#include <MatrixSquareSymmetric.hpp>

Inheritance diagram for MatrixSquareSymmetric:

Public Member Functions
	MatrixSquareSymmetric (int nrow=0, int opt_eigen=-1)

	MatrixSquareSymmetric (const MatrixSquareSymmetric &m)

	MatrixSquareSymmetric (const AMatrix &m)

MatrixSquareSymmetric &	operator= (const MatrixSquareSymmetric &r)

virtual	~MatrixSquareSymmetric ()

bool	mustBeSymmetric () const final
	ICloneable interface. More...

virtual bool	mustBeDiagonal () const override

virtual bool	mustBeDiagCst () const override

bool	isSymmetric (bool printWhyNot=false, double eps=EPSILON10) const final
	Is the matrix symmetrical ? More...

void	normMatrix (const AMatrix &y, const AMatrixSquare &x=AMatrixSquare(), bool transpose=false)

int	computeEigen (bool optionPositive=true)

int	computeGeneralizedEigen (const MatrixSquareSymmetric &b, bool optionPositive=true)

int	computeGeneralizedInverse (MatrixSquareSymmetric &tabout, double maxicond=1.e20, double eps=EPSILON20)

bool	isDefinitePositive ()

int	minimizeWithConstraintsInPlace (const VectorDouble &gmat, const MatrixRectangular &aemat, const VectorDouble &bemat, const MatrixRectangular &aimat, const VectorDouble &bimat, VectorDouble &xmat)

int	getTriangleSize () const

int	computeCholesky ()

int	invertCholesky ()

int	solveCholeskyMat (const MatrixRectangular &b, MatrixRectangular &x)

int	solveCholesky (const VectorDouble &b, VectorDouble &x)

VectorDouble	getCholeskyTL () const

VectorDouble	getCholeskyXL () const

MatrixRectangular	productCholeskyInPlace (int mode, int neq, int nrhs, const VectorDouble &tl, const MatrixRectangular &a)

MatrixSquareSymmetric	normCholeskyInPlace (int mode, int neq, const VectorDouble &tl, const MatrixSquareSymmetric &a)

double	computeCholeskyLogDeterminant () const

Public Member Functions inherited from AMatrixSquare
	AMatrixSquare (int nrow=0, int opt_eigen=-1)

	AMatrixSquare (const AMatrixSquare &m)

	AMatrixSquare (const AMatrix &m)

AMatrixSquare &	operator= (const AMatrixSquare &r)

virtual	~AMatrixSquare ()

virtual double	determinant (void) const
	Interface for AMatrix. More...

bool	isSquare (bool printWhyNot=false) const override

int	getNSize () const

double	trace () const

void	innerMatrix (const AMatrixSquare &x, const AMatrix &r1, const AMatrix &r2)

void	prodDiagByVector (const VectorDouble &diag)

void	divideDiagByVector (const VectorDouble &diag)

void	prodByDiagInPlace (int mode, const VectorDouble &c)

double	normVec (const VectorDouble &vec)

Public Member Functions inherited from MatrixRectangular
	MatrixRectangular (int nrow=0, int ncol=0, int opt_eigen=-1)

	MatrixRectangular (const MatrixRectangular &m)

	MatrixRectangular (const AMatrix &m)

MatrixRectangular &	operator= (const MatrixRectangular &r)

virtual	~MatrixRectangular ()

void	addRow (int nrow_added=1)

void	addColumn (int ncolumn_added=1)

Public Member Functions inherited from AMatrixDense
	AMatrixDense (int nrow=0, int ncol=0, int opt_eigen=-1)

	AMatrixDense (const AMatrixDense &m)

	AMatrixDense (const AMatrix &m)

AMatrixDense &	operator= (const AMatrixDense &r)

virtual	~AMatrixDense ()

virtual bool	isDense () const
	Interface for AMatrix. More...

virtual bool	isSparse () const

virtual void	setColumn (int icol, const VectorDouble &tab) override

virtual void	setRow (int irow, const VectorDouble &tab) override

virtual void	setDiagonal (const VectorDouble &tab) override

virtual void	setDiagonalToConstant (double value=1.) override

virtual void	addScalar (double v) override

virtual void	addScalarDiag (double v) override

virtual void	prodScalar (double v) override

virtual void	fill (double value) override

virtual void	multiplyRow (const VectorDouble &vec) override

virtual void	multiplyColumn (const VectorDouble &vec) override

virtual void	divideRow (const VectorDouble &vec) override

virtual void	divideColumn (const VectorDouble &vec) override

virtual VectorDouble	prodVecMat (const VectorDouble &x, bool transpose=false) const override

virtual VectorDouble	prodMatVec (const VectorDouble &x, bool transpose=false) const override

virtual VectorDouble	getRow (int irow) const override

virtual VectorDouble	getColumn (int icol) const override

virtual void	prodMatMatInPlace (const AMatrix x, const AMatrix y, bool transposeX=false, bool transposeY=false) override

void	addMatInPlace (const AMatrixDense &y, double cx=1., double cy=1.)
	The next functions use specific definition of matrix (to avoid dynamic_cast) rather than manipulating AMatrix. They are not generic of AMatrix anymore. WARNING: output matrix should not match any of input matrices (speed up). More...

virtual void	prodNormMatMatInPlace (const AMatrixDense &a, const AMatrixDense &m, bool transpose=false)

virtual void	prodNormMatInPlace (const AMatrixDense &a, const VectorDouble &vec=VectorDouble(), bool transpose=false)

VectorDouble	getEigenValues () const

const MatrixSquareGeneral *	getEigenVectors () const

Public Member Functions inherited from AMatrix
	AMatrix (int nrow=0, int ncol=0, int opt_eigen=-1)

	AMatrix (const AMatrix &m)

AMatrix &	operator= (const AMatrix &m)

virtual	~AMatrix ()

void	init (int nrows, int ncols, int opt_eigen=-1)

void	reset (int nrows, int ncols, double value=0., int opt_eigen=-1)

void	resetFromArray (int nrows, int ncols, const double *tab, bool byCol=true, int opt_eigen=-1)

void	resetFromVD (int nrows, int ncols, const VectorDouble &tab, bool byCol=true, int opt_eigen=-1)

void	resetFromVVD (const VectorVectorDouble &tab, bool byCol=true, int opt_eigen=-1)

virtual String	toString (const AStringFormat *strfmt=nullptr) const override
	Interface to AStringable. More...

virtual bool	isValid (int irow, int icol, bool printWhyNot=false) const

virtual bool	isIdentity (bool printWhyNot=false) const

virtual bool	isDiagonal (bool printWhyNot=false) const

virtual bool	isDiagCst (bool printWhyNot=false) const

virtual void	transposeInPlace ()

virtual AMatrix *	transpose () const

virtual NF_Triplet	getMatrixToTriplet (int shiftRow=0, int shiftCol=0) const

void	addMatInPlace (const AMatrix &y, double cx=1., double cy=1.)

void	prodMatInPlace (const AMatrix *matY, bool transposeY=false)

void	prodNormMatMatInPlace (const AMatrix &a, const AMatrix &m, bool transpose=false)

void	prodNormMatInPlace (const AMatrix &a, const VectorDouble &vec=VectorDouble(), bool transpose=false)

void	resize (int nrows, int ncols)

double	getValue (int irow, int icol) const

void	setValue (int irow, int icol, double value)

void	updValue (int irow, int icol, const EOperator &oper, double value)

void	setValue_ (int irow, int icol, double value)

void	updValue_ (int irow, int icol, const EOperator &oper, double value)

double	getValue_ (int irow, int icol) const

void	addValue (int irow, int icol, double value)

bool	isSame (const AMatrix &m, double eps=EPSILON4, bool printWhyNot=false)

bool	isSameSize (const AMatrix &m) const

bool	empty () const

double	compare (const AMatrix &mat) const

int	getNRows () const

int	getNCols () const

int	size () const

VectorDouble	getValues (bool byCol=true) const

VectorDouble	getDiagonal (int shift=0) const

bool	isColumnDefined (int icol) const

bool	isRowDefined (int irow) const

int	getNumberColumnDefined () const

int	getNumberRowDefined () const

bool	isFlagEigen () const

bool	isNonNegative (bool verbose=false)

void	prodMatVecInPlace (const VectorDouble &x, VectorDouble &y, bool transpose=false) const

void	prodMatVecInPlacePtr (const double x, double y, bool transpose=false) const

void	prodVecMatInPlace (const VectorDouble &x, VectorDouble &y, bool transpose=false) const

void	prodVecMatInPlacePtr (const double x, double y, bool transpose=false) const

double	quadraticMatrix (const VectorDouble &x, const VectorDouble &y)

int	invert ()

int	solve (const VectorDouble &b, VectorDouble &x) const

void	dumpElements (const String &title, int ifrom, int ito) const

void	setIdentity (double value=1.)

void	fillRandom (int seed=432432, double zeroPercent=0.1)

void	setValues (const VectorDouble &values, bool byCol=true)

double	getMeanByColumn (int icol) const

double	getMinimum () const

double	getMaximum () const

double	getNormInf () const

void	copyReduce (const AMatrix *x, const VectorInt &activeRows, const VectorInt &activeCols)

void	copyElements (const AMatrix &m, double factor=1.)

void	setFlagCheckAddress (bool flagCheckAddress)

void	makePositiveColumn ()

void	linearCombination (double val1, const AMatrix mat1, double val2=1., const AMatrix mat2=nullptr)

double	operator() (int row, int col) const

double &	operator() (int row, int col)

Public Member Functions inherited from AStringable
	AStringable ()

	AStringable (const AStringable &r)

AStringable &	operator= (const AStringable &r)

virtual	~AStringable ()

virtual void	display (const AStringFormat *strfmt=nullptr) const final

virtual void	display (int level) const final

Public Member Functions inherited from ICloneable
	ICloneable ()

virtual	~ICloneable ()

virtual ICloneable *	clone () const =0

Static Public Member Functions
static MatrixSquareSymmetric *	createFromVVD (const VectorVectorDouble &X, int opt_eigen=-1)

static MatrixSquareSymmetric *	createFromVD (const VectorDouble &X, int nrow, int opt_eigen=-1)

static MatrixSquareSymmetric *	createFromTLTU (int neq, const VectorDouble &tl, int opt_eigen=-1)

static MatrixSquareSymmetric *	createFromTriangle (int mode, int neq, const VectorDouble &tl, int opt_eigen=-1)

Static Public Member Functions inherited from MatrixRectangular
static MatrixRectangular *	createFromVVD (const VectorVectorDouble &X, int opt_eigen=-1)

static MatrixRectangular *	createFromVD (const VectorDouble &X, int nrow, int ncol, bool byCol=false, int opt_eigen=-1, bool invertColumnOrder=false)

static MatrixRectangular *	glue (const AMatrix A1, const AMatrix A2, bool flagShiftRow, bool flagShiftCol)

Public Attributes
	DECLARE_TOTL
	Has a specific implementation in the Target language. More...

Public Attributes inherited from MatrixRectangular
	DECLARE_TOTL
	Has a specific implementation in the Target language. More...

Detailed Description

Square Symmetric matrices are stored as Lower Triangular matrices stored by column

Constructor & Destructor Documentation

MatrixSquareSymmetric::MatrixSquareSymmetric	(	int	nrow = `0`,
		int	opt_eigen = `-1`
	)

MatrixSquareSymmetric::MatrixSquareSymmetric ( const MatrixSquareSymmetric & m )

MatrixSquareSymmetric::MatrixSquareSymmetric ( const AMatrix & m )

MatrixSquareSymmetric::~MatrixSquareSymmetric ( )

virtual

Member Function Documentation

int MatrixSquareSymmetric::computeCholesky ( )

Performs the Cholesky triangular decomposition of a definite positive symmetric matrix A = t(TL) * TL

Returns: Error return code

double MatrixSquareSymmetric::computeCholeskyLogDeterminant ( ) const

int MatrixSquareSymmetric::computeEigen ( bool optionPositive = true )

int MatrixSquareSymmetric::computeGeneralizedEigen	(	const MatrixSquareSymmetric &	b,
		bool	optionPositive = `true`
	)

int MatrixSquareSymmetric::computeGeneralizedInverse	(	MatrixSquareSymmetric &	tabout,
		double	maxicond = `1.e20`,
		double	eps = `EPSILON20`
	)

Calculate the generalized inverse of the input square symmetric matrix

Returns: Error returned code

Parameters

[out]	tabout	Inverted matrix (suqrae symmetric)
[out]	maxicond	Maximum value for the Condition Index (MAX(ABS(eigval)))
[in]	eps	Tolerance

Remarks: The input and output matrices can match

MatrixSquareSymmetric * MatrixSquareSymmetric::createFromTLTU	(	int	neq,
		const VectorDouble &	tl,
		int	opt_eigen = `-1`
	)

static

Create the Symmetric matrix as the product of 'tl' (lower triangle) by its transpose

Parameters

[in]	neq	Number of rows or columns in the system
[in]	tl	Lower triangular matrix defined by column (Dimension; neq*(neq+1)/2)
[in]	opt_eigen	Option for use of Eigen Library

MatrixSquareSymmetric * MatrixSquareSymmetric::createFromTriangle	(	int	mode,
		int	neq,
		const VectorDouble &	tl,
		int	opt_eigen = `-1`
	)

static

Fill a square matrix with a triangular matrix

Parameters

[in]	mode	0: TL (upper); 1: TL (lower)
[in]	neq	number of equations in the system
[in]	tl	Triangular matrix (lower part)
[in]	opt_eigen	Option for use of Eigen Library

MatrixSquareSymmetric * MatrixSquareSymmetric::createFromVD	(	const VectorDouble &	X,
		int	nrow,
		int	opt_eigen = `-1`
	)

static

MatrixSquareSymmetric * MatrixSquareSymmetric::createFromVVD	(	const VectorVectorDouble &	X,
		int	opt_eigen = `-1`
	)

static

Converts a VectorVectorDouble into a Square Symmetric Matrix Note: the input argument is stored by row (if coming from [] specification)

Parameters

X	Input VectorVectorDouble argument
opt_eigen	Option for use of Eigen Library

Returns: The returned square symmetric matrix

Remarks: : the matrix is transposed implicitly while reading

VectorDouble MatrixSquareSymmetric::getCholeskyTL ( ) const

VectorDouble MatrixSquareSymmetric::getCholeskyXL ( ) const

int MatrixSquareSymmetric::getTriangleSize ( ) const

int MatrixSquareSymmetric::invertCholesky ( )

Invert the Cholesky matrix

bool MatrixSquareSymmetric::isDefinitePositive ( )

Check if a matrix is definite positive

Returns: True if the matrix is definite positive; False otherwise

bool MatrixSquareSymmetric::isSymmetric	(	bool	printWhyNot = `false`,
		double	eps = `EPSILON10`
	)		const

inlinefinalvirtual

Is the matrix symmetrical ?

Reimplemented from AMatrix.

int MatrixSquareSymmetric::minimizeWithConstraintsInPlace	(	const VectorDouble &	gmat,
		const MatrixRectangular &	aemat,
		const VectorDouble &	bemat,
		const MatrixRectangular &	aimat,
		const VectorDouble &	bimat,
		VectorDouble &	xmat
	)

Minimize 1/2 t(x) %*% H %*% x + t(g) %*% x under the constraints t(Ae) %*% x = be and t(Ai) %*% x = bi

Returns: Error return code

Parameters

[in]	gmat	right-hand side vector (Dimension: neq)
[in]	aemat	Matrix rectangular for equalities (Dimension: neq * nae)
[in]	bemat	right-hand side for equalities (Dimension: nae)
[in]	aimat	Matrix rectangular for inequalities (Dimension: neq * nai)
[in]	bimat	right-hand side for inequalities (Dimension: nai)
[in,out]	xmat	solution of the linear system with constraints (neq)

REMARKS: The initial xmat has to be satisfied by all the constraints.

virtual bool MatrixSquareSymmetric::mustBeDiagCst ( ) const

inlineoverridevirtual

Say if the matrix must be diagonal constant

Reimplemented from MatrixRectangular.

virtual bool MatrixSquareSymmetric::mustBeDiagonal ( ) const

inlineoverridevirtual

Say if the matrix must be diagonal

Reimplemented from MatrixRectangular.

bool MatrixSquareSymmetric::mustBeSymmetric ( ) const

inlinefinalvirtual

ICloneable interface.

Interface to AMatrix

Say if the matrix must be symmetric

Reimplemented from MatrixRectangular.

MatrixSquareSymmetric MatrixSquareSymmetric::normCholeskyInPlace	(	int	mode,
		int	neq,
		const VectorDouble &	tl,
		const MatrixSquareSymmetric &	a
	)

Performs the product B = TL * A * TU or TU * A * TL where TL,TU is a triangular matrix and A a square symmetric matrix

Parameters

[in]	mode	0: TL * A * TU; 1: TU * A * TL
[in]	neq	number of equations in the system
[in]	tl	Triangular matrix defined by column
[in]	a	Square symmetric matrix (optional)

void MatrixSquareSymmetric::normMatrix	(	const AMatrix &	y,
		const AMatrixSquare &	x = `AMatrixSquare()`,
		bool	transpose = `false`
	)

Perform the product: this = t(Y) %*% X %*% Y (T=false) or Y % X %*% t(Y) (T=true)

Parameters

y	Matrix (possibly rectangular)
x	Square matrix (optional)
transpose	transposition flag (T in the description)

Remarks: The number of rows of Y must be equal to the dimension of X; The output matrix is square with dimension equal to the number of columns of Y

MatrixSquareSymmetric & MatrixSquareSymmetric::operator= ( const MatrixSquareSymmetric & r )

MatrixRectangular MatrixSquareSymmetric::productCholeskyInPlace	(	int	mode,
		int	neq,
		int	nrhs,
		const VectorDouble &	tl,
		const MatrixRectangular &	a
	)

Performs the product between a triangular and a square matrix TL is the lower triangular matrix and X is a square matrix

Parameters

[in]	mode	Type of calculations: 0 : X=TU%A 1 : X=TL%A 2 : X=A%TU 3 : X=A%TL 4 : X=t(A)%TU 5 : X=t(A)%TL
[in]	neq	number of equations in the system
[in]	nrhs	number of columns in x
[in]	tl	Triangular matrix defined by column
[in]	a	matrix (dimension neq * nrhs)

int MatrixSquareSymmetric::solveCholesky	(	const VectorDouble &	b,
		VectorDouble &	x
	)

int MatrixSquareSymmetric::solveCholeskyMat	(	const MatrixRectangular &	b,
		MatrixRectangular &	x
	)

Member Data Documentation

MatrixSquareSymmetric::DECLARE_TOTL

Has a specific implementation in the Target language.

The documentation for this class was generated from the following files:

include/Matrix/MatrixSquareSymmetric.hpp
src/Matrix/MatrixSquareSymmetric.cpp

Public Member Functions

Static Public Member Functions

Public Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation