gbl::BorderedBandMatrix Class Reference

(Symmetric) Bordered Band Matrix. More...

#include <BorderedBandMatrix.h>

Public Member Functions
void	addBlockMatrix (double aWeight, const std::vector< unsigned int > *anIndex, const std::vector< double > *aVector)
	Add symmetric block matrix. More...
void	addBlockMatrix (double aWeight, unsigned int nSimple, unsigned int *anIndex, double *aVector)
	Add symmetric block matrix. More...
	BorderedBandMatrix ()
	Create bordered band matrix. More...
Eigen::MatrixXd	getBlockMatrix (const std::vector< unsigned int > anIndex) const
	Retrieve symmetric block matrix. More...
Eigen::MatrixXd	getBlockMatrix (unsigned int aSize, unsigned int *anIndex) const
	Retrieve symmetric block matrix. More...
void	printMatrix () const
	Print bordered band matrix. More...
void	resize (unsigned int nSize, unsigned int nBorder=1, unsigned int nBand=5)
	Resize bordered band matrix. More...
void	solveAndInvertBorderedBand (const VVector &aRightHandSide, VVector &aSolution)
	Solve linear equation system, partially calculate inverse. More...
virtual	~BorderedBandMatrix ()

Private Member Functions
VMatrix	bandOfAVAT (const VMatrix &anArray, const VSymMatrix &aSymArray) const
	Calculate band part of: 'anArray * aSymArray * anArray.T'. More...
void	decomposeBand ()
	(root free) Cholesky decomposition of band part: C=LDL^T More...
VMatrix	invertBand ()
	Invert band part. More...
VVector	solveBand (const VVector &aRightHandSide) const
	Solve for band part. More...
VMatrix	solveBand (const VMatrix &aRightHandSide) const
	solve band part for mixed part (border rows). More...

Private Attributes
unsigned int	numBand
	Band width. More...
unsigned int	numBorder
	Border size. More...
unsigned int	numCol
	Band matrix size. More...
unsigned int	numSize
	Matrix size. More...
VMatrix	theBand
	Band part. More...
VSymMatrix	theBorder
	Border part. More...
VMatrix	theMixed
	Mixed part. More...

Detailed Description

(Symmetric) Bordered Band Matrix.

Separate storage of border, mixed and band parts (as vector<double>).

*  Example for matrix size=8 with border size and band width of two
*
*     +-                                 -+
*     |  B11 B12 M13 M14 M15 M16 M17 M18  |
*     |  B12 B22 M23 M24 M25 M26 M27 M28  |
*     |  M13 M23 C33 C34 C35  0.  0.  0.  |
*     |  M14 M24 C34 C44 C45 C46  0.  0.  |
*     |  M15 M25 C35 C45 C55 C56 C57  0.  |
*     |  M16 M26  0. C46 C56 C66 C67 C68  |
*     |  M17 M27  0.  0. C57 C67 C77 C78  |
*     |  M18 M28  0.  0.  0. C68 C78 C88  |
*     +-                                 -+
*
*  Is stored as::
*
*     +-         -+     +-                         -+
*     |  B11 B12  |     |  M13 M14 M15 M16 M17 M18  |
*     |  B12 B22  |     |  M23 M24 M25 M26 M27 M28  |
*     +-         -+     +-                         -+
*
*                       +-                         -+
*                       |  C33 C44 C55 C66 C77 C88  |
*                       |  C34 C45 C56 C67 C78  0.  |
*                       |  C35 C46 C57 C68  0.  0.  |
*                       +-                         -+
*

Definition at line 76 of file BorderedBandMatrix.h.

Constructor & Destructor Documentation

gbl::BorderedBandMatrix::BorderedBandMatrix

(

)

Create bordered band matrix.

Definition at line 37 of file BorderedBandMatrix.cc.

                                         :
    numSize(0), numBorder(0), numBand(0), numCol(0) {
  }

gbl::BorderedBandMatrix::~BorderedBandMatrix ( )

virtual

Definition at line 41 of file BorderedBandMatrix.cc.

                                          {
  }

Member Function Documentation

void gbl::BorderedBandMatrix::addBlockMatrix	(	double	aWeight,
		const std::vector< unsigned int > *	anIndex,
		const std::vector< double > *	aVector
	)

Add symmetric block matrix.

Add (extended) block matrix defined by 'aVector * aWeight * aVector.T' to bordered band matrix: BBmatrix(anIndex(i),anIndex(j)) += aVector(i) * aWeight * aVector(j).

Parameters

aWeight	[in] Weight
anIndex	[in] List of rows/colums to be used
aVector	[in] Vector

Definition at line 70 of file BorderedBandMatrix.cc.

References mps_fire::i, hpstanc_transforms::max, numBand, numBorder, theBand, theBorder, and theMixed.

Referenced by gbl::GblTrajectory::buildLinearEquationSystem().

                                                                            {
    int nBorder = numBorder;
    for (unsigned int i = 0; i < anIndex->size(); ++i) {
      int iIndex = (*anIndex)[i] - 1; // anIndex has to be sorted
      for (unsigned int j = 0; j <= i; ++j) {
        int jIndex = (*anIndex)[j] - 1;
        if (iIndex < nBorder) {
          theBorder(iIndex, jIndex) += (*aVector)[i] * aWeight
            * (*aVector)[j];
        } else if (jIndex < nBorder) {
          theMixed(jIndex, iIndex - nBorder) += (*aVector)[i] * aWeight
            * (*aVector)[j];
        } else {
          unsigned int nBand = iIndex - jIndex;
          theBand(nBand, jIndex - nBorder) += (*aVector)[i] * aWeight
            * (*aVector)[j];
          numBand = std::max(numBand, nBand); // update band width
        }
      }
    }
  }

void gbl::BorderedBandMatrix::addBlockMatrix	(	double	aWeight,
		unsigned int	aSize,
		unsigned int *	anIndex,
		double *	aVector
	)

Add symmetric block matrix.

Add (extended) block matrix defined by 'aVector * aWeight * aVector.T' to bordered band matrix: BBmatrix(anIndex(i),anIndex(j)) += aVector(i) * aWeight * aVector(j).

Parameters

aWeight	[in] Weight
aSize	[in] Size of block matrix
anIndex	[in] List of rows/colums to be used
aVector	[in] Vector

Definition at line 104 of file BorderedBandMatrix.cc.

References mps_fire::i, hpstanc_transforms::max, numBand, numBorder, theBand, theBorder, and theMixed.

                                                                                  {
    int nBorder = numBorder;
    for (unsigned int i = 0; i < aSize; ++i) {
      int iIndex = anIndex[i] - 1; // anIndex has to be sorted
      for (unsigned int j = 0; j <= i; ++j) {
        int jIndex = anIndex[j] - 1;
        if (iIndex < nBorder) {
          theBorder(iIndex, jIndex) += aVector[i] * aWeight * aVector[j];
        } else if (jIndex < nBorder) {
          theMixed(jIndex, iIndex - nBorder) += aVector[i] * aWeight
            * aVector[j];
        } else {
          unsigned int nBand = iIndex - jIndex;
          theBand(nBand, jIndex - nBorder) += aVector[i] * aWeight
            * aVector[j];
          numBand = std::max(numBand, nBand); // update band width
        }
      }
    }
  }

VMatrix gbl::BorderedBandMatrix::bandOfAVAT ( const VMatrix &  anArray, const VSymMatrix &  aSymArray  ) const

private

Calculate band part of: 'anArray * aSymArray * anArray.T'.

Returns

Band part of product

Definition at line 379 of file BorderedBandMatrix.cc.

References mps_fire::i, gen::k, checklumidiff::l, hpstanc_transforms::max, numBand, numBorder, and numCol.

Referenced by solveAndInvertBorderedBand().

                                                                            {
    int nBand = numBand;
    int nCol = numCol;
    int nBorder = numBorder;
    double sum;
    VMatrix aBand((nBand + 1), nCol);
    for (int i = 0; i < nCol; ++i) {
      for (int j = std::max(0, i - nBand); j <= i; ++j) {
        sum = 0.;
        for (int l = 0; l < nBorder; ++l) { // diagonal
          sum += anArray(i, l) * aSymArray(l, l) * anArray(j, l);
          for (int k = 0; k < l; ++k) { // off diagonal
            sum += anArray(i, l) * aSymArray(l, k) * anArray(j, k)
              + anArray(i, k) * aSymArray(l, k) * anArray(j, l);
          }
        }
        aBand(i - j, j) = sum;
      }
    }
    return aBand;
  }

void gbl::BorderedBandMatrix::decomposeBand ( )

private

(root free) Cholesky decomposition of band part: C=LDL^T

Decompose band matrix into diagonal matrix D and lower triangular band matrix L (diagonal=1). Overwrite band matrix with D and off-diagonal part of L.

Exceptions

2	: matrix is singular.
3	: matrix is not positive definite.

Definition at line 262 of file BorderedBandMatrix.cc.

References mps_fire::i, gen::k, min(), numBand, numCol, and theBand.

Referenced by solveAndInvertBorderedBand().

                                         {

    int nRow = numBand + 1;
    int nCol = numCol;
    VVector auxVec(nCol);
    for (int i = 0; i < nCol; ++i) {
      auxVec(i) = theBand(0, i) * 16.0; // save diagonal elements
    }
    for (int i = 0; i < nCol; ++i) {
      if ((theBand(0, i) + auxVec(i)) != theBand(0, i)) {
        theBand(0, i) = 1.0 / theBand(0, i);
        if (theBand(0, i) < 0.) {
          throw 3; // not positive definite
        }
      } else {
        theBand(0, i) = 0.0;
        throw 2; // singular
      }
      for (int j = 1; j < std::min(nRow, nCol - i); ++j) {
        double rxw = theBand(j, i) * theBand(0, i);
        for (int k = 0; k < std::min(nRow, nCol - i) - j; ++k) {
          theBand(k, i + j) -= theBand(k + j, i) * rxw;
        }
        theBand(j, i) = rxw;
      }
    }
  }

MatrixXd gbl::BorderedBandMatrix::getBlockMatrix

(

const std::vector< unsigned int >

anIndex

)

const

Retrieve symmetric block matrix.

Get (compressed) block from bordered band matrix: aMatrix(i,j) = BBmatrix(anIndex(i),anIndex(j)).

Parameters

anIndex

[in] List of rows/colums to be used

Definition at line 131 of file BorderedBandMatrix.cc.

References mps_fire::i, numBorder, theBand, theBorder, and theMixed.

Referenced by gbl::GblTrajectory::getResAndErr(), gbl::GblTrajectory::getResults(), and gbl::GblTrajectory::getScatResults().

                                                                                           {

    MatrixXd aMatrix(anIndex.size(), anIndex.size());
    int nBorder = numBorder;
    for (unsigned int i = 0; i < anIndex.size(); ++i) {
      int iIndex = anIndex[i] - 1; // anIndex has to be sorted
      for (unsigned int j = 0; j <= i; ++j) {
        int jIndex = anIndex[j] - 1;
        if (iIndex < nBorder) {
          aMatrix(i, j) = theBorder(iIndex, jIndex); // border part of inverse
        } else if (jIndex < nBorder) {
          aMatrix(i, j) = -theMixed(jIndex, iIndex - nBorder); // mixed part of inverse
        } else {
          unsigned int nBand = iIndex - jIndex;
          aMatrix(i, j) = theBand(nBand, jIndex - nBorder); // band part of inverse
        }
        aMatrix(j, i) = aMatrix(i, j);
      }
    }
    return aMatrix;
  }

MatrixXd gbl::BorderedBandMatrix::getBlockMatrix	(	unsigned int	aSize,
		unsigned int *	anIndex
	)		const

Retrieve symmetric block matrix.

Get (compressed) block from bordered band matrix: aMatrix(i,j) = BBmatrix(anIndex(i),anIndex(j)).

Parameters

aSize	[in] Matrix size
anIndex	[in] Array of rows/colums to be used

Definition at line 160 of file BorderedBandMatrix.cc.

References mps_fire::i, numBorder, theBand, theBorder, and theMixed.

                                                                           {

    MatrixXd aMatrix(aSize, aSize);
    int nBorder = numBorder;
    for (unsigned int i = 0; i < aSize; ++i) {
      int iIndex = anIndex[i] - 1; // anIndex has to be sorted
      for (unsigned int j = 0; j <= i; ++j) {
        int jIndex = anIndex[j] - 1;
        if (iIndex < nBorder) {
          aMatrix(i, j) = theBorder(iIndex, jIndex); // border part of inverse
        } else if (jIndex < nBorder) {
          aMatrix(i, j) = -theMixed(jIndex, iIndex - nBorder); // mixed part of inverse
        } else {
          unsigned int nBand = iIndex - jIndex;
          aMatrix(i, j) = theBand(nBand, jIndex - nBorder); // band part of inverse
        }
        aMatrix(j, i) = aMatrix(i, j);
      }
    }
    return aMatrix;
  }

VMatrix gbl::BorderedBandMatrix::invertBand ( )

private

Invert band part.

Returns

Inverted band

Definition at line 355 of file BorderedBandMatrix.cc.

References funct::abs(), mps_fire::i, gen::k, hpstanc_transforms::max, min(), numBand, numCol, and theBand.

Referenced by solveAndInvertBorderedBand().

                                         {

    int nRow = numBand + 1;
    int nCol = numCol;
    VMatrix inverseBand(nRow, nCol);

    for (int i = nCol - 1; i >= 0; i--) {
      double rxw = theBand(0, i);
      for (int j = i; j >= std::max(0, i - nRow + 1); j--) {
        for (int k = j + 1; k < std::min(nCol, j + nRow); ++k) {
          rxw -= inverseBand(abs(i - k), std::min(i, k))
            * theBand(k - j, j);
        }
        inverseBand(i - j, j) = rxw;
        rxw = 0.;
      }
    }
    return inverseBand;
  }

void gbl::BorderedBandMatrix::printMatrix

(

)

const

Print bordered band matrix.

Definition at line 243 of file BorderedBandMatrix.cc.

References gather_cfg::cout, gbl::VMatrix::print(), gbl::VSymMatrix::print(), theBand, theBorder, and theMixed.

Referenced by gbl::GblTrajectory::printTrajectory().

                                             {
    std::cout << "Border part " << std::endl;
    theBorder.print();
    std::cout << "Mixed  part " << std::endl;
    theMixed.print();
    std::cout << "Band   part " << std::endl;
    theBand.print();
  }

void gbl::BorderedBandMatrix::resize	(	unsigned int	nSize,
		unsigned int	nBorder = 1,
		unsigned int	nBand = 5
	)

Resize bordered band matrix.

Parameters

nSize	[in] Size of matrix
nBorder	[in] Size of border (=1 for q/p + additional local parameters)
nBand	[in] Band width (usually = 5, for simplified jacobians = 4)

Definition at line 50 of file BorderedBandMatrix.cc.

References numBand, numBorder, numCol, numSize, gbl::VMatrix::resize(), gbl::VSymMatrix::resize(), theBand, theBorder, and theMixed.

Referenced by Vispa.Gui.TextDialog.TextDialog::__init__(), Vispa.Plugins.ConfigEditor.ToolDialog.ToolDialog::__init__(), Vispa.Main.MainWindow.MainWindow::_loadIni(), gbl::GblTrajectory::buildLinearEquationSystem(), and Vispa.Gui.PortConnection.PointToPointConnection::updateConnection().

                                                      {
    numSize = nSize;
    numBorder = nBorder;
    numCol = nSize - nBorder;
    numBand = 0;
    theBorder.resize(numBorder);
    theMixed.resize(numBorder, numCol);
    theBand.resize((nBand + 1), numCol);
  }

void gbl::BorderedBandMatrix::solveAndInvertBorderedBand	(	const VVector &	aRightHandSide,
		VVector &	aSolution
	)

Solve linear equation system, partially calculate inverse.

Solve linear equation A*x=b system with bordered band matrix A, calculate bordered band part of inverse of A. Use decomposition in border and band part for block matrix algebra:

| A  Ct |   | x1 |   | b1 |        , A  is the border part
|       | * |    | = |    |        , Ct is the mixed part
| C  D  |   | x2 |   | b2 |        , D  is the band part

Explicit inversion of D is avoided by using solution X of D*X=C (X=D^-1*C, obtained from Cholesky decomposition and forward/backward substitution)

| x1 |   | E*b1 - E*Xt*b2 |        , E^-1 = A-Ct*D^-1*C = A-Ct*X
|    | = |                |
| x2 |   |  x   - X*x1    |        , x is solution of D*x=b2 (x=D^-1*b2)

Inverse matrix is:

|  E   -E*Xt          |
|                     |            , only band part of (D^-1 + X*E*Xt)
| -X*E  D^-1 + X*E*Xt |              is calculated

Parameters

[in]	aRightHandSide	Right hand side (vector) 'b' of A*x=b
[out]	aSolution	Solution (vector) x of A*x=b

Definition at line 210 of file BorderedBandMatrix.cc.

References bandOfAVAT(), decomposeBand(), gbl::VVector::getVec(), gbl::VSymMatrix::invert(), invertBand(), numBorder, numCol, gbl::VVector::putVec(), solveBand(), theBand, theBorder, theMixed, and gbl::VMatrix::transpose().

Referenced by gbl::GblTrajectory::fit().

                                                                                                         {

    // decompose band
    decomposeBand();
    // invert band
    VMatrix inverseBand = invertBand();
    if (numBorder > 0) { // need to use block matrix decomposition to solve
      // solve for mixed part
      const VMatrix auxMat = solveBand(theMixed);// = Xt
      const VMatrix auxMatT = auxMat.transpose();// = X
      // solve for border part
      const VVector auxVec = aRightHandSide.getVec(numBorder)
        - auxMat * aRightHandSide.getVec(numCol, numBorder);// = b1 - Xt*b2
      VSymMatrix inverseBorder = theBorder - theMixed * auxMatT;
      inverseBorder.invert();// = E
      const VVector borderSolution = inverseBorder * auxVec;// = x1
      // solve for band part
      const VVector bandSolution = solveBand(
                                             aRightHandSide.getVec(numCol, numBorder));// = x
      aSolution.putVec(borderSolution);
      aSolution.putVec(bandSolution - auxMatT * borderSolution, numBorder);// = x2
      // parts of inverse
      theBorder = inverseBorder;// E
      theMixed = inverseBorder * auxMat;// E*Xt (-mixed part of inverse) !!!
      theBand = inverseBand + bandOfAVAT(auxMatT, inverseBorder);// band(D^-1 + X*E*Xt)
    } else {
      aSolution.putVec(solveBand(aRightHandSide));
      theBand = inverseBand;
    }
  }

VVector gbl::BorderedBandMatrix::solveBand ( const VVector &  aRightHandSide ) const

private

Solve for band part.

Solve C*x=b for band part using decomposition C=LDL^T and forward (L*z=b) and backward substitution (L^T*x=D^-1*z).

Parameters

[in]

aRightHandSide

Right hand side (vector) 'b' of C*x=b

Returns

Solution (vector) 'x' of C*x=b

Definition at line 297 of file BorderedBandMatrix.cc.

References gbl::VMatrix::getNumCols(), gbl::VMatrix::getNumRows(), mps_fire::i, min(), and theBand.

Referenced by solveAndInvertBorderedBand().

                                                                           {

    int nRow = theBand.getNumRows();
    int nCol = theBand.getNumCols();
    VVector aSolution(aRightHandSide);
    for (int i = 0; i < nCol; ++i) // forward substitution
      {
        for (int j = 1; j < std::min(nRow, nCol - i); ++j) {
          aSolution(j + i) -= theBand(j, i) * aSolution(i);
        }
      }
    for (int i = nCol - 1; i >= 0; i--) // backward substitution
      {
        double rxw = theBand(0, i) * aSolution(i);
        for (int j = 1; j < std::min(nRow, nCol - i); ++j) {
          rxw -= theBand(j, i) * aSolution(j + i);
        }
        aSolution(i) = rxw;
      }
    return aSolution;
  }

VMatrix gbl::BorderedBandMatrix::solveBand ( const VMatrix &  aRightHandSide ) const

private

solve band part for mixed part (border rows).

Solve C*X=B for mixed part using decomposition C=LDL^T and forward and backward substitution.

Parameters

[in]

aRightHandSide

Right hand side (matrix) 'B' of C*X=B

Returns

Solution (matrix) 'X' of C*X=B

Definition at line 326 of file BorderedBandMatrix.cc.

References gbl::VMatrix::getNumCols(), gbl::VMatrix::getNumRows(), mps_fire::i, min(), numBorder, and theBand.

                                                                           {

    int nRow = theBand.getNumRows();
    int nCol = theBand.getNumCols();
    VMatrix aSolution(aRightHandSide);
    for (unsigned int iBorder = 0; iBorder < numBorder; iBorder++) {
      for (int i = 0; i < nCol; ++i) // forward substitution
        {
          for (int j = 1; j < std::min(nRow, nCol - i); ++j) {
            aSolution(iBorder, j + i) -= theBand(j, i)
              * aSolution(iBorder, i);
          }
        }
      for (int i = nCol - 1; i >= 0; i--) // backward substitution
        {
          double rxw = theBand(0, i) * aSolution(iBorder, i);
          for (int j = 1; j < std::min(nRow, nCol - i); ++j) {
            rxw -= theBand(j, i) * aSolution(iBorder, j + i);
          }
          aSolution(iBorder, i) = rxw;
        }
    }
    return aSolution;
  }

Member Data Documentation

unsigned int gbl::BorderedBandMatrix::numBand

private

Band width.

Definition at line 96 of file BorderedBandMatrix.h.

Referenced by addBlockMatrix(), bandOfAVAT(), decomposeBand(), invertBand(), and resize().

unsigned int gbl::BorderedBandMatrix::numBorder

private

Border size.

Definition at line 95 of file BorderedBandMatrix.h.

Referenced by addBlockMatrix(), bandOfAVAT(), getBlockMatrix(), resize(), solveAndInvertBorderedBand(), and solveBand().

unsigned int gbl::BorderedBandMatrix::numCol

private

Band matrix size.

Definition at line 97 of file BorderedBandMatrix.h.

Referenced by bandOfAVAT(), decomposeBand(), invertBand(), resize(), and solveAndInvertBorderedBand().

unsigned int gbl::BorderedBandMatrix::numSize

private

Matrix size.

Definition at line 94 of file BorderedBandMatrix.h.

Referenced by resize().

VMatrix gbl::BorderedBandMatrix::theBand

private

Band part.

Definition at line 100 of file BorderedBandMatrix.h.

Referenced by addBlockMatrix(), decomposeBand(), getBlockMatrix(), invertBand(), printMatrix(), resize(), solveAndInvertBorderedBand(), and solveBand().

VSymMatrix gbl::BorderedBandMatrix::theBorder

private

Border part.

Definition at line 98 of file BorderedBandMatrix.h.

Referenced by addBlockMatrix(), getBlockMatrix(), printMatrix(), resize(), and solveAndInvertBorderedBand().

VMatrix gbl::BorderedBandMatrix::theMixed

private

Mixed part.

Definition at line 99 of file BorderedBandMatrix.h.

Referenced by addBlockMatrix(), getBlockMatrix(), printMatrix(), resize(), and solveAndInvertBorderedBand().