newmatap.h

科学和工程计算中使用统计功能开发工具包

//$$ newmatap.h           definition file for matrix package applications

// Copyright (C) 1991,2: R B Davies

#ifndef MATRIXAP_LIB
#define MATRIXAP_LIB 0

#include "newmat.h"


/**************************** applications *****************************/


void HHDecompose(Matrix&, LowerTriangularMatrix&);

void HHDecompose(const Matrix&, Matrix&, Matrix&);

ReturnMatrix Cholesky(const SymmetricMatrix&);

ReturnMatrix Cholesky(const SymmetricBandMatrix&);

#ifndef GXX
void SVD(const Matrix&, DiagonalMatrix&, Matrix&, Matrix&,
    Boolean=TRUE, Boolean=TRUE);
#else
void SVD(const Matrix&, DiagonalMatrix&, Matrix&, Matrix&,
    Boolean=(Boolean)TRUE, Boolean=(Boolean)TRUE);
#endif


void SVD(const Matrix&, DiagonalMatrix&);

#ifndef GXX
inline void SVD(const Matrix& A, DiagonalMatrix& D, Matrix& U,
   Boolean withU = TRUE) { SVD(A, D, U, U, withU, FALSE); }
#else
inline void SVD(const Matrix& A, DiagonalMatrix& D, Matrix& U,
   Boolean withU = (Boolean)TRUE) { SVD(A, D, U, U, withU, FALSE); }
#endif

void Jacobi(const SymmetricMatrix&, DiagonalMatrix&);

void Jacobi(const SymmetricMatrix&, DiagonalMatrix&, SymmetricMatrix&);

void Jacobi(const SymmetricMatrix&, DiagonalMatrix&, Matrix&);

#ifndef GXX
void Jacobi(const SymmetricMatrix&, DiagonalMatrix&, SymmetricMatrix&,
   Matrix&, Boolean=TRUE);
#else
void Jacobi(const SymmetricMatrix&, DiagonalMatrix&, SymmetricMatrix&,
   Matrix&, Boolean=(Boolean)TRUE);
#endif

void EigenValues(const SymmetricMatrix&, DiagonalMatrix&);

void EigenValues(const SymmetricMatrix&, DiagonalMatrix&, SymmetricMatrix&);

void EigenValues(const SymmetricMatrix&, DiagonalMatrix&, Matrix&);

class SymmetricEigenAnalysis
// not implemented yet
{
public:
   SymmetricEigenAnalysis(const SymmetricMatrix&);
private:
   DiagonalMatrix diag;
   DiagonalMatrix offdiag;
   SymmetricMatrix backtransform;
   FREE_CHECK(SymmetricEigenAnalysis)
};

void SortAscending(GeneralMatrix&);

void SortDescending(GeneralMatrix&);


void FFT(const ColumnVector&, const ColumnVector&,
   ColumnVector&, ColumnVector&);


/********************** linear equation solving ****************************/

class LinearEquationSolver : public BaseMatrix
{
   GeneralMatrix* gm;
   int search(const BaseMatrix*) const { return 0; }
   MatrixType Type() const { return gm->Type(); }
   friend BaseMatrix;
public:
   LinearEquationSolver(const BaseMatrix& bm);
   ~LinearEquationSolver() { delete gm; }
   void CleanUp() { delete gm; } 
   GeneralMatrix* Evaluate(MatrixType) { return gm; }
   // probably should have an error message if MatrixType != UnSp
   NEW_DELETE(LinearEquationSolver)
};





#endif