355 lines
12 KiB
C++
355 lines
12 KiB
C++
/********************************************************
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* ██████╗ ██████╗████████╗██╗
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* ██╔════╝ ██╔════╝╚══██╔══╝██║
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* ██║ ███╗██║ ██║ ██║
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* ██║ ██║██║ ██║ ██║
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* ╚██████╔╝╚██████╗ ██║ ███████╗
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* ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝
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* Geophysical Computational Tools & Library (GCTL)
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*
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* Copyright (c) 2023 Yi Zhang (yizhang-geo@zju.edu.cn)
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*
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* GCTL is distributed under a dual licensing scheme. You can redistribute
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* it and/or modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation, either version 2
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* of the License, or (at your option) any later version. You should have
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* received a copy of the GNU Lesser General Public License along with this
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* program. If not, see <http://www.gnu.org/licenses/>.
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*
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* If the terms and conditions of the LGPL v.2. would prevent you from using
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* the GCTL, please consider the option to obtain a commercial license for a
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* fee. These licenses are offered by the GCTL's original author. As a rule,
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* licenses are provided "as-is", unlimited in time for a one time fee. Please
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* send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget
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* to include some description of your company and the realm of its activities.
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* Also add information on how to contact you by electronic and paper mail.
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******************************************************/
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#ifndef _GCTL_LINEAR_ALGEBRA_H
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#define _GCTL_LINEAR_ALGEBRA_H
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#ifdef GCTL_OPENMP
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#include "omp.h"
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#endif // GCTL_OPENMP
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#ifdef GCTL_OPENBLAS
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#include "cblas.h"
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#endif // GCTL_OPENBLAS
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#include "../core/matrix.h"
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namespace gctl
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{
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/**
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* @brief Set values of an array's members to a given value. x .= c.
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*
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* @param x The input/output array.
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* @param c The input value.
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*/
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void vecset(_1d_array &x, double c);
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/**
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* @brief Set values of an array's members to a given value. x .= c.
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*
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* @param x The input/output array.
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* @param c The input value.
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*/
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void vecset(_1cd_array &x, std::complex<double> c);
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/**
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* @brief Copy values of an array to another with conjugate values
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*
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* @param x The input/output array.
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* @param c The input value.
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*/
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void vecconj(_1cd_array &x, const _1cd_array &y);
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/**
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* @brief Copy values of an array to another. x = c.*y.
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*
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* @param x The input/output array.
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* @param y The source array.
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* @param c Multiplier of the source array. The default value is 1.0.
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*/
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void veccpy(_1d_array &x, const _1d_array &y, double c = 1.0);
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/**
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* @brief Copy values of an array to another. x = c.*y.
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*
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* @param x The input/output array.
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* @param y The source array.
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* @param c Multiplier of the source array.
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*/
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void veccpy(_1cd_array &x, const _1cd_array &y, std::complex<double> c);
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/**
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* @brief Calculate the sum of two input arrays. a = t.*b + p.*c.
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*
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* @param a The output array.
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* @param b The input array.
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* @param c The input array.
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* @param t Multiplier of b. The default value is 1.0.
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* @param p MUltiplier of c. The default value is 1.0.
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*/
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void vecadd(_1d_array &a, const _1d_array &b, const _1d_array &c, double t = 1.0, double p = 1.0);
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/**
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* @brief Calculate the sum of two input arrays. a = t.*b + p.*c.
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*
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* @param a The output array.
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* @param b The input array.
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* @param c The input array.
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* @param t Multiplier of b.
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* @param p MUltiplier of c.
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*/
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void vecadd(_1cd_array &a, const _1cd_array &b, const _1cd_array &c, std::complex<double> t, std::complex<double> p);
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/**
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* @brief Calculate the difference of two input arrays. a = t.*b - p.*c.
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*
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* @param a The output array.
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* @param b The input array.
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* @param c The input array.
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* @param t Multiplier of b. The default value is 1.0.
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* @param p MUltiplier of c. The default value is 1.0.
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*/
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void vecdiff(_1d_array &a, const _1d_array &b, const _1d_array &c, double t = 1.0, double p = 1.0);
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/**
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* @brief Calculate the difference of two input arrays. a = t.*b - p.*c.
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*
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* @param a The output array.
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* @param b The input array.
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* @param c The input array.
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* @param t Multiplier of b. The default value is 1.0.
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* @param p MUltiplier of c. The default value is 1.0.
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*/
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void vecdiff(_1cd_array &a, const _1cd_array &b, const _1cd_array &c, std::complex<double> t, std::complex<double> p);
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/**
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* @brief Calculate the element-wise products of the two input array. a = t.*b.*c.
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*
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* @param a The output array.
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* @param b The input array.
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* @param c The input array.
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* @param t Multiplier of the output array. The default value is 1.0.
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*/
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void vecmul(_1d_array &a, const _1d_array &b, const _1d_array &c, double t = 1.0);
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/**
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* @brief Calculate the element-wise divisions of the two input array. a = t.*b./c.
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*
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* @param a The output array.
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* @param b The input array.
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* @param c The input array.
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* @param t Multiplier of the output array. The default value is 1.0.
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*/
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void vecdiv(_1d_array &a, const _1d_array &b, const _1d_array &c, double t = 1.0);
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/**
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* @brief Scale the input/output array. x = c.*x.
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*
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* @param x The input/output array.
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* @param c The input value.
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*/
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void vecscale(_1d_array &x, double c);
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/**
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* @brief Append the source array to the output array. x += c.*b.
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*
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* @param x The input/output array.
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* @param b The input/source array.
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* @param c Multiplier of the output array. The default value is 1.0.
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*/
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void vecapp(_1d_array &x, const _1d_array &b, double c = 1.0);
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/**
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* @brief Append the source array to the output array. x += c.*b.
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*
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* @param x The input/output array.
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* @param b The input/source array.
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* @param c Multiplier of the output array.
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*/
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void vecapp(_1cd_array &x, const _1cd_array &b, std::complex<double> c);
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/**
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* @brief Subtract the source array from the output array. x -= c.*b.
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*
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* @param x The input/output array.
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* @param b The input/source array.
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* @param c Multiplier of the output array. The default value is 1.0.
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*/
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void vecsub(_1d_array &x, const _1d_array &b, double c = 1.0);
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/**
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* @brief Subtract the source array from the output array. x -= c.*b.
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*
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* @param x The input/output array.
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* @param b The input/source array.
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* @param c Multiplier of the output array.
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*/
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void vecsub(_1cd_array &x, const _1cd_array &b, std::complex<double> c);
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/**
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* @brief Set lower bound of the input/output array. x = min(x, l).
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*
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* @param x The input/output array.
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* @param l The lower bound array.
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*/
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void vecbtm(_1d_array &x, const _1d_array &l);
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/**
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* @brief Set upper bound of the input/output array. x = max(x, h).
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*
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* @param x The input/output array.
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* @param h The upper bound array.
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*/
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void vectop(_1d_array &x, const _1d_array &h);
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/**
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* @brief Calculate the product of a matrix and a vector. r = m * v or r = m^T * v.
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*
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* @param r The output array.
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* @param m The input matrix.
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* @param v The input vector.
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* @param trans Transports the input matrix or not.
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*/
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void matvec(_1d_array &r, const _2d_matrix &m, const _1d_array &v, matrix_layout_e trans = NoTrans);
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/**
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* @brief Calculate the product of two matrixes. r = m * v, r = m^T * v, r = m * v^T or r = m^T * v^T.
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*
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* @param r The output matrix.
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* @param m The input matrix.
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* @param v The input matrix.
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* @param m_trans Transports the m matrix or not.
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* @param v_trans Transports the v matrix or not.
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*/
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void matmat(_2d_matrix &r, const _2d_matrix &m, const _2d_matrix &v, matrix_layout_e m_trans = NoTrans, matrix_layout_e v_trans = NoTrans);
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/**
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* @brief Append vectors to an exciting matrix. r += v in a row-wise or column-wise fashion.
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*
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* @param r Input/Output matrix
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* @param v Input array
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* @param odr Calculating direction
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*/
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void matapp(_2d_matrix &r, const _1d_array &v, matrix_order_e odr = RowMajor);
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/**
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* @brief Calculate the difference of two matrixes. r = m - v
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*
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* @param r The output matrix.
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* @param m The input matrix.
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* @param v The input matrix.
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*/
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void matdiff(_2d_matrix &r, const _2d_matrix &m, const _2d_matrix &v);
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/**
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* @brief Calculate the product of a matrix and a vector. r = m * v or r = m^T * v.
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*
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* @param r The output array.
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* @param m The input matrix.
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* @param v The input vector.
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* @param trans Transports the input matrix or not.
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* @param conj Conjugates the input matrix or not.
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*/
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void matvec(_1cd_array &r, const _2cd_matrix &m, const _1cd_array &v, matrix_layout_e trans = NoTrans, conjugate_type_e conj = NoConj);
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/**
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* @brief Generate a set of orthogonal arrays.
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*
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* @param a The input random array.
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* @param e The output orthogonal arrays.
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* @param a_s Size of the orthogonal set.
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*/
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void schmidt_orthogonal(const _1d_array &a, _1d_array &e, size_t a_s);
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/**
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* @brief Check validity of the input box arrays. h > l.
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*
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* @param h The input upper bound array.
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* @param l The input lower bound array.
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* @return true The input box arrays are valid.
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* @return false The input box arrays are not valid.
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*/
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bool veccheckbox(const _1d_array &h, const _1d_array &l);
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/**
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* @brief Check if elements of the input array are all positive.
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*
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* @param a The input array.
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* @return true All elements are positive.
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* @return false Not all elements are positive.
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*/
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bool veccheckpos(const _1d_array &a);
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/**
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* @brief Check if elements of the input array are valid.
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*
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* @param a The input array.
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* @return true All elements are valid.
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* @return false Not all elements are valid.
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*/
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bool vecvalid(const _1d_array &a);
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/**
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* @brief Check if elements of the input array are valid.
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*
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* @param a The input array.
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* @return true All elements are valid.
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* @return false Not all elements are valid.
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*/
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bool vecvalid(const _1cd_array &a);
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/**
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* @brief Calculate the dot product of two input arrays.
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*
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* @param b The input array.
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* @param c The input array.
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* @return The dot product.
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*/
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double vecdot(const _1d_array &b, const _1d_array &c);
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/**
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* @brief Calculate the dot product of two input arrays.
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*
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* @param a The input array.
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* @param b The input array.
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* @return The dot product.
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*/
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std::complex<double> vecdot(const _1cd_array &a, const _1cd_array &b);
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/**
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* @brief Calculate the inner product of two input arrays.
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*
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* @param a The input array.
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* @param b The input array.
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* @return The dot product.
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*/
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std::complex<double> vecinner(const _1cd_array &a, const _1cd_array &b);
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/**
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* @brief Calculate the running average value.
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*
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* @param old_mean Old average value.
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* @param old_count Old calculating counts.
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* @param new_input New input value.
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* @return New average value.
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*/
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double dynamic_average(double old_mean, size_t old_count, double new_input);
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/**
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* @brief Calculate the running standard deviation value.
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*
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* @param old_stddev Old standard deviation value.
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* @param old_count Old calculating counts.
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* @param old_mean Old averaging value.
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* @param new_input New input value.
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* @param new_mean New output averaging value.
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* @return New standard deviation value.
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*/
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double dynamic_stddev(double old_stddev, size_t old_count, double old_mean, double new_input, double &new_mean);
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};
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#endif // _GCTL_LINEAR_ALGEBRA_H
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