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Matrix data structures, linear solvers, least squares methods, eigenvalue,
and singular value decompositions. For larger random dense matrices (above ~ 350 x 350)
matrix-matrix multiplication C = A.B is about 50% faster than MTJ.
/*
* Copyright (C) 2003-2006 Bjørn-Ove Heimsund
*
* This file is part of MTJ.
*
* This library is free software; you can redistribute it and/or modify it
* under the terms of the GNU Lesser General Public License as published by the
* Free Software Foundation; either version 2.1 of the License, or (at your
* option) any later version.
*
* This library 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 Lesser General Public License
* for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with this library; if not, write to the Free Software Foundation,
* Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
package no.uib.cipr.matrix.sparse;
import java.io.IOException;
import java.util.Arrays;
import java.util.Iterator;
import java.util.Set;
import java.util.TreeSet;
import no.uib.cipr.matrix.AbstractMatrix;
import no.uib.cipr.matrix.DenseVector;
import no.uib.cipr.matrix.Matrix;
import no.uib.cipr.matrix.MatrixEntry;
import no.uib.cipr.matrix.Vector;
import no.uib.cipr.matrix.io.MatrixInfo;
import no.uib.cipr.matrix.io.MatrixSize;
import no.uib.cipr.matrix.io.MatrixVectorReader;
/**
* Compressed diagonal storage (CDS) matrix
*/
public class CompDiagMatrix extends AbstractMatrix {
/**
* The diagonals
*/
double[][] diag;
/**
* Indices to the start of the diagonal, relative to the main diagonal.
* Positive means the number of diagonals shifted up, while negative is the
* number of diagonals shifted down
*/
int[] ind;
/**
* Constructor for CompDiagMatrix.
*
* @param r
* Reader to get sparse matrix from
*/
public CompDiagMatrix(MatrixVectorReader r) throws IOException {
// Start with a zero-sized matrix
super(0, 0);
// Get matrix information. Use the header if present, else use a safe
// default
MatrixInfo info = null;
if (r.hasInfo())
info = r.readMatrixInfo();
else
info = new MatrixInfo(true, MatrixInfo.MatrixField.Real,
MatrixInfo.MatrixSymmetry.General);
MatrixSize size = r.readMatrixSize(info);
// Resize the matrix to correct size
numRows = size.numRows();
numColumns = size.numColumns();
// Check that the matrix is in an acceptable format
if (info.isPattern())
throw new UnsupportedOperationException(
"Pattern matrices are not supported");
if (info.isDense())
throw new UnsupportedOperationException(
"Dense matrices are not supported");
if (info.isComplex())
throw new UnsupportedOperationException(
"Complex matrices are not supported");
// Start reading entries
int[] row = new int[size.numEntries()], column = new int[size
.numEntries()];
double[] entry = new double[size.numEntries()];
r.readCoordinate(row, column, entry);
// Shift the indices from 1 based to 0 based
r.add(-1, row);
r.add(-1, column);
// Find all the diagonals so that we can preallocate
Set diags = new TreeSet();
for (int i = 0; i < size.numEntries(); ++i)
diags.add(getDiagonal(row[i], column[i]));
if (info.isSymmetric() || info.isSkewSymmetric())
for (int i = 0; i < size.numEntries(); ++i)
if (row[i] != column[i])
diags.add(getDiagonal(column[i], row[i]));
// Convert into an integer array
int[] ind = new int[diags.size()];
{
Integer[] ints = new Integer[diags.size()];
diags.toArray(ints);
for (int i = 0; i < diags.size(); ++i)
ind[i] = ints[i];
}
// Create the structure with preallocation
construct(ind);
// Insert the entries
for (int i = 0; i < size.numEntries(); ++i)
set(row[i], column[i], entry[i]);
// Put in missing entries from symmetry or skew symmetry
if (info.isSymmetric())
for (int i = 0; i < size.numEntries(); ++i) {
if (row[i] != column[i])
set(column[i], row[i], entry[i]);
}
else if (info.isSkewSymmetric())
for (int i = 0; i < size.numEntries(); ++i) {
if (row[i] != column[i])
set(column[i], row[i], -entry[i]);
}
}
/**
* Creates a new sparse matrix with the given diagonals preallocated. A
* negative index is a subdiagonal, positive is superdiagonal.
*/
public CompDiagMatrix(int numRows, int numColumns, int[] diagonal) {
super(numRows, numColumns);
construct(diagonal);
}
private void construct(int[] diagonal) {
diag = new double[diagonal.length][];
ind = new int[diagonal.length];
// Keep the diagonal indices sorted
int[] sortedDiagonal = new int[diagonal.length];
System.arraycopy(diagonal, 0, sortedDiagonal, 0, diagonal.length);
Arrays.sort(sortedDiagonal);
for (int i = 0; i < diagonal.length; ++i) {
ind[i] = sortedDiagonal[i];
diag[i] = new double[getDiagSize(sortedDiagonal[i])];
}
}
/**
* Creates a new sparse matrix without preallocation.
*/
public CompDiagMatrix(int numRows, int numColumns) {
this(numRows, numColumns, new int[0]);
}
/**
* Creates a new sparse matrix copied from the given matrix. Can take a deep
* copy or a shallow copy. For the latter, the supplied matrix must be a
* CompDiagMatrix. Preallocation is also possible, but is only used for the
* deep copy.
*/
public CompDiagMatrix(Matrix A, int[] diagonal, boolean deep) {
super(A);
if (deep) {
construct(diagonal);
set(A);
} else {
CompDiagMatrix Ac = (CompDiagMatrix) A;
diag = Ac.getDiagonals();
ind = Ac.getIndex();
}
}
/**
* Creates a new sparse matrix copied from the given matrix. Takes a deep
* copy, with possibility to specify preallocation.
*/
public CompDiagMatrix(Matrix A, int[] diagonal) {
this(A, diagonal, true);
}
/**
* Creates a new sparse matrix copied from the given matrix. Can take a deep
* copy or a shallow copy. For the latter, the supplied matrix must be a
* CompDiagMatrix. No preallocation is done.
*/
public CompDiagMatrix(Matrix A, boolean deep) {
this(A, new int[0], deep);
}
/**
* Creates a new sparse matrix copied from the given matrix. Takes a deep
* copy without preallocation.
*/
public CompDiagMatrix(Matrix A) {
this(A, new int[0], true);
}
/**
* Returns the internal diagonal storage.
*/
public double[][] getDiagonals() {
return diag;
}
/**
* Returns the diagonal offsets.
*/
public int[] getIndex() {
return ind;
}
@Override
public void add(int row, int column, double value) {
check(row, column);
int diagonal = getCompDiagIndex(row, column);
diag[diagonal][getOnDiagIndex(row, column)] += value;
}
@Override
public double get(int row, int column) {
check(row, column);
int diagonal = Arrays.binarySearch(ind, getDiagonal(row, column));
if (diagonal >= 0)
return diag[diagonal][getOnDiagIndex(row, column)];
else
return 0;
}
@Override
public void set(int row, int column, double value) {
check(row, column);
int diagonal = getCompDiagIndex(row, column);
diag[diagonal][getOnDiagIndex(row, column)] = value;
}
private static int getDiagonal(int row, int column) {
return column - row;
}
private static int getOnDiagIndex(int row, int column) {
return row > column ? column : row;
}
private int getCompDiagIndex(int row, int column) {
int diagonal = getDiagonal(row, column);
// Check if the diagonal is already present
int index = no.uib.cipr.matrix.sparse.Arrays.binarySearchGreater(ind,
diagonal);
if (index < ind.length && ind[index] == diagonal)
return index;
// Need to allocate new diagonal. Get the diagonal size
int size = getDiagSize(diagonal);
// Allocate new primary structure
double[] newDiag = new double[size];
double[][] newDiagArray = new double[diag.length + 1][];
int[] newInd = new int[ind.length + 1];
// Move data from the old into the new structure
System.arraycopy(ind, 0, newInd, 0, index);
System.arraycopy(ind, index, newInd, index + 1, ind.length - index);
for (int i = 0; i < index; ++i)
newDiagArray[i] = diag[i];
for (int i = index; i < diag.length; ++i)
newDiagArray[i + 1] = diag[i];
newInd[index] = diagonal;
newDiagArray[index] = newDiag;
// Update pointers
ind = newInd;
diag = newDiagArray;
return index;
}
/**
* Finds the size of the requested diagonal to be allocated
*/
private int getDiagSize(int diagonal) {
if (diagonal < 0)
return Math.min(numRows + diagonal, numColumns);
else
return Math.min(numRows, numColumns - diagonal);
}
@Override
public Matrix copy() {
return new CompDiagMatrix(this, ind);
}
@Override
public Matrix zero() {
for (int i = 0; i < diag.length; ++i)
Arrays.fill(diag[i], 0);
return this;
}
@Override
public Vector mult(Vector x, Vector y) {
if (!(x instanceof DenseVector) || !(y instanceof DenseVector))
return super.mult(x, y);
checkMultAdd(x, y);
double[] xd = ((DenseVector) x).getData();
double[] yd = ((DenseVector) y).getData();
y.zero();
for (int i = 0; i < ind.length; ++i) {
int row = ind[i] < 0 ? -ind[i] : 0;
int column = ind[i] > 0 ? ind[i] : 0;
double[] locDiag = diag[i];
for (int j = 0; j < locDiag.length; ++j, ++row, ++column)
yd[row] += locDiag[j] * xd[column];
}
return y;
}
@Override
public Vector multAdd(double alpha, Vector x, Vector y) {
if (!(x instanceof DenseVector) || !(y instanceof DenseVector))
return super.multAdd(alpha, x, y);
checkMultAdd(x, y);
double[] xd = ((DenseVector) x).getData();
double[] yd = ((DenseVector) y).getData();
for (int i = 0; i < ind.length; ++i) {
int row = ind[i] < 0 ? -ind[i] : 0;
int column = ind[i] > 0 ? ind[i] : 0;
double[] locDiag = diag[i];
for (int j = 0; j < locDiag.length; ++j, ++row, ++column)
yd[row] += alpha * locDiag[j] * xd[column];
}
return y;
}
@Override
public Vector transMultAdd(double alpha, Vector x, Vector y) {
if (!(x instanceof DenseVector) || !(y instanceof DenseVector))
return super.transMultAdd(alpha, x, y);
checkTransMultAdd(x, y);
double[] xd = ((DenseVector) x).getData();
double[] yd = ((DenseVector) y).getData();
for (int i = 0; i < ind.length; ++i) {
int row = ind[i] < 0 ? -ind[i] : 0;
int column = ind[i] > 0 ? ind[i] : 0;
double[] locDiag = diag[i];
for (int j = 0; j < locDiag.length; ++j, ++row, ++column)
yd[column] += alpha * locDiag[j] * xd[row];
}
return y;
}
@Override
public Iterator iterator() {
return new CompDiagMatrixIterator();
}
/**
* Iterator over a compressed diagonal matrix
*/
private final class CompDiagMatrixIterator implements Iterator {
private int diagonal, index;
private CompDiagMatrixEntry entry = new CompDiagMatrixEntry();
public boolean hasNext() {
return diagonal < diag.length;
}
public MatrixEntry next() {
entry.update(diagonal, index);
// Move along current diagonal
if (index < diag[diagonal].length - 1)
index++;
// Move to the next diagonal
else {
diagonal++;
index = 0;
}
return entry;
}
public void remove() {
entry.set(0);
}
}
/**
* Entry of a compressed diagonal matrix
*/
private final class CompDiagMatrixEntry implements MatrixEntry {
private int diagonal, index;
public void update(int diagonal, int index) {
this.diagonal = diagonal;
this.index = index;
}
public int row() {
return index + (ind[diagonal] < 0 ? -ind[diagonal] : 0);
}
public int column() {
return index + (ind[diagonal] > 0 ? ind[diagonal] : 0);
}
public double get() {
return diag[diagonal][index];
}
public void set(double value) {
diag[diagonal][index] = value;
}
}
}
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