Statistical Computing in C++ and R

APPENDIX D

The Matrix and Vector classes

The “complete” versions of the classes Matrix and Vector that were used, e.g., in Chapters

3 and 7 are given in this appendix. We begin with the class Matrix header file.

Listing D.1 matrix.h

matrix.h

MATRIX H

MATRIX H

"vector.h"

Matrix{

members

nRows , nCols ;

pointerCheck () ;

pointerCheck( i) ;

:

pA ;

:

constructors destructor

Matrix( nrows = 0, ncols = 0, a=0.);

Matrix( nrows , ncols , pa );

Matrix( Matrix A);

Matrix ();

overloaded operators

Matrix =( Matrix B);

Matrix +( Matrix B) ;

Matrix +=( Matrix B);

Matrix -( Matrix B) ;

Matrix -=( Matrix B);

Matrix ( Matrix B) ;

Matrix ( b) ;

Vector ( Vector v) ;

[]( i) { pA [ i];}

matrix operations

Matrix trans () ;

solution of a linear system

Vector backward( Vector RHS ) ;

Vector forward ( Vector RHS ) ;

Vector gauss( Vector RHS ) ;

Vector cholesky( Vector RHS ) ;

banded systems

Vector bandBack( Vector RHS , bWidth) ;

Vector bandFor ( Vector RHS, bWidth) ;

Vector bandChol( Vector RHS , M atr ix G, bWidth) ;

QR ( Mat rix Q, Matrix R) ;

computation of spectra

Vector eigen( Nvals , Vector v, Matrix U, itMax = 38,

delta = .00000001) ;

Vector SVD( Nvals , Vector v, Matrix U, Matrix V,

itMax = 38, delta = .00000001) ;

511

512 THE MATRIX AND VECTOR CLASSES

utilities accessors

printMatrix () ;

Vector matToVec( j) ; jth column to a vector

vecToMat( j, Vector v); vector into jth column

getnRows () { nRows ;}

getnCols () { nCols ;}

Matrix ( Vector v1, Vector v2 );

};

pdBand : Matrix {

derived member

bW ;

:

pdBand( nrows = 0, bw = -1, a=0.);

pdBand( nrows , bw , pa );

pdBand( pdBand A);

pdBand (){};

pdBand =( pdBand B);

pdBand +( pdBand B) ;

Matrix +( Matrix B) ;

pdBand trans () { pdBand( );}

Vector backward( Vector RHS ) ;

Vector forward ( Vector RHS ) ;

Vector cholesky( Vector RHS ) ;

getBW () { bW ;}

Matrix bandToFull () ;

};

Matrix ( Vector v1, Vector v2 );

Matrix ( , Matrix A);

The metho d definitions are then provided by

Listing D.2 matrix.cpp

matrix.cpp

<algorithm>

<iostream>

<cmath >

<cstdlib>

<limits >

< >

"matrix.h"

std :: cout; std:: endl ;

Matrix :: Matrix ( nrows , ncols , a){

nRows = nrows;

nCols = ncols;

set pA to null pointer in

(nRows == 0 || nCols == 0){

pA = 0;

;

}

pA = (std::nothrow) [nRows];

pointerCheck ();

THE MATRIX AND VECTOR CLASSES 513

( i=0;i<nRows;i++){

pA [i ] = (std::nothrow) [nCols];

pointerCheck(i);

( j=0;j<nCols;j++){

(i == j)

pA [i ][ j] = a ;

pA [i ][ j] = 0.;

}

}

}

Matrix :: Matrix ( nrows , ncols , pa ){

nRows = nrows;

nCols = ncols;

pA = (std::nothrow) [nRows];

pointerCheck ();

( i=0;i<nRows;i++){

pA [i ] = (std::nothrow) [nCols];

pointerCheck(i);

}

( i=0;i<nRows;i++)

( j=0;j<nCols;j++)

pA [i ][ j] = pa [i ][ j];

}

Matrix :: Matrix( Matrix A){

nRows = A. nRows;

nCols = A. nCols;

pA = (std::nothrow) [nRows];

pointerCheck ();

( i=0;i<nRows;i++){

pA [i ] = (std::nothrow) [nCols];

pointerCheck(i);

}

( i=0;i<nRows;i++)

( j=0;j<nCols;j++)

pA [i ][ j] = A .pA[i ][ j];

}

Matrix :: Matrix (){

(pA 0){

( i=0;i<nRows;i++)

[] pA [i ];

[] pA ;

}

}

Overloaded operators:

Matrix Matrix :: =( Matrix A){

( == A) avoid self assignment

;

dimensions match we can just overwrite; otherwise ....

(nRows A.nRows||nCols A.nCols){

(pA 0) check first before releasing memory

-> Matrix ();

define redefine object ’s members

nRows = A. nRows;

nCols = A. nCols;

pA = new (std ::nothr ow ) d ouble [nRows];