matSupSub.hpp

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/*
 * Bayes++ the Bayesian Filtering Library
 * Copyright (c) 2002 Michael Stevens
 * See accompanying Bayes++.htm for terms and conditions of use.
 *
 * $Id$
 */
 
/*
 * Matrix types for filter classes
 *  Provides the predefined type 'Vec' and a variety of 'Matrix' types
 *  Replace this header to substitute alternative matrix support
 *
 * Everything in namespace Bayes_filter_matrix is intended to support the matrix storage
 * and algebra requirements of the library. Therefore the interfaces and implementation is
 * not intended to be stable.
 */
 
/*
 * Use the Boost uBLAS Basic Linear Algebra library
 * That is boost::numeric::ublas
 *  Thanks to Joerg Walter and Mathias Koch for an excellent library!
 *
 * Gappy matrix support: The macros BAYES_FILTER_(SPARSE/COMPRESSED/COORDINATE) control experimental gappy matrix support
 * When enabled the default storage types are replaced with their sparse equivalents
 */
 
#include <boost/version.hpp>
#include <boost/numeric/ublas/vector.hpp>
#include <boost/numeric/ublas/vector_proxy.hpp>
#include <boost/numeric/ublas/matrix.hpp>
#include <boost/numeric/ublas/matrix_proxy.hpp>
#include <boost/numeric/ublas/symmetric.hpp>
#include <boost/numeric/ublas/triangular.hpp>
#include <boost/numeric/ublas/banded.hpp>
#if defined(BAYES_FILTER_MAPPED) || defined(BAYES_FILTER_COMPRESSED) || defined(BAYES_FILTER_COORDINATE)
#include <map>
#include <boost/numeric/ublas/vector_sparse.hpp>
#include <boost/numeric/ublas/matrix_sparse.hpp>
#define BAYES_FILTER_GAPPY
#endif
 
 
 
/* Filter Matrix Namespace */
namespace Bayesian_filter_matrix
{
                        // Allow use of a local ublas namespace
namespace ublas = boost::numeric::ublas;
 
/*
 * Declare the value used for ALL linear algebra operations
 * Also required as the matrix/vector container value_type
 */
typedef double Float;
 
/*
 * uBlas base types - these will be wrapper to provide the actual vector and matrix types
 *  Symmetric types don't appear. They are defined later by adapting these base types
 */
namespace detail {
                            // Dense types
typedef ublas::vector<Float> BaseDenseVector;
typedef ublas::matrix<Float, ublas::row_major> BaseDenseRowMatrix;
typedef ublas::matrix<Float, ublas::column_major> BaseDenseColMatrix;
typedef ublas::triangular_matrix<Float, ublas::upper, ublas::row_major> BaseDenseUpperTriMatrix;
typedef ublas::triangular_matrix<Float, ublas::lower, ublas::row_major> BaseDenseLowerTriMatrix;
typedef ublas::banded_matrix<Float> BaseDenseDiagMatrix;
                            // Mapped types
#if defined(BAYES_FILTER_MAPPED)
typedef ublas::mapped_vector<Float, std::map<std::size_t,Float> > BaseSparseVector;
typedef ublas::mapped_matrix<Float, ublas::row_major, std::map<std::size_t,Float> > BaseSparseRowMatrix;
typedef ublas::mapped_matrix<Float, ublas::column_major, std::map<std::size_t,Float> > BaseSparseColMatrix;
                            // OR Compressed types
#elif defined(BAYES_FILTER_COMPRESSED)
typedef ublas::compressed_vector<Float> BaseSparseVector;
typedef ublas::compressed_matrix<Float, ublas::row_major> BaseSparseRowMatrix;
typedef ublas::compressed_matrix<Float, ublas::column_major> BaseSparseColMatrix;
                            // OR Coordinate types
#elif defined(BAYES_FILTER_COORDINATE)
typedef ublas::coordinate_vector<Float> BaseSparseVector;
typedef ublas::coordinate_matrix<Float, ublas::row_major> BaseSparseRowMatrix;
typedef ublas::coordinate_matrix<Float, ublas::column_major> BaseSparseColMatrix;
#endif
 
                            // Default types Dense or Gappy
#ifndef BAYES_FILTER_GAPPY
typedef BaseDenseVector BaseVector;
typedef BaseDenseRowMatrix BaseRowMatrix;
typedef BaseDenseColMatrix BaseColMatrix;
typedef BaseDenseUpperTriMatrix BaseUpperTriMatrix;
typedef BaseDenseLowerTriMatrix BaseLowerTriMatrix;
typedef BaseDenseDiagMatrix BaseDiagMatrix;
#else
typedef BaseSparseVector BaseVector;
typedef BaseSparseRowMatrix BaseRowMatrix;
typedef BaseSparseColMatrix BaseColMatrix;
typedef BaseDenseUpperTriMatrix BaseUpperTriMatrix;     // No sparse triangular or banded
typedef BaseDenseLowerTriMatrix BaseLowerTriMatrix;
typedef BaseDenseDiagMatrix BaseDiagMatrix;
#endif
 
}
namespace detail {…}
 
}//namespace
 
/*
 * Common type independent uBlas interface
 */
#include "uBLASmatrix.hpp"