Matrix.hpp

// Unfit: Data fitting and optimization software
//
// Copyright (C) 2012- Dr Martin Buist & Dr Alberto Corrias
// Contacts: martin.buist _at_ nus.edu.sg; alberto _at_ nus.edu.sg
//
// See the 'Contributors' file for a list of those who have contributed
// to this work.
//
// This program 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.
//
// This program 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 this program.  If not, see <http://www.gnu.org/licenses/>.
//
#ifndef UNFIT_INCLUDE_MATRIX_HPP_
#define UNFIT_INCLUDE_MATRIX_HPP_

#include <vector>

namespace Unfit
{
class Matrix
{
 public:
  Matrix();

  Matrix(std::size_t num_rows, std::size_t num_cols, double the_value);

  Matrix(std::size_t num_rows, std::size_t num_cols,
      const std::vector<double> &the_values);

  void Assign(std::size_t num_rows, std::size_t num_cols, double the_value);

  void Assign(std::size_t num_rows, std::size_t num_cols,
    const std::vector<double> &matrix_values);

  double GetValue(std::size_t row, std::size_t col) const noexcept;

  void SetValue(std::size_t row, std::size_t col, double the_value);

  std::size_t GetNumberOfColumns() const noexcept;

  std::size_t GetNumberOfRows() const noexcept;

  std::size_t Size() const noexcept;

  bool Empty() const noexcept;

  void AddConstantToDiagonal(double value, std::size_t offset = 0,
      bool upper_triangle = true);

  std::vector<double> values_;

 private:
  std::size_t number_of_rows_;
  std::size_t number_of_columns_;
};

// Here are some functions that operate on matrices and vectors that we need.
// For simplicity these have all been collected here.

std::vector<double> InnerProduct(const Matrix &m, const std::vector<double> &v);

double InnerProduct(const std::vector<double> &v1,
    const std::vector<double> &v2);

Matrix InnerProduct(const Matrix &m, bool transpose);

std::vector<double> Scale(const std::vector<double> &v,
    const double scale_factor);

std::vector<double> AddSubtractVectors(const std::vector<double> &v1,
    const std::vector<double> &v2, const bool isadd = true);

std::vector<double> AddScaleVectors(const std::vector<double> &v1,
    const std::vector<double> &v2, const double scale_factor);

Matrix Transpose(Matrix &m);

double FindL2NormOfVector(const std::vector<double> &v);

double SumOfSquares(const std::vector<double> &v);

double MaxDiagonalMat(const Matrix &m);

}  // namespace Unfit

#endif