-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathcomplex_matrix_operators.cpp
More file actions
1294 lines (1256 loc) · 44.7 KB
/
complex_matrix_operators.cpp
File metadata and controls
1294 lines (1256 loc) · 44.7 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
#include<iostream>
#include<iomanip>
#include"complex_matrix_operators.h"
#include"complex_operators.h"
//ofstream dataOut; //输出到文件,不用时注释掉
//构造函数
ComplexMatrix::ComplexMatrix(int m, int n, bool flag, Complex** incm)
{
is_real = flag;
lr = m; //行数
lc = n; //列数
//创建矩阵内存空间
c = new Complex*[m];
for (int i = 0; i < m; i++)
c[i] = new Complex[n];
//为矩阵赋值
if (incm == NULL) //没有输入矩阵时
{
}
else //输入矩阵时
{
for (int i = 0; i < m; i++)
for (int j = 0; j < n; j++)
c[i][j] = incm[i][j];
}
}
//构造函数,从二维double数组转换来
ComplexMatrix::ComplexMatrix(double** a, int m, int n)
{
is_real = 1;//一定是实数矩阵
lr = m; //行数
lc = n; //列数
//创建矩阵内存空间
c = new Complex * [m];
for (int i = 0; i < m; i++)
c[i] = new Complex[n];
//为矩阵赋值
for (int i = 0; i < m; i++)
for (int j = 0; j < n; j++)
c[i][j].re = a[i][j];
}
//复制构造函数
ComplexMatrix::ComplexMatrix(const ComplexMatrix& A)
{
lr = A.lr;
lc = A.lc;
is_real = A.is_real;
//创建矩阵内存空间
c = new Complex * [lr];
for (int i = 0; i < lr; i++)
c[i] = new Complex[lc];
//为矩阵赋值
if (A.c == NULL) //输入矩阵为空时
c = NULL;
else //输入矩阵时
{
for (int i = 0; i < lr; i++)
for (int j = 0; j < lc; j++)
c[i][j] = A.c[i][j];
}
}
//析构函数
ComplexMatrix::~ComplexMatrix() { clear(); }
//清除函数
void ComplexMatrix::clear()
{
if (c != NULL)
{
for (int i = 0; i < lr; i++)
delete[] c[i];
delete[] c;
}
c = NULL;
lr = lc = 0;
}
//初始化为特殊矩阵
//单位阵
ComplexMatrix ComplexMatrix::make_eyes(int n)
{
ComplexMatrix result(n, n);
for (int i = 0; i < n; i++) result.c[i][i].re = 1.0;
return result;
}
//矩阵加号+
ComplexMatrix operator + (ComplexMatrix& cm1, ComplexMatrix& cm2)
{
if (cm1.lr != cm2.lr || cm1.lc != cm2.lc) //维度不匹配则不能运算
{
cout << "维度不匹配,不能执行矩阵加法" << endl;
system("pause");
}
ComplexMatrix cm3(cm1.lr, cm1.lc, (cm1.is_real&&cm2.is_real));//两个都为实数矩阵则返回实数矩阵
for (int i = 0; i < cm3.lr; i++)
for (int j = 0; j < cm3.lc; j++)
cm3.c[i][j] = cm1.c[i][j] + cm2.c[i][j];
return cm3;
}
//矩阵和二维数组加号+
ComplexMatrix operator + (ComplexMatrix& cm1, double**& d1)
{
ComplexMatrix cm2(d1, cm1.lr, cm1.lc);
return cm1 + cm2;
}
ComplexMatrix operator + (double**& d1, ComplexMatrix& cm1)
{
ComplexMatrix cm2(d1, cm1.lr, cm1.lc);
return cm1 + cm2;
}
//矩阵减号-
ComplexMatrix operator - (ComplexMatrix& cm1, ComplexMatrix& cm2)
{
if (cm1.lr != cm2.lr || cm1.lc != cm2.lc) //维度不匹配则不能运算
{
cout << "维度不匹配,不能执行矩阵减法" << endl;
system("pause");
}
ComplexMatrix cm3(cm1.lr, cm1.lc, (cm1.is_real && cm2.is_real));//两个都为实数矩阵则返回实数矩阵
for (int i = 0; i < cm3.lr; i++)
for (int j = 0; j < cm3.lc; j++)
cm3.c[i][j] = cm1.c[i][j] - cm2.c[i][j];
return cm3;
}
//矩阵和二维数组减号-
ComplexMatrix operator - (ComplexMatrix& cm1, double**& d1)
{
ComplexMatrix cm2(d1, cm1.lr, cm1.lc);
return cm1 - cm2;
}
ComplexMatrix operator - (double**& d1, ComplexMatrix& cm1)
{
ComplexMatrix cm2(d1, cm1.lr, cm1.lc);
return cm1 - cm2;
}
//矩阵乘号*
ComplexMatrix operator * (ComplexMatrix& cm1, ComplexMatrix& cm2)
{
if (cm1.lc != cm2.lr) //维度不匹配则不能运算
{
cout << "维度不匹配,不能执行矩阵乘法" << endl;
system("pause");
}
ComplexMatrix cm3(cm1.lr, cm2.lc, (cm1.is_real && cm2.is_real));//两个都为实数矩阵则返回实数矩阵
for (int i = 0; i < cm3.lr; i++)
for (int j = 0; j < cm3.lc; j++)
for (int k = 0; k < cm1.lc; k++)
{
Complex temp_c;
temp_c = cm1.c[i][k] * cm2.c[k][j];
cm3.c[i][j] = cm3.c[i][j] + temp_c;
}
return cm3;
}
//矩阵和二维数组乘号*
ComplexMatrix operator * (ComplexMatrix& cm1, double**& d1)
{
ComplexMatrix cm2(d1, cm1.lr, cm1.lc);
return cm1 * cm2;
}
ComplexMatrix operator * (double**& d1, ComplexMatrix& cm1)
{
ComplexMatrix cm2(d1, cm1.lr, cm1.lc);
return cm1 * cm2;
}
//矩阵数乘*
ComplexMatrix operator * (double& d1, ComplexMatrix& cm1)
{
ComplexMatrix cm2(cm1.lr, cm1.lc, cm1.is_real, cm1.c);
for (int i = 0; i < cm1.lr; i++)
for (int j = 0; j < cm1.lc; j++)
cm2.c[i][j] = d1 * cm2.c[i][j];
return cm2;
}
ComplexMatrix operator * (ComplexMatrix& cm1, double& d1)
{
ComplexMatrix cm2(cm1.lr, cm1.lc, cm1.is_real, cm1.c);
for (int i = 0; i < cm1.lr; i++)
for (int j = 0; j < cm1.lc; j++)
cm2.c[i][j] = cm2.c[i][j] * d1;
return cm2;
}
ComplexMatrix operator * (Complex& d1, ComplexMatrix& cm1)
{
ComplexMatrix cm2(cm1.lr, cm1.lc, cm1.is_real, cm1.c);
for (int i = 0; i < cm1.lr; i++)
for (int j = 0; j < cm1.lc; j++)
cm2.c[i][j] = d1 * cm2.c[i][j];
return cm2;
}
ComplexMatrix operator * (ComplexMatrix& cm1, Complex& d1)
{
ComplexMatrix cm2(cm1.lr, cm1.lc, cm1.is_real, cm1.c);
for (int i = 0; i < cm1.lr; i++)
for (int j = 0; j < cm1.lc; j++)
cm2.c[i][j] = cm2.c[i][j] * d1;
return cm2;
}
//矩阵输出<<
ostream & operator << (ostream& out, ComplexMatrix& cm1)
{
if (cm1.is_real == false) //复数矩阵输出
for (int i = 0; i < cm1.lr; i++)
{
for (int j = 0; j < cm1.lc; j++)
out << cm1.c[i][j] << " ";
out << "\n";
}
else if (cm1.is_real == true) //实数矩阵输出
for (int i = 0; i < cm1.lr; i++)
{
for (int j = 0; j < cm1.lc; j++)
out << setw(6) << cm1.c[i][j].re << " ";
out << "\n";
}
return out;
}
//矩阵输入>>
istream & operator >> (istream& in, ComplexMatrix& cm1)
{
if (cm1.is_real == false) //复数矩阵输入
//先输入一行所有的"实部 虚部",再输入下一行
for (int i = 0; i < cm1.lr; i++)
for (int j = 0; j < cm1.lc; j++)
in >> cm1.c[i][j];
else if (cm1.is_real == true) //实数矩阵输入
for (int i = 0; i < cm1.lr; i++)
for (int j = 0; j < cm1.lc; j++)
in >> cm1.c[i][j].re;
return in;
}
//矩阵共轭转置!
ComplexMatrix ComplexMatrix::operator !()
{
ComplexMatrix cm1(this->lc, this->lr, this->is_real);
for (int i = 0; i < cm1.lr; i++)
for (int j = 0; j < cm1.lc; j++)
cm1.c[i][j] = !((this->c)[j][i]);
return cm1;
}
//重载赋值运算符
ComplexMatrix& ComplexMatrix::operator = (const ComplexMatrix A)
{
if (this->c != A.c)
{
this->clear(); //先清除当前等号左边对释放内存非常重要
this->lr = A.lr;
this->lc = A.lc;
this->is_real = A.is_real;
//创建矩阵内存空间
this->c = new Complex * [A.lr];
for (int i = 0; i < A.lr; i++)
c[i] = new Complex[A.lc];
//为矩阵赋值
if (A.c == NULL) //输入矩阵为空时
this->c = NULL;
else //输入矩阵时
{
for (int i = 0; i < A.lr; i++)
for (int j = 0; j < A.lc; j++)
this->c[i][j] = A.c[i][j];
}
}
return *this;
}
//换行
void ComplexMatrix::exchange_row(int i1, int i2)
{
Complex temp;
for (int j = 0; j < lc; j++)
{
temp = c[i1][j];
c[i1][j] = c[i2][j];
c[i2][j] = temp;
}
}
//换列
void ComplexMatrix::exchange_column(int j1, int j2)
{ //换列
Complex temp;
for (int i = 0; i < lr; i++)
{
temp = c[i][j1];
c[i][j1] = c[i][j2];
c[i][j2] = temp;
}
}
//换列的一个范围内的行
void ComplexMatrix::exchange_some_rows_of_column(int j1, int j2, int i1, int i2)
{
Complex temp;
for (int i = i1; i <= i2; i++)
{
temp = c[i][j1];
c[i][j1] = c[i][j2];
c[i][j2] = temp;
}
}
//得到行(参数为存储下标)
ComplexMatrix ComplexMatrix::get_row(int i)
{
ComplexMatrix target_row(1, lc, is_real);
for (int k = 0; k < lc; k++) target_row.c[0][k] = c[i][k];
return target_row;
}
//得到列(参数为存储下标)
ComplexMatrix ComplexMatrix::get_column(int j)
{
ComplexMatrix target_column(lr, 1, is_real);
for (int k = 0; k < lr; k++) target_column.c[k][0] = c[k][j];
return target_column;
}
//得到连续的许多行(参数为存储下标范围)
ComplexMatrix ComplexMatrix::get_rows(int i1, int i2)
{
//if (i1 > i2) NULL
ComplexMatrix target_rows(i2 - i1 + 1, lc, is_real);
for (int i = i1; i <= i2; i++)
for (int j = 0; j < lc; j++)
target_rows.c[i - i1][j] = c[i][j];
return target_rows;
}
//得到子矩阵(参数为存储下标范围)
ComplexMatrix ComplexMatrix::get_sub_matrix(int i1, int i2, int j1, int j2)
{
//if (i1 > i2 || j1 > j2) NULL
ComplexMatrix target_sub_matrix(i2 - i1 + 1, j2 - j1 + 1, is_real);
for (int i = i1; i <= i2; i++)
for (int j = j1; j <= j2; j++)
target_sub_matrix.c[i - i1][j - j1] = c[i][j];
return target_sub_matrix;
}
//列合并:行数相同,拼成更多列的一个矩阵
ComplexMatrix ComplexMatrix::combine_columns(ComplexMatrix& A, ComplexMatrix& B)
{
ComplexMatrix result(A.lr, A.lc + B.lc, (A.is_real && B.is_real));
for (int i = 0; i < A.lr; i++)
{
for (int j = 0; j < A.lc; j++)result.c[i][j] = A.c[i][j];
for (int j = A.lc; j < result.lc; j++)result.c[i][j] = B.c[i][j - A.lc];
}
return result;
}
//行合并:列数相同,拼成更多行的一个矩阵
ComplexMatrix ComplexMatrix::combine_rows(ComplexMatrix& A, ComplexMatrix& B)
{
ComplexMatrix result(A.lr + B.lr, A.lc, (A.is_real && B.is_real));
for (int j = 0; j < A.lc; j++)
{
for (int i = 0; i < A.lr; i++)result.c[i][j] = A.c[i][j];
for (int i = A.lr; i < result.lr; i++)result.c[i][j] = B.c[i - A.lr][j];
}
return result;
}
//去除指定的一列(参数为存储下标)
ComplexMatrix ComplexMatrix::column_delete(int k)
{
ComplexMatrix result(lr, lc - 1, is_real);
for (int i = 0; i < lr; i++)
{
for (int j = 0; j < k; j++)result.c[i][j] = c[i][j];
for (int j = k + 1; j < lc; j++)result.c[i][j - 1] = c[i][j];
}
return result;
}
//前向带入消元得到解x(实数)
void ComplexMatrix::forward_substitution(ComplexMatrix& A_b, ComplexMatrix& x)
{
for (int i = 0; i < A_b.lr; i++)
{
for (int j = 0; j < i; j++)
A_b.c[i][A_b.lc - 1].re -= (A_b.c[i][j].re * x.c[j][0].re);
x.c[i][0].re = A_b.c[i][A_b.lc - 1].re / A_b.c[i][i].re;
}
}
//前向带入消元得到解x(复数)
void ComplexMatrix::forward_substitution__Complex(ComplexMatrix& A_b, ComplexMatrix& x)
{
Complex temp;
for (int i = 0; i < A_b.lr; i++)
{
for (int j = 0; j < i; j++)
{
temp = A_b.c[i][j] * x.c[j][0];
A_b.c[i][A_b.lc - 1] = A_b.c[i][A_b.lc - 1] - temp;
}
x.c[i][0] = A_b.c[i][A_b.lc - 1] / A_b.c[i][i];
}
}
//后向带入消元得到解x(实数)
void ComplexMatrix::backward_substitution(ComplexMatrix& A_b, ComplexMatrix& x)
{
for (int i = A_b.lr - 1; i >= 0; i--)
{
for (int j = A_b.lr - 1; j > i; j--)
A_b.c[i][A_b.lc - 1].re -= (A_b.c[i][j].re * x.c[j][0].re);
x.c[i][0].re = A_b.c[i][A_b.lc - 1].re / A_b.c[i][i].re;
}
}
//后向带入消元得到解x(复数)
void ComplexMatrix::backward_substitution__Complex(ComplexMatrix& A_b, ComplexMatrix& x)
{
Complex temp;
for (int i = A_b.lr - 1; i >= 0; i--)
{
for (int j = A_b.lr - 1; j > i; j--)
{
temp = A_b.c[i][j] * x.c[j][0];
A_b.c[i][A_b.lc - 1] = A_b.c[i][A_b.lc - 1] - temp;
}
x.c[i][0] = A_b.c[i][A_b.lc - 1] / A_b.c[i][i];
}
}
//方阵求逆(复数)
ComplexMatrix ComplexMatrix::square_inverse()
{
//解线程方程组Ax=b的方式:b分别取单位阵的各个列向量,得x即逆矩阵的对应列向量,拼成逆矩阵即可
//if (lr != lc)return NULL;
ComplexMatrix A(lr, lc, is_real, c); //当前矩阵
ComplexMatrix b(lr, 1, is_real); //储存每次的b向量
ComplexMatrix Ab(lr, lc + 1, is_real); //储存每次的增广矩阵
ComplexMatrix x(lr, 1, is_real); //储存每次的解向量
ComplexMatrix result(lr, lc, is_real); //结果矩阵
int ii = 0; //迭代优化次数计数
ComplexMatrix r; //残差向量
ComplexMatrix z(lr, 1, is_real); //解修正向量
for (int i = 0; i < lc; i++) //外层循环,次数与列数相同
{
//b更新为第i行元素为1的列向量
for (int k = 0; k < b.lr; k++)
{
b.c[k][0].re = 0.0;
b.c[k][0].im = 0.0;
}
b.c[i][0].re = 1.0;
//A和b拼成增广矩阵,并由部分选主元高斯解x
Ab = combine_columns(A, b);
Gaussian_elimination_partial_pivoting__Complex(Ab, x);
ii = 0;
//迭代优化10次
do {
r = A * x; r = b - r;
Ab = Ab.column_delete(Ab.lc - 1);
Ab = Ab.combine_columns(Ab, r);
backward_substitution__Complex(Ab, z);
x = x + z;
ii++;
} while (ii < 10);
//解出的x是结果矩阵的第i列
for (int k = 0; k < x.lr; k++) result.c[k][i] = x.c[k][0];
}
//释放内存
//A.clear(); b.clear(); Ab.clear(); x.clear(); r.clear(); z.clear();
return result;
}
//求伪逆(复数)
ComplexMatrix ComplexMatrix::Moore_Penrose_pseudo_inverse()
{
ComplexMatrix A(lr, lc, is_real, c);
ComplexMatrix A_H = !A;
ComplexMatrix temp = A_H * A;
temp = temp.square_inverse();
temp = temp * A_H;
return temp;
}
//向量2-范数(欧几里得范数)(复数)
double ComplexMatrix::vector_2_norm()
{
double result = 0.0;
if (lr == 1) //行向量
{
for (int j = 0; j < lc; j++)
result = result + c[0][j].re * c[0][j].re + c[0][j].im * c[0][j].im;
result = sqrt(result);
return result;
}
else if (lc == 1) //列向量
{
for (int i = 0; i < lr; i++)
result = result + c[i][0].re * c[i][0].re + c[i][0].im * c[i][0].im;
result = sqrt(result);
return result;
}
else return 0.0; //都不是(控制输入以使该情况不要出现)
}
//部分选主元高斯消元(实数)
void ComplexMatrix::Gaussian_elimination_partial_pivoting(ComplexMatrix& A_b, ComplexMatrix& x)
{
//化系数矩阵为上三角阵
for (int i = 0; i < A_b.lr; i++)
{
//选出最大的主元
double temp_max = A_b.c[i][i].re;
int temp_max_row = i;
for (int j = i + 1; j < A_b.lr; j++)
if (abs(A_b.c[j][i].re) > abs(temp_max))
{
temp_max = A_b.c[j][i].re;
temp_max_row = j;
}
A_b.exchange_row(i, temp_max_row);
//用主元消元
for (int k = i + 1; k < A_b.lr; k++)
{
double temp = -A_b.c[k][i].re / A_b.c[i][i].re;
for (int j = i; j < A_b.lc; j++)
A_b.c[k][j].re = A_b.c[k][j].re + temp * A_b.c[i][j].re;
}
}
//后向带入消元得到解x
backward_substitution(A_b, x);
}
//部分选主元高斯消元(复数)
void ComplexMatrix::Gaussian_elimination_partial_pivoting__Complex(ComplexMatrix& A_b, ComplexMatrix& x)
{
//化系数矩阵为上三角阵
for (int i = 0; i < A_b.lr; i++)
{
//选出最大的主元
Complex temp_max = A_b.c[i][i];
int temp_max_row = i;
for (int j = i + 1; j < A_b.lr; j++)
if (A_b.c[j][i].modulus() > temp_max.modulus())
{
temp_max = A_b.c[j][i];
temp_max_row = j;
}
A_b.exchange_row(i, temp_max_row);
//用主元消元
for (int k = i + 1; k < A_b.lr; k++)
{
Complex temp = A_b.c[k][i] / A_b.c[i][i];
Complex temptemp;
for (int j = i; j < A_b.lc; j++)
{
temptemp = temp * A_b.c[i][j];
A_b.c[k][j] = A_b.c[k][j] - temptemp;
}
}
}
//后向带入消元得到解x
backward_substitution__Complex(A_b, x);
}
//解QR分解后的增广矩阵表示的超定方程(实数)
void ComplexMatrix::solution_of_augmentedMatrix_after_QR(ComplexMatrix& Ab, ComplexMatrix& x)
{
//后向带入解系统的最小二乘解
ComplexMatrix Rb(x.lr, x.lr + 1, true);
for (int i = 0; i < Rb.lr; i++)
for (int j = 0; j < Rb.lc; j++)
Rb.c[i][j].re = Ab.c[i][j].re;
backward_substitution(Rb, x);
}
//增广矩阵的Householder变换(实数)
void ComplexMatrix::Householder_QR_augmented(ComplexMatrix& A)
{
ComplexMatrix v_k(A.lr, 1, true); //储存豪斯霍尔德向量
ComplexMatrix v_k_T(1, A.lr, true); //储存豪斯霍尔德向量的转置
ComplexMatrix v_k_j(A.lr, 1, true); //储存参与运算的豪斯霍尔德向量
ComplexMatrix vkT_vk(1, 1, true); //储存豪斯霍尔德向量的自身内积
double beta_k = 0.0; //储存豪斯霍尔德向量的自身内积
ComplexMatrix A_j(A.lr, 1, true); //储存A矩阵提取出来的列
ComplexMatrix gamma_j_CM(1, 1, true); //储存对剩余子矩阵做变换时的系数
double gamma_j = 0.0; //储存对剩余子矩阵做变换时的系数
for (int k = 0; k < A.lc - 1; k++) //for增广矩阵
{
//计算当前列的豪斯霍尔德向量
double square_sum = 0.0;
for (int i = k; i < A.lr; i++)square_sum += pow(A.c[i][k].re, 2);
double alpha_k = ((A.c[k][k].re >= 0) ? (-1.0) : 1.0) * sqrt(square_sum);
for (int i = 0; i < k; i++)v_k.c[i][0].re = 0.0;
for (int i = k; i < A.lr; i++)v_k.c[i][0].re = A.c[i][k].re;
v_k.c[k][0].re = v_k.c[k][0].re - alpha_k;
v_k_T = !v_k;
vkT_vk = v_k_T * v_k;
beta_k = vkT_vk.c[0][0].re;
//如果当前列已经为零,跳过
if (abs(beta_k) < 1e-323) continue;
//对剩余的子矩阵做变换
for (int j = k; j < A.lc; j++)
{
for (int i = 0; i < A.lr; i++)A_j.c[i][0].re = A.c[i][j].re;
gamma_j_CM = v_k_T * A_j;
gamma_j = gamma_j_CM.c[0][0].re;
gamma_j = 2.0 * gamma_j / beta_k;
for (int i = 0; i < A.lr; i++)v_k_j.c[i][0].re = v_k.c[i][0].re;
v_k_j = gamma_j * v_k;
A_j = A_j - v_k_j;
for (int i = 0; i < A.lr; i++)A.c[i][j].re = A_j.c[i][0].re;
}
}
}
//增广矩阵的吉文斯旋转变换(实数)
void ComplexMatrix::Givens_QR(ComplexMatrix& A)
{ //对系数矩阵主对角线下元素循环
for (int i = 0; i < A.lc - 1; i++)
for (int j = i + 1; j < A.lr; j++)
if (abs(A.c[j][i].re) >= 1e-323) //非零元素才用消除
{
//制造吉文斯旋转矩阵
ComplexMatrix Givens_rotation(A.lr, A.lr, true);
for (int k = 0; k < Givens_rotation.lr; k++)Givens_rotation.c[k][k].re = 1.0;
double a1 = A.c[i][i].re; //利用所在列主对角元完成旋转,防止前一列又出现非零元
double a2 = A.c[j][i].re;
double c = a1 / sqrt(pow(a1, 2) + pow(a2, 2));
double s = a2 / sqrt(pow(a1, 2) + pow(a2, 2));
Givens_rotation.c[i][i].re = c;
Givens_rotation.c[i][j].re = s;
Givens_rotation.c[j][i].re = -s;
Givens_rotation.c[j][j].re = c;
//吉文斯旋转
A = Givens_rotation * A;
}
}
//古典格拉姆-施密特正交化的QR分解(实数)
ComplexMatrix ComplexMatrix::Gram_Schmidt_QR_classical(ComplexMatrix& Q)
{
//Q将被分解,原始数据存入A
ComplexMatrix A(Q.lr, Q.lc, true);
for (int i = 0; i < Q.lr; i++)for (int j = 0; j < Q.lc; j++)A.c[i][j].re = Q.c[i][j].re;
//QR分解的R
ComplexMatrix R(Q.lc, Q.lc, true);
ComplexMatrix qk(A.lr, 1, true); //对列操作
ComplexMatrix qkT(1, A.lr, true); //对列操作
ComplexMatrix qj(A.lr, 1, true); //对列操作
ComplexMatrix qjT(1, A.lr, true); //对列操作
ComplexMatrix ak(A.lr, 1, true); //提取列
ComplexMatrix rjk(1, 1, true); //内积临时变量
double r_jk = 0.0; //内积临时变量
ComplexMatrix rkk(1, 1, true); //二范数临时变量
double r_kk = 0.0; //二范数临时变量
for (int k = 0; k < A.lc; k++) //对列循环
{
for (int i = 0; i < A.lr; i++)
{
qk.c[i][0].re = A.c[i][k].re;
ak.c[i][0].re = A.c[i][k].re;
}
//从当前列中减去它在前面列中的分量
for (int j = 0; j < k; j++)
{
for (int i = 0; i < Q.lr; i++)
qj.c[i][0].re = Q.c[i][j].re;
qjT = !qj;
rjk = qjT * ak;
r_jk = rjk.c[0][0].re;
R.c[j][k].re = r_jk;
qj = r_jk * qj;
qk = qk - qj;
}
qkT = !qk;
rkk = qkT * qk;
r_kk = sqrt(rkk.c[0][0].re);
R.c[k][k].re = r_kk;
//如果线性相关,则中断
if (abs(r_kk) < 1e-323)break;
//将当前列标准化
r_kk = 1 / r_kk;
qk = r_kk * qk;
for (int i = 0; i < Q.lr; i++)Q.c[i][k].re = qk.c[i][0].re;
}
return R;
}
//改进格拉姆-施密特正交化的QR分解(实数)
ComplexMatrix ComplexMatrix::Gram_Schmidt_QR_modified(ComplexMatrix& Q)
{
//Q将被分解,原始数据存入A
ComplexMatrix A(Q.lr, Q.lc, true);
for (int i = 0; i < Q.lr; i++)for (int j = 0; j < Q.lc; j++)A.c[i][j].re = Q.c[i][j].re;
//QR分解的R
ComplexMatrix R(Q.lc, Q.lc, true);
ComplexMatrix ak(A.lr, 1, true); //提取列
ComplexMatrix akT(1, A.lr, true); //列转置
ComplexMatrix aj(A.lr, 1, true); //对列操作
ComplexMatrix qk(A.lr, 1, true); //对列操作
ComplexMatrix r_kj_qk(A.lr, 1, true); //对列操作
ComplexMatrix qkT(1, A.lr, true); //对列操作
ComplexMatrix rkj(1, 1, true); //内积临时变量
double r_kj = 0.0; //内积临时变量
ComplexMatrix rkk(1, 1, true); //二范数临时变量
double r_kk = 0.0; //二范数临时变量
for (int k = 0; k < A.lc; k++) //对列循环
{
for (int i = 0; i < A.lr; i++)
ak.c[i][0].re = A.c[i][k].re;
akT = !ak;
rkk = akT * ak;
r_kk = sqrt(rkk.c[0][0].re);
R.c[k][k] = r_kk;
//如果线性相关,则中断
if (abs(r_kk) < 1e-323)break;
//将当前列标准化
r_kk = 1 / r_kk;
qk = r_kk * ak;
qkT = !qk;
for (int i = 0; i < Q.lr; i++)Q.c[i][k].re = qk.c[i][0].re;
//减去后续列在当前列上的分量
for (int j = k + 1; j < A.lc; j++)
{
for (int i = 0; i < A.lr; i++) aj.c[i][0].re = A.c[i][j].re;
rkj = qkT * aj;
R.c[k][j] = r_kj = rkj.c[0][0].re;
r_kj_qk = r_kj * qk;
aj = aj - r_kj_qk;
for (int i = 0; i < A.lr; i++) A.c[i][j].re = aj.c[i][0].re;
}
}
return R;
}
//改进格拉姆-施密特正交化的QR分解(复数)
ComplexMatrix ComplexMatrix::Gram_Schmidt_QR_modified__Complex(ComplexMatrix& Q)
{
//QR分解的R
ComplexMatrix R(Q.lc, Q.lc, Q.is_real);
ComplexMatrix ak(Q.lr, 1); //提取列
ComplexMatrix aj(Q.lr, 1); //对列操作
ComplexMatrix qk(Q.lr, 1); //对列操作
ComplexMatrix r_kj_qk(Q.lr, 1); //对列操作
ComplexMatrix qkH(1, Q.lr); //对列操作
ComplexMatrix r_kj(1, 1); //内积临时变量
double r_kk = 0.0; //二范数临时变量
for (int k = 0; k < Q.lc; k++) //对列循环
{
ak = Q.get_column(k);
r_kk = ak.vector_2_norm();
R.c[k][k].re = r_kk;
//如果线性相关,则中断
if (abs(r_kk) < 1e-323)break;
//将当前列标准化
r_kk = 1 / r_kk;
qk = r_kk * ak;
qkH = !qk;
for (int i = 0; i < Q.lr; i++)Q.c[i][k] = qk.c[i][0];
//减去后续列在当前列上的分量
for (int j = k + 1; j < Q.lc; j++)
{
aj = Q.get_column(j);
r_kj = qkH * aj;
R.c[k][j] = r_kj.c[0][0];
r_kj_qk = r_kj.c[0][0] * qk;
aj = aj - r_kj_qk;
for (int i = 0; i < Q.lr; i++) Q.c[i][j] = aj.c[i][0];
}
}
//释放内存
//ak.clear(); aj.clear(); qk.clear(); r_kj_qk.clear(); qkH.clear(); r_kj.clear();
return R;
}
//有选择的改进格拉姆-施密特正交化的QR分解(复数)
//算法来源:Efficient Algorithm for Detecting Layered Space-Time Codes
ComplexMatrix ComplexMatrix::sorted_Gram_Schmidt_QR_modified__Complex(ComplexMatrix& Q, int* S)
{
//QR分解的R
ComplexMatrix R(Q.lc, Q.lc, Q.is_real);
ComplexMatrix ai(Q.lr, 1); //提取列
ComplexMatrix aj(Q.lr, 1); //对列操作
ComplexMatrix qi(Q.lr, 1); //对列操作
ComplexMatrix r_ij_qi(Q.lr, 1); //对列操作
ComplexMatrix qiH(1, Q.lr); //对列操作
ComplexMatrix q; //存储Q的列
double q_2_norm; //存储q的2-范数
double q_2_norm_min; //存储Q的2-范数最小的一列的2-范数
int q_2_norm_min_column; //存储Q的2-范数最小的一列的存储下标
int temp; //交换中介
ComplexMatrix r_ij(1, 1); //内积临时变量
double r_ii = 0.0; //二范数临时变量
for (int i = 0; i < Q.lc; i++) //对列循环
{
//找出Q剩下列中2-范数最小的一列
q_2_norm_min_column = i;
q = Q.get_column(i);
q_2_norm_min = q.vector_2_norm();
for (int k = i + 1; k < Q.lc; k++)
{
q = Q.get_column(k);
q_2_norm = q.vector_2_norm();
if (q_2_norm < q_2_norm_min)
{
q_2_norm_min_column = k;
q_2_norm_min = q_2_norm;
}
}
//交换Q,R,S中刚求出的2-范数最小列对应的列和当前的第i列
Q.exchange_column(i, q_2_norm_min_column);
R.exchange_column(i, q_2_norm_min_column);
temp = S[i];
S[i] = S[q_2_norm_min_column];
S[q_2_norm_min_column] = temp;
//开始正交化
ai = Q.get_column(i);
r_ii = ai.vector_2_norm();
R.c[i][i].re = r_ii;
//如果线性相关,则中断
if (abs(r_ii) < 1e-323)break;
//将当前列标准化
r_ii = 1 / r_ii;
qi = r_ii * ai;
qiH = !qi;
for (int k = 0; k < Q.lr; k++)Q.c[k][i] = qi.c[k][0];
//减去后续列在当前列上的分量
for (int j = i + 1; j < Q.lc; j++)
{
aj = Q.get_column(j);
r_ij = qiH * aj;
R.c[i][j] = r_ij.c[0][0];
r_ij_qi = r_ij.c[0][0] * qi;
aj = aj - r_ij_qi;
for (int k = 0; k < Q.lr; k++) Q.c[k][j] = aj.c[k][0];
}
}
//释放内存
//ai.clear(); aj.clear(); qi.clear(); r_ij_qi.clear(); qiH.clear(); q.clear(); r_ij.clear();
return R;
}
//牛顿插值获得多项式(实数)
ComplexMatrix ComplexMatrix::Newton_interpolation_get_polynomial(ComplexMatrix& t, ComplexMatrix& y)
{
ComplexMatrix pi_(t.lr, 1, true); //插值多项式系数
ComplexMatrix Ab(t.lr, t.lr + 1, true); //增广矩阵
//给增广矩阵赋值
for (int i = 0; i < Ab.lr; i++)
{
Ab.c[i][Ab.lc - 1].re = y.c[i][0].re; //等式右边的y
for (int j = Ab.lc - 2; j > i; j--)Ab.c[i][j].re = 0.0; //严格上三角的零
for (int j = 0; j <= i; j++) //下三角的系数
{
Ab.c[i][j].re = 1.0;
for (int k = 0; k < j; k++)
Ab.c[i][j].re *= (t.c[i][0].re - t.c[k][0].re);
}
}
//解插值多项式系数
forward_substitution(Ab, pi_);
return pi_;
}
//牛顿插值多项式秦九韶算法算值(实数)
double ComplexMatrix::Newton_interpolation_get_value(double t, ComplexMatrix& t_x, ComplexMatrix& pi_)
{
double p = pi_.c[pi_.lr-1][0].re;
for (int i = pi_.lr - 2; i >= 0; i--)
{
p *= (t - t_x.c[i][0].re);
p += pi_.c[i][0].re;
}
return p;
}
//牛顿插值多一个点得到新的多项式(实数)
ComplexMatrix ComplexMatrix::Newton_interpolation_add_one_point(double& x_new, double& y_new, ComplexMatrix& t, ComplexMatrix& pi_)
{
//t是老的自变量表,pi_是老的插值多项式系数
ComplexMatrix pi_new(pi_.lr + 1, 1, true);
for (int i = 0; i < pi_.lr; i++)pi_new.c[i][0].re = pi_.c[i][0].re;
ComplexMatrix new_equation(1, pi_.lr + 1, true); //新加一个点导致求插值系数新加一个方程,之前的系数不变
//新方程的老自变量个数个系数
for (int j = 0; j < pi_.lr; j++)
{
new_equation.c[0][j].re = 1.0;
for (int k = 0; k < j; k++)
new_equation.c[0][j].re *= (x_new - t.c[k][0].re);
}
//新方程的最后一个系数
new_equation.c[0][pi_.lr].re = 1.0;
for (int k = 0; k < pi_.lr; k++)
new_equation.c[0][pi_.lr].re *= (x_new - t.c[k][0].re);
//代入解新的系数
double pn = y_new;
for (int i = 0; i < pi_.lr; i++)
pn -= (new_equation.c[0][i].re * pi_.c[i][0].re);
pn /= new_equation.c[0][pi_.lr].re;
//返回结果
pi_new.c[pi_new.lr - 1][0].re = pn;
return pi_new;
}
//牛顿插值获得多项式(递归方法)(输入参数为最大下标)(实数)
ComplexMatrix ComplexMatrix::Newton_interpolation_get_polynomial_recursive(ComplexMatrix& t, ComplexMatrix& y, int count)
{
if (count == 0)
{
ComplexMatrix pi_(1, 1, true);
pi_.c[0][0].re = y.c[0][0].re;
return pi_;
}
else
{
ComplexMatrix pi_0 = Newton_interpolation_get_polynomial_recursive(t, y, count - 1);
ComplexMatrix pi_ = Newton_interpolation_add_one_point(t.c[count][0].re, y.c[count][0].re, t, pi_0);
return pi_;
}
}
//优化:最速下降法(实数)
double ComplexMatrix::Steepest_Descent(ComplexMatrix& x0, double(*f)(ComplexMatrix& x), double(*grad[])(ComplexMatrix& x))
{
ComplexMatrix xk(x0.lr, x0.lc, x0.is_real, x0.c); //储存迭代解
ComplexMatrix sk(xk.lr, xk.lc, xk.is_real); //储存负梯度
ComplexMatrix sk0; //储存修正用的负梯度
double alpha0; //线性搜索中上一次步长
double alpha; //线性搜索步长
double fx0; //线性搜索步长中上一次的函数值
double fx; //线性搜索步长中本次的函数值
//dataOut.open("Steepest_Descent.txt"); //输出到文件,不用时注释掉
//dataOut << xk.c[0][0].re << " " << xk.c[1][0].re << endl; //输出x到文件,不用时注释掉
//求初始负梯度
for (int i = 0; i < xk.lr; i++)
sk.c[i][0].re = -((grad[i])(xk));
do {
//线性搜索求步长(alpha每次增加0.001) //考虑第一次直接用sk,之后每次/2的搜索方法
ComplexMatrix sk_temp(sk.lr, sk.lc, sk.is_real, sk.c); //储存线性搜索步长时临时s
ComplexMatrix xk_temp(xk.lr, xk.lc, xk.is_real, xk.c); //储存线性搜索步长时临时x
alpha = 0.0; //初始化步长
do {
alpha0 = alpha;
fx0 = f(xk_temp);
alpha += 0.001;
sk_temp = alpha * sk;
xk_temp = xk_temp + sk_temp;
fx = f(xk_temp);
} while (fx < fx0); //脱出时fx >= fx0,fx0对应的alpha0为所求找到最小值的步长
//修正解
sk = alpha0 * sk;
sk0 = sk;
xk = xk + sk; //cout << xk << endl; //输出迭代路径,不用时注释掉
//求新负梯度
for (int i = 0; i < xk.lr; i++)
sk.c[i][0].re = -((grad[i])(xk));
// dataOut << xk.c[0][0].re << " " << xk.c[1][0].re << endl; //输出x到文件,不用时注释掉
} while (sk0.vector_2_norm() >= 1e-15); //负梯度为零时脱出 //尝试增加try计尝试次数
//dataOut.close(); //输出到文件,不用时注释掉
cout << xk << endl; //输出最终x,不用时注释掉
return f(xk);
}
//优化:牛顿法(实数)
double ComplexMatrix::Newton_unconstrained_optimization
(ComplexMatrix& x0, double(*f)(ComplexMatrix& x), double(*grad[])(ComplexMatrix& x), double(*Hessian[])(ComplexMatrix& x))
{
ComplexMatrix xk(x0.lr, x0.lc, x0.is_real, x0.c); //储存迭代解向量
ComplexMatrix gradk(xk.lr, xk.lc, xk.is_real); //储存负梯度向量
ComplexMatrix Hk(xk.lr, xk.lr, xk.is_real); //储存黑塞矩阵
ComplexMatrix Hk_gradk; //储存增广矩阵
ComplexMatrix sk(xk.lr, xk.lc, xk.is_real); //储存牛顿步长向量
//dataOut.open("Newton_optimization.txt"); //输出到文件,不用时注释掉
//dataOut << xk.c[0][0].re << " " << xk.c[1][0].re << endl; //输出x到文件,不用时注释掉
//求初始负梯度
for (int i = 0; i < xk.lr; i++)
gradk.c[i][0].re = -((grad[i])(xk));
do {
//求牛顿步长
//求黑塞矩阵
for (int i = 0; i < xk.lr; i++)
for (int j = 0; j < xk.lr; j++)
Hk.c[i][j].re = (Hessian[i * x0.lr + j])(xk);
//产生增广矩阵,用部分选主元高斯消元解方程组
Hk_gradk = Hk.combine_columns(Hk, gradk);
Gaussian_elimination_partial_pivoting(Hk_gradk, sk);
//修正解
xk = xk + sk; //cout << xk << endl; //输出迭代路径,不用时注释掉
//求新负梯度
for (int i = 0; i < xk.lr; i++)
gradk.c[i][0].re = -((grad[i])(xk));
// dataOut << xk.c[0][0].re << " " << xk.c[1][0].re << endl; //输出x到文件,不用时注释掉
} while (gradk.vector_2_norm() >= 1e-15); //负梯度为零时脱出 //尝试增加try计尝试次数
//dataOut.close(); //输出到文件,不用时注释掉
cout << xk << endl; //输出最终x,不用时注释掉
return f(xk);
}
//优化:阻尼牛顿法(实数)
double ComplexMatrix::damped_Newton_unconstrained_optimization
(ComplexMatrix& x0, double(*f)(ComplexMatrix& x), double(*grad[])(ComplexMatrix& x), double(*Hessian[])(ComplexMatrix& x))
{