matsupsub.hpp

良好的代码实现

/*
 * Bayes++ the Bayesian Filtering Library
 * Copyright (c) 2002 Michael Stevens
 * See accompanying Bayes++.htm for terms and conditions of use.
 *
 * $Header: /cvsroot/bayesclasses/Bayes++/BayesFilter/matSupSub.hpp,v 1.14.2.5 2005/07/16 08:54:47 mistevens Exp $
 * $NoKeywords: $
 */

/*
 * Matrix types for filter classes
 *  Provides the predefined type 'Vec' and a variety of 'Matrix' types
 *  Replace this header to substitute alternative matrix support
 *
 * Everything in namespace Bayes_filter_matrix is intended to support the matrix storage
 * and algebra requirements of the library. Therefore the interfaces and implementation is
 * not intended to be stable.
 */

/*
 * Use the Boost uBLAS Basic Linear Algebra library
 * That is boost::numeric::ublas
 *  Thanks to Joerg Walter and Mathias Koch for an excellent library!
 *
 * Gappy matrix support: The macros BAYES_FILTER_(SPARSE/COMPRESSED/COORDINATE) control experimental gappy matrix support
 * When enabled the default storage types are replaced with their sparse equivilents
 *
 * ISSUE: Element proxies.
 *  Element proxies have a colourful history!
 *  As of Boost 1.30.0 they do not allow assignment of elements between mixed types.
 *  They do not work with gcc-3.3. The order of expression temporary distruction overrights previous changes. They must be disabled.
 *  The sparse support in Bayes++ does not require element proxies.
 *  Define BOOST_UBLAS_NO_ELEMENT_PROXIES to disable them.
 */

#include <boost/version.hpp>
#if !(BOOST_VERSION >= 103300)
#error Requires Boost 1.33.0 or later
#endif

#include <boost/numeric/ublas/vector.hpp>
#include <boost/numeric/ublas/vector_proxy.hpp>
#include <boost/numeric/ublas/matrix.hpp>
#include <boost/numeric/ublas/matrix_proxy.hpp>
#include <boost/numeric/ublas/symmetric.hpp>
#include <boost/numeric/ublas/triangular.hpp>
#include <boost/numeric/ublas/banded.hpp>
#if defined(BAYES_FILTER_MAPPED) || defined(BAYES_FILTER_COMPRESSED) || defined(BAYES_FILTER_COORDINATE)
#include <map>
#include <boost/numeric/ublas/vector_sparse.hpp>
#include <boost/numeric/ublas/matrix_sparse.hpp>
#define BAYES_FILTER_GAPPY
#endif



/* Filter Matrix Namespace */
namespace Bayesian_filter_matrix
{
						// Allow use of a local ublas namespace
namespace ublas = boost::numeric::ublas;

/*
 * Declare the value used for ALL linear algebra operations
 * Also required as the matrix/vector container value_type
 */
typedef double Float;

/*
 * uBlas base types - these will be wrapper to provide the actual vector and matrix types
 *  Symmetric types don't appear. They are defined later by adapting these base types
 */
namespace detail {
							// Dense types
typedef ublas::vector<Float> BaseDenseVector;
typedef ublas::matrix<Float, ublas::row_major> BaseDenseRowMatrix;
typedef ublas::matrix<Float, ublas::column_major> BaseDenseColMatrix;
typedef ublas::triangular_matrix<Float, ublas::upper, ublas::row_major> BaseDenseUpperTriMatrix;
typedef ublas::triangular_matrix<Float, ublas::lower, ublas::row_major> BaseDenseLowerTriMatrix;
typedef ublas::banded_matrix<Float> BaseDenseDiagMatrix;
							// Mapped types
#if defined(BAYES_FILTER_MAPPED)
typedef ublas::mapped_vector<Float, std::map<std::size_t,Float> > BaseSparseVector;
typedef ublas::mapped_matrix<Float, ublas::row_major, std::map<std::size_t,Float> > BaseSparseRowMatrix;
typedef ublas::mapped_matrix<Float, ublas::column_major, std::map<std::size_t,Float> > BaseSparseColMatrix;
							// OR Compressed types
#elif defined(BAYES_FILTER_COMPRESSED)
typedef ublas::compressed_vector<Float> BaseSparseVector;
typedef ublas::compressed_matrix<Float, ublas::row_major> BaseSparseRowMatrix;
typedef ublas::compressed_matrix<Float, ublas::column_major> BaseSparseColMatrix;
							// OR Coordinate types
#elif defined(BAYES_FILTER_COORDINATE)
typedef ublas::coordinate_vector<Float> BaseSparseVector;
typedef ublas::coordinate_matrix<Float, ublas::row_major> BaseSparseRowMatrix;
typedef ublas::coordinate_matrix<Float, ublas::column_major> BaseSparseColMatrix;
#endif

							// Default types Dense or Gappy
#ifndef BAYES_FILTER_GAPPY
typedef BaseDenseVector BaseVector;
typedef BaseDenseRowMatrix BaseRowMatrix;
typedef BaseDenseColMatrix BaseColMatrix;
typedef BaseDenseUpperTriMatrix BaseUpperTriMatrix;
typedef BaseDenseLowerTriMatrix BaseLowerTriMatrix;
typedef BaseDenseDiagMatrix BaseDiagMatrix;
#else
typedef BaseSparseVector BaseVector;
typedef BaseSparseRowMatrix BaseRowMatrix;
typedef BaseSparseColMatrix BaseColMatrix;
typedef BaseDenseUpperTriMatrix BaseUpperTriMatrix;		// No sparse triangular or banded
typedef BaseDenseLowerTriMatrix BaseLowerTriMatrix;
typedef BaseDenseDiagMatrix BaseDiagMatrix;
#endif

}

}//namespace

/*
 * Common type independant uBlas interface
 */
#include "uBLASmatrix.hpp"