dynare/mex/sources/libkorder/sylv/Vector.cc

352 lines
7.7 KiB
C++

/*
* Copyright © 2004-2011 Ondra Kamenik
* Copyright © 2019-2024 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
#include "Vector.hh"
#include "GeneralMatrix.hh"
#include "SylvException.hh"
#include <dynblas.h>
#include <algorithm>
#include <cmath>
#include <iomanip>
#include <iostream>
#include <limits>
Vector::Vector(const Vector& v) : len(v.len), data {new double[len]}
{
copy(v.data, v.s);
}
Vector::Vector(const ConstVector& v) : len(v.len), data {new double[len]}
{
copy(v.data, v.s);
}
Vector&
Vector::operator=(const Vector& v)
{
if (this == &v)
return *this;
if (v.len != len)
throw SYLV_MES_EXCEPTION("Attempt to assign vectors with different lengths.");
if (s == v.s
&& ((data <= v.data && v.data < data + len * s)
|| (v.data <= data && data < v.data + v.len * v.s))
&& (data - v.data) % s == 0)
throw SYLV_MES_EXCEPTION("Attempt to assign overlapping vectors.");
copy(v.data, v.s);
return *this;
}
Vector&
Vector::operator=(const ConstVector& v)
{
if (v.len != len)
throw SYLV_MES_EXCEPTION("Attempt to assign vectors with different lengths.");
if (s == v.s
&& ((data <= v.data && v.data < data + len * s)
|| (v.data <= data && data < v.data + v.len * v.s))
&& (data - v.data) % s == 0)
throw SYLV_MES_EXCEPTION("Attempt to assign overlapping vectors.");
copy(v.data, v.s);
return *this;
}
void
Vector::copy(const double* d, int inc)
{
blas_int n = len;
blas_int incy = s;
blas_int inc2 = inc;
dcopy(&n, d, &inc2, data, &incy);
}
Vector::Vector(Vector& v, int off_arg, int l) :
len(l), s(v.s), data {v.data + off_arg * v.s}, destroy {false}
{
if (off_arg < 0 || off_arg + len > v.len)
throw SYLV_MES_EXCEPTION("Subvector not contained in supvector.");
}
Vector::Vector(const Vector& v, int off_arg, int l) : len(l), data {new double[len]}
{
if (off_arg < 0 || off_arg + len > v.len)
throw SYLV_MES_EXCEPTION("Subvector not contained in supvector.");
copy(v.data + off_arg * v.s, v.s);
}
Vector::Vector(Vector& v, int off_arg, int skip, int l) :
len(l), s(v.s * skip), data {v.data + off_arg * v.s}, destroy {false}
{
}
Vector::Vector(const Vector& v, int off_arg, int skip, int l) : len(l), data {new double[len]}
{
copy(v.data + off_arg * v.s, v.s * skip);
}
Vector::Vector(mxArray* p) :
len {static_cast<int>(mxGetNumberOfElements(p))}, data {mxGetPr(p)}, destroy {false}
{
if (!mxIsDouble(p) || mxIsComplex(p) || mxIsSparse(p))
throw SYLV_MES_EXCEPTION("This is not a dense array of real doubles.");
}
void
Vector::zeros()
{
if (s == 1)
std::fill_n(data, len, 0.0);
else
for (int i = 0; i < len; i++)
operator[](i) = 0.0;
}
void
Vector::nans()
{
for (int i = 0; i < len; i++)
operator[](i) = std::numeric_limits<double>::quiet_NaN();
}
void
Vector::infs()
{
for (int i = 0; i < len; i++)
operator[](i) = std::numeric_limits<double>::infinity();
}
void
Vector::rotatePair(double alpha, double beta1, double beta2, int i)
{
double tmp = alpha * operator[](i) - beta1 * operator[](i + 1);
operator[](i + 1) = alpha * operator[](i + 1) - beta2 * operator[](i);
operator[](i) = tmp;
}
void
Vector::add(double r, const Vector& v)
{
add(r, ConstVector(v));
}
void
Vector::add(double r, const ConstVector& v)
{
blas_int n = len;
blas_int incx = v.s;
blas_int incy = s;
daxpy(&n, &r, v.data, &incx, data, &incy);
}
void
Vector::addComplex(const std::complex<double>& z, const Vector& v)
{
addComplex(z, ConstVector(v));
}
void
Vector::addComplex(const std::complex<double>& z, const ConstVector& v)
{
blas_int n = len / 2;
blas_int incx = v.s;
blas_int incy = s;
// NOLINTNEXTLINE(modernize-avoid-c-arrays)
zaxpy(&n, reinterpret_cast<const double(&)[2]>(z), v.data, &incx, data, &incy);
}
void
Vector::mult(double r)
{
blas_int n = len;
blas_int incx = s;
dscal(&n, &r, data, &incx);
}
void
Vector::mult2(double alpha, double beta1, double beta2, Vector& x1, Vector& x2, const Vector& b1,
const Vector& b2)
{
x1.zeros();
x2.zeros();
mult2a(alpha, beta1, beta2, x1, x2, b1, b2);
}
void
Vector::mult2a(double alpha, double beta1, double beta2, Vector& x1, Vector& x2, const Vector& b1,
const Vector& b2)
{
x1.add(alpha, b1);
x1.add(-beta1, b2);
x2.add(alpha, b2);
x2.add(-beta2, b1);
}
double
Vector::getNorm() const
{
ConstVector v(*this);
return v.getNorm();
}
double
Vector::getMax() const
{
ConstVector v(*this);
return v.getMax();
}
double
Vector::getNorm1() const
{
ConstVector v(*this);
return v.getNorm1();
}
double
Vector::dot(const Vector& y) const
{
return ConstVector(*this).dot(ConstVector(y));
}
bool
Vector::isFinite() const
{
return (ConstVector(*this)).isFinite();
}
void
Vector::print() const
{
auto ff = std::cout.flags();
std::cout << std::setprecision(4);
for (int i = 0; i < len; i++)
std::cout << i << '\t' << std::setw(8) << operator[](i) << std::endl;
std::cout.flags(ff);
}
ConstVector::ConstVector(const Vector& v) : len {v.len}, s {v.s}, data {v.data}
{
}
ConstVector::ConstVector(const ConstVector& v, int off_arg, int l) :
len {l}, s {v.s}, data {v.data + off_arg * v.s}
{
if (off_arg < 0 || off_arg + len > v.len)
throw SYLV_MES_EXCEPTION("Subvector not contained in supvector.");
}
ConstVector::ConstVector(const ConstVector& v, int off_arg, int skip, int l) :
len(l), s {v.s * skip}, data {v.data + off_arg * v.s}
{
}
ConstVector::ConstVector(const double* d, int skip, int l) : len {l}, s {skip}, data {d}
{
}
ConstVector::ConstVector(const mxArray* p) :
len {static_cast<int>(mxGetNumberOfElements(p))}, data {mxGetPr(p)}
{
if (!mxIsDouble(p))
throw SYLV_MES_EXCEPTION("This is not a MATLAB array of doubles.");
}
bool
ConstVector::operator==(const ConstVector& y) const
{
if (len != y.len)
return false;
if (len == 0)
return true;
int i = 0;
while (i < len && operator[](i) == y[i])
i++;
return i == len;
}
std::partial_ordering
ConstVector::operator<=>(const ConstVector& y) const
{
return std::lexicographical_compare_three_way(data, data + len, y.data, y.data + y.len);
}
double
ConstVector::getNorm() const
{
double s = 0;
for (int i = 0; i < len; i++)
s += operator[](i) * operator[](i);
return sqrt(s);
}
double
ConstVector::getMax() const
{
double r = 0;
for (int i = 0; i < len; i++)
r = std::max(r, std::abs(operator[](i)));
return r;
}
double
ConstVector::getNorm1() const
{
double norm = 0.0;
for (int i = 0; i < len; i++)
norm += std::abs(operator[](i));
return norm;
}
double
ConstVector::dot(const ConstVector& y) const
{
if (len != y.len)
throw SYLV_MES_EXCEPTION("Vector has different length in ConstVector::dot.");
blas_int n = len;
blas_int incx = s;
blas_int incy = y.s;
return ddot(&n, data, &incx, y.data, &incy);
}
bool
ConstVector::isFinite() const
{
int i = 0;
while (i < len && std::isfinite(operator[](i)))
i++;
return i == len;
}
void
ConstVector::print() const
{
auto ff = std::cout.flags();
std::cout << std::setprecision(4);
for (int i = 0; i < len; i++)
std::cout << i << '\t' << std::setw(8) << operator[](i) << std::endl;
std::cout.flags(ff);
}