rustflow 0.1.0

// Author: Ce Liu (c) Dec, 2009; celiu@mit.edu
// Modified By: Deepak Pathak (c) 2016; pathak@berkeley.edu

#pragma once

#include "stdio.h"
#include "Vector.hpp"
#include "project.hpp"
#ifdef _QT
	#include <QFile>
#endif
#include <iostream>

using namespace std;

template <class T=double>
class Matrix
{
private:
	int nRow,nCol;
	double* pData;
	static bool IsDispInfo;
public:
	Matrix(void);
	Matrix(int _nrow,int _ncol,double* data=NULL);
	Matrix(const Matrix<T>& matrix);
	~Matrix(void);
	void releaseData();
	void copyData(const Matrix<T>& matrix);
	void allocate(const Matrix<T>& matrix);
	void allocate(int _nrow,int _ncol);
	void reset();
	bool dimMatch(const Matrix<T>& matrix) const;
	bool dimcheck(const Matrix<T>& matrix) const;
	void loadData(int _nrow,int _ncol,T* data);
	static void enableDispInfo(bool dispInfo=false){IsDispInfo=dispInfo;};
	// display the matrix
	void printMatrix();
	void identity(int ndim);

	// function to access the member variables
	inline int nrow() const{return nRow;};
	inline int ncol() const{return nCol;};
	inline double* data() {return pData;};
	inline const double* data() const {return (const double*)pData;};
	inline double operator [](int index) const{return pData[index];};
	inline double& operator[](int index) {return pData[index];};
	inline double data(int row,int col)const {return pData[row*nCol+col];};
	inline double& data(int row,int col) {return pData[row*nCol+col];};
	bool matchDimension(int _nrow,int _ncol) const {if(nRow==_nrow && nCol==_ncol) return true; else return false;};
	bool matchDimension(const Matrix<T>& matrix) const {return matchDimension(matrix.nrow(),matrix.ncol());};

	// functions to check dimensions
	bool checkDimRight(const Vector<T>& vector) const;
	bool checkDimRight(const Matrix<T>& matrix) const;
	bool checkDimLeft(const Vector<T>& vector) const;
	bool checkDimLeft(const Matrix<T>& matrix) const;

	// functions for matrix computation
	void Multiply(Vector<T>& result,const Vector<T>& vect) const;
	void Multiply(Matrix<T>& result,const Matrix<T>& matrix) const;

	void transpose(Matrix& result) const;
	void fromVector(const Vector<T>& vect);
	double norm2() const;
	double sum() const
	{
		double total = 0;
		for(int i = 0;i<nCol*nRom;i++)
			total += pData[i];
		return total;
	}
	// operators
	Matrix& operator=(const Matrix<T>& matrix);

	Matrix& operator+=(double val);
	Matrix& operator-=(double val);
	Matrix& operator*=(double val);
	Matrix& operator/=(double val);

	Matrix& operator+=(const Matrix<T>& matrix);
	Matrix& operator-=(const Matrix<T>& matrix);
	Matrix& operator*=(const Matrix<T>& matrix);
	Matrix& operator/=(const Matrix<T>& matrix);

	friend Vector<T> operator*(const Matrix<T>& matrix,const Vector<T>& vect);
	friend Matrix<T> operator*(const Matrix<T>& matrix1,const Matrix<T>& matrix2);


	// solve linear systems
	void SolveLinearSystem(Vector<T>& result,const Vector<T>& b) const;
	void ConjugateGradient(Vector<T>& result,const Vector<T>& b) const;

#ifdef _QT
	bool writeMatrix(QFile& file) const;
	bool readMatrix(QFile& file);
#endif
#ifdef _MATLAB
	void readMatrix(const mxArray* prhs);
	void writeMatrix(mxArray*& prhs) const;
#endif
};

template<class T>
bool Matrix<T>::IsDispInfo=false;

template<class T>
Matrix<T>::Matrix(void)
{
	nRow=nCol=0;
	pData=NULL;
}

template<class T>
Matrix<T>::Matrix(int nrow,int ncol,double* data)
{
	nRow=nrow;
	nCol=ncol;
	pData=new T[nRow*nCol];
	if(data==NULL)
		memset(pData,0,sizeof(T)*nRow*nCol);
	else
		memcpy(pData,data,sizeof(T)*nRow*nCol);
}

template<class T>
Matrix<T>::Matrix(const Matrix<T>& matrix)
{
	nRow=nCol=0;
	pData=NULL;
	copyData(matrix);
}

template<class T>
Matrix<T>::~Matrix(void)
{
	releaseData();
}

template<class T>
void Matrix<T>::releaseData()
{
	if(pData!=NULL)
		delete pData;
	pData=NULL;
	nRow=nCol=0;
}

template<class T>
void Matrix<T>::copyData(const Matrix<T> &matrix)
{
	if(!dimMatch(matrix))
		allocate(matrix);
	memcpy(pData,matrix.pData,sizeof(T)*nRow*nCol);
}

template<class T>
bool Matrix<T>::dimMatch(const Matrix<T>& matrix) const
{
	if(nCol==matrix.nCol && nRow==matrix.nRow)
		return true;
	else
		return false;
}

template<class T>
bool Matrix<T>::dimcheck(const Matrix<T>& matrix) const
{
	if(!dimMatch(matrix))
	{
		cout<<"The dimensions of the matrices don't match!"<<endl;
		return false;
	}
	return true;
}

template<class T>
void Matrix<T>::reset()
{
	if(pData!=NULL)
		memset(pData,0,sizeof(T)*nRow*nCol);
}

template<class T>
void Matrix<T>::allocate(int nrow,int ncol)
{
	releaseData();
	nRow=nrow;
	nCol=ncol;
	if(nRow*nCol>0)
	{
		pData=new T[nRow*nCol];
		memset(pData,0,sizeof(T)*nRow*nCol);
	}
}

template<class T>
void Matrix<T>::allocate(const Matrix<T>& matrix)
{
	allocate(matrix.nRow,matrix.nCol);
}

template<class T>
void Matrix<T>::loadData(int _nrow, int _ncol, T *data)
{
	if(!matchDimension(_nrow,_ncol))
		allocate(_nrow,_ncol);
	memcpy(pData,data,sizeof(T)*nRow*nCol);
}

template<class T>
void Matrix<T>::printMatrix()
{
	for(int i=0;i<nRow;i++)
	{
		for(int j=0;j<nCol;j++)
			cout<<pData[i*nCol+j]<<" ";
		cout<<endl;
	}
}

template<class T>
void Matrix<T>::identity(int ndim)
{
	allocate(ndim,ndim);
	reset();
	for(int i=0;i<ndim;i++)
		pData[i*ndim+i]=1;
}

//--------------------------------------------------------------------------------------------------
// functions to check dimensionalities
//--------------------------------------------------------------------------------------------------
template<class T>
bool Matrix<T>::checkDimRight(const Vector<T>& vect) const
{
	if(nCol==vect.dim())
		return true;
	else
	{
		cout<<"The matrix and vector don't match in multiplication!"<<endl;
		return false;
	}
}

template<class T>
bool Matrix<T>::checkDimRight(const Matrix<T> &matrix) const
{
	if(nCol==matrix.nrow())
		return true;
	else
	{
		cout<<"The matrix and matrix don't match in multiplication!"<<endl;
		return false;
	}
}

template<class T>
bool Matrix<T>::checkDimLeft(const Vector<T>& vect) const
{
	if(nRow==vect.dim())
		return true;
	else
	{
		cout<<"The vector and matrix don't match in multiplication!"<<endl;
		return false;
	}
}

template<class T>
bool Matrix<T>::checkDimLeft(const Matrix<T> &matrix) const
{
	if(nRow==matrix.ncol())
		return true;
	else
	{
		cout<<"The matrix and matrix don't match in multiplication!"<<endl;
		return false;
	}
}

//--------------------------------------------------------------------------------------------------
// functions for numerical computation
//--------------------------------------------------------------------------------------------------
template<class T>
void Matrix<T>::Multiply(Vector<T> &result, const Vector<T>&vect) const
{
	checkDimRight(vect);
	if(result.dim()!=nRow)
		result.allocate(nRow);
	for(int i=0;i<nRow;i++)
	{
		double temp=0;
		for(int j=0;j<nCol;j++)
			temp+=pData[i*nCol+j]*vect.data()[j];
		result.data()[i]=temp;
	}
}

template<class T>
void Matrix<T>::Multiply(Matrix<T> &result, const Matrix<T> &matrix) const
{
	checkDimRight(matrix);
	if(!result.matchDimension(nRow,matrix.nCol))
		result.allocate(nRow,matrix.nCol);
	for(int i=0;i<nRow;i++)
		for(int j=0;j<matrix.nCol;j++)
		{
			double temp=0;
			for(int k=0;k<nCol;k++)
				temp+=pData[i*nCol+k]*matrix.pData[k*matrix.nCol+j];
			result.pData[i*matrix.nCol+j]=temp;
		}
}

template<class T>
void Matrix<T>::transpose(Matrix<T> &result) const
{
	if(!result.matchDimension(nCol,nRow))
		result.allocate(nCol,nRow);
	for(int i=0;i<nCol;i++)
		for(int j=0;j<nRow;j++)
			result.pData[i*nRow+j]=pData[j*nCol+i];
}

template<class T>
void Matrix<T>::fromVector(const Vector<T>&vect)
{
	if(!matchDimension(vect.dim(),1))
		allocate(vect.dim(),1);
	memcpy(pData,vect.data(),sizeof(double)*vect.dim());
}

template<class T>
double Matrix<T>::norm2() const
{
	if(pData==NULL)
		return 0;
	double temp=0;
	for(int i=0;i<nCol*nRow;i++)
		temp+=pData[i]*pData[i];
	return temp;
}

//--------------------------------------------------------------------------------------------------
// operators
//--------------------------------------------------------------------------------------------------
template<class T>
Matrix<T>& Matrix<T>::operator=(const Matrix<T>& matrix)
{
	copyData(matrix);
	return *this;
}

template<class T>
Matrix<T>& Matrix<T>::operator +=(double val)
{
	for(int i=0;i<nCol*nRow;i++)
		pData[i]+=val;
	return *this;
}

template<class T>
Matrix<T>& Matrix<T>::operator -=(double val)
{
	for(int i=0;i<nCol*nRow;i++)
		pData[i]-=val;
	return *this;
}

template<class T>
Matrix<T>& Matrix<T>::operator *=(double val)
{
	for(int i=0;i<nCol*nRow;i++)
		pData[i]*=val;
	return *this;
}

template<class T>
Matrix<T>& Matrix<T>::operator /=(double val)
{
	for(int i=0;i<nCol*nRow;i++)
		pData[i]/=val;
	return *this;
}

template<class T>
Matrix<T>& Matrix<T>::operator +=(const Matrix<T> &matrix)
{
	dimcheck(matrix);
	for(int i=0;i<nCol*nRow;i++)
		pData[i]+=matrix.pData[i];
	return *this;
}

template<class T>
Matrix<T>& Matrix<T>::operator -=(const Matrix<T> &matrix)
{
	dimcheck(matrix);
	for(int i=0;i<nCol*nRow;i++)
		pData[i]-=matrix.pData[i];
	return *this;
}

template<class T>
Matrix<T>& Matrix<T>::operator *=(const Matrix<T> &matrix)
{
	dimcheck(matrix);
	for(int i=0;i<nCol*nRow;i++)
		pData[i]*=matrix.pData[i];
	return *this;
}

template<class T>
Matrix<T>& Matrix<T>::operator /=(const Matrix<T> &matrix)
{
	dimcheck(matrix);
	for(int i=0;i<nCol*nRow;i++)
		pData[i]/=matrix.pData[i];
	return *this;
}

template<class T>
Vector<T> operator*(const Matrix<T>& matrix,const Vector<T>& vect)
{
	Vector<T> result;
	matrix.Multiply(result,vect);
	return result;
}

template<class T>
Matrix<T> operator*(const Matrix<T>& matrix1,const Matrix<T>& matrix2)
{
	Matrix<T> result;
	matrix1.Multiply(result,matrix2);
	return result;
}

//--------------------------------------------------------------------------------------------------
// function for conjugate gradient method
//--------------------------------------------------------------------------------------------------
template<class T>
void Matrix<T>::ConjugateGradient(Vector<T> &result, const Vector<T>&b) const
{
	if(nCol!=nRow)
	{
		cout<<"Error: when solving Ax=b, A is not square!"<<endl;
		return;
	}
	checkDimRight(b);
	if(!result.matchDimension(b))
		result.allocate(b);

	Vector<T> r(b),p,q;
	result.reset();

	int nIterations=nRow*5;
	Vector<T> rou(nIterations);
	for(int k=0;k<nIterations;k++)
	{
		rou[k]=r.norm2();
		if(IsDispInfo)
			cout<<rou[k]<<endl;

		if(rou[k]<1E-20)
			break;
		if(k==0)
			p=r;
		else
		{
			double ratio=rou[k]/rou[k-1];
			p=r+p*ratio;
		}
		Multiply(q,p);
		double alpha=rou[k]/innerproduct(p,q);
		result+=p*alpha;
		r-=q*alpha;
	}
}

template<class T>
void Matrix<T>::SolveLinearSystem(Vector<T> &result, const Vector<T>&b) const
{
	if(nCol==nRow)
	{
		ConjugateGradient(result,b);
		return;
	}
	if(nRow<nCol)
	{
		cout<<"Not enough observations for parameter estimation!"<<endl;
		return;
	}
	Matrix<T> AT,ATA;
	transpose(AT);
	AT.Multiply(ATA,*this);
	Vector<T> ATb;
	AT.Multiply(ATb,b);
	ATA.ConjugateGradient(result,ATb);
}

#ifdef _QT

template<class T>
bool Matrix<T>::writeMatrix(QFile &file) const
{
	file.write((char *)&nRow,sizeof(int));
	file.write((char *)&nCol,sizeof(int));
	if(file.write((char *)pData,sizeof(double)*nRow*nCol)!=sizeof(double)*nRow*nCol)
		return false;
	return true;
}

template<class T>
bool Matrix<T>::readMatrix(QFile &file)
{
	releaseData();
	file.read((char *)&nRow,sizeof(int));
	file.read((char *)&nCol,sizeof(int));
	if(nRow*nCol>0)
	{
		allocate(nRow,nCol);
		if(file.read((char *)pData,sizeof(double)*nRow*nCol)!=sizeof(double)*nRow*nCol)
			return false;
	}
	return true;
}
#endif

#ifdef _MATLAB

template<class T>
void Matrix<T>::readMatrix(const mxArray* prhs)
{
	if(pData!=NULL)
		delete pData;
	int nElements = mxGetNumberOfDimensions(prhs);
	if(nElements>2)
		mexErrMsgTxt("A matrix is expected to be loaded!");
	const int* dims = mxGetDimensions(prhs);
	allocate(dims[0],dims[1]);
	double* data = (double*)mxGetData(prhs);
	for(int i =0; i<nRow; i++)
		for(int j =0; j<nCol; j++)
			pData[i*nCol+j] = data[j*nRow+i];
}

template<class T>
void Matrix<T>::writeMatrix(mxArray*& plhs) const
{
	int dims[2];
	dims[0]=nRow;dims[1]=nCol;
	plhs=mxCreateNumericArray(2, dims,mxDOUBLE_CLASS, mxREAL);
	double* data = (double *)mxGetData(plhs);
	for(int i =0; i<nRow; i++)
		for(int j =0; j<nCol; j++)
			data[j*nRow+i] = pData[i*nCol+j];
}
#endif