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| 1 | -Users manual | |
| 2 | -============ | |
| 3 | - | |
| 4 | -This section provides a detailed list ... | |
| 5 | - | |
| 6 | -Linear algebra | |
| 7 | --------------- | |
| 8 | - | |
| 9 | -Vectors | |
| 10 | -~~~~~~~ | |
| 11 | - | |
| 12 | -General | |
| 13 | -^^^^^^^ | |
| 14 | - | |
| 15 | -A vector is a one-dimensional array of successive double type values. | |
| 16 | -Vectors are handled in by GVector objects. On construction, the | |
| 17 | -dimension of the vector has to be specified. In other words | |
| 18 | - | |
| 19 | -.. code-block:: cpp | |
| 20 | - | |
| 21 | - GVector vector; // WRONG: constructor needs dimension | |
| 22 | - | |
| 23 | -is not allowed. The minimum dimension of a vector is 1, i.e. there is no | |
| 24 | -such thing like an empty vector: | |
| 25 | - | |
| 26 | -.. code-block:: cpp | |
| 27 | - | |
| 28 | - GVector vector(0); // WRONG: empty vector not allowed | |
| 29 | - | |
| 30 | -The correct allocation of a vector is done using | |
| 31 | - | |
| 32 | -.. code-block:: cpp | |
| 33 | - | |
| 34 | - GVector vector(10); // Allocates a vector with 10 elements | |
| 35 | - | |
| 36 | -On allocation, all elements of a vector are set to 0. Vectors may also | |
| 37 | -be allocated by copying from another vector | |
| 38 | - | |
| 39 | -.. code-block:: cpp | |
| 40 | - | |
| 41 | - GVector vector(10); // Allocates a vector with 10 elements | |
| 42 | - GVector another = vector; // Allocates another vector with 10 elements | |
| 43 | - | |
| 44 | -or by using | |
| 45 | - | |
| 46 | -.. code-block:: cpp | |
| 47 | - | |
| 48 | - GVector vector = GVector(10); // Allocates a vector with 10 elements | |
| 49 | - | |
| 50 | -Vector elements are accessed using the ``( )`` operator: | |
| 51 | - | |
| 52 | -.. code-block:: cpp | |
| 53 | - | |
| 54 | - GVector vector(10); // Allocates a vector with 10 elements | |
| 55 | - for (int i = 0; i < 10; ++i) | |
| 56 | - vector(i) = (i+1)*10.0; // Set elements 10, 20, ..., 100 | |
| 57 | - for (int i = 0; i < 10; ++i) | |
| 58 | - cout << vector(i) << endl; // Dump all elements, one by row | |
| 59 | - | |
| 60 | -The content of a vector may also be dumped using | |
| 61 | - | |
| 62 | -.. code-block:: cpp | |
| 63 | - | |
| 64 | - cout << vector << endl; // Dump entire vector | |
| 65 | - | |
| 66 | -which in the above example will put the sequence :: | |
| 67 | - | |
| 68 | - 10 20 30 40 50 60 70 80 90 100 | |
| 69 | - | |
| 70 | -on the screen. | |
| 71 | - | |
| 72 | -Vector arithmetics | |
| 73 | -^^^^^^^^^^^^^^^^^^ | |
| 74 | - | |
| 75 | -Vectors can be very much handled like double type variables with the | |
| 76 | -difference that operations are performed on each element of the vector. | |
| 77 | -The complete list of fundamental vector operators is: | |
| 78 | - | |
| 79 | -.. code-block:: cpp | |
| 80 | - | |
| 81 | - c = a + b; // Vector + Vector addition | |
| 82 | - c = a + s; // Vector + Scalar addition | |
| 83 | - c = s + b; // Scalar + Vector addition | |
| 84 | - c = a - b; // Vector - Vector subtraction | |
| 85 | - c = a - s; // Vector - Scalar subtraction | |
| 86 | - c = s - b; // Scalar - Vector subtraction | |
| 87 | - s = a * b; // Vector * Vector multiplication (dot product) | |
| 88 | - c = a * s; // Vector * Scalar multiplication | |
| 89 | - c = s * b; // Scalar * Vector multiplication | |
| 90 | - c = a / s; // Vector * Scalar division | |
| 91 | - | |
| 92 | -where ``a``, ``b`` and ``c`` are of type ``GVector`` and ``s`` is of type ``double``. Note in | |
| 93 | -particular the combination of ``GVector`` and double type objects in | |
| 94 | -addition, subtraction, multiplication and division. In these cases the | |
| 95 | -specified operation is applied to each of the vector elements. It is | |
| 96 | -also obvious that only vector of identicial dimension can occur in | |
| 97 | -vector operations. Dimension errors can be catched by the try - catch | |
| 98 | -functionality | |
| 99 | - | |
| 100 | -.. code-block:: cpp | |
| 101 | - | |
| 102 | - try { | |
| 103 | - GVector a(10); | |
| 104 | - GVector b(11); | |
| 105 | - GVector c = a + b; // WRONG: Vectors have incompatible dimensions | |
| 106 | - } | |
| 107 | - catch (GVector::vector_mismatch &e) { | |
| 108 | - cout << e.what() << endl; // Dimension exception is catched here | |
| 109 | - throw; | |
| 110 | - } | |
| 111 | - | |
| 112 | -Further vector operations are | |
| 113 | - | |
| 114 | -.. code-block:: cpp | |
| 115 | - | |
| 116 | - c = a; // Vector assignment | |
| 117 | - c = s; // Scalar assignment | |
| 118 | - s = c(index); // Vector element access | |
| 119 | - c += a; // c = c + a; | |
| 120 | - c -= a; // c = c - a; | |
| 121 | - c += s; // c = c + s; | |
| 122 | - c -= s; // c = c - s; | |
| 123 | - c *= s; // c = c * s; | |
| 124 | - c /= s; // c = c / s; | |
| 125 | - c = -a; // Vector negation | |
| 126 | - | |
| 127 | -Finally, the comparison operators | |
| 128 | - | |
| 129 | -.. code-block:: cpp | |
| 130 | - | |
| 131 | - int equal = (a == b); // True if all elements equal | |
| 132 | - int unequal = (a != b); // True if at least one elements unequal | |
| 133 | - | |
| 134 | -allow to compare all elements of a vector. If all elements are | |
| 135 | -identical, the ``==`` operator returns ``true``, otherwise ``false``. If at least | |
| 136 | -one element differs, the ``!=`` operator returns ``true``, is all elements are | |
| 137 | -identical it returns ``false``. | |
| 138 | - | |
| 139 | -In addition to the operators, the following mathematical functions can | |
| 140 | -be applied to vectors:: | |
| 141 | - | |
| 142 | - acos atan exp sin tanh | |
| 143 | - acosh atanh fabs sinh | |
| 144 | - asin cos log sqrt | |
| 145 | - asinh cosh log10 tan | |
| 146 | - | |
| 147 | -Again, these functions should be understood to be applied element wise. | |
| 148 | -They all take a vector as argument and produce a vector as result. For | |
| 149 | -example | |
| 150 | - | |
| 151 | -.. code-block:: cpp | |
| 152 | - | |
| 153 | - c = sin(a); | |
| 154 | - | |
| 155 | -attributes the sine of each element of vector a to vector ``c``. Additional | |
| 156 | -implemented functions are | |
| 157 | - | |
| 158 | -.. code-block:: cpp | |
| 159 | - | |
| 160 | - c = cross(a, b); // Vector cross product (for 3d only) | |
| 161 | - s = norm(a); // Vector norm |a| | |
| 162 | - s = min(a); // Minimum element of vector | |
| 163 | - s = max(a); // Maximum element of vector | |
| 164 | - s = sum(a); // Sum of vector elements | |
| 165 | - | |
| 166 | -Finally, a small number of vector methods have been implemented: | |
| 167 | - | |
| 168 | -.. code-block:: cpp | |
| 169 | - | |
| 170 | - int n = a.size(); // Returns dimension of vector | |
| 171 | - int n = a.non_zeros(); // Returns number of non-zero elements in vector | |
| 172 | - | |
| 173 | -Matrixes | |
| 174 | -~~~~~~~~ | |
| 175 | - | |
| 176 | -General | |
| 177 | -^^^^^^^ | |
| 178 | - | |
| 179 | -A matrix is a two-dimensional array of double type values, arranged in | |
| 180 | -rows and columns. Matrixes are handled in by ``GMatrix`` objects and the | |
| 181 | -derived classes ``GSymMatrix`` and ``GSparseMatrix`` (see section | |
| 182 | -[sec:matrix:storage]). On construction, the dimension of the matrix has | |
| 183 | -to be specified | |
| 184 | - | |
| 185 | -.. code-block:: cpp | |
| 186 | - | |
| 187 | - GMatrix matrix(10,20); // Allocates 10 rows and 20 columns | |
| 188 | - | |
| 189 | -Similar to vectors, there is no such thing as a matrix without | |
| 190 | -dimensions in GammaLib. | |
| 191 | - | |
| 192 | -Matrix storage classes | |
| 193 | -^^^^^^^^^^^^^^^^^^^^^^ | |
| 194 | - | |
| 195 | -[sec:matrix:storage] | |
| 196 | - | |
| 197 | -In the most general case, the rows and columns of a matrix are stored in | |
| 198 | -a continuous array of :math:`{\tt rows} \times {\tt columns}` memory | |
| 199 | -locations. This storage type is referred to as a *full matrix*, and is | |
| 200 | -implemented by the class ``GMatrix``. Operations on full matrixes are in | |
| 201 | -general relatively fast, but memory requirements may be important to | |
| 202 | -hold all the elements. In general matrixes are stored by column-wise | |
| 203 | -(or in column-major format). For example, the matrix :: | |
| 204 | - | |
| 205 | - 1 2 3 4 5 | |
| 206 | - 6 7 8 9 10 | |
| 207 | - 11 12 13 14 15 | |
| 208 | - | |
| 209 | -is stored in memory as :: | |
| 210 | - | |
| 211 | - | 1 6 11 | 2 7 12 | 3 8 13 | 4 9 14 | 5 10 15 | | |
| 212 | - | |
| 213 | -Many physical or mathematical problems treat with a subclass of matrixes | |
| 214 | -that is symmetric, i.e. for which the element (row,col) is identical to | |
| 215 | -the element (col,row). In this case, the duplicated elements need not to | |
| 216 | -be stored. The derived class ``GSymMatrix`` implements such a storage type. | |
| 217 | -``GSymMatrix`` stores the lower-left triangle of the matrix in column-major | |
| 218 | -format. For illustration, the matrix :: | |
| 219 | - | |
| 220 | - 1 2 3 4 | |
| 221 | - 2 5 6 7 | |
| 222 | - 3 6 8 9 | |
| 223 | - 4 7 9 10 | |
| 224 | - | |
| 225 | -is stored in memory as :: | |
| 226 | - | |
| 227 | - | 1 2 3 4 | 5 6 7 | 8 9 | 10 | | |
| 228 | - | |
| 229 | -This divides the storage requirements to hold the matrix elements by | |
| 230 | -almost a factor of two. | |
| 231 | - | |
| 232 | -Finally, quite often one has to deal with matrixes that contain a large | |
| 233 | -number of zeros. Such matrixes are called *sparse matrixes*. If only the | |
| 234 | -non-zero elements of a sparse matrix are stored the memory requirements | |
| 235 | -are considerably reduced. This goes however at the expense of matrix | |
| 236 | -element access, which has become now more complex. In particular, | |
| 237 | -filling efficiently a sparse matrix is a non-trivial problem (see | |
| 238 | -section [sec:matrix:filling]). Sparse matrix storage is implemented in | |
| 239 | - by the derived class ``GSparseMatrix``. A ``GSparseMatrix`` object contains | |
| 240 | -three one-dimensional arrays to store the matrix elements: a double type | |
| 241 | -array that contains in continuous column-major order all non-zero | |
| 242 | -elements, an int type array that contains for each non-zero element the | |
| 243 | -row number of its location, and an int type array that contains the | |
| 244 | -storage location of the first non-zero element for each matrix column. | |
| 245 | -To illustrate this storage format, the matrix :: | |
| 246 | - | |
| 247 | - 1 0 0 7 | |
| 248 | - 2 5 0 0 | |
| 249 | - 3 0 6 0 | |
| 250 | - 4 0 0 8 | |
| 251 | - | |
| 252 | -is stored in memory as :: | |
| 253 | - | |
| 254 | - | 1 2 3 4 | 5 | 6 | 7 8 | Matrix elements | |
| 255 | - | 0 1 2 3 | 1 | 2 | 0 3 | Row indices for all elements | |
| 256 | - | 0 | 4 | 5 | 6 | Storage location of first element of each column | |
| 257 | - | |
| 258 | -This example is of course not very economic, since the total number of | |
| 259 | -Bytes used to store the matrix is | |
| 260 | -:math:`8 \times 8 + (8 + 4) \times 4 = 112` Bytes, while a full | |
| 261 | -:math:`4 \times 4` matrix is stored in | |
| 262 | -:math:`(4 \times 4) \times 8 = 128` Bytes (recall: a double type values | |
| 263 | -takes 8 Bytes, an int type value takes 4 Bytes). For realistic large | |
| 264 | -systems, however, the gain in memory space can be dramatical. | |
| 265 | - | |
| 266 | -The usage of the ``GMatrix``, ``GSymMatrix`` and ``GSparseMatrix`` classes is | |
| 267 | -analoguous in that they implement basically all functions and methods in | |
| 268 | -an identical way. So from the semantics the user has not to worry about | |
| 269 | -the storage class. However, matrix element access speeds are not | |
| 270 | -identical for all storage types, and if performance is an issue (as it | |
| 271 | -certainly always will be), the user has to consider matrix access more | |
| 272 | -carefully (see section [sec:matrix:filling]). | |
| 273 | - | |
| 274 | -Matrix allocation is performed using the constructors: | |
| 275 | - | |
| 276 | -.. code-block:: cpp | |
| 277 | - | |
| 278 | - GMatrix A(10,20); // Full 10 x 20 matrix | |
| 279 | - GSymMatrix B(10,10); // Symmetric 10 x 10 matrix | |
| 280 | - GSparseMatrix C(1000,10000); // Sparse 1000 x 10000 matrix | |
| 281 | - | |
| 282 | - GMatrix A(0,0); // WRONG: empty matrix not allowed | |
| 283 | - GSymMatrix B(20,22); // WRONG: symmetric matrix requested | |
| 284 | - | |
| 285 | -In the constructor, the first argument specifies the number of rows, the | |
| 286 | -second the number of columns: ``A(row,column)``. A symmetric matrix needs of | |
| 287 | -course an equal number of rows and columns. And an empty matrix is not | |
| 288 | -allowed. All matrix elements are initialised to 0 by the matrix | |
| 289 | -allocation. | |
| 290 | - | |
| 291 | -Matrix elements are accessed by the ``A(row,col)`` function, where row and | |
| 292 | -col start from 0 for the first row or column and run up to the number of | |
| 293 | -rows or columns minus 1: | |
| 294 | - | |
| 295 | -.. code-block:: cpp | |
| 296 | - | |
| 297 | - for (int row = 0; row < n_rows; ++row) { | |
| 298 | - for (int col = 0; col < n_cols; ++col) | |
| 299 | - A(row,col) = (row+col)/2.0; // Set value of matrix element | |
| 300 | - } | |
| 301 | - ... | |
| 302 | - double sum2 = 0.0; | |
| 303 | - for (int row = 0; row < n_rows; ++row) { | |
| 304 | - for (int col = 0; col < n_cols; ++col) | |
| 305 | - sum2 *= A(row,col) * A(row,col); // Get value of matrix element | |
| 306 | - } | |
| 307 | - | |
| 308 | -The content of a matrix can be visualised using | |
| 309 | - | |
| 310 | -.. code-block:: cpp | |
| 311 | - | |
| 312 | - cout << A << endl; // Dump matrix | |
| 313 | - | |
| 314 | -Matrix arithmetics | |
| 315 | -^^^^^^^^^^^^^^^^^^ | |
| 316 | - | |
| 317 | -The following description of matrix arithmetics applies to all storage | |
| 318 | -classes (see section [sec:matrix:storage]). The following matrix | |
| 319 | -operators have been implemented in | |
| 320 | - | |
| 321 | -.. code-block:: cpp | |
| 322 | - | |
| 323 | - C = A + B; // Matrix Matrix addition | |
| 324 | - C = A - B; // Matrix Matrix subtraction | |
| 325 | - C = A * B; // Matrix Matrix multiplication | |
| 326 | - C = A * v; // Matrix Vector multiplication | |
| 327 | - C = A * s; // Matrix Scalar multiplication | |
| 328 | - C = s * A; // Scalar Matrix multiplication | |
| 329 | - C = A / s; // Matrix Scalar division | |
| 330 | - C = -A; // Negation | |
| 331 | - A += B; // Matrix inplace addition | |
| 332 | - A -= B; // Matrix inplace subtraction | |
| 333 | - A *= B; // Matrix inplace multiplications | |
| 334 | - A *= s; // Matrix inplace scalar multiplication | |
| 335 | - A /= s; // Matrix inplace scalar division | |
| 336 | - | |
| 337 | -The comparison operators | |
| 338 | - | |
| 339 | -.. code-block:: cpp | |
| 340 | - | |
| 341 | - int equal = (A == B); // True if all elements equal | |
| 342 | - int unequal = (A != B); // True if at least one elements unequal | |
| 343 | - | |
| 344 | -allow to compare all elements of a matrix. If all elements are | |
| 345 | -identical, the ``==`` operator returns ``true``, otherwise ``false``. If at least | |
| 346 | -one element differs, the ``!=`` operator returns true, is all elements are | |
| 347 | -identical it returns false. | |
| 348 | - | |
| 349 | -Matrix methods and functions | |
| 350 | -^^^^^^^^^^^^^^^^^^^^^^^^^^^^ | |
| 351 | - | |
| 352 | -A number of methods has been implemented to manipulate matrixes. The | |
| 353 | -method | |
| 354 | - | |
| 355 | -.. code-block:: cpp | |
| 356 | - | |
| 357 | - A.clear(); // Set all elements to 0 | |
| 358 | - | |
| 359 | -sets all elements to 0. The methods | |
| 360 | - | |
| 361 | -.. code-block:: cpp | |
| 362 | - | |
| 363 | - int rows = A.rows(); // Returns number of rows in matrix | |
| 364 | - int cols = A.cols(); // Returns number of columns in matrix | |
| 365 | - | |
| 366 | -provide access to the matrix dimensions, the methods | |
| 367 | - | |
| 368 | -.. code-block:: cpp | |
| 369 | - | |
| 370 | - double sum = A.sum(); // Sum of all elements in matrix | |
| 371 | - double min = A.min(); // Returns minimum element of matrix | |
| 372 | - double max = A.max(); // Returns maximum element of matrix | |
| 373 | - | |
| 374 | -inform about some matrix properties. The methods | |
| 375 | - | |
| 376 | -.. code-block:: cpp | |
| 377 | - | |
| 378 | - GVector v_row = A.extract_row(row); // Puts row in vector | |
| 379 | - GVector v_column = A.extract_col(col); // Puts column in vector | |
| 380 | - | |
| 381 | -extract entire rows and columns from a matrix. Extraction of lower or | |
| 382 | -upper triangle parts of a matrix into another is performed using | |
| 383 | - | |
| 384 | -.. code-block:: cpp | |
| 385 | - | |
| 386 | - B = A.extract_lower_triangle(); // B holds lower triangle | |
| 387 | - B = A.extract_upper_triangle(); // B holds upper triangle | |
| 388 | - | |
| 389 | -``B`` is of the same storage class as ``A``, except for the case that ``A`` is a | |
| 390 | -``GSymMatrix`` object. In this case, ``B`` will be a full matrix of type | |
| 391 | -``GMatrix``. | |
| 392 | - | |
| 393 | -The methods | |
| 394 | - | |
| 395 | -.. code-block:: cpp | |
| 396 | - | |
| 397 | - A.insert_col(v_col,col); // Puts vector in column | |
| 398 | - A.add_col(v_col,col); // Add vector to column | |
| 399 | - | |
| 400 | -inserts or adds the elements of a vector into a matrix column. Note that | |
| 401 | -no row insertion routines have been implemented (so far) since they | |
| 402 | -would be less efficient (recall that all matrix types are stored in | |
| 403 | -column-major format). | |
| 404 | - | |
| 405 | -Conversion from one storage type to another is performed using | |
| 406 | - | |
| 407 | -.. code-block:: cpp | |
| 408 | - | |
| 409 | - B = A.convert_to_full(); // Converts A -> GMatrix | |
| 410 | - B = A.convert_to_sym(); // Converts A -> GSymMatrix | |
| 411 | - B = A.convert_to_sparse(); // Converts A -> GSparseMatrix | |
| 412 | - | |
| 413 | -Note that ``convert_to_sym()`` can only be applied to a matrix that is | |
| 414 | -indeed symmetric. | |
| 415 | - | |
| 416 | -The transpose of a matrix can be obtained by using one of | |
| 417 | - | |
| 418 | -.. code-block:: cpp | |
| 419 | - | |
| 420 | - A.transpose(); // Transpose method | |
| 421 | - B = transpose(A); // Transpose function | |
| 422 | - | |
| 423 | -The absolute value of a matrix is provided by | |
| 424 | - | |
| 425 | -.. code-block:: cpp | |
| 426 | - | |
| 427 | - B = fabs(A); // B = |A| | |
| 428 | - | |
| 429 | -Matrix factorisations | |
| 430 | -^^^^^^^^^^^^^^^^^^^^^ | |
| 431 | - | |
| 432 | -A general tool of numeric matrix calculs is factorisation. | |
| 433 | - | |
| 434 | -Solve linear equation ``Ax = b``. Inverse a matrix (by solving successively | |
| 435 | -``Ax = e``, where ``e`` are the unit vectors for all dimensions). | |
| 436 | - | |
| 437 | -For symmetric and positive definite matrices the most efficient | |
| 438 | -factorisation is the Cholesky decomposition. The following code fragment | |
| 439 | -illustrates the usage: | |
| 440 | - | |
| 441 | -.. code-block:: cpp | |
| 442 | - | |
| 443 | - GMatrix A(n_rows, n_cols}; | |
| 444 | - GVector x(n_rows}; | |
| 445 | - GVector b(n_rows}; | |
| 446 | - ... | |
| 447 | - A.cholesky_decompose(); // Perform Cholesky factorisation | |
| 448 | - x = A.cholesky_solver(b); // Solve Ax=b for x | |
| 449 | - | |
| 450 | -Note that once the function ``A.cholesky_decompose()`` has been applied, | |
| 451 | -the original matrix content has been replaced by its Cholesky | |
| 452 | -decomposition. Since the Cholesky decomposition can be performed inplace | |
| 453 | -(i.e. without the allocation of additional memory to hold the result), | |
| 454 | -the matrix replacement is most memory economic. In case that the | |
| 455 | -original matrix should be kept, one may either copy it before into | |
| 456 | -another ``GMatrix`` object or use the function | |
| 457 | - | |
| 458 | -.. code-block:: cpp | |
| 459 | - | |
| 460 | - GMatrix L = cholesky_decompose(A); | |
| 461 | - x = L.cholesky_solver(b); | |
| 462 | - | |
| 463 | -A symmetric and positive definite matrix can be inverted using the | |
| 464 | -Cholesky decomposition using | |
| 465 | - | |
| 466 | -.. code-block:: cpp | |
| 467 | - | |
| 468 | - A.cholesky_invert(); // Inverse matrix using Cholesky fact. | |
| 469 | - | |
| 470 | -Alternatively, the function | |
| 471 | - | |
| 472 | -.. code-block:: cpp | |
| 473 | - | |
| 474 | - GMatrix A_inv = cholesky_invert(A); | |
| 475 | - | |
| 476 | -may be used. | |
| 477 | - | |
| 478 | -The Cholesky decomposition, solver and inversion routines may also be | |
| 479 | -applied to matrices that contain rows or columns that are filled by | |
| 480 | -zeros. In this case the functions provide the option to (logically) | |
| 481 | -compress the matrices by skipping the zero rows and columns during the | |
| 482 | -calculation. | |
| 483 | - | |
| 484 | -For compressed matrix Cholesky factorisation, only the non-zero rows and | |
| 485 | -columns have to be symmetric and positive definite. In particular, the | |
| 486 | -full matrix may even be non-symmetric. | |
| 487 | - | |
| 488 | -Sparse matrixes | |
| 489 | -^^^^^^^^^^^^^^^ | |
| 490 | - | |
| 491 | -The only exception that does not work is | |
| 492 | - | |
| 493 | -.. code-block:: cpp | |
| 494 | - | |
| 495 | - GSparseMatrix A(10,10); | |
| 496 | - A(0,0) = A(1,1) = A(2,2) = 1.0; // WRONG: Cannot assign multiple at once | |
| 497 | - | |
| 498 | -In this case the value ``1.0`` is only assigned to the last element, i.e. | |
| 499 | -``A(2,2)``, the other elements will remain ``0``. This feature has to do with | |
| 500 | -the way how the compiler translates the code and how implements sparse | |
| 501 | -matrix filling. ``GSparseMatrix`` provides a pointer for a new element to be | |
| 502 | -filled. Since there is only one such *fill pointer*, only one element | |
| 503 | -can be filled at once in a statement. **So it is strongly advised to | |
| 504 | -avoid multiple matrix element assignment in a single row.** Better write | |
| 505 | -the above code like | |
| 506 | - | |
| 507 | -.. code-block:: cpp | |
| 508 | - | |
| 509 | - GSparseMatrix A; | |
| 510 | - A(0,0) = 1.0; | |
| 511 | - A(1,1) = 1.0; | |
| 512 | - A(2,2) = 1.0; | |
| 513 | - | |
| 514 | -This way, element assignment works fine. | |
| 515 | - | |
| 516 | -Inverting a sparse matrix produces in general a full matrix, so the | |
| 517 | -inversion function should be used with caution. Note that a full matrix | |
| 518 | -that is stored in sparse format takes roughly twice the memory than a | |
| 519 | -normal ``GMatrix`` object. If nevertheless the inverse of a sparse matrix | |
| 520 | -should be examined, it is recommended to perform the analysis | |
| 521 | -column-wise | |
| 522 | - | |
| 523 | -.. code-block:: cpp | |
| 524 | - | |
| 525 | - GSparseMatrix A(rows,cols); // Allocate sparse matrix | |
| 526 | - GVector unit(rows); // Allocate vector | |
| 527 | - ... | |
| 528 | - A.cholesky_decompose(); // Factorise matrix | |
| 529 | - | |
| 530 | - // Column-wise solving the matrix equation | |
| 531 | - for (int col = 0; col < cols; ++col) { | |
| 532 | - unit(col) = 1.0; // Set unit vector | |
| 533 | - GVector x = cholesky_solver(unit); // Get column x of inverse | |
| 534 | - ... | |
| 535 | - unit(col) = 0.0; // Clear unit vector for next round | |
| 536 | - } | |
| 537 | - | |
| 538 | -Filling sparse matrixes | |
| 539 | -^^^^^^^^^^^^^^^^^^^^^^^ | |
| 540 | - | |
| 541 | -[sec:matrix:filling] | |
| 542 | - | |
| 543 | -The filling of a sparse matrix is a tricky issue since the storage of | |
| 544 | -the elements depends on their distribution in the matrix. If one would | |
| 545 | -know beforehand this distribution, sparse matrix filling would be easy | |
| 546 | -and fast. In general, however, the distribution is not known a priori, | |
| 547 | -and matrix filling may become a quite time consuming task. | |
| 548 | - | |
| 549 | -If a matrix has to be filled element by element, the access through the | |
| 550 | -operator | |
| 551 | - | |
| 552 | -.. code-block:: cpp | |
| 553 | - | |
| 554 | - m(row,col) = value; | |
| 555 | - | |
| 556 | -may be mandatory. In principle, if a new element is inserted into a | |
| 557 | -matrix a new memory cell has to be allocated for this element, and other | |
| 558 | -elements may be moved. Memory allocation is quite time consuming, and to | |
| 559 | -reduce the overhead, ``GSparseMatrix`` can be configured to allocate memory | |
| 560 | -in bunches. By default, each time more matrix memory is needed, | |
| 561 | -``GSparseMatrix`` allocates 512 cells at once (or 6144 Bytes since each | |
| 562 | -element requires a double and a int storage location). If this amount of | |
| 563 | -memory is not adequat one may change this value by using | |
| 564 | - | |
| 565 | -.. code-block:: cpp | |
| 566 | - | |
| 567 | - m.set_mem_block(size); | |
| 568 | - | |
| 569 | -where size is the number of matrix elements that should be allocated at | |
| 570 | -once (corresponding to a total memory of :math:`12 \times {\tt size}` | |
| 571 | -Bytes). | |
| 572 | - | |
| 573 | -Alternatively, a matrix may be filled column-wise using the functions | |
| 574 | - | |
| 575 | -.. code-block:: cpp | |
| 576 | - | |
| 577 | - m.insert_col(vector,col); // Insert a vector in column | |
| 578 | - m.add_col(vector,col); // Add content of a vector to column | |
| 579 | - | |
| 580 | -While ``insert_col`` sets the values of column ``col`` (deleting thus any | |
| 581 | -previously existing entries), ``add_col`` adds the content of vector to all | |
| 582 | -elements of column col. Using these functions is considerably more rapid | |
| 583 | -than filling individual values. | |
| 584 | - | |
| 585 | -Still, if the matrix is big (i.e. several thousands of rows and | |
| 586 | -columns), filling individual columns may still be slow. To speed-up | |
| 587 | -dynamical matrix filling, an internal fill-stack has been implemented in | |
| 588 | -``GSparseMatrix``. Instead of inserting values column-by-column, the columns | |
| 589 | -are stored in a stack and filled into the matrix once the stack is full. | |
| 590 | -This reduces the number of dynamic memory allocations to let the matrix | |
| 591 | -grow as it is built. By default, the internal stack is disabled. The | |
| 592 | -stack can be enabled and used as follows: | |
| 593 | - | |
| 594 | -.. code-block:: cpp | |
| 595 | - | |
| 596 | - m.stack_init(size, entries); // Initialise stack | |
| 597 | - ... | |
| 598 | - m.add_col(vector,col); // Add columns | |
| 599 | - ... | |
| 600 | - m.stack_destroy(); // Flush and destory stack | |
| 601 | - | |
| 602 | -The method ``stack_init`` initialises a stack with a number of size | |
| 603 | -elements and a maximum of entries columns. The larger the values size | |
| 604 | -and entries are chosen, the more efficient the stack works. The total | |
| 605 | -amount of memory of the stack can be estimated as | |
| 606 | -:math:`12 \times {\tt size} + 8 \times {\tt entries}` Bytes. If a rough | |
| 607 | -estimate of the total number of non-zero elements is available it is | |
| 608 | -recommended to set size to this value. As a rule of thumb, size should | |
| 609 | -be at least of the dimension of either the number of rows or the number | |
| 610 | -of columns of the matrix (take the maximum of both). entries is best set | |
| 611 | -to the number of columns of the matrix. If memory limits are an issue | |
| 612 | -smaller values may be set, but if the values are too small, the speed | |
| 613 | -increase may become negligible (or stack-filling may even become slower | |
| 614 | -than normal filling). | |
| 615 | - | |
| 616 | -Stack-filling only works with the method ``add_col``. Note also that | |
| 617 | -filling sub-sequently the same column leads to stack flushing. In the | |
| 618 | -code | |
| 619 | - | |
| 620 | -.. code-block:: cpp | |
| 621 | - | |
| 622 | - for (int col = 0; col < 100; ++col) { | |
| 623 | - column = 0.0; // Reset column | |
| 624 | - column(col) = col; // Set column | |
| 625 | - m.add_col(column,col); // Add column | |
| 626 | - } | |
| 627 | - | |
| 628 | -stack flushing occurs in each loop, and consequently, the stack-filling | |
| 629 | -approach will be not very efficient (it would probably be even slover | |
| 630 | -than normal filling). If successive operations are to be performed on | |
| 631 | -columns, it is better to perform them before adding. The code | |
| 632 | - | |
| 633 | -.. code-block:: cpp | |
| 634 | - | |
| 635 | - column = 0.0; // Reset column | |
| 636 | - for (int col = 0; col < 100; ++col) | |
| 637 | - column(col) = col; // Set column | |
| 638 | - m.add_col(column,col); // Add column | |
| 639 | - | |
| 640 | -would be far more efficient. | |
| 641 | - | |
| 642 | -A avoidable overhead occurs for the case that the column to be added is | |
| 643 | -sparse. The vector may contain many zeros, and ``GSparseMatrix`` has to | |
| 644 | -filter them out. If the sparsity of the column is known, this overhead | |
| 645 | -can be avoided by directly passing a compressed array to ``add_col``: | |
| 646 | - | |
| 647 | -.. code-block:: cpp | |
| 648 | - | |
| 649 | - int number = 5; // 5 elements in array | |
| 650 | - double* values = new double[number]; // Allocate values | |
| 651 | - int* rows = new int[number]; // Allocate row index | |
| 652 | - ... | |
| 653 | - m.stack_init(size, entries); // Initialise stack | |
| 654 | - ... | |
| 655 | - for (int i = 0; i < number; ++i) { // Initialise array | |
| 656 | - values[i] = ... // ... set values | |
| 657 | - rows[i] = ... // ... set row indices | |
| 658 | - } | |
| 659 | - ... | |
| 660 | - m.add_col(values,rows,number,col); // Add array | |
| 661 | - ... | |
| 662 | - m.stack_destroy(); // Flush and destory stack | |
| 663 | - ... | |
| 664 | - delete [] values; // Free array | |
| 665 | - delete [] rows; | |
| 666 | - | |
| 667 | -The method ``add_col`` calls the method ``stack_push_column`` for stack | |
| 668 | -filling. ``add_col`` is more general than ``stack_push_column`` in that it | |
| 669 | -decides which of stack- or direct filling is more adequate. In | |
| 670 | -particular, ``stack_push_column`` may refuse pushing a column onto the | |
| 671 | -stack if there is not enough space. In that case, ``stack_push_column`` | |
| 672 | -returns a non-zero value that corresponds to the number of non-zero | |
| 673 | -elements in the vector that should be added. However, it is recommended | |
| 674 | -to not use ``stack_push_column`` and call instead ``add_col``. | |
| 675 | - | |
| 676 | -The method ``stack_destroy`` is used to flush and destroy the stack. After | |
| 677 | -this call the stack memory is liberated. If the stack should be flushed | |
| 678 | -without destroying it, the method ``stack_flush`` may be used: | |
| 679 | - | |
| 680 | -.. code-block:: cpp | |
| 681 | - | |
| 682 | - m.stack_init(size, entries); // Initialise stack | |
| 683 | - ... | |
| 684 | - m.add_col(vector,col); // Add columns | |
| 685 | - ... | |
| 686 | - m.stack_flush(); // Simply flush stack | |
| 687 | - | |
| 688 | -Once flushed, the stack can be filled anew. | |
| 689 | - | |
| 690 | -Note that stack flushing is not automatic! This means, if one trys to | |
| 691 | -use a matrix for calculs without flushing, the calculs may be wrong. | |
| 692 | -**If a stack is used for filling, always flush the stack before using | |
| 693 | -the matrix.** |