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00001 // $Id: matrix_wrapper.h 33361 2010-10-26 13:30:25Z tdelaet $ 00002 // Copyright (C) 2002 Klaas Gadeyne <first dot last at gmail dot com> 00003 00004 // 00005 // This program is free software; you can redistribute it and/or modify 00006 // it under the terms of the GNU Lesser General Public License as published by 00007 // the Free Software Foundation; either version 2.1 of the License, or 00008 // (at your option) any later version. 00009 // 00010 // This program is distributed in the hope that it will be useful, 00011 // but WITHOUT ANY WARRANTY; without even the implied warranty of 00012 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 00013 // GNU Lesser General Public License for more details. 00014 // 00015 // You should have received a copy of the GNU Lesser General Public License 00016 // along with this program; if not, write to the Free Software 00017 // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. 00018 // 00019 #ifndef __MATRIX_WRAPPER__ 00020 #define __MATRIX_WRAPPER__ 00021 00022 00023 00024 // define 00025 #define use_namespace 00026 #define MyMatrix MatrixWrapper::Matrix 00027 #define MyColumnVector MatrixWrapper::ColumnVector 00028 #define MyRowVector MatrixWrapper::RowVector 00029 #define MySymmetricMatrix MatrixWrapper::SymmetricMatrix 00030 00031 namespace MatrixWrapper{ 00032 00033 class Matrix; 00034 class ColumnVector; 00035 class RowVector; 00036 class SymmetricMatrix; 00037 00039 class Matrix_Wrapper 00040 { 00041 public: 00042 00044 Matrix_Wrapper() {}; 00045 00047 virtual ~Matrix_Wrapper() {}; 00048 00050 virtual unsigned int size() const = 0; 00051 00053 virtual unsigned int capacity() const = 0; 00054 00056 virtual unsigned int rows() const = 0; 00057 00059 virtual unsigned int columns() const = 0; 00060 00062 virtual double& operator()(unsigned int,unsigned int) = 0; 00063 00065 virtual double operator()(unsigned int,unsigned int) const = 0; 00066 00068 virtual bool operator==(const MyMatrix& a) const = 0; 00069 00070 00072 virtual MyMatrix& operator =(double a) = 0; 00073 00074 00075 00077 virtual MyMatrix& operator +=(double a) = 0; 00078 00080 virtual MyMatrix& operator -=(double a) = 0; 00081 00083 virtual MyMatrix& operator *=(double b) = 0; 00084 00086 virtual MyMatrix& operator /=(double b) = 0; 00087 00089 virtual MyMatrix operator+ (double b) const = 0; 00090 00092 virtual MyMatrix operator- (double b) const = 0; 00093 00095 virtual MyMatrix operator* (double b) const = 0; 00096 00098 virtual MyMatrix operator/ (double b) const = 0; 00099 00101 virtual MyMatrix& operator =(const MySymmetricMatrix& a) = 0; 00102 00104 virtual MyMatrix& operator +=(const MyMatrix& a) = 0; 00105 00107 virtual MyMatrix& operator -=(const MyMatrix& a) = 0; 00108 00110 virtual MyMatrix operator+ (const MyMatrix &a) const = 0; 00111 00113 virtual MyMatrix operator- (const MyMatrix &a) const = 0; 00114 00116 virtual MyMatrix operator* (const MyMatrix &a) const = 0; 00117 00118 00119 00121 virtual MyColumnVector operator* ( const MyColumnVector &b) const = 0; 00122 00123 00125 virtual MyRowVector rowCopy(unsigned int r) const = 0; 00126 00128 virtual MyColumnVector columnCopy(unsigned int c) const = 0; 00129 00131 virtual void resize(unsigned int i, unsigned int j, 00132 bool copy=true, bool initialize=true) = 0; 00133 00135 virtual MyMatrix pseudoinverse(double epsilon = 0.01 ) const; 00136 00138 virtual MyMatrix inverse() const = 0; 00139 00141 virtual MyMatrix transpose() const = 0; 00142 00144 virtual double determinant() const = 0; 00145 00147 00150 virtual int convertToSymmetricMatrix(MySymmetricMatrix& sym) = 0; 00151 00153 virtual MyMatrix sub(int i_start, int i_end, int j_start , int j_end) const = 0; 00154 00156 virtual bool SVD(MyColumnVector& D, MyMatrix& U, MyMatrix& V) const ; 00157 00158 double PYTHAG(double a,double b) const; 00159 00160 double SIGN(double a,double b) const; 00161 00162 }; // class Matrix_Wrapper 00163 00164 00166 class SymmetricMatrix_Wrapper 00167 { 00168 public: 00170 SymmetricMatrix_Wrapper() {}; 00171 00173 virtual ~SymmetricMatrix_Wrapper() {}; 00174 00176 virtual unsigned int size() const = 0; 00177 00179 virtual unsigned int capacity() const = 0; 00180 00181 00183 virtual unsigned int rows() const = 0; 00184 00186 virtual unsigned int columns() const = 0; 00187 00189 virtual double& operator()(unsigned int,unsigned int) = 0; 00190 00192 virtual double operator()(unsigned int,unsigned int) const = 0; 00193 00195 virtual bool operator==(const MySymmetricMatrix& a) const = 0; 00196 00198 virtual MySymmetricMatrix& operator =(double a) = 0; 00199 00200 00201 00203 virtual MySymmetricMatrix& operator +=(double a) = 0; 00204 00206 virtual MySymmetricMatrix& operator -=(double a) = 0; 00207 00209 virtual MySymmetricMatrix& operator *=(double b) = 0; 00210 00212 virtual MySymmetricMatrix& operator /=(double b) = 0; 00213 00215 virtual MySymmetricMatrix operator+ (double b) const = 0; 00216 00218 virtual MySymmetricMatrix operator- (double b) const = 0; 00219 00221 virtual MySymmetricMatrix operator* (double b) const = 0; 00222 00224 virtual MySymmetricMatrix operator/ (double b) const = 0; 00225 00226 00228 virtual MyMatrix& operator +=(const MyMatrix& a) = 0; 00229 00231 virtual MyMatrix& operator -=(const MyMatrix& a) = 0; 00232 00234 virtual MyMatrix operator+ (const MyMatrix &a) const = 0; 00235 00237 virtual MyMatrix operator- (const MyMatrix &a) const = 0; 00238 00240 virtual MyMatrix operator* (const MyMatrix &a) const = 0; 00241 00243 virtual MySymmetricMatrix& operator +=(const MySymmetricMatrix& a) = 0; 00244 00246 virtual MySymmetricMatrix& operator -=(const MySymmetricMatrix& a) = 0; 00247 00249 virtual MySymmetricMatrix operator+ (const MySymmetricMatrix &a) const = 0; 00250 00252 virtual MySymmetricMatrix operator- (const MySymmetricMatrix &a) const= 0; 00253 00255 virtual MyMatrix operator* (const MySymmetricMatrix &a) const = 0; 00256 00257 00258 00260 virtual ColumnVector operator* ( const MyColumnVector &b) const = 0; 00261 00263 virtual void multiply( const MyColumnVector &b, MyColumnVector &result) const = 0; 00264 00266 virtual void resize(unsigned int i, bool copy=true, bool initialize=true) = 0; 00267 00269 virtual MySymmetricMatrix inverse() const = 0; 00270 00272 virtual MySymmetricMatrix transpose() const = 0; 00273 00275 virtual double determinant() const = 0; 00276 00278 virtual MyMatrix sub(int i_start, int i_end, int j_start , int j_end) const = 0; 00279 00281 virtual bool cholesky_semidefinite(MyMatrix& m) const ; 00282 00283 }; //class SymmetricMatrix_Wrapper 00284 00285 00286 } // namespace 00287 00288 00289 00290 // include 00291 #include "matrix_NEWMAT.h" 00292 #include "matrix_LTI.h" 00293 #include "matrix_BOOST.h" 00294 #include "matrix_EIGEN.h" 00295 00296 00297 #endif // __MATRIX_WRAPPER__