[4565] | 1 | //$$ newmatap.h definition file for matrix package applications |
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| 2 | |
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| 3 | // Copyright (C) 1991,2,3,4,8: R B Davies |
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| 4 | |
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| 5 | #ifndef NEWMATAP_LIB |
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| 6 | #define NEWMATAP_LIB 0 |
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| 7 | |
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| 8 | #include "newmat.h" |
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| 9 | |
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| 10 | #ifdef use_namespace |
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| 11 | namespace NEWMAT { |
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| 12 | #endif |
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| 13 | |
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| 14 | |
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| 15 | // ************************** applications *****************************/ |
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| 16 | |
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| 17 | |
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| 18 | void QRZT(Matrix&, LowerTriangularMatrix&); |
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| 19 | |
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| 20 | void QRZT(const Matrix&, Matrix&, Matrix&); |
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| 21 | |
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| 22 | void QRZ(Matrix&, UpperTriangularMatrix&); |
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| 23 | |
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| 24 | void QRZ(const Matrix&, Matrix&, Matrix&); |
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| 25 | |
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| 26 | inline void HHDecompose(Matrix& X, LowerTriangularMatrix& L) |
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| 27 | { QRZT(X,L); } |
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| 28 | |
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| 29 | inline void HHDecompose(const Matrix& X, Matrix& Y, Matrix& M) |
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| 30 | { QRZT(X, Y, M); } |
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| 31 | |
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| 32 | ReturnMatrix Cholesky(const SymmetricMatrix&); |
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| 33 | |
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| 34 | ReturnMatrix Cholesky(const SymmetricBandMatrix&); |
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| 35 | |
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| 36 | void SVD(const Matrix&, DiagonalMatrix&, Matrix&, Matrix&, |
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| 37 | bool=true, bool=true); |
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| 38 | |
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| 39 | void SVD(const Matrix&, DiagonalMatrix&); |
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| 40 | |
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| 41 | inline void SVD(const Matrix& A, DiagonalMatrix& D, Matrix& U, |
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| 42 | bool withU = true) { SVD(A, D, U, U, withU, false); } |
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| 43 | |
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| 44 | void SortSV(DiagonalMatrix& D, Matrix& U, bool ascending = false); |
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| 45 | |
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| 46 | void SortSV(DiagonalMatrix& D, Matrix& U, Matrix& V, bool ascending = false); |
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| 47 | |
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| 48 | void Jacobi(const SymmetricMatrix&, DiagonalMatrix&); |
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| 49 | |
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| 50 | void Jacobi(const SymmetricMatrix&, DiagonalMatrix&, SymmetricMatrix&); |
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| 51 | |
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| 52 | void Jacobi(const SymmetricMatrix&, DiagonalMatrix&, Matrix&); |
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| 53 | |
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| 54 | void Jacobi(const SymmetricMatrix&, DiagonalMatrix&, SymmetricMatrix&, |
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| 55 | Matrix&, bool=true); |
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| 56 | |
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| 57 | void EigenValues(const SymmetricMatrix&, DiagonalMatrix&); |
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| 58 | |
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| 59 | void EigenValues(const SymmetricMatrix&, DiagonalMatrix&, SymmetricMatrix&); |
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| 60 | |
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| 61 | void EigenValues(const SymmetricMatrix&, DiagonalMatrix&, Matrix&); |
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| 62 | |
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| 63 | class SymmetricEigenAnalysis |
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| 64 | // not implemented yet |
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| 65 | { |
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| 66 | public: |
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| 67 | SymmetricEigenAnalysis(const SymmetricMatrix&); |
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| 68 | private: |
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| 69 | DiagonalMatrix diag; |
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| 70 | DiagonalMatrix offdiag; |
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| 71 | SymmetricMatrix backtransform; |
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| 72 | FREE_CHECK(SymmetricEigenAnalysis) |
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| 73 | }; |
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| 74 | |
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| 75 | void SortAscending(GeneralMatrix&); |
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| 76 | |
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| 77 | void SortDescending(GeneralMatrix&); |
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| 78 | |
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| 79 | |
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| 80 | // class for deciding which fft to use and containing new fft function |
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| 81 | class FFT_Controller |
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| 82 | { |
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| 83 | public: |
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| 84 | static bool OnlyOldFFT; |
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| 85 | static bool ar_1d_ft (int PTS, Real* X, Real *Y); |
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| 86 | static bool CanFactor(int PTS); |
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| 87 | }; |
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| 88 | |
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| 89 | void FFT(const ColumnVector&, const ColumnVector&, |
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| 90 | ColumnVector&, ColumnVector&); |
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| 91 | |
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| 92 | void FFTI(const ColumnVector&, const ColumnVector&, |
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| 93 | ColumnVector&, ColumnVector&); |
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| 94 | |
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| 95 | void RealFFT(const ColumnVector&, ColumnVector&, ColumnVector&); |
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| 96 | |
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| 97 | void RealFFTI(const ColumnVector&, const ColumnVector&, ColumnVector&); |
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| 98 | |
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| 99 | void DCT_II(const ColumnVector&, ColumnVector&); |
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| 100 | |
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| 101 | void DCT_II_inverse(const ColumnVector&, ColumnVector&); |
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| 102 | |
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| 103 | void DST_II(const ColumnVector&, ColumnVector&); |
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| 104 | |
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| 105 | void DST_II_inverse(const ColumnVector&, ColumnVector&); |
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| 106 | |
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| 107 | void DCT(const ColumnVector&, ColumnVector&); |
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| 108 | |
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| 109 | void DCT_inverse(const ColumnVector&, ColumnVector&); |
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| 110 | |
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| 111 | void DST(const ColumnVector&, ColumnVector&); |
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| 112 | |
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| 113 | void DST_inverse(const ColumnVector&, ColumnVector&); |
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| 114 | |
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| 115 | // This class is used by the new FFT program |
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| 116 | |
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| 117 | // Suppose an integer is expressed as a sequence of digits with each |
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| 118 | // digit having a different radix. |
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| 119 | // This class supposes we are counting with this multi-radix number |
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| 120 | // but also keeps track of the number with the digits (and radices) |
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| 121 | // reversed. |
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| 122 | // The integer starts at zero |
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| 123 | // operator++() increases it by 1 |
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| 124 | // Counter gives the number of increments |
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| 125 | // Reverse() gives the value with the digits in reverse order |
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| 126 | // Swap is true if reverse is less than counter |
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| 127 | // Finish is true when we have done a complete cycle and are back at zero |
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| 128 | |
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| 129 | class MultiRadixCounter |
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| 130 | { |
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| 131 | const SimpleIntArray& Radix; |
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| 132 | // radix of each digit |
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| 133 | // n-1 highest order, 0 lowest order |
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| 134 | SimpleIntArray& Value; // value of each digit |
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| 135 | const int n; // number of digits |
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| 136 | int reverse; // value when order of digits is reversed |
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| 137 | int product; // product of radices |
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| 138 | int counter; // counter |
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| 139 | bool finish; // true when we have gone over whole range |
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| 140 | public: |
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| 141 | MultiRadixCounter(int nx, const SimpleIntArray& rx, |
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| 142 | SimpleIntArray& vx); |
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| 143 | void operator++(); // increment the multi-radix counter |
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| 144 | bool Swap() const { return reverse < counter; } |
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| 145 | bool Finish() const { return finish; } |
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| 146 | int Reverse() const { return reverse; } |
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| 147 | int Counter() const { return counter; } |
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| 148 | }; |
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| 149 | |
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| 150 | |
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| 151 | #ifdef use_namespace |
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| 152 | } |
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| 153 | #endif |
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| 154 | |
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| 155 | |
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| 156 | |
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| 157 | #endif |
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| 158 | |
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| 159 | // body file: cholesky.cpp |
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| 160 | // body file: evalue.cpp |
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| 161 | // body file: fft.cpp |
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| 162 | // body file: hholder.cpp |
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| 163 | // body file: jacobi.cpp |
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| 164 | // body file: newfft.cpp |
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| 165 | // body file: sort.cpp |
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| 166 | // body file: svd.cpp |
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| 167 | |
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| 168 | |
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| 169 | |
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| 170 | |
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| 171 | |
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