25 #ifndef UQ_GSL_MATRIX_H
26 #define UQ_GSL_MATRIX_H
32 #include <queso/Defines.h>
33 #include <queso/GslVector.h>
34 #include <queso/Matrix.h>
36 #include <gsl/gsl_matrix.h>
37 #include <gsl/gsl_permutation.h>
103 double&
operator()(
unsigned int i,
unsigned int j)
111 return *gsl_matrix_ptr(
m_mat,i,j);
115 const double&
operator()(
unsigned int i,
unsigned int j)
const
119 return *gsl_matrix_ptr(
m_mat,i,j);
141 unsigned int rank (
double absoluteZeroThreshold,
double relativeZeroThreshold)
const;
272 void cwSet (
double value);
275 void cwSet (
unsigned int rowId,
unsigned int colId,
const GslMatrix& mat);
282 void zeroLower (
bool includeDiagonal =
false);
287 void zeroUpper (
bool includeDiagonal =
false);
301 bool checkForExactNumRowsMatching,
302 bool checkForExactNumColsMatching);
307 const std::vector<const GslMatrix* >& matrices,
308 bool checkForExactNumRowsMatching,
309 bool checkForExactNumColsMatching);
314 const std::vector< GslMatrix* >& matrices,
315 bool checkForExactNumRowsMatching,
316 bool checkForExactNumColsMatching);
321 const std::vector<const GslMatrix* >& matrices,
322 bool checkForExactNumRowsMatching,
323 bool checkForExactNumColsMatching);
328 const std::vector< GslMatrix* >& matrices,
329 bool checkForExactNumRowsMatching,
330 bool checkForExactNumColsMatching);
335 const std::vector<const GslMatrix* >& matrices,
336 bool checkForExactNumRowsMatching,
337 bool checkForExactNumColsMatching);
342 const std::vector< GslMatrix* >& matrices,
343 bool checkForExactNumRowsMatching,
344 bool checkForExactNumColsMatching);
351 bool checkForExactNumRowsMatching,
352 bool checkForExactNumColsMatching);
359 bool checkForExactNumRowsMatching,
360 bool checkForExactNumColsMatching);
380 void print (std::ostream& os)
const;
384 const std::string& fileName,
385 const std::string& fileType,
386 const std::set<unsigned int>& allowedSubEnvIds)
const;
390 const std::string& fileType,
391 const std::set<unsigned int>& allowedSubEnvIds);
483 #endif // UQ_GSL_MATRIX_H
void zeroUpper(bool includeDiagonal=false)
This function sets all the entries above the main diagonal of this matrix to zero.
GslMatrix leftDiagScaling(const GslVector &vec, const GslMatrix &mat)
double normMax() const
Returns the Frobenius norm of this matrix.
void zeroLower(bool includeDiagonal=false)
This function sets all the entries bellow the main diagonal of this matrix to zero.
void eigen(GslVector &eigenValues, GslMatrix *eigenVectors) const
This function computes the eigenvalues of a real symmetric matrix.
gsl_matrix * m_mat
GSL matrix, also referred to as this matrix.
void fillWithBlocksVertically(unsigned int rowId, unsigned int colId, const std::vector< const GslMatrix * > &matrices, bool checkForExactNumRowsMatching, bool checkForExactNumColsMatching)
This function fills this matrix vertically with const block matrices.
bool m_isSingular
Indicates whether or not this matrix is singular.
const double & operator()(unsigned int i, unsigned int j) const
Element access method (const).
double & operator()(unsigned int i, unsigned int j)
Element access method (non-const).
const GslMatrix & svdMatV() const
This function calls private member GslMatrix::internalSvd() to set a N-by-N orthogonal square matrix ...
void filterLargeValues(double thresholdValue)
This function sets to zero (filters) all entries of this matrix which are greater than thresholdValue...
std::ostream & operator<<(std::ostream &os, const BaseEnvironment &obj)
void fillWithTranspose(unsigned int rowId, unsigned int colId, const GslMatrix &mat, bool checkForExactNumRowsMatching, bool checkForExactNumColsMatching)
This function stores the transpose of this matrix into this matrix.
GslMatrix operator+(const GslMatrix &m1, const GslMatrix &m2)
void largestEigen(double &eigenValue, GslVector &eigenVector) const
This function finds largest eigenvalue, namely eigenValue, of this matrix and its corresponding eigen...
int internalSvd() const
This function factorizes the M-by-N matrix A into the singular value decomposition A = U S V^T for M ...
This (virtual) class sets up the environment underlying the use of the QUESO library by an executable...
void fillWithBlocksHorizontally(unsigned int rowId, unsigned int colId, const std::vector< const GslMatrix * > &matrices, bool checkForExactNumRowsMatching, bool checkForExactNumColsMatching)
This function fills this matrix horizontally with const block matrices.
void fillWithTensorProduct(unsigned int rowId, unsigned int colId, const GslMatrix &mat1, const GslMatrix &mat2, bool checkForExactNumRowsMatching, bool checkForExactNumColsMatching)
This function calculates the tensor product of matrices mat1 and mat2 and stores it in this matrix...
gsl_matrix * data()
Returns this matrix.
void subWriteContents(const std::string &varNamePrefix, const std::string &fileName, const std::string &fileType, const std::set< unsigned int > &allowedSubEnvIds) const
Write contents of subenvironment in file fileName.
GslMatrix & operator/=(double a)
Stores in this the coordinate-wise division of this by a.
int svdSolve(const GslVector &rhsVec, GslVector &solVec) const
This function solves the system A x = b using the singular value decomposition (U, S, V) of A which must have been computed previously with GslMatrix::svd (x=solVec, b=rhsVec).
double lnDeterminant() const
Calculates the ln(determinant) of this matrix.
GslVector * m_svdSvec
m_svdSvec stores the diagonal of the N-by-N diagonal matrix of singular values S after the singular v...
double max() const
Returns the maximum element value of the matrix.
GslVector multiply(const GslVector &x) const
This function multiplies this matrix by vector x and returns the resulting vector.
#define queso_require_less_msg(expr1, expr2, msg)
void mpiSum(const MpiComm &comm, GslMatrix &M_global) const
A class for partitioning vectors and matrices.
void getRow(const unsigned int row_num, GslVector &row) const
This function gets the row_num-th column of this matrix and stores it into vector row...
const GslMatrix & svdMatU() const
This function calls private member GslMatrix::internalSvd() to set a M-by-N orthogonal matrix U of th...
GslMatrix * m_svdUmat
m_svdUmat stores the M-by-N orthogonal matrix U after the singular value decomposition of a matrix...
GslVector invertMultiplyForceLU(const GslVector &b) const
This function calculates the inverse of this matrix and multiplies it with vector b...
void setColumn(const unsigned int column_num, const GslVector &column)
This function copies vector column into the column_num-th column of this matrix.
unsigned int numRowsGlobal() const
Returns the global row dimension of this matrix.
const BaseEnvironment & env() const
Class for vector operations using GSL library.
void resetLU()
In this function resets the LU decomposition of this matrix, as well as deletes the private member po...
unsigned int numRowsLocal() const
Returns the local row dimension of this matrix.
int m_signum
m_signum stores the sign of the permutation of the LU decomposition PA = LU.
GslVector invertMultiply(const GslVector &b) const
This function calculates the inverse of this matrix and multiplies it with vector b...
GslMatrix * m_svdVmat
m_svdVmat stores the N-by-N orthogonal square matrix V after the singular value decomposition of a ma...
GslMatrix transpose() const
This function calculated the transpose of this matrix (square).
int chol()
Computes Cholesky factorization of a real symmetric positive definite matrix this.
GslMatrix & operator*=(double a)
Stores in this the coordinate-wise multiplication of this and a.
gsl_matrix * m_LU
GSL matrix for the LU decomposition of m_mat.
double m_lnDeterminant
The natural logarithm of the determinant of this matrix.
GslMatrix operator-(const GslMatrix &m1, const GslMatrix &m2)
GslMatrix & operator-=(const GslMatrix &rhs)
Stores in this the coordinate-wise subtraction of this by rhs.
GslMatrix inverse() const
This function calculated the inverse of this matrix (square).
void smallestEigen(double &eigenValue, GslVector &eigenVector) const
This function finds smallest eigenvalue, namely eigenValue, of this matrix and its corresponding eige...
void copy(const GslMatrix &src)
In this function this matrix receives a copy of matrix src.
GslMatrix & operator+=(const GslMatrix &rhs)
Stores in this the coordinate-wise addition of this and rhs.
void cwExtract(unsigned int rowId, unsigned int colId, GslMatrix &mat) const
The QUESO MPI Communicator Class.
GslMatrix rightDiagScaling(const GslMatrix &mat, const GslVector &vec)
void cwSet(double value)
Component-wise set all values to this with value.
GslMatrix * m_svdVTmat
m_svdVmatT stores the transpose of N-by-N orthogonal square matrix V, namely V^T, after the singular ...
GslMatrix * m_inverse
Inverse matrix of this.
Class for matrix operations (virtual).
void setRow(const unsigned int row_num, const GslVector &row)
This function copies vector row into the row_num-th column of this matrix.
void matlabLinearInterpExtrap(const GslVector &x1Vec, const GslMatrix &y1Mat, const GslVector &x2Vec)
void getColumn(const unsigned int column_num, GslVector &column) const
This function gets the column_num-th column of this matrix and stores it into vector column...
GslMatrix operator*(double a, const GslMatrix &mat)
double determinant() const
Calculates the determinant of this matrix.
double normFrob() const
Returns the Frobenius norm of this matrix.
void subReadContents(const std::string &fileName, const std::string &fileType, const std::set< unsigned int > &allowedSubEnvIds)
Read contents of subenvironment from file fileName.
double m_determinant
The determinant of this matrix.
void filterSmallValues(double thresholdValue)
This function sets to zero (filters) all entries of this matrix which are smaller than thresholdValue...
GslMatrix()
Default Constructor.
void print(std::ostream &os) const
Print method. Defines the behavior of the ostream << operator inherited from the Object class...
gsl_permutation * m_permutation
The permutation matrix of a LU decomposition.
void fillWithBlocksDiagonally(unsigned int rowId, unsigned int colId, const std::vector< const GslMatrix * > &matrices, bool checkForExactNumRowsMatching, bool checkForExactNumColsMatching)
This function fills this matrix diagonally with const block matrices.
GslMatrix & operator=(const GslMatrix &rhs)
Copies values from matrix rhs to this.
Map * m_svdColMap
Mapping for matrices involved in the singular value decomposition (svd) routine.
GslMatrix matrixProduct(const GslVector &v1, const GslVector &v2)
unsigned int rank(double absoluteZeroThreshold, double relativeZeroThreshold) const
This function returns the number of singular values of this matrix (rank).
unsigned int numCols() const
Returns the column dimension of this matrix.
int svd(GslMatrix &matU, GslVector &vecS, GslMatrix &matVt) const
Checks for the dimension of this matrix, matU, VecS and matVt, and calls the protected routine intern...
Class for matrix operations using GSL library.