;
friend class GSparseNumeric;
// Binary operator friends
friend GSparseMatrix operator* (const double& a, const GSparseMatrix& b);
friend GSparseMatrix operator* (const GSparseMatrix& a, const double& b);
friend GSparseMatrix operator/ (const GSparseMatrix& a, const double& b);
// I/O friends
friend ostream& operator<< (ostream& os, const GSparseMatrix& m);
// Friend functions
friend GSparseMatrix transpose(const GSparseMatrix& m);
friend GSparseMatrix fabs(const GSparseMatrix& m);
friend GSparseMatrix cholesky_decompose(const GSparseMatrix& m, int compress = 1);
friend GSparseMatrix cholesky_invert(const GSparseMatrix& m, int compress = 1);
public:
// Constructors and destructors (not inherited)
GSparseMatrix(int rows, int cols, int elements = 0);
GSparseMatrix(const GSparseMatrix& m);
virtual ~GSparseMatrix();
// Matrix element access operators
virtual double& operator() (int row, int col);
virtual const double& operator() (int row, int col) const;
// Matrix assignment operators (not inherited)
virtual GSparseMatrix& operator= (const GSparseMatrix& m);
// Binary operators
virtual GSparseMatrix operator+ (const GSparseMatrix& m) const;
virtual GSparseMatrix operator- (const GSparseMatrix& m) const;
virtual GSparseMatrix operator* (const GSparseMatrix& m) const;
virtual GVector operator* (const GVector& v) const;
virtual int operator== (const GSparseMatrix& m) const;
virtual int operator!= (const GSparseMatrix& m) const;
// Unary operators
GSparseMatrix operator- () const;
virtual GSparseMatrix& operator+= (const GSparseMatrix& m);
virtual GSparseMatrix& operator-= (const GSparseMatrix& m);
virtual GSparseMatrix& operator*= (const GSparseMatrix& m);
virtual GSparseMatrix& operator*= (const double& d);
virtual GSparseMatrix& operator/= (const double& d);
// Matrix functions
// USE_BASE: virtual int rows() const { return m_rows; }
// USE_BASE: virtual int cols() const { return m_cols; }
virtual void clear();
virtual double fill() const;
virtual double min() const;
virtual double max() const;
virtual double sum() const;
virtual void transpose();
virtual GVector extract_row(int row) const;
virtual GVector extract_col(int col) const;
virtual void insert_col(const GVector& v, int col);
virtual void add_col(const GVector& v, int col);
virtual void set_mem_block(int block);
virtual GMatrix convert_to_full() const;
//TBD virtual GMatrix extract_lower_triangle() const;
//TBD virtual GMatrix extract_upper_triangle() const;
virtual void cholesky_decompose(int compress = 1);
virtual GVector cholesky_solver(const GVector& v, int compress = 1);
virtual void cholesky_invert(int compress = 1);
private:
// Private functions
int get_index(int row, int col) const;
void fill_pending(void);
void alloc_elements(int start, int num);
void free_elements(int start, int num);
void remove_zero_row_col(void);
void insert_zero_row_col(int rows, int cols);
GSparseMatrix cs_transpose(GSparseMatrix *m, int values);
// Private data members
int* m_rowinx; // Row-indices of all elements
int m_mem_block; // Memory block to be allocated at once
double m_zero; // The zero element (needed for data access)
double m_fill_val; // Element to be filled
int m_fill_row; // Row into which element needs to be filled
int m_fill_col; // Column into which element needs to be filled
void* m_symbolic; // Holds GSparseSymbolic object after decomposition
void* m_numeric; // Holds GSparseNumeric object after decomposition
};
/***************************************************************************
* Inline members that override base class members *
***************************************************************************/
// Matrix element access operator
inline
double& GSparseMatrix::operator() (int row, int col)
{
#if defined(G_RANGE_CHECK)
if (row >= m_rows || col >= m_cols)
throw out_of_range("GSparseMatrix access", row, col, m_rows, m_cols);
#endif
fill_pending();
int inx = get_index(row,col);
double* value;
if (inx < 0) {
value = &m_fill_val;
m_fill_row = row;
m_fill_col = col;
}
else
value = &(m_data[inx]);
return *value;
}
// Matrix element access operator (const version)
// We need here the zero element to return also a pointer for 0.0 entry that is
// not stored. Since we have the const version we don't have to care about
// modification of this zero value.
inline
const double& GSparseMatrix::operator() (int row, int col) const
{
#if defined(G_RANGE_CHECK)
if (row >= m_rows || col >= m_cols)
throw out_of_range("GSparseMatrix access", row, col, m_rows, m_cols);
#endif
int inx = get_index(row,col);
double* value;
if (inx < 0)
value = (double*)&m_zero;
else if (inx == m_elements)
value = (double*)&m_fill_val;
else
value = (double*)&(m_data[inx]);
return *value;
}
// Binary matrix addition
inline
GSparseMatrix GSparseMatrix::operator+ (const GSparseMatrix& m) const
{
GSparseMatrix result = *this;
result += m;
return result;
}
// Binary matrix subtraction
inline
GSparseMatrix GSparseMatrix::operator- (const GSparseMatrix& m) const
{
GSparseMatrix result = *this;
result -= m;
return result;
}
// Binary matrix multiplication
inline
GSparseMatrix GSparseMatrix::operator* (const GSparseMatrix& m) const
{
GSparseMatrix result = *this;
result *= m;
return result;
}
// Unary scalar multiplication
inline
GSparseMatrix& GSparseMatrix::operator*= (const double& d)
{
fill_pending();
this->GMatrix::operator*=(d);
}
// Unary scalar division
inline
GSparseMatrix& GSparseMatrix::operator/= (const double& d)
{
fill_pending();
this->GMatrix::operator/=(d);
}
/***************************************************************************
* Inline friends *
***************************************************************************/
// Binary matrix scaling (matrix is left operand)
inline
GSparseMatrix operator* (const GSparseMatrix& a, const double& b)
{
GSparseMatrix result = a;
result.fill_pending();
result *= b;
return result;
}
// Binary matrix scaling (matrix is right operand)
inline
GSparseMatrix operator* (const double& a, const GSparseMatrix& b)
{
GSparseMatrix result = b;
result.fill_pending();
result *= a;
return result;
}
// Binary matrix division (matrix is left operand)
inline
GSparseMatrix operator/ (const GSparseMatrix& a, const double& b)
{
GSparseMatrix result = a;
result.fill_pending();
result /= b;
return result;
}
// Matrix fill function
inline
double GSparseMatrix::fill() const
{
return (double(m_elements)/double(m_rows*m_cols));
}
// Matrix transpose function
inline
GSparseMatrix transpose(const GSparseMatrix& m)
{
GSparseMatrix result = m;
result.transpose();
return result;
}
// Set memory block size
inline
void GSparseMatrix::set_mem_block(int block)
{
m_mem_block = (block > 0) ? block : 1;
return;
}
// Cholesky decomposition
inline
GSparseMatrix cholesky_decompose(const GSparseMatrix& m, int compress)
{
GSparseMatrix result = m;
result.cholesky_decompose(compress);
return result;
}
// Matrix inversion using Cholesky decomposition
inline
GSparseMatrix cholesky_invert(const GSparseMatrix& m, int compress)
{
GSparseMatrix result = m;
result.cholesky_invert(compress);
return result;
}
#endif /* GSPARSEMATRIX_HPP */