603 lines
18 KiB
C++
603 lines
18 KiB
C++
/*
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LA: linear algebra C++ interface library
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Copyright (C) 2008 Jiri Pittner <jiri.pittner@jh-inst.cas.cz> or <jiri@pittnerovi.com>
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This program is free software: you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation, either version 3 of the License, or
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(at your option) any later version.
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This program is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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You should have received a copy of the GNU General Public License
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along with this program. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef _SPARSESMAT_H_
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#define _SPARSESMAT_H_
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#include <string>
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#include <cmath>
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#include <stdlib.h>
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#include <sys/types.h>
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#include <sys/stat.h>
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#include <fcntl.h>
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#include <errno.h>
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#include "la_traits.h"
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#include "sparsemat.h"
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#include "vec.h"
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#include "mat.h"
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#include "smat.h"
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#include "qsort.h"
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#include <map>
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#include <list>
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#define CHOLESKYEPSILON 1e-16
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namespace LA {
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//symmetric sparse matrix class with a representation for efficient exponentiatiation
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//in particular we need a unitary symmetric complex matrix as exp(iH) with H real symmetric
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//indices are counted from zero
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template <typename T>
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class SparseSMat
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{
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protected:
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SPMatindex nn;
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SPMatindex mm;
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std::map<SPMatindex,T> **v;
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int *count;
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public:
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SparseSMat() : nn(0), mm(0), v(NULL), count(NULL) {};
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explicit SparseSMat(const SPMatindex n, const SPMatindex m); //prevent double -> int -> SparseSMat
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explicit SparseSMat(const SPMatindex n);
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SparseSMat(const SparseSMat &rhs);
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explicit SparseSMat(const SparseMat<T> &rhs);
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explicit SparseSMat(const NRSMat<T> &rhs);
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explicit SparseSMat(const NRMat<T> &rhs);
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SparseSMat & operator=(const SparseSMat &rhs);
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void copyonwrite();
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void resize(const SPMatindex nn, const SPMatindex mm);
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inline void setcoldim(int i) {mm=(SPMatindex)i;};
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//std::map<SPMatindex,T> *line(SPMatindex n) const {return v[n];};
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typedef std::map<SPMatindex,T> *ROWTYPE;
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inline typename SparseSMat<T>::ROWTYPE & operator[](const SPMatindex i) {return v[i];};
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void clear() {resize(nn,mm);}
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unsigned long long simplify();
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~SparseSMat();
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inline int getcount() const {return count?*count:0;}
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SparseSMat & operator*=(const T &a); //multiply by a scalar
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inline const SparseSMat operator*(const T &rhs) const {return SparseSMat(*this) *= rhs;}
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inline const SparseSMat operator+(const T &rhs) const {return SparseSMat(*this) += rhs;}
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inline const SparseSMat operator-(const T &rhs) const {return SparseSMat(*this) -= rhs;}
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inline const SparseSMat operator+(const SparseSMat &rhs) const {return SparseSMat(*this) += rhs;}
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inline const SparseSMat operator-(const SparseSMat &rhs) const {return SparseSMat(*this) -= rhs;}
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SparseSMat & operator=(const T &a); //assign a to diagonal
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SparseSMat & operator+=(const T &a); //assign a to diagonal
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SparseSMat & operator-=(const T &a); //assign a to diagonal
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void axpy(const T alpha, const SparseSMat &x, const bool transp=0); // this+= a*x
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inline SparseSMat & operator+=(const SparseSMat &rhs) {axpy((T)1,rhs); return *this;};
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inline SparseSMat & operator-=(const SparseSMat &rhs) {axpy((T)-1,rhs); return *this;};
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const T* diagonalof(NRVec<T> &, const bool divide=0, bool cache=false) const; //get diagonal
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void gemv(const T beta, NRVec<T> &r, const char trans, const T alpha, const NRVec<T> &x) const;
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inline const NRVec<T> operator*(const NRVec<T> &rhs) const {NRVec<T> result(nn); this->gemv((T)0,result,'n',(T)1,rhs); return result;};
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typename LA_traits<T>::normtype norm(const T scalar=(T)0) const;
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inline const SparseSMat operator*(const SparseSMat &rhs) const {SparseSMat<T> r(nn,mm); r.gemm(0,*this,'n',rhs,'n',1); return r;}; //!!!NOT A GENERAL ROUTINE, JUST FOR THE CASES WHEN THE RESULT STAYS SYMMETRIC
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void gemm(const T beta, const SparseSMat &a, const char transa, const SparseSMat &b, const char transb, const T alpha); //this := alpha*op( A )*op( B ) + beta*this !!!NOT A GENERAL ROUTINE, JUST FOR THE CASES WHEN THE RESULT STAYS SYMMETRIC
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inline void add(const SPMatindex n, const SPMatindex m, const T elem, const bool both=true);
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inline unsigned long long length() {return simplify();};
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void transposeme() const {laerror("in-place transposition not necessary/implemented for SparseSMat");};
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SparseSMat transpose(bool conj=false) const; //if we store a non-symmetric matrix there
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inline bool issymmetric() const {return true;} // LV: for davidson
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void get(int fd, bool dimen, bool transp);
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void put(int fd, bool dimen, bool transp) const;
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int nrows() const {return nn;}
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int ncols() const {return mm;}
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SparseSMat<T> cholesky(void) const;
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class iterator {//not efficient, just for output to ostreams
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private:
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matel<T> *p;
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matel<T> my;
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SPMatindex row;
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typename std::map<SPMatindex,T>::iterator *col;
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typename std::map<SPMatindex,T>::iterator mycol;
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SPMatindex mynn;
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SPMatindex mymm;
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std::map<SPMatindex,T> **myv;
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public:
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//compiler-generated iterator & operator=(const iterator &rhs);
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//compiler-generated iterator(const iterator &rhs);
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iterator(): p(NULL),row(0),col(NULL),mynn(0),mymm(0),myv(NULL) {};
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iterator(const SparseSMat &rhs) : mynn(rhs.nn), mymm(rhs.mm), myv(rhs.v), col(NULL) {row=0; p= &my; operator++();}
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iterator operator++() {
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if(col) //finish column list
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{
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++mycol;
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if(mycol != myv[row]->end())
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{
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p->row = row;
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p->col = mycol->first;
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p->elem = mycol->second;
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return *this;
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}
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else
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{
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col=NULL;
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++row; if(row==mynn) {p=NULL; return *this;} //end()
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}
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}
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nextrow:
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while(myv[row]==NULL) {++row; if(row==mynn) {p=NULL; return *this;}} //end()
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//we are at next nonempty row
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col = &mycol;
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mycol = myv[row]->begin();
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if(mycol == myv[row]->end()) {col=NULL;
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++row;
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if(row==mynn) {p=NULL; return *this;} else goto nextrow;
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}
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//first column of new row
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p->row = row;
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p->col = mycol->first;
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p->elem = mycol->second;
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return *this;
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};
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iterator(matel<T> *q) {p=q; col=NULL;}//just for end()
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//compiler-generated ~iterator() {};
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bool operator!=(const iterator &rhs) const {return p!=rhs.p;} //only for comparison with end()
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bool operator==(const iterator &rhs) const {return p==rhs.p;} //only for comparison with end()
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matel<T> & operator*() const {return *p;}
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matel<T> * operator->() const {return p;}
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bool notend() const {return (bool)p;};
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};
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iterator begin() const {return iterator(*this);}
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iterator end() const {return iterator(NULL);}
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};
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template <typename T>
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SparseSMat<T>::SparseSMat(const SPMatindex n)
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:nn(n), mm(n),
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count(new int(1))
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{
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v= new std::map<SPMatindex,T> * [n];
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memset(v,0,nn*sizeof(std::map<SPMatindex,T> *));
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}
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template <typename T>
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SparseSMat<T>::SparseSMat(const SPMatindex n, const SPMatindex m)
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:nn(n), mm(m),
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count(new int(1))
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{
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v= new std::map<SPMatindex,T> * [n];
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memset(v,0,nn*sizeof(std::map<SPMatindex,T> *));
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}
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template <typename T>
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SparseSMat<T>::SparseSMat(const NRSMat<T> &rhs)
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:nn(rhs.nrows()), mm(rhs.ncols()),
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count(new int(1))
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{
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v= new std::map<SPMatindex,T> * [nn];
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memset(v,0,nn*sizeof(std::map<SPMatindex,T> *));
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int i,j;
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for(i=0; i<nn; ++i) for(j=0; j<=i; ++j) if(std::abs(rhs(i,j))>SPARSEEPSILON) (*this).add(i,j,rhs(i,j),true);
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}
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template <typename T>
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SparseSMat<T>::SparseSMat(const NRMat<T> &rhs)
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:nn(rhs.nrows()), mm(rhs.ncols()),
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count(new int(1))
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{
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if(rhs.nrows()!=rhs.ncols()) laerror("non-square matrix in SparseSMat constructor from NRMat");
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v= new std::map<SPMatindex,T> * [nn];
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memset(v,0,nn*sizeof(std::map<SPMatindex,T> *));
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int i,j;
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for(i=0; i<nn; ++i) for(j=0; j<mm; ++j) if(std::abs(rhs(i,j))>SPARSEEPSILON) (*this).add(i,j,rhs(i,j),false);
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}
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template <typename T>
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SparseSMat<T>::SparseSMat(const SparseSMat &rhs)
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{
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v = rhs.v;
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nn = rhs.nn;
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mm = rhs.mm;
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count = rhs.count;
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if(count) (*count)++;
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}
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//NRSMat from SparseSMat
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#define nn2 (nn*(nn+1)/2)
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template <typename T>
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NRSMat<T>::NRSMat(const SparseSMat<T> &rhs)
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: nn(rhs.nrows())
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{
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if(rhs.nrows()!=rhs.ncols()) laerror("cannot transform rectangular matrix to NRSMat");
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#ifdef CUDALA
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location = cpu;
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#endif
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count = new int(1);
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v=new T[nn2];
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memset(v,0,nn2*sizeof(T));
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typename SparseSMat<T>::iterator p(rhs);
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for(; p.notend(); ++p) if(p->row <= p->col) (*this)(p->row,p->col)=p->elem;
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}
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#undef nn2
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//construct dense from sparse
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template <typename T>
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NRMat<T>::NRMat(const SparseSMat<T> &rhs) :
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nn(rhs.nrows()),
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mm(rhs.ncols()),
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count(new int(1))
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{
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#ifdef CUDALA
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location = cpu;
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#endif
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#ifdef MATPTR
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v = new T*[nn];
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v[0] = new T[mm*nn];
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for (int i=1; i<nn; i++) v[i] = v[i-1] + mm;
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#else
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v = new T[mm*nn];
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#endif
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memset(&(*this)(0,0),0,mm*nn*sizeof(T));
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typename SparseSMat<T>::iterator p(rhs);
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for(; p.notend(); ++p) (*this)(p->row,p->col)= p->elem;
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}
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template <typename T>
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SparseSMat<T>::~SparseSMat()
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{
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if(!count) return;
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if(--(*count) <= 0) {
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if(v)
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{
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for(SPMatindex i=0; i<nn; ++i) if(v[i]) delete v[i];
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delete[] (v);
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}
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delete count;
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}
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}
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template <typename T>
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void SparseSMat<T>::resize(const SPMatindex n, const SPMatindex m)
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{
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if(!count)
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{
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if(n==0) return;
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count = new int(1);
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nn=n;
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mm=m;
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v= new std::map<SPMatindex,T> * [nn];
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for(SPMatindex i=0; i<nn; ++i) v[i]=NULL;
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return;
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}
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if(*count > 1) //it was shared
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{
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(*count)--;
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if(n)
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{
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count = new int(1);
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nn=n;
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mm=m;
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v= new std::map<SPMatindex,T> * [nn];
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for(SPMatindex i=0; i<nn; ++i) v[i]=NULL;
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}
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else {v=NULL; nn=0; mm=0; count=NULL;}
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}
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else //it was not shared
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{
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mm=m;
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//delete all trees
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for(SPMatindex i=0; i<nn; ++i) if(v[i]) {delete v[i]; v[i]=NULL;}
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if(n!=nn)
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{
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nn=n;
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for(SPMatindex i=0; i<nn; ++i) v[i]=NULL;
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}
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}
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}
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template <typename T>
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SparseSMat<T> & SparseSMat<T>::operator=(const SparseSMat &rhs)
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{
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if (this != &rhs)
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{
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if(count)
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if(--(*count) == 0)
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{
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if(v)
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{
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for(SPMatindex i=0; i<nn; ++i) if(v[i]) delete v[i];
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delete[] (v);
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}
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delete count;
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}
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v = rhs.v;
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nn = rhs.nn;
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mm = rhs.mm;
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count = rhs.count;
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if(count) (*count)++;
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}
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return *this;
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}
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template <typename T>
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void SparseSMat<T>::copyonwrite()
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{
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if(!count) laerror("SparseSmat::copyonwrite() of an undefined object");
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if(*count > 1)
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{
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(*count)--;
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count = new int;
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*count = 1;
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typename std::map<SPMatindex,T> **newv= new std::map<SPMatindex,T> * [nn];
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for(SPMatindex i=0; i<nn; ++i) if(v[i])
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newv[i]= new typename std::map<SPMatindex,T>(*(v[i])); //deep copy of each map
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else
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newv[i]= NULL;
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v = newv;
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}
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}
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template <typename T>
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void SparseSMat<T>::add(const SPMatindex n, const SPMatindex m, const T elem, const bool both)
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{
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#ifdef DEBUG
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if(n>=nn || m>=mm) laerror("illegal index in SparseSMat::add()");
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#endif
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if(!v[n]) v[n] = new std::map<SPMatindex,T>;
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typename std::map<SPMatindex,T>::iterator p;
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p= v[n]->find(m);
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if(p!=v[n]->end()) p->second+=elem; else (*v[n])[m] = elem;
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if(n!=m && both) //add also transposed
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{
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if(!v[m]) v[m] = new std::map<SPMatindex,T>;
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p= v[m]->find(n);
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if(p!=v[m]->end()) p->second+=elem; else (*v[m])[n] = elem;
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}
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//addition can lead to zero, but do not treat it now, make a simplify
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}
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template <typename T>
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unsigned long long SparseSMat<T>::simplify()
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{
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unsigned long long count=0;
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for(SPMatindex i=0; i<nn; ++i) if(v[i])
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{
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//check for zero elements and erase them from the list
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//build a list since we are not sure whether erase from within the traversal loop is safe
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std::list<SPMatindex> l;
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typename std::map<SPMatindex,T>::iterator p;
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for(p=v[i]->begin(); p!=v[i]->end(); ++p)
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if(std::abs(p->second) < SPARSEEPSILON) l.push_front(p->first); else ++count;
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typename std::list<SPMatindex>::iterator q;
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for(q=l.begin(); q!=l.end(); ++q) v[i]->erase(*q);
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if(v[i]->size() == 0) {delete v[i]; v[i]=NULL;}
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}
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return count;
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}
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template <typename T>
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std::ostream & operator<<(std::ostream &s, const SparseSMat<T> &x)
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{
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SPMatindex n;
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s << x.nrows() << " "<< x.ncols()<< std::endl;
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typename SparseSMat<T>::iterator p(x);
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for(; p.notend(); ++p) s << (int)p->row << ' ' << (int)p->col << ' ' << (typename LA_traits_io<T>::IOtype) p->elem << '\n';
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s << "-1 -1\n";
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return s;
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}
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template <class T>
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std::istream& operator>>(std::istream &s, SparseSMat<T> &x)
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{
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SPMatindex n,m;
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long i,j;
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s >> n >> m;
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if(n!=m) laerror("SparseSMat must be square");
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x.resize(n,m);
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s >> i >> j;
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typename LA_traits_io<T>::IOtype tmp;
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while(i>=0 && j>=0)
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{
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s>>tmp;
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if(i>=n||j>=m) laerror("bad index in SparseSMat::operator>>");
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x.add(i,j,tmp,false);
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s >> i >> j;
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}
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return s;
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}
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template <typename T>
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SparseSMat<T> SparseSMat<T>::transpose(bool conj) const
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{
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SparseSMat<T> r(mm,nn);
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typename SparseSMat<T>::iterator p(*this);
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for(; p.notend(); ++p) r.add(p->col, p->row, (conj?LA_traits<T>::conjugate(p->elem):p->elem), false);
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return r;
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}
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//Cholesky decomposition, pivoted, positive semidefinite, not in place
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//it is NOT checked that the input matrix is symmetric/hermitean
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//result.transpose(true)*result reproduces the original matrix
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//Due to pivoting the result is upper triangular only before applying final permutation
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//
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template <typename T>
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SparseSMat<T> SparseSMat<T>::cholesky(void) const
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{
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if(nn!=mm) laerror("Cholesky defined only for square matrices");
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//we need real values for sorting, if T is already real it makes just an unnecessary copy of one vector
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NRVec<typename LA_traits<T>::normtype> diagreal(nn);
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{
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NRVec<T> diag(nn); diagonalof(diag);
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for(SPMatindex i=0; i<nn; ++i) diagreal[i]=LA_traits<T>::realpart(diag[i]);
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}
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|
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NRVec<int> pivot(nn);
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for(int i=0; i<nn; ++i) pivot[i]=i;
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//pivot by sorting
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//!this is actually not fully correct approach, since the pivoting should be done during the Cholesky process
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//Now it can happen that some elements will vanish in the process, while there will be some remaining ones later
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//However, column swapping in the regular pivoting in an in-place algorithm would be rather clumsy with std::map , since simply renumbering the key is not allowed
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//This works reasonably well so keep it like this at the moment
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diagreal.sort(1,0,nn-1,pivot);
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//prepare inverse permutation
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NRVec<int> invpivot(nn);
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for(int i=0; i<nn; ++i) invpivot[pivot[i]]=i;
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//std::cout <<"sorted diagonal\n"<<diagreal;
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//std::cout <<"pivot\n"<<pivot;
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|
|
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//copy-permute upper triangle
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|
SparseSMat<T> r;
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|
r.nn=nn;
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r.mm=nn;
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r.count = new int(1);
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r.v = new std::map<SPMatindex,T> * [nn];
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for(SPMatindex i=0; i<nn; ++i)
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|
if(v[pivot[i]])
|
|
{
|
|
r.v[i]= new typename std::map<SPMatindex,T>;
|
|
typename std::map<SPMatindex,T>::iterator p;
|
|
for(p=v[pivot[i]]->begin(); p!=v[pivot[i]]->end(); ++p)
|
|
{
|
|
if(invpivot[p->first] >= i)
|
|
{
|
|
(*r.v[i])[invpivot[p->first]] = p->second;
|
|
}
|
|
}
|
|
}
|
|
else
|
|
r.v[i]= NULL;
|
|
|
|
//std::cout <<"Permuted upper triangle matrix\n"<<r;
|
|
//SparseSMat<T> r0(r);r.copyonwrite();
|
|
|
|
//perform complex, positive semidefinite Cholesky with thresholding by SPARSEEPSILON
|
|
SPMatindex i,j,k;
|
|
int rank=0;
|
|
for(k=0; k<nn; ++k)
|
|
if(r.v[k])
|
|
{
|
|
typename std::map<SPMatindex,T>::iterator p;
|
|
p= r.v[k]->find(k);
|
|
if(p==r.v[k]->end()) continue; //must not break due to the a priori pivoting
|
|
if(LA_traits<T>::realpart(p->second) < CHOLESKYEPSILON) continue; //must not break due to the a priori pivoting
|
|
++rank;
|
|
typename LA_traits<T>::normtype tmp = std::sqrt(LA_traits<T>::realpart(p->second));
|
|
p->second = tmp;
|
|
NRVec<T> linek(0.,nn);
|
|
for(p=r.v[k]->begin(); p!=r.v[k]->end(); ++p)
|
|
{
|
|
if(p->first > k) p->second /= tmp;
|
|
linek[p->first] = p->second;
|
|
}
|
|
for(j=k+1; j<nn; ++j)
|
|
if(r.v[j])
|
|
{
|
|
T akj = LA_traits<T>::conjugate(linek[j]);
|
|
NRVec<int> linek_used(0,nn);
|
|
if(std::abs(akj)>SPARSEEPSILON)
|
|
{
|
|
for(p=r.v[j]->begin(); p!=r.v[j]->end(); ++p)
|
|
{
|
|
p->second -= akj * linek[p->first];
|
|
linek_used[p->first]=1;
|
|
}
|
|
//subtract also elements nonzero in line k but non-existent in line j
|
|
for(i=j; i<nn; ++i)
|
|
if(!linek_used[i] && std::abs(linek[i]) > SPARSEEPSILON)
|
|
{
|
|
(*r.v[j])[i] = -akj * linek[i];
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
/*
|
|
SparseSMat<T> br(nn);
|
|
br.gemm(0,r,'c',r,'n',1);
|
|
//cancel low triangle from br
|
|
for(k=0; k<nn; ++k)
|
|
if(br.v[k])
|
|
{
|
|
typename std::map<SPMatindex,T>::iterator p;
|
|
for(p=br.v[k]->begin(); p!=br.v[k]->end(); ++p)
|
|
if(p->first <k) p->second=0.;
|
|
}
|
|
std::cout << "Error before permute = " <<(br-r0).norm()<<std::endl;
|
|
*/
|
|
|
|
//permute the result back;
|
|
for(k=0; k<nn; ++k)
|
|
if(r.v[k])
|
|
{
|
|
typename std::map<SPMatindex,T>::iterator p;
|
|
typename std::map<SPMatindex,T> *vnew = new typename std::map<SPMatindex,T>;
|
|
for(p=r.v[k]->begin(); p!=r.v[k]->end(); ++p)
|
|
{
|
|
if(std::abs(p->second) > SPARSEEPSILON) (*vnew)[pivot[p->first]] = p->second;
|
|
}
|
|
delete r.v[k];
|
|
r.v[k]=vnew;
|
|
}
|
|
|
|
return r;
|
|
}
|
|
|
|
|
|
|
|
//outer product expected to be sparse
|
|
template<typename T>
|
|
SparseSMat<T> otimes_sparse(const NRVec<T> &lhs, const NRVec<T> &rhs, const bool conjugate=false, const T &scale=1)
|
|
{
|
|
SparseSMat<T> r(lhs.size(),rhs.size());
|
|
for(SPMatindex i=0; i<lhs.size(); ++i)
|
|
if(lhs[i]!=(T)0)
|
|
{
|
|
for(SPMatindex j=0; j<rhs.size(); ++j)
|
|
if(rhs[j]!=(T)0)
|
|
{
|
|
T x=lhs[i]*(conjugate?LA_traits<T>::conjugate(rhs[j]):rhs[j])*scale;
|
|
if(std::abs(x)>SPARSEEPSILON) r.add(i,j,x);
|
|
}
|
|
}
|
|
return r;
|
|
}
|
|
|
|
|
|
|
|
|
|
}//namespace
|
|
#endif //_SPARSESMAT_H_
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