Matrix.h

SUBMITTED BY: Laka

DATE: May 19, 2016, 7:16 a.m.

FORMAT: C++

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  1. /* matrix.h : header file for matrix routines.*/
  3. #ifndef MATRIX_HEADER_IN
  4. #define MATRIX_HEADER_IN
  5. /* The basic matrix structure */
  6. #define TOL 1e-10
  7. #define VEC M[0]
  9. typedef struct
  10. { int vec;long r,c,mem,original_r,original_c;double **M,*V;} matrix;
  12. extern matrix null_mat;
  14. /* The user routines */
  16. void mtest(void);
  17. void mcopy(matrix *A,matrix *B);
  18. void sort(matrix);
  19. long rank(matrix a);
  20. matrix initmat(long rows,long cols);
  21. void freemat(matrix A);
  22. long fsafewrite(double *ptr,size_t size,long n,FILE *stream);
  23. long fsaferead(double *ptr,size_t size,long n,FILE *stream);
  24. void dumpmat(matrix M,char *filename);
  25. void readmat(matrix *M,char *filename);
  26. matrix vecmult(matrix A,matrix x,int t);
  27. void vmult(matrix *A,matrix *b,matrix *c,int t);
  28. void matmult(matrix C,matrix A,matrix B,int tA,int tB);
  29. void multi(int n,matrix C, ...);
  30. double trace(matrix *A);
  31. void mad(matrix C,matrix A,matrix B,double mA,double mB);
  32. void invert(matrix *a);
  33. void bicholeskisolve(matrix *A,matrix *B,matrix *l0,matrix *l1);
  34. double triTrInvLL(matrix *l0,matrix *l1);
  35. void tricholeski(matrix *T,matrix *l0,matrix *l1);
  36. void choleski(matrix A,matrix L,int invert,int invout);
  37. int chol(matrix A,matrix L,int invert,int invout);
  38. matrix choleskiupdate(matrix L,matrix a);
  39. void choleskir1ud(matrix L,matrix u,double alpha);
  40. void choleskisolve(matrix L,matrix z,matrix y);
  41. double dot(matrix a,matrix b);
  42. double enorm(matrix d);
  43. double matrixnorm(matrix M);
  44. double m1norm(matrix M);
  45. double condition(matrix a);
  46. void householder(matrix *u,matrix a,matrix b,long t1);
  47. void Hmult(matrix C,matrix u);
  48. void HQmult(matrix C,matrix U,int p,int t);
  49. void QT(matrix Q,matrix A,int Qfull);
  50. void InvertTriangular(matrix *R);
  51. void Rsolv(matrix *R,matrix *p,matrix *y);
  52. int QR(matrix *Q,matrix *R);
  53. void UTU(matrix *T,matrix *U);
  54. void bidiag(matrix *A,matrix *wl,matrix *ws,matrix *V);
  55. void OrthoMult(matrix *Q,matrix *A,int off,int rows,int t,int pre,int o_pre);
  56. void root(matrix *M,matrix *C,double tol);
  57. void symproduct(matrix A,matrix B,matrix C,int trace,int chol);
  58. matrix getmask(int *index,int smalln,int bign);
  59. void gettextmatrix(matrix M,char *name);
  60. void matrixintegritycheck(void);
  61. double variance(matrix a);
  62. double cov(matrix a,matrix b);
  63. double corr(matrix a,matrix b);
  64. double acf(matrix s,int lag);
  65. double absdev(matrix a);
  66. double mean(matrix a);
  67. void leastsq(matrix A,matrix p,matrix y,matrix w);
  68. long alias(matrix X,long *aliased,double tol);
  69. void notinv(matrix J,matrix K,matrix B);
  70. void printmat(matrix A,char *fmt);
  71. double pythag(double a,double b);
  72. void svd(matrix *a,matrix *w,matrix *v);
  73. void svdLS(matrix A,matrix p,matrix y,double tol);
  74. void suminvert(matrix A,matrix B,matrix U,matrix W);
  75. void specd(matrix U,matrix W);
  76. void updateLS(matrix T,matrix z,matrix x,double y,double w);
  77. void fullLS(matrix A,matrix p,matrix y,matrix w,matrix T,matrix zo,int TZout);
  78. void rtsolve(matrix T,matrix p,matrix z);
  79. long pinv(matrix *A,double trunc);
  80. matrix svdroot(matrix A,double reltol);
  81. #endif
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