realmat.h

统计模块的 C++源程序 ,可以用来计算统计数据.

/* ----------------------------------------------------------------------------

realmat: realmat.h

realmat is a C++ matrix class. The header file realmat.h describes its use.

Copyright (C) 1990.

A. Ronald Gallant
P.O. Box 5513 
Raleigh NC 27650-5513 
USA   

Permission to use, copy, modify, and distribute this software and its 
documentation for any purpose and without fee is hereby granted, provided 
that the above copyright notice appear in all copies and that both that 
copyright notice and this permission notice appear in supporting 
documentation.  

This software is provided "as is" without any expressed or implied warranty.

------------------------------------------------------------------------------ 

This header defines a matrix class.  A matrix X with r rows, and c columns is 
constructed using realmat X(r,c).  X is stored columnwise with no wasted space 
which is to say that vec(X) is what is stored.  Indexing of the elements starts 
with 1, not zero.  The protected members of realmat are rows, cols, len, and x.  

As an illustration, suppose X is constructed using realmat X(r,c).  Then 
X.rows=r, X.cols=c, X.len=r*c, the pointer X.x points to the first element of 
vec(X), X[i] returns the i-th element of vec(X), i=1,...,X.len, X.elem(i,j) 
returns the (i,j)-th element of X, i=1,...,X.rows, j=1,...,.X.cols.  An element 
of X is of type REAL and X.rows, X.cols, and X.len are of type INTEGER.  The 
typedef of REAL and INTEGER is in usual.h.  To allocate store at run time, use
realmat X; X.resize(r,c).

The operators +, -, *, =, and << are defined.  T(X) transposes X.  X.check1(i) 
and X.check2(i,j) access the elements of vex(X) and X respectively with range 
checking.  invpsd(X) or invpsd(X,eps) returns a g-inverse of a positive semi-
definite, symmetric matrix X with minimal error checking; eps is the tolerance 
used in rank determination and defaults to 1.e-13.  rows(X) returns X.rows and 
cols(X) returns X.cols.

-----------------------------------------------------------------------------*/

#ifndef __FILE_REALMAT_H_SEEN__
#pragma once
#define __FILE_REALMAT_H_SEEN__ 1

#include "usual.h"
#include "tools.h"

class realmat
{
protected:
  INTEGER       rows;
  INTEGER       cols;
  INTEGER       len;
  REAL          *x;
                realmat(INTEGER r, INTEGER c, REAL* a);
void            realmat_constructor(INTEGER r, INTEGER c, REAL fill_value);
void            resize_constructor(INTEGER r, INTEGER c, REAL fill_value);

public:
                realmat();

                realmat(INTEGER r, INTEGER c);
                realmat(INTEGER r, INTEGER c, REAL fill_value);
                realmat(INTEGER r, INTEGER c, int fill_value);

                realmat(int r, int c);
                realmat(int r, int c, REAL fill_value);
                realmat(int r, int c, int fill_value);

                realmat(INTEGER r, int c);
                realmat(INTEGER r, int c, REAL fill_value);
                realmat(INTEGER r, int c, int fill_value);

                realmat(int r, INTEGER c);
                realmat(int r, INTEGER c, REAL fill_value);
                realmat(int r, INTEGER c, int fill_value);

                realmat(realmat&);

                ~realmat();

void            resize(INTEGER r, INTEGER c);
void            resize(INTEGER r, INTEGER c, REAL fill_value);
void            resize(INTEGER r, INTEGER c, int fill_value);

void            resize(int r, int c);
void            resize(int r, int c, REAL fill_value);
void            resize(int r, int c, int fill_value);

void            resize(INTEGER r, int c);
void            resize(INTEGER r, int c, REAL fill_value);
void            resize(INTEGER r, int c, int fill_value);

void            resize(int r, INTEGER c);
void            resize(int r, INTEGER c, REAL fill_value);
void            resize(int r, INTEGER c, int fill_value);

realmat&        operator=(realmat& a);

REAL&           operator[](INTEGER i);
REAL&           elem(INTEGER i, INTEGER j);
REAL&           check1(INTEGER i);
REAL&           check2(INTEGER i, INTEGER j);

void            error(const char* msg);

friend INTEGER  rows(realmat& a);
friend INTEGER  cols(realmat& a);

friend ostream& operator<<(ostream& stream, realmat& a);

friend realmat  operator+(realmat&  a, realmat& b);
friend realmat  operator+(realmat&  a);

friend realmat  operator-(realmat&  a, realmat& b);
friend realmat  operator-(realmat&  a);

friend realmat  operator*(realmat&  a, realmat& b);
friend realmat  operator*(REAL&     a, realmat& b);
friend realmat  operator*(INTEGER&  a, realmat& b);

friend realmat  T(realmat& a);

friend realmat  invpsd(realmat& a, REAL eps = 1.0e-13); //a is psd, symmetric

};


inline REAL& realmat::operator[](INTEGER i)
{
  return x[i-1];
}

inline REAL& realmat::elem(INTEGER i, INTEGER j)
{
  return x[i + rows*j - rows - 1];  //  return x[rows*(j-1)+i-1]
}

inline INTEGER rows(realmat& a)
{
  return a.rows;
}

inline INTEGER cols(realmat& a)
{
  return a.cols;
}

inline realmat::realmat()
{ rows=0; cols=0; len=0; x=0;}

inline realmat::realmat(INTEGER r, INTEGER c)
  {realmat_constructor(r, c, (REAL) 0);}

inline realmat::realmat(INTEGER r, INTEGER c, REAL fill_value)
  {realmat_constructor(r, c, fill_value);}

inline realmat::realmat(INTEGER r, INTEGER c, int fill_value)
  {realmat_constructor(r, c, (REAL) fill_value);}

inline realmat::realmat(int r, int c)
  {realmat_constructor((INTEGER) r, (INTEGER) c, (REAL) 0);}

inline realmat::realmat(int r, int c, REAL fill_value)
  {realmat_constructor((INTEGER) r, (INTEGER) c, fill_value);}

inline realmat::realmat(int r, int c, int fill_value)
  {realmat_constructor((INTEGER) r, (INTEGER) c, (REAL) fill_value);}

inline realmat::realmat(INTEGER r, int c)
  {realmat_constructor(r, (INTEGER) c, (REAL) 0);}

inline realmat::realmat(INTEGER r, int c, REAL fill_value)
  {realmat_constructor(r, (INTEGER) c, fill_value);}

inline realmat::realmat(INTEGER r, int c, int fill_value)
  {realmat_constructor(r, (INTEGER) c, (REAL) fill_value);}

inline realmat::realmat(int r, INTEGER c)
  {realmat_constructor((INTEGER) r, c, (REAL) 0);}

inline realmat::realmat(int r, INTEGER c, REAL fill_value)
  {realmat_constructor((INTEGER) r, c, fill_value);}

inline realmat::realmat(int r, INTEGER c, int fill_value)
  {realmat_constructor((INTEGER) r, c, (REAL) fill_value);}

inline realmat::~realmat()
{delete x;} 

inline void realmat::resize(INTEGER r, INTEGER c)
  {resize_constructor(r, c, (REAL) 0);}

inline void realmat::resize(INTEGER r, INTEGER c, REAL fill_value)
  {resize_constructor(r, c, fill_value);}

inline void realmat::resize(INTEGER r, INTEGER c, int fill_value)
  {resize_constructor(r, c, (REAL) fill_value);}

inline void realmat::resize(int r, int c)
  {resize_constructor((INTEGER) r, (INTEGER) c, (REAL) 0);}

inline void realmat::resize(int r, int c, REAL fill_value)
  {resize_constructor((INTEGER) r, (INTEGER) c, fill_value);}

inline void realmat::resize(int r, int c, int fill_value)
  {resize_constructor((INTEGER) r, (INTEGER) c, (REAL) fill_value);}

inline void realmat::resize(INTEGER r, int c)
  {resize_constructor(r, (INTEGER) c, (REAL) 0);}

inline void realmat::resize(INTEGER r, int c, REAL fill_value)
  {resize_constructor(r, (INTEGER) c, fill_value);}

inline void realmat::resize(INTEGER r, int c, int fill_value)
  {resize_constructor(r, (INTEGER) c, (REAL) fill_value);}

inline void realmat::resize(int r, INTEGER c)
  {resize_constructor((INTEGER) r, c, (REAL) 0);}

inline void realmat::resize(int r, INTEGER c, REAL fill_value)
  {resize_constructor((INTEGER) r, c, fill_value);}

inline void realmat::resize(int r, INTEGER c, int fill_value)
  {resize_constructor((INTEGER) r, c, (REAL) fill_value);}


extern void default_realmat_error_handler(const char* msg);
extern ONE_ARG_ERROR_HANDLER_T realmat_error_handler;
extern ONE_ARG_ERROR_HANDLER_T 
  set_realmat_error_handler(ONE_ARG_ERROR_HANDLER_T f);

#endif