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NEWMAT Namespace Reference


Classes

class  LogAndSign
class  MatrixType
class  MatrixBandWidth
class  ArrayLengthSpecifier
class  BaseMatrix
class  GeneralMatrix
class  Matrix
class  SquareMatrix
class  nricMatrix
class  SymmetricMatrix
class  UpperTriangularMatrix
class  LowerTriangularMatrix
class  DiagonalMatrix
class  RowVector
class  ColumnVector
class  CroutMatrix
class  BandMatrix
class  UpperBandMatrix
class  LowerBandMatrix
class  SymmetricBandMatrix
class  BandLUMatrix
class  IdentityMatrix
class  GenericMatrix
class  MultipliedMatrix
class  AddedMatrix
class  SPMatrix
class  KPMatrix
class  ConcatenatedMatrix
class  StackedMatrix
class  SolvedMatrix
class  SubtractedMatrix
class  ShiftedMatrix
class  NegShiftedMatrix
class  ScaledMatrix
class  NegatedMatrix
class  TransposedMatrix
class  ReversedMatrix
class  InvertedMatrix
class  RowedMatrix
class  ColedMatrix
class  DiagedMatrix
class  MatedMatrix
class  ReturnMatrix
class  GetSubMatrix
class  LinearEquationSolver
class  MatrixInput
class  SimpleIntArray
class  RealStarStar
class  ConstRealStarStar
class  NPDException
class  ConvergenceException
class  SingularException
class  OverflowException
class  ProgramException
class  IndexException
class  VectorException
class  NotSquareException
class  SubMatrixDimensionException
class  IncompatibleDimensionsException
class  NotDefinedException
class  CannotBuildException
class  InternalException
class  SymmetricEigenAnalysis
class  FFT_Controller
class  MultiRadixCounter
class  printmat
class  FindMaximum2
class  R1_Col_I_D
class  NonLinearLeastSquares
class  LL_D_FI
class  MLE_D_FI
class  ControlWord
class  LoadAndStoreFlag
class  MatrixRowCol
class  MatrixRow
class  MatrixCol
class  MatrixColX
class  RectMatrixRowCol
class  RectMatrixRow
class  RectMatrixCol
class  RectMatrixDiag

Enumerations

enum  LSF {
  LoadOnEntry = 1, StoreOnExit = 2, DirectPart = 4, StoreHere = 8,
  HaveStore = 16
}

Functions

static int my_min (int x, int y)
static int my_max (int x, int y)
Real square (Real x)
ReturnMatrix Cholesky (const SymmetricMatrix &S)
ReturnMatrix Cholesky (const SymmetricBandMatrix &S)
void UpdateCholesky (UpperTriangularMatrix &chol, RowVector r1Modification)
void DowndateCholesky (UpperTriangularMatrix &chol, RowVector x)
void RightCircularUpdateCholesky (UpperTriangularMatrix &chol, int k, int l)
void LeftCircularUpdateCholesky (UpperTriangularMatrix &chol, int k, int l)
static void tred2 (const SymmetricMatrix &A, DiagonalMatrix &D, DiagonalMatrix &E, Matrix &Z)
static void tql2 (DiagonalMatrix &D, DiagonalMatrix &E, Matrix &Z)
static void tred3 (const SymmetricMatrix &X, DiagonalMatrix &D, DiagonalMatrix &E, SymmetricMatrix &A)
static void tql1 (DiagonalMatrix &D, DiagonalMatrix &E)
void EigenValues (const SymmetricMatrix &A, DiagonalMatrix &D, Matrix &Z)
void EigenValues (const SymmetricMatrix &X, DiagonalMatrix &D)
void EigenValues (const SymmetricMatrix &X, DiagonalMatrix &D, SymmetricMatrix &A)
static void cossin (int n, int d, Real &c, Real &s)
static void fftstep (ColumnVector &A, ColumnVector &B, ColumnVector &X, ColumnVector &Y, int after, int now, int before)
void FFTI (const ColumnVector &U, const ColumnVector &V, ColumnVector &X, ColumnVector &Y)
void RealFFT (const ColumnVector &U, ColumnVector &X, ColumnVector &Y)
void RealFFTI (const ColumnVector &A, const ColumnVector &B, ColumnVector &U)
void FFT (const ColumnVector &U, const ColumnVector &V, ColumnVector &X, ColumnVector &Y)
void DCT_II (const ColumnVector &U, ColumnVector &V)
void DCT_II_inverse (const ColumnVector &V, ColumnVector &U)
void DST_II (const ColumnVector &U, ColumnVector &V)
void DST_II_inverse (const ColumnVector &V, ColumnVector &U)
void DCT_inverse (const ColumnVector &V, ColumnVector &U)
void DCT (const ColumnVector &U, ColumnVector &V)
void DST_inverse (const ColumnVector &V, ColumnVector &U)
void DST (const ColumnVector &U, ColumnVector &V)
void FFT2 (const Matrix &U, const Matrix &V, Matrix &X, Matrix &Y)
void FFT2I (const Matrix &U, const Matrix &V, Matrix &X, Matrix &Y)
void QRZT (Matrix &X, LowerTriangularMatrix &L)
void QRZT (const Matrix &X, Matrix &Y, Matrix &M)
void QRZ (Matrix &X, UpperTriangularMatrix &U)
void QRZ (const Matrix &X, Matrix &Y, Matrix &M)
void UpdateQRZT (Matrix &X, LowerTriangularMatrix &L)
void UpdateQRZ (Matrix &X, UpperTriangularMatrix &U)
void Jacobi (const SymmetricMatrix &X, DiagonalMatrix &D, SymmetricMatrix &A, Matrix &V, bool eivec)
void Jacobi (const SymmetricMatrix &X, DiagonalMatrix &D)
void Jacobi (const SymmetricMatrix &X, DiagonalMatrix &D, SymmetricMatrix &A)
void Jacobi (const SymmetricMatrix &X, DiagonalMatrix &D, Matrix &V)
int square (int x)
static void GR_1D_FS (int PTS, int N_SYM, int N_UN_SYM, const SimpleIntArray &SYM, int P_SYM, const SimpleIntArray &UN_SYM, Real *X, Real *Y)
static void GR_1D_FT (int N, int N_FACTOR, const SimpleIntArray &FACTOR, Real *X, Real *Y)
static void R_P_FTK (int N, int M, int P, Real *X, Real *Y)
static void R_2_FTK (int N, int M, Real *X0, Real *Y0, Real *X1, Real *Y1)
static void R_3_FTK (int N, int M, Real *X0, Real *Y0, Real *X1, Real *Y1, Real *X2, Real *Y2)
static void R_4_FTK (int N, int M, Real *X0, Real *Y0, Real *X1, Real *Y1, Real *X2, Real *Y2, Real *X3, Real *Y3)
static void R_5_FTK (int N, int M, Real *X0, Real *Y0, Real *X1, Real *Y1, Real *X2, Real *Y2, Real *X3, Real *Y3, Real *X4, Real *Y4)
static void R_8_FTK (int N, int M, Real *X0, Real *Y0, Real *X1, Real *Y1, Real *X2, Real *Y2, Real *X3, Real *Y3, Real *X4, Real *Y4, Real *X5, Real *Y5, Real *X6, Real *Y6, Real *X7, Real *Y7)
static void R_16_FTK (int N, int M, Real *X0, Real *Y0, Real *X1, Real *Y1, Real *X2, Real *Y2, Real *X3, Real *Y3, Real *X4, Real *Y4, Real *X5, Real *Y5, Real *X6, Real *Y6, Real *X7, Real *Y7, Real *X8, Real *Y8, Real *X9, Real *Y9, Real *X10, Real *Y10, Real *X11, Real *Y11, Real *X12, Real *Y12, Real *X13, Real *Y13, Real *X14, Real *Y14, Real *X15, Real *Y15)
static int BitReverse (int x, int prod, int n, const SimpleIntArray &f)
void MatrixErrorNoSpace (const void *)
bool operator== (const GeneralMatrix &A, const GeneralMatrix &B)
bool operator== (const BaseMatrix &A, const BaseMatrix &B)
bool operator!= (const GeneralMatrix &A, const GeneralMatrix &B)
bool operator!= (const BaseMatrix &A, const BaseMatrix &B)
bool operator<= (const BaseMatrix &A, const BaseMatrix &)
bool operator>= (const BaseMatrix &A, const BaseMatrix &)
bool operator< (const BaseMatrix &A, const BaseMatrix &)
bool operator> (const BaseMatrix &A, const BaseMatrix &)
bool Rectangular (MatrixType a, MatrixType b, MatrixType c)
bool Compare (const MatrixType &, MatrixType &)
Real DotProduct (const Matrix &A, const Matrix &B)
SPMatrix SP (const BaseMatrix &, const BaseMatrix &)
KPMatrix KP (const BaseMatrix &, const BaseMatrix &)
ShiftedMatrix operator+ (Real f, const BaseMatrix &BM)
NegShiftedMatrix operator- (Real, const BaseMatrix &)
ScaledMatrix operator * (Real f, const BaseMatrix &BM)
bool IsZero (const BaseMatrix &A)
Matrix CrossProduct (const Matrix &A, const Matrix &B)
ReturnMatrix CrossProductRows (const Matrix &A, const Matrix &B)
ReturnMatrix CrossProductColumns (const Matrix &A, const Matrix &B)
LogAndSign LogDeterminant (const BaseMatrix &B)
Real Determinant (const BaseMatrix &B)
Real SumSquare (const BaseMatrix &B)
Real NormFrobenius (const BaseMatrix &B)
Real Trace (const BaseMatrix &B)
Real SumAbsoluteValue (const BaseMatrix &B)
Real Sum (const BaseMatrix &B)
Real MaximumAbsoluteValue (const BaseMatrix &B)
Real MinimumAbsoluteValue (const BaseMatrix &B)
Real Maximum (const BaseMatrix &B)
Real Minimum (const BaseMatrix &B)
Real Norm1 (const BaseMatrix &B)
Real Norm1 (RowVector &RV)
Real NormInfinity (const BaseMatrix &B)
Real NormInfinity (ColumnVector &CV)
bool IsZero (const GeneralMatrix &A)
void swap (Matrix &A, Matrix &B)
void swap (SquareMatrix &A, SquareMatrix &B)
void swap (nricMatrix &A, nricMatrix &B)
void swap (UpperTriangularMatrix &A, UpperTriangularMatrix &B)
void swap (LowerTriangularMatrix &A, LowerTriangularMatrix &B)
void swap (SymmetricMatrix &A, SymmetricMatrix &B)
void swap (DiagonalMatrix &A, DiagonalMatrix &B)
void swap (RowVector &A, RowVector &B)
void swap (ColumnVector &A, ColumnVector &B)
void swap (CroutMatrix &A, CroutMatrix &B)
void swap (BandMatrix &A, BandMatrix &B)
void swap (UpperBandMatrix &A, UpperBandMatrix &B)
void swap (LowerBandMatrix &A, LowerBandMatrix &B)
void swap (SymmetricBandMatrix &A, SymmetricBandMatrix &B)
void swap (BandLUMatrix &A, BandLUMatrix &B)
void swap (IdentityMatrix &A, IdentityMatrix &B)
void swap (GenericMatrix &A, GenericMatrix &B)
Real DotProd (const MatrixRowCol &mrc1, const MatrixRowCol &mrc2)
static int tristore (int n)
static void BlockCopy (int n, Real *from, Real *to)
static GeneralMatrix * GeneralMult (GeneralMatrix *, GeneralMatrix *, MultipliedMatrix *, MatrixType)
static GeneralMatrix * GeneralSolv (GeneralMatrix *, GeneralMatrix *, BaseMatrix *, MatrixType)
static GeneralMatrix * GeneralSolvI (GeneralMatrix *, BaseMatrix *, MatrixType)
static GeneralMatrix * GeneralKP (GeneralMatrix *, GeneralMatrix *, KPMatrix *, MatrixType)
static void Add (GeneralMatrix *gm, GeneralMatrix *gm1, GeneralMatrix *gm2)
static void AddTo (GeneralMatrix *gm, const GeneralMatrix *gm2)
static void Subtract (GeneralMatrix *gm, GeneralMatrix *gm1, GeneralMatrix *gm2)
static void SubtractFrom (GeneralMatrix *gm, const GeneralMatrix *gm2)
static void ReverseSubtract (GeneralMatrix *gm, const GeneralMatrix *gm2)
static void SP (GeneralMatrix *gm, GeneralMatrix *gm1, GeneralMatrix *gm2)
static void SP (GeneralMatrix *gm, GeneralMatrix *gm2)
static void AddDS (GeneralMatrix *gm, GeneralMatrix *gm1, GeneralMatrix *gm2)
static void AddDS (GeneralMatrix *gm, GeneralMatrix *gm2)
static void SubtractDS (GeneralMatrix *gm, GeneralMatrix *gm1, GeneralMatrix *gm2)
static void SubtractDS (GeneralMatrix *gm, GeneralMatrix *gm2)
static void ReverseSubtractDS (GeneralMatrix *gm, GeneralMatrix *gm2)
static void SPDS (GeneralMatrix *gm, GeneralMatrix *gm1, GeneralMatrix *gm2)
static void SPDS (GeneralMatrix *gm, GeneralMatrix *gm2)
static GeneralMatrix * GeneralMult1 (GeneralMatrix *gm1, GeneralMatrix *gm2, MultipliedMatrix *mm, MatrixType mtx)
static GeneralMatrix * GeneralMult2 (GeneralMatrix *gm1, GeneralMatrix *gm2, MultipliedMatrix *mm, MatrixType mtx)
static GeneralMatrix * mmMult (GeneralMatrix *gm1, GeneralMatrix *gm2)
static bool RealEqual (Real *s1, Real *s2, int n)
static bool intEqual (int *s1, int *s2, int n)
void CrossProductBody (Real *a, Real *b, Real *c)
static void NullMatrixError (const GeneralMatrix *gm)
ostream & operator<< (ostream &s, const BaseMatrix &X)
ostream & operator<< (ostream &s, const GeneralMatrix &X)
ostream & operator<< (ostream &s, const printmat &p)
void HHDecompose (Matrix &X, LowerTriangularMatrix &L)
void HHDecompose (const Matrix &X, Matrix &Y, Matrix &M)
void SVD (const Matrix &, DiagonalMatrix &, Matrix &, Matrix &, bool=true, bool=true)
void SVD (const Matrix &, DiagonalMatrix &)
void SVD (const Matrix &A, DiagonalMatrix &D, Matrix &U, bool withU=true)
void SortSV (DiagonalMatrix &D, Matrix &U, bool ascending=false)
void SortSV (DiagonalMatrix &D, Matrix &U, Matrix &V, bool ascending=false)
void SortAscending (GeneralMatrix &)
void SortDescending (GeneralMatrix &)
static void MatrixDetails (const GeneralMatrix &A)
void ComplexScale (RectMatrixCol &U, RectMatrixCol &V, Real x, Real y)
void Rotate (RectMatrixCol &U, RectMatrixCol &V, Real tau, Real s)
Real pythag (Real f, Real g, Real &c, Real &s)
Real sign (Real x, Real y)
void GivensRotation (Real cGivens, Real sGivens, Real &x, Real &y)
void GivensRotationR (Real cGivens, Real sGivens, Real &x, Real &y)
static void MyQuickSortDescending (Real *first, Real *last, int depth)
static void InsertionSortDescending (Real *first, const int length, int guard)
static Real SortThreeDescending (Real *a, Real *b, Real *c)
static void MyQuickSortAscending (Real *first, Real *last, int depth)
static void InsertionSortAscending (Real *first, const int length, int guard)

Enumeration Type Documentation

enum NEWMAT::LSF

Enumerator:
LoadOnEntry 
StoreOnExit 
DirectPart 
StoreHere 
HaveStore 

Definition at line 68 of file newmatrc.h.

Function Documentation

static void NEWMAT::Add ( GeneralMatrix *  gm,
GeneralMatrix *  gm1,
GeneralMatrix *  gm2 
) [static]

Definition at line 127 of file newmat7.cpp.

Referenced by NEWMAT::AddedMatrix::Evaluate(), NEWMAT::ColumnVector::operator+=(), NEWMAT::RowVector::operator+=(), NEWMAT::SymmetricMatrix::operator+=(), NEWMAT::nricMatrix::operator+=(), NEWMAT::SquareMatrix::operator+=(), NEWMAT::Matrix::operator+=(), NEWMAT::ColumnVector::operator-=(), NEWMAT::RowVector::operator-=(), NEWMAT::SymmetricMatrix::operator-=(), NEWMAT::nricMatrix::operator-=(), NEWMAT::SquareMatrix::operator-=(), and NEWMAT::Matrix::operator-=().

static void NEWMAT::AddDS ( GeneralMatrix *  gm,
GeneralMatrix *  gm2 
) [static]

Definition at line 232 of file newmat7.cpp.

static void NEWMAT::AddDS ( GeneralMatrix *  gm,
GeneralMatrix *  gm1,
GeneralMatrix *  gm2 
) [static]

Definition at line 223 of file newmat7.cpp.

Referenced by NEWMAT::AddedMatrix::Evaluate().

static void NEWMAT::AddTo ( GeneralMatrix *  gm,
const GeneralMatrix *  gm2 
) [static]

Definition at line 140 of file newmat7.cpp.

Referenced by NEWMAT::AddedMatrix::Evaluate(), and NEWMAT::GeneralMatrix::PlusEqual().

static int NEWMAT::BitReverse ( int  x,
int  prod,
int  n,
const SimpleIntArray &  f 
) [static]

Definition at line 1040 of file newfft.cpp.

Referenced by GR_1D_FS().

static void NEWMAT::BlockCopy ( int  n,
Real *  from,
Real *  to 
) [static]

Definition at line 569 of file newmat4.cpp.

Referenced by NEWMAT::GeneralMatrix::GetStore(), and NEWMAT::GeneralMatrix::reuse().

ReturnMatrix NEWMAT::Cholesky ( const SymmetricBandMatrix &  S  ) 

Definition at line 56 of file cholesky.cpp.

ReturnMatrix NEWMAT::Cholesky ( const SymmetricMatrix &  S  ) 

Definition at line 31 of file cholesky.cpp.

Referenced by NEWMAT::MLE_D_FI::NextPoint().

bool NEWMAT::Compare ( const MatrixType &  source,
MatrixType &  destination 
)

Definition at line 741 of file newmat4.cpp.

Referenced by NEWMAT::GeneralMatrix::BorrowStore(), NEWMAT::StackedMatrix::Evaluate(), NEWMAT::ConcatenatedMatrix::Evaluate(), NEWMAT::GetSubMatrix::Evaluate(), NEWMAT::TransposedMatrix::Evaluate(), NEWMAT::NegatedMatrix::Evaluate(), NEWMAT::ScaledMatrix::Evaluate(), NEWMAT::NegShiftedMatrix::Evaluate(), NEWMAT::ShiftedMatrix::Evaluate(), NEWMAT::GeneralMatrix::Evaluate(), GeneralKP(), GeneralMult(), GeneralSolv(), GeneralSolvI(), and NEWMAT::GeneralMatrix::Transpose().

void NEWMAT::ComplexScale ( RectMatrixCol &  U,
RectMatrixCol &  V,
Real  x,
Real  y 
)

Definition at line 133 of file newmatrm.cpp.

Referenced by SVD().

static void NEWMAT::cossin ( int  n,
int  d,
Real &  c,
Real &  s 
) [static]

Definition at line 27 of file fft.cpp.

Referenced by DCT_II(), DCT_II_inverse(), DST_II(), DST_II_inverse(), fftstep(), RealFFT(), and RealFFTI().

Matrix NEWMAT::CrossProduct ( const Matrix &  A,
const Matrix &  B 
)

Definition at line 956 of file newmat7.cpp.

void NEWMAT::CrossProductBody ( Real *  a,
Real *  b,
Real *  c 
) [inline]

Definition at line 949 of file newmat7.cpp.

Referenced by CrossProduct(), and CrossProductRows().

ReturnMatrix NEWMAT::CrossProductColumns ( const Matrix &  A,
const Matrix &  B 
)

Definition at line 1001 of file newmat7.cpp.

ReturnMatrix NEWMAT::CrossProductRows ( const Matrix &  A,
const Matrix &  B 
)

Definition at line 980 of file newmat7.cpp.

void NEWMAT::DCT ( const ColumnVector &  U,
ColumnVector &  V 
)

Definition at line 394 of file fft.cpp.

void NEWMAT::DCT_II ( const ColumnVector &  U,
ColumnVector &  V 
)

Definition at line 250 of file fft.cpp.

void NEWMAT::DCT_II_inverse ( const ColumnVector &  V,
ColumnVector &  U 
)

Definition at line 278 of file fft.cpp.

void NEWMAT::DCT_inverse ( const ColumnVector &  V,
ColumnVector &  U 
)

Definition at line 360 of file fft.cpp.

Referenced by DCT().

Real NEWMAT::Determinant ( const BaseMatrix &  B  )  [inline]

Definition at line 1838 of file newmat.h.

Real NEWMAT::DotProd ( const MatrixRowCol &  mrc1,
const MatrixRowCol &  mrc2 
)

Definition at line 75 of file newmat2.cpp.

Referenced by GeneralMult1().

Real NEWMAT::DotProduct ( const Matrix &  A,
const Matrix &  B 
)

Definition at line 528 of file newmat8.cpp.

void NEWMAT::DowndateCholesky ( UpperTriangularMatrix &  chol,
RowVector  x 
)

Definition at line 124 of file cholesky.cpp.

void NEWMAT::DST ( const ColumnVector &  U,
ColumnVector &  V 
)

Definition at line 431 of file fft.cpp.

void NEWMAT::DST_II ( const ColumnVector &  U,
ColumnVector &  V 
)

Definition at line 305 of file fft.cpp.

void NEWMAT::DST_II_inverse ( const ColumnVector &  V,
ColumnVector &  U 
)

Definition at line 333 of file fft.cpp.

void NEWMAT::DST_inverse ( const ColumnVector &  V,
ColumnVector &  U 
)

Definition at line 403 of file fft.cpp.

Referenced by DST().

void NEWMAT::EigenValues ( const SymmetricMatrix &  X,
DiagonalMatrix &  D,
SymmetricMatrix &  A 
)

Definition at line 291 of file evalue.cpp.

void NEWMAT::EigenValues ( const SymmetricMatrix &  X,
DiagonalMatrix &  D 
)

Definition at line 288 of file evalue.cpp.

void NEWMAT::EigenValues ( const SymmetricMatrix &  A,
DiagonalMatrix &  D,
Matrix &  Z 
)

Definition at line 285 of file evalue.cpp.

void NEWMAT::FFT ( const ColumnVector &  U,
const ColumnVector &  V,
ColumnVector &  X,
ColumnVector &  Y 
)

Definition at line 198 of file fft.cpp.

Referenced by FFT2(), FFTI(), RealFFT(), and RealFFTI().

void NEWMAT::FFT2 ( const Matrix &  U,
const Matrix &  V,
Matrix &  X,
Matrix &  Y 
)

Definition at line 441 of file fft.cpp.

Referenced by FFT2I().

void NEWMAT::FFT2I ( const Matrix &  U,
const Matrix &  V,
Matrix &  X,
Matrix &  Y 
)

Definition at line 462 of file fft.cpp.

void NEWMAT::FFTI ( const ColumnVector &  U,
const ColumnVector &  V,
ColumnVector &  X,
ColumnVector &  Y 
)

Definition at line 117 of file fft.cpp.

static void NEWMAT::fftstep ( ColumnVector &  A,
ColumnVector &  B,
ColumnVector &  X,