/* ============================================================================== This file is part of the JUCE library. Copyright (c) 2017 - ROLI Ltd. JUCE is an open source library subject to commercial or open-source licensing. By using JUCE, you agree to the terms of both the JUCE 5 End-User License Agreement and JUCE 5 Privacy Policy (both updated and effective as of the 27th April 2017). End User License Agreement: www.juce.com/juce-5-licence Privacy Policy: www.juce.com/juce-5-privacy-policy Or: You may also use this code under the terms of the GPL v3 (see www.gnu.org/licenses). JUCE IS PROVIDED "AS IS" WITHOUT ANY WARRANTY, AND ALL WARRANTIES, WHETHER EXPRESSED OR IMPLIED, INCLUDING MERCHANTABILITY AND FITNESS FOR PURPOSE, ARE DISCLAIMED. ============================================================================== */ namespace juce { namespace dsp { template Matrix Matrix::identity (size_t size) { Matrix result (size, size); for (size_t i = 0; i < size; ++i) result(i, i) = 1; return result; } template Matrix Matrix::toeplitz (const Matrix& vector, size_t size) { jassert (vector.isOneColumnVector()); jassert (size <= vector.rows); Matrix result (size, size); for (size_t i = 0; i < size; ++i) result (i, i) = vector (0, 0); for (size_t i = 1; i < size; ++i) for (size_t j = i; j < size; ++j) result (j, j - i) = result (j - i, j) = vector (i, 0); return result; } template Matrix Matrix::hankel (const Matrix& vector, size_t size, size_t offset) { jassert(vector.isOneColumnVector()); jassert(vector.rows >= (2 * (size - 1) + 1)); Matrix result (size, size); for (size_t i = 0; i < size; ++i) result (i, i) = vector ((2 * i) + offset, 0); for (size_t i = 1; i < size; ++i) for (size_t j = i; j < size; ++j) result (j, j - i) = result (j - i, j) = vector (i + 2 * (j - i) + offset, 0); return result; } //============================================================================== template Matrix& Matrix::swapColumns (size_t columnOne, size_t columnTwo) noexcept { jassert (columnOne < columns && columnTwo < columns); auto* p = data.getRawDataPointer(); for (size_t i = 0; i < rows; ++i) { auto offset = dataAcceleration.getUnchecked (static_cast (i)); std::swap (p[offset + columnOne], p[offset + columnTwo]); } return *this; } template Matrix& Matrix::swapRows (size_t rowOne, size_t rowTwo) noexcept { jassert (rowOne < rows && rowTwo < rows); auto offset1 = rowOne * columns; auto offset2 = rowTwo * columns; auto* p = data.getRawDataPointer(); for (size_t i = 0; i < columns; ++i) std::swap (p[offset1 + i], p[offset2 + i]); return *this; } //============================================================================== template Matrix Matrix::operator* (const Matrix& other) const { auto n = getNumRows(), m = other.getNumColumns(), p = getNumColumns(); Matrix result (n, m); jassert (p == other.getNumRows()); size_t offsetMat = 0, offsetlhs = 0; auto* dst = result.getRawDataPointer(); auto* a = getRawDataPointer(); auto* b = other.getRawDataPointer(); for (size_t i = 0; i < n; ++i) { size_t offsetrhs = 0; for (size_t k = 0; k < p; ++k) { auto ak = a[offsetlhs++]; for (size_t j = 0; j < m; ++j) dst[offsetMat + j] += ak * b[offsetrhs + j]; offsetrhs += m; } offsetMat += m; } return result; } //============================================================================== template bool Matrix::compare (const Matrix& a, const Matrix& b, ElementType tolerance) noexcept { if (a.rows != b.rows || a.columns != b.columns) return false; tolerance = std::abs (tolerance); auto* bPtr = b.begin(); for (auto aValue : a) if (std::abs (aValue - *bPtr++) > tolerance) return false; return true; } //============================================================================== template bool Matrix::solve (Matrix& b) const noexcept { auto n = columns; jassert (n == n && n == b.rows && b.isOneColumnVector()); auto* x = b.getRawDataPointer(); const auto& A = *this; switch (n) { case 1: { auto denominator = A (0,0); if (denominator == 0) return false; b (0, 0) /= denominator; } break; case 2: { auto denominator = A (0, 0) * A (1, 1) - A (0, 1) * A (1, 0); if (denominator == 0) return false; auto factor = (1 / denominator); auto b0 = x[0], b1 = x[1]; x[0] = factor * (A (1, 1) * b0 - A (0, 1) * b1); x[1] = factor * (A (0, 0) * b1 - A (1, 0) * b0); } break; case 3: { auto denominator = A (0, 0) * (A (1, 1) * A (2, 2) - A (1, 2) * A (2, 1)) + A (0, 1) * (A (1, 2) * A (2, 0) - A (1, 0) * A (2, 2)) + A (0, 2) * (A (1, 0) * A (2, 1) - A (1, 1) * A (2, 0)); if (denominator == 0) return false; auto factor = 1 / denominator; auto b0 = x[0], b1 = x[1], b2 = x[2]; x[0] = ( ( A (0, 1) * A (1, 2) - A (0, 2) * A (1, 1)) * b2 + (-A (0, 1) * A (2, 2) + A (0, 2) * A (2, 1)) * b1 + ( A (1, 1) * A (2, 2) - A (1, 2) * A (2, 1)) * b0) * factor; x[1] = -( ( A (0, 0) * A (1, 2) - A (0, 2) * A (1, 0)) * b2 + (-A (0, 0) * A (2, 2) + A (0, 2) * A (2, 0)) * b1 + ( A (1, 0) * A (2, 2) - A (1, 2) * A (2, 0)) * b0) * factor; x[2] = ( ( A (0, 0) * A (1, 1) - A (0, 1) * A (1, 0)) * b2 + (-A (0, 0) * A (2, 1) + A (0, 1) * A (2, 0)) * b1 + ( A (1, 0) * A (2, 1) - A (1, 1) * A (2, 0)) * b0) * factor; } break; default: { Matrix M (A); for (size_t j = 0; j < n; ++j) { if (M (j, j) == 0) { auto i = j; while (i < n && M (i, j) == 0) ++i; if (i == n) return false; for (size_t k = 0; k < n; ++k) M (j, k) += M (i, k); x[j] += x[i]; } auto t = 1 / M (j, j); for (size_t k = 0; k < n; ++k) M (j, k) *= t; x[j] *= t; for (size_t k = j + 1; k < n; ++k) { auto u = -M (k, j); for (size_t l = 0; l < n; ++l) M (k, l) += u * M (j, l); x[k] += u * x[j]; } } for (int k = static_cast (n) - 2; k >= 0; --k) for (size_t i = static_cast (k) + 1; i < n; ++i) x[k] -= M (static_cast (k), i) * x[i]; } } return true; } //============================================================================== template String Matrix::toString() const { StringArray entries; int sizeMax = 0; auto* p = data.begin(); for (size_t i = 0; i < rows; ++i) { for (size_t j = 0; j < columns; ++j) { String entry (*p++, 4); sizeMax = jmax (sizeMax, entry.length()); entries.add (entry); } } sizeMax = ((sizeMax + 1) / 4 + 1) * 4; MemoryOutputStream result; auto n = static_cast (entries.size()); for (size_t i = 0; i < n; ++i) { result << entries[(int) i].paddedRight (' ', sizeMax); if (i % columns == (columns - 1)) result << newLine; } return result.toString(); } template class Matrix; template class Matrix; } // namespace dsp } // namespace juce