From 1b888c4d289b5ce1d749ef0ad90f76ae3a0c4f7e Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sat, 16 Nov 2013 12:58:02 +0100 Subject: [PATCH 001/109] Tests: disable de-CH related number format tests because of Win 8.1 bug --- src/UnitTests/ComplexTests/Complex32Test.TextHandling.cs | 2 +- src/UnitTests/ComplexTests/ComplexTest.TextHandling.cs | 2 +- .../LinearAlgebraTests/Complex/DenseVectorTest.TextHandling.cs | 2 +- .../LinearAlgebraTests/Complex/SparseVectorTest.TextHandling.cs | 2 +- .../Complex32/DenseVectorTest.TextHandling.cs | 2 +- .../Complex32/SparseVectorTest.TextHandling.cs | 2 +- .../LinearAlgebraTests/Double/DenseVectorTest.TextHandling.cs | 2 +- .../LinearAlgebraTests/Double/SparseVectorTest.TextHandling.cs | 2 +- .../LinearAlgebraTests/Single/DenseVectorTest.TextHandling.cs | 2 +- .../LinearAlgebraTests/Single/SparseVectorTest.TextHandling.cs | 2 +- 10 files changed, 10 insertions(+), 10 deletions(-) diff --git a/src/UnitTests/ComplexTests/Complex32Test.TextHandling.cs b/src/UnitTests/ComplexTests/Complex32Test.TextHandling.cs index 155118c6..56df452d 100644 --- a/src/UnitTests/ComplexTests/Complex32Test.TextHandling.cs +++ b/src/UnitTests/ComplexTests/Complex32Test.TextHandling.cs @@ -81,7 +81,7 @@ namespace MathNet.Numerics.UnitTests.ComplexTests [TestCase("en-US", "1.1")] [TestCase("tr-TR", "1,1")] [TestCase("de-DE", "1,1")] - [TestCase("de-CH", "1.1")] + //[TestCase("de-CH", "1.1")] Windows 8.1 issue, see http://bit.ly/W81deCH [TestCase("he-IL", "1.1")] public void CanFormatComplexToStringWithCulture(string cultureName, string number) { diff --git a/src/UnitTests/ComplexTests/ComplexTest.TextHandling.cs b/src/UnitTests/ComplexTests/ComplexTest.TextHandling.cs index a38eae29..d8495a21 100644 --- a/src/UnitTests/ComplexTests/ComplexTest.TextHandling.cs +++ b/src/UnitTests/ComplexTests/ComplexTest.TextHandling.cs @@ -50,7 +50,7 @@ namespace MathNet.Numerics.UnitTests.ComplexTests /// Expected imaginary part. /// Culture ID. [TestCase("-1 -2i", -1, -2, "en-US")] - [TestCase("-1 - 2i ", -1, -2, "de-CH")] + //[TestCase("-1 - 2i ", -1, -2, "de-CH")] Windows 8.1 issue, see http://bit.ly/W81deCH public void CanParseStringToComplexWithCulture(string text, double expectedReal, double expectedImaginary, string cultureName) { var parsed = text.ToComplex(new CultureInfo(cultureName)); diff --git a/src/UnitTests/LinearAlgebraTests/Complex/DenseVectorTest.TextHandling.cs b/src/UnitTests/LinearAlgebraTests/Complex/DenseVectorTest.TextHandling.cs index 54a4287f..17485761 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex/DenseVectorTest.TextHandling.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex/DenseVectorTest.TextHandling.cs @@ -71,7 +71,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex /// Expected result. /// Culture name. [TestCase(" 1.2 + 1i , 3.4 + 1i , 5.6 + 1i ", "(1.2, 1) (3.4, 1) (5.6, 1)", "en-US")] - [TestCase(" 1.2 + 1i ; 3.4 + 1i ; 5.6 + 1i ", "(1.2, 1) (3.4, 1) (5.6, 1)", "de-CH")] + //[TestCase(" 1.2 + 1i ; 3.4 + 1i ; 5.6 + 1i ", "(1.2, 1) (3.4, 1) (5.6, 1)", "de-CH")] Windows 8.1 issue, see http://bit.ly/W81deCH #if !PORTABLE [TestCase(" 1,2 + 1i ; 3,4 + 1i ; 5,6 + 1i ", "(1,2, 1) (3,4, 1) (5,6, 1)", "de-DE")] #endif diff --git a/src/UnitTests/LinearAlgebraTests/Complex/SparseVectorTest.TextHandling.cs b/src/UnitTests/LinearAlgebraTests/Complex/SparseVectorTest.TextHandling.cs index 128c5f32..5bbded70 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex/SparseVectorTest.TextHandling.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex/SparseVectorTest.TextHandling.cs @@ -70,7 +70,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex /// Expected result. /// Culture name. [TestCase(" 1.2 + 1i , 3.4 + 1i , 5.6 + 1i ", "(1.2, 1) (3.4, 1) (5.6, 1)", "en-US")] - [TestCase(" 1.2 + 1i ; 3.4 + 1i ; 5.6 + 1i ", "(1.2, 1) (3.4, 1) (5.6, 1)", "de-CH")] + //[TestCase(" 1.2 + 1i ; 3.4 + 1i ; 5.6 + 1i ", "(1.2, 1) (3.4, 1) (5.6, 1)", "de-CH")] Windows 8.1 issue, see http://bit.ly/W81deCH #if !PORTABLE [TestCase(" 1,2 + 1i ; 3,4 + 1i ; 5,6 + 1i ", "(1,2, 1) (3,4, 1) (5,6, 1)", "de-DE")] #endif diff --git a/src/UnitTests/LinearAlgebraTests/Complex32/DenseVectorTest.TextHandling.cs b/src/UnitTests/LinearAlgebraTests/Complex32/DenseVectorTest.TextHandling.cs index 02495a7e..f498c466 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex32/DenseVectorTest.TextHandling.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex32/DenseVectorTest.TextHandling.cs @@ -71,7 +71,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32 /// Expected result. /// Culture name. [TestCase(" 1.2 + 1i , 3.4 + 1i , 5.6 + 1i ", "(1.2, 1) (3.4, 1) (5.6, 1)", "en-US")] - [TestCase(" 1.2 + 1i ; 3.4 + 1i ; 5.6 + 1i ", "(1.2, 1) (3.4, 1) (5.6, 1)", "de-CH")] + //[TestCase(" 1.2 + 1i ; 3.4 + 1i ; 5.6 + 1i ", "(1.2, 1) (3.4, 1) (5.6, 1)", "de-CH")] Windows 8.1 issue, see http://bit.ly/W81deCH #if !PORTABLE [TestCase(" 1,2 + 1i ; 3,4 + 1i ; 5,6 + 1i ", "(1,2, 1) (3,4, 1) (5,6, 1)", "de-DE")] #endif diff --git a/src/UnitTests/LinearAlgebraTests/Complex32/SparseVectorTest.TextHandling.cs b/src/UnitTests/LinearAlgebraTests/Complex32/SparseVectorTest.TextHandling.cs index c2060a02..ac0dc3ae 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex32/SparseVectorTest.TextHandling.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex32/SparseVectorTest.TextHandling.cs @@ -70,7 +70,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32 /// Expected result. /// Culture name. [TestCase(" 1.2 + 1i , 3.4 + 1i , 5.6 + 1i ", "(1.2, 1) (3.4, 1) (5.6, 1)", "en-US")] - [TestCase(" 1.2 + 1i ; 3.4 + 1i ; 5.6 + 1i ", "(1.2, 1) (3.4, 1) (5.6, 1)", "de-CH")] + //[TestCase(" 1.2 + 1i ; 3.4 + 1i ; 5.6 + 1i ", "(1.2, 1) (3.4, 1) (5.6, 1)", "de-CH")] Windows 8.1 issue, see http://bit.ly/W81deCH #if !PORTABLE [TestCase(" 1,2 + 1i ; 3,4 + 1i ; 5,6 + 1i ", "(1,2, 1) (3,4, 1) (5,6, 1)", "de-DE")] #endif diff --git a/src/UnitTests/LinearAlgebraTests/Double/DenseVectorTest.TextHandling.cs b/src/UnitTests/LinearAlgebraTests/Double/DenseVectorTest.TextHandling.cs index 61417d5f..700e870e 100644 --- a/src/UnitTests/LinearAlgebraTests/Double/DenseVectorTest.TextHandling.cs +++ b/src/UnitTests/LinearAlgebraTests/Double/DenseVectorTest.TextHandling.cs @@ -67,7 +67,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double /// Expected result. /// Culture name. [TestCase(" 1.2,3.4 , 5.6 ", "1.2 3.4 5.6", "en-US")] - [TestCase(" 1.2;3.4 ; 5.6 ", "1.2 3.4 5.6", "de-CH")] + //[TestCase(" 1.2;3.4 ; 5.6 ", "1.2 3.4 5.6", "de-CH")] Windows 8.1 issue, see http://bit.ly/W81deCH [TestCase(" 1,2;3,4 ; 5,6 ", "1,2 3,4 5,6", "de-DE")] public void CanParseDoubleDenseVectorsWithCulture(string stringToParse, string expectedToString, string culture) { diff --git a/src/UnitTests/LinearAlgebraTests/Double/SparseVectorTest.TextHandling.cs b/src/UnitTests/LinearAlgebraTests/Double/SparseVectorTest.TextHandling.cs index 04858361..b63a82c4 100644 --- a/src/UnitTests/LinearAlgebraTests/Double/SparseVectorTest.TextHandling.cs +++ b/src/UnitTests/LinearAlgebraTests/Double/SparseVectorTest.TextHandling.cs @@ -66,7 +66,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double /// Expected result. /// Culture name. [TestCase(" 1.2,3.4 , 5.6 ", "1.2 3.4 5.6", "en-US")] - [TestCase(" 1.2;3.4 ; 5.6 ", "1.2 3.4 5.6", "de-CH")] + //[TestCase(" 1.2;3.4 ; 5.6 ", "1.2 3.4 5.6", "de-CH")] Windows 8.1 issue, see http://bit.ly/W81deCH [TestCase(" 1,2;3,4 ; 5,6 ", "1,2 3,4 5,6", "de-DE")] public void CanParseDoubleSparseVectorsWithCulture(string stringToParse, string expectedToString, string culture) { diff --git a/src/UnitTests/LinearAlgebraTests/Single/DenseVectorTest.TextHandling.cs b/src/UnitTests/LinearAlgebraTests/Single/DenseVectorTest.TextHandling.cs index 889a8432..aa8ddd40 100644 --- a/src/UnitTests/LinearAlgebraTests/Single/DenseVectorTest.TextHandling.cs +++ b/src/UnitTests/LinearAlgebraTests/Single/DenseVectorTest.TextHandling.cs @@ -67,7 +67,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single /// Expected result. /// Culture name. [TestCase(" 1.2,3.4 , 5.6 ", "1.2 3.4 5.6", "en-US")] - [TestCase(" 1.2;3.4 ; 5.6 ", "1.2 3.4 5.6", "de-CH")] + //[TestCase(" 1.2;3.4 ; 5.6 ", "1.2 3.4 5.6", "de-CH")] Windows 8.1 issue, see http://bit.ly/W81deCH [TestCase(" 1,2;3,4 ; 5,6 ", "1,2 3,4 5,6", "de-DE")] public void CanParseSingleDenseVectorsWithCulture(string stringToParse, string expectedToString, string culture) { diff --git a/src/UnitTests/LinearAlgebraTests/Single/SparseVectorTest.TextHandling.cs b/src/UnitTests/LinearAlgebraTests/Single/SparseVectorTest.TextHandling.cs index 32d5c7bd..8ae0c3cb 100644 --- a/src/UnitTests/LinearAlgebraTests/Single/SparseVectorTest.TextHandling.cs +++ b/src/UnitTests/LinearAlgebraTests/Single/SparseVectorTest.TextHandling.cs @@ -66,7 +66,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single /// Expected result. /// Culture name. [TestCase(" 1.2,3.4 , 5.6 ", "1.2 3.4 5.6", "en-US")] - [TestCase(" 1.2;3.4 ; 5.6 ", "1.2 3.4 5.6", "de-CH")] + //[TestCase(" 1.2;3.4 ; 5.6 ", "1.2 3.4 5.6", "de-CH")] Windows 8.1 issue, see http://bit.ly/W81deCH [TestCase(" 1,2;3,4 ; 5,6 ", "1,2 3,4 5,6", "de-DE")] public void CanParseSingleSparseVectorsWithCulture(string stringToParse, string expectedToString, string culture) { From 8334454fad9f6fe2a30a669b798e5032297c14ae Mon Sep 17 00:00:00 2001 From: Ethar Alali Date: Tue, 5 Nov 2013 00:05:14 +0000 Subject: [PATCH 002/109] Added RSquared class (and test - in TD like you mean it style) to the project. --- src/Numerics/GoodnessOfFit/RSquared.cs | 45 +++++++++++++ src/Numerics/Numerics.csproj | 2 + src/UnitTests/GoodnessOfFit/RSquaredTest.cs | 73 +++++++++++++++++++++ src/UnitTests/UnitTests.csproj | 1 + 4 files changed, 121 insertions(+) create mode 100644 src/Numerics/GoodnessOfFit/RSquared.cs create mode 100644 src/UnitTests/GoodnessOfFit/RSquaredTest.cs diff --git a/src/Numerics/GoodnessOfFit/RSquared.cs b/src/Numerics/GoodnessOfFit/RSquared.cs new file mode 100644 index 00000000..4414b69f --- /dev/null +++ b/src/Numerics/GoodnessOfFit/RSquared.cs @@ -0,0 +1,45 @@ +using System; +using System.Collections.Generic; +using System.Linq; +using System.Text; +using MathNet.Numerics.LinearAlgebra.Double; + +namespace MathNet.Numerics.GoodnessOfFit +{ + public class RSquared + { + /// + /// Calculated the R-Squared value given modelled and observed values + /// + /// The values expected from the modelled + /// The actual data set values obtained + /// + public static double RSqr(IEnumerable modelledValues, IEnumerable observedValues) + { + var modelledData = modelledValues as double[] ?? modelledValues.ToArray(); + var observedData = observedValues as double[] ?? observedValues.ToArray(); + var observedDataCount = observedData.Count(); + if ( modelledData.Count() != observedDataCount) + { + throw new ArgumentException("Dataset length mismatch"); + } + + var observedSum = observedData.Sum(); + var modelledSum = modelledData.Sum(); + + var sumObservedByModelled = 0d; + + for (var itemIndex = 0; itemIndex < observedDataCount; itemIndex++) + { + sumObservedByModelled += (observedData[itemIndex] * modelledData[itemIndex]); + } + + var sumObservedSquared = observedData.Sum(item => item * item); + var sumModelledSquared = modelledData.Sum(item => item * item); + + return Math.Pow(( observedDataCount * sumObservedByModelled - observedSum * modelledSum ) / + Math.Sqrt((observedDataCount * sumObservedSquared - Math.Pow(observedSum, 2)) + * (observedDataCount * sumModelledSquared - Math.Pow(modelledSum, 2))), 2); + } + } +} diff --git a/src/Numerics/Numerics.csproj b/src/Numerics/Numerics.csproj index 00054cff..ff06c46e 100644 --- a/src/Numerics/Numerics.csproj +++ b/src/Numerics/Numerics.csproj @@ -87,6 +87,7 @@ + @@ -439,5 +440,6 @@ Designer + \ No newline at end of file diff --git a/src/UnitTests/GoodnessOfFit/RSquaredTest.cs b/src/UnitTests/GoodnessOfFit/RSquaredTest.cs new file mode 100644 index 00000000..33efb930 --- /dev/null +++ b/src/UnitTests/GoodnessOfFit/RSquaredTest.cs @@ -0,0 +1,73 @@ +using System; +using System.Collections.Generic; +using System.Linq; +using System.Text; +using System.Threading.Tasks; +using MathNet.Numerics.GoodnessOfFit; +using NUnit.Framework; + +namespace MathNet.Numerics.UnitTests.GoodnessOfFit +{ + [TestFixture] + public class RSquaredTest + { + /// + /// Test the R-squared value of a values with itself + /// + [Test] + public void WhenCalculatingRSquaredOfLinearDistributionWithItselfThenRSquaredIsOne() + { + var data = new List(); + for (int i = 1; i <= 10; i++) + data.Add(i); + + Assert.That(RSquared.RSqr(data, data), Is.EqualTo(1)); + } + + [Test] + [ExpectedException(typeof(ArgumentException))] + public void WhenGivenTwoDatasetsOfDifferentSizeThenThrowsArgumentException() + { + var observedData = new List() + { + 23 + ,9 + ,5 + ,7 + ,10 + ,5 + ,4 + ,1 + ,2 + ,1 + }; + + var modelledData = new List() + { + 8 + ,9 + ,10 + }; + + RSquared.RSqr(modelledData, observedData); + + Assert.Fail("Expected ArgumentException exception wasn't thrown"); + } + + [Test] + public void WhenCalculatingRSquaredOfUnevenDistributionWithLInearDistributionThenRSquaredIsCalculated() + { + var observedData = new List() + { + 1, 2.3, 3.1, 4.8, 5.6, 6.3 + }; + + var modelledData = new List() + { + 2.6, 2.8, 3.1, 4.7, 5.1, 5.3 + }; + + Assert.That(Math.Round(RSquared.RSqr(modelledData, observedData), 11), Is.EqualTo(Math.Round(0.94878520708673d, 11))); + } + } +} diff --git a/src/UnitTests/UnitTests.csproj b/src/UnitTests/UnitTests.csproj index 271014d2..e0868287 100644 --- a/src/UnitTests/UnitTests.csproj +++ b/src/UnitTests/UnitTests.csproj @@ -133,6 +133,7 @@ + From 6dda2ef725f5e62297413726c524f6c17fd7cd27 Mon Sep 17 00:00:00 2001 From: Ethar Alali Date: Thu, 7 Nov 2013 08:29:00 +0000 Subject: [PATCH 003/109] Added license comments to file. --- src/Numerics/GoodnessOfFit/RSquared.cs | 34 +++++++++++++++++++++++--- 1 file changed, 30 insertions(+), 4 deletions(-) diff --git a/src/Numerics/GoodnessOfFit/RSquared.cs b/src/Numerics/GoodnessOfFit/RSquared.cs index 4414b69f..251eff31 100644 --- a/src/Numerics/GoodnessOfFit/RSquared.cs +++ b/src/Numerics/GoodnessOfFit/RSquared.cs @@ -1,12 +1,38 @@ -using System; +// +// Math.NET Numerics, part of the Math.NET Project +// http://numerics.mathdotnet.com +// http://github.com/mathnet/mathnet-numerics +// http://mathnetnumerics.codeplex.com +// +// Permission is hereby granted, free of charge, to any person +// obtaining a copy of this software and associated documentation +// files (the "Software"), to deal in the Software without +// restriction, including without limitation the rights to use, +// copy, modify, merge, publish, distribute, sublicense, and/or sell +// copies of the Software, and to permit persons to whom the +// Software is furnished to do so, subject to the following +// conditions: +// +// The above copyright notice and this permission notice shall be +// included in all copies or substantial portions of the Software. +// +// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES +// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND +// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT +// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, +// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING +// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +// OTHER DEALINGS IN THE SOFTWARE. +// + +using System; using System.Collections.Generic; using System.Linq; -using System.Text; -using MathNet.Numerics.LinearAlgebra.Double; namespace MathNet.Numerics.GoodnessOfFit { - public class RSquared + public static class RSquared { /// /// Calculated the R-Squared value given modelled and observed values From 3ba8773b305b0c2a5fe034cb9603e3ab89065591 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sat, 16 Nov 2013 14:30:29 +0100 Subject: [PATCH 004/109] GoodnessOfFit: benchmarking indicates pearson correlation is twice as fast --- .../RSquared.cs => GoodnessOfFit.cs} | 37 ++++--------------- src/Numerics/Numerics.csproj | 2 +- src/UnitTests/GoodnessOfFit/RSquaredTest.cs | 12 ++---- 3 files changed, 12 insertions(+), 39 deletions(-) rename src/Numerics/{GoodnessOfFit/RSquared.cs => GoodnessOfFit.cs} (53%) diff --git a/src/Numerics/GoodnessOfFit/RSquared.cs b/src/Numerics/GoodnessOfFit.cs similarity index 53% rename from src/Numerics/GoodnessOfFit/RSquared.cs rename to src/Numerics/GoodnessOfFit.cs index 251eff31..1908d8ec 100644 --- a/src/Numerics/GoodnessOfFit/RSquared.cs +++ b/src/Numerics/GoodnessOfFit.cs @@ -1,4 +1,4 @@ -// +// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics @@ -26,13 +26,12 @@ // OTHER DEALINGS IN THE SOFTWARE. // -using System; using System.Collections.Generic; -using System.Linq; +using MathNet.Numerics.Statistics; -namespace MathNet.Numerics.GoodnessOfFit +namespace MathNet.Numerics { - public static class RSquared + public static class GoodnessOfFit { /// /// Calculated the R-Squared value given modelled and observed values @@ -40,32 +39,10 @@ namespace MathNet.Numerics.GoodnessOfFit /// The values expected from the modelled /// The actual data set values obtained /// - public static double RSqr(IEnumerable modelledValues, IEnumerable observedValues) + public static double RSquared(IEnumerable modelledValues, IEnumerable observedValues) { - var modelledData = modelledValues as double[] ?? modelledValues.ToArray(); - var observedData = observedValues as double[] ?? observedValues.ToArray(); - var observedDataCount = observedData.Count(); - if ( modelledData.Count() != observedDataCount) - { - throw new ArgumentException("Dataset length mismatch"); - } - - var observedSum = observedData.Sum(); - var modelledSum = modelledData.Sum(); - - var sumObservedByModelled = 0d; - - for (var itemIndex = 0; itemIndex < observedDataCount; itemIndex++) - { - sumObservedByModelled += (observedData[itemIndex] * modelledData[itemIndex]); - } - - var sumObservedSquared = observedData.Sum(item => item * item); - var sumModelledSquared = modelledData.Sum(item => item * item); - - return Math.Pow(( observedDataCount * sumObservedByModelled - observedSum * modelledSum ) / - Math.Sqrt((observedDataCount * sumObservedSquared - Math.Pow(observedSum, 2)) - * (observedDataCount * sumModelledSquared - Math.Pow(modelledSum, 2))), 2); + var corr = Correlation.Pearson(modelledValues, observedValues); + return corr * corr; } } } diff --git a/src/Numerics/Numerics.csproj b/src/Numerics/Numerics.csproj index ff06c46e..001ec730 100644 --- a/src/Numerics/Numerics.csproj +++ b/src/Numerics/Numerics.csproj @@ -87,7 +87,7 @@ - + diff --git a/src/UnitTests/GoodnessOfFit/RSquaredTest.cs b/src/UnitTests/GoodnessOfFit/RSquaredTest.cs index 33efb930..9dfe8a72 100644 --- a/src/UnitTests/GoodnessOfFit/RSquaredTest.cs +++ b/src/UnitTests/GoodnessOfFit/RSquaredTest.cs @@ -1,9 +1,5 @@ using System; using System.Collections.Generic; -using System.Linq; -using System.Text; -using System.Threading.Tasks; -using MathNet.Numerics.GoodnessOfFit; using NUnit.Framework; namespace MathNet.Numerics.UnitTests.GoodnessOfFit @@ -21,11 +17,11 @@ namespace MathNet.Numerics.UnitTests.GoodnessOfFit for (int i = 1; i <= 10; i++) data.Add(i); - Assert.That(RSquared.RSqr(data, data), Is.EqualTo(1)); + Assert.That(Numerics.GoodnessOfFit.RSquared(data, data), Is.EqualTo(1)); } [Test] - [ExpectedException(typeof(ArgumentException))] + [ExpectedException(typeof(ArgumentOutOfRangeException))] public void WhenGivenTwoDatasetsOfDifferentSizeThenThrowsArgumentException() { var observedData = new List() @@ -49,7 +45,7 @@ namespace MathNet.Numerics.UnitTests.GoodnessOfFit ,10 }; - RSquared.RSqr(modelledData, observedData); + Numerics.GoodnessOfFit.RSquared(modelledData, observedData); Assert.Fail("Expected ArgumentException exception wasn't thrown"); } @@ -67,7 +63,7 @@ namespace MathNet.Numerics.UnitTests.GoodnessOfFit 2.6, 2.8, 3.1, 4.7, 5.1, 5.3 }; - Assert.That(Math.Round(RSquared.RSqr(modelledData, observedData), 11), Is.EqualTo(Math.Round(0.94878520708673d, 11))); + Assert.That(Math.Round(Numerics.GoodnessOfFit.RSquared(modelledData, observedData), 11), Is.EqualTo(Math.Round(0.94878520708673d, 11))); } } } From 08ca8301b8c167bf2b0fc9d025e03adc00c9dedf Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sat, 16 Nov 2013 15:47:13 +0100 Subject: [PATCH 005/109] Distance: add Pearson's distance --- src/Numerics/Distance.cs | 10 ++++++++++ 1 file changed, 10 insertions(+) diff --git a/src/Numerics/Distance.cs b/src/Numerics/Distance.cs index 8dfca7a3..3fcfc6a3 100644 --- a/src/Numerics/Distance.cs +++ b/src/Numerics/Distance.cs @@ -29,8 +29,10 @@ // using System; +using System.Collections.Generic; using MathNet.Numerics.LinearAlgebra; using MathNet.Numerics.Properties; +using MathNet.Numerics.Statistics; namespace MathNet.Numerics { @@ -277,5 +279,13 @@ namespace MathNet.Numerics } return count; } + + /// + /// Pearson's distance, i.e. 1 - the person correlation coefficient. + /// + public static double Pearson(IEnumerable a, IEnumerable b) + { + return 1.0 - Correlation.Pearson(a, b); + } } } From 0d2a5b096c226e4e64c8dcf23e932d35f63ebde6 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sat, 16 Nov 2013 15:51:37 +0100 Subject: [PATCH 006/109] GoodnessOfFit: docs, add R value --- src/Numerics/GoodnessOfFit.cs | 17 +++++++++++++++-- 1 file changed, 15 insertions(+), 2 deletions(-) diff --git a/src/Numerics/GoodnessOfFit.cs b/src/Numerics/GoodnessOfFit.cs index 1908d8ec..e675773a 100644 --- a/src/Numerics/GoodnessOfFit.cs +++ b/src/Numerics/GoodnessOfFit.cs @@ -34,15 +34,28 @@ namespace MathNet.Numerics public static class GoodnessOfFit { /// - /// Calculated the R-Squared value given modelled and observed values + /// Calculated the R-Squared value, also known as coefficient of determination, + /// given modelled and observed values /// /// The values expected from the modelled /// The actual data set values obtained - /// + /// Squared Person product-momentum correlation coefficient. public static double RSquared(IEnumerable modelledValues, IEnumerable observedValues) { var corr = Correlation.Pearson(modelledValues, observedValues); return corr * corr; } + + /// + /// Calculated the R value, also known as linear correlation coefficient, + /// given modelled and observed values + /// + /// The values expected from the modelled + /// The actual data set values obtained + /// Person product-momentum correlation coefficient. + public static double R(IEnumerable modelledValues, IEnumerable observedValues) + { + return Correlation.Pearson(modelledValues, observedValues); + } } } From 4f3a9a4f6dcc6ffff9c821181fa9ab670c5ecc36 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sat, 16 Nov 2013 17:45:39 +0100 Subject: [PATCH 007/109] Statistics: comment in Correlation.Person on robustness --- src/Numerics/Statistics/Correlation.cs | 3 +++ 1 file changed, 3 insertions(+) diff --git a/src/Numerics/Statistics/Correlation.cs b/src/Numerics/Statistics/Correlation.cs index 1faf845f..397dd24d 100644 --- a/src/Numerics/Statistics/Correlation.cs +++ b/src/Numerics/Statistics/Correlation.cs @@ -57,6 +57,9 @@ namespace MathNet.Numerics.Statistics double varA = 0; double varB = 0; + // WARNING: do not try to "optimize" by summing up products instead of using differences. + // It would indeed be faster, but numerically much less robust if large mean + low variance. + using (IEnumerator ieA = dataA.GetEnumerator()) using (IEnumerator ieB = dataB.GetEnumerator()) { From 7133c1448b9eb1ec7b259f4f12a6911be3d99aee Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sun, 17 Nov 2013 00:54:05 +0100 Subject: [PATCH 008/109] Correlation: optimize Spearman ranked correlation algorithm #171 --- src/Numerics/Statistics/Correlation.cs | 36 ++++++++++++++------------ 1 file changed, 19 insertions(+), 17 deletions(-) diff --git a/src/Numerics/Statistics/Correlation.cs b/src/Numerics/Statistics/Correlation.cs index 397dd24d..c331b34c 100644 --- a/src/Numerics/Statistics/Correlation.cs +++ b/src/Numerics/Statistics/Correlation.cs @@ -160,37 +160,39 @@ namespace MathNet.Numerics.Statistics return new double[0]; } - var rankedSamples = series.Select((sample, index) => new {Sample = sample, RankIndex = index}).OrderBy(s => s.Sample).ToArray(); - if (rankedSamples.Length == 0) + // WARNING: do not try to cast series to an array and use it directly, + // as we need to sort it (and thus modify id) + + double[] samples = series.ToArray(); + int[] index = new int[samples.Length]; + for (int i = 0; i < index.Length; i++) { - return new double[0]; + index[i] = i; } + Sorting.Sort(samples, index); - var rankedArray = new double[rankedSamples.Length]; - - var previousSample = rankedSamples.Select((sampleIndex, index) => new { SampleIndex = sampleIndex, LoopIndex = index }).First(); - foreach (var rankedSampleIndex in rankedSamples.Select((sampleIndex, index) => new { SampleIndex = sampleIndex, LoopIndex = index })) + double[] rankedArray = new double[samples.Length]; + int previousIndex = 0; + for (int i = 1; i < samples.Length; i++) { - var currentSample = rankedSampleIndex; - - if (Math.Abs(currentSample.SampleIndex.Sample - previousSample.SampleIndex.Sample) <= 0) + if (Math.Abs(samples[i] - samples[previousIndex]) <= 0d) { continue; } - var rankedValue = (currentSample.LoopIndex + previousSample.LoopIndex - 1) / 2d + 1; - foreach (var index in Enumerable.Range(previousSample.LoopIndex, currentSample.LoopIndex - previousSample.LoopIndex)) + var rankedValue = (i + previousIndex - 1) / 2d + 1; + for (int k = previousIndex; k < i; k++) { - rankedArray[rankedSamples[index].RankIndex] = rankedValue; + rankedArray[index[k]] = rankedValue; } - previousSample = currentSample; + previousIndex = i; } - var finalValue = (rankedSamples.Length + previousSample.LoopIndex - 1) / 2d + 1; - foreach (var index in Enumerable.Range(previousSample.LoopIndex, rankedSamples.Length - previousSample.LoopIndex)) + var finalValue = (samples.Length + previousIndex - 1) / 2d + 1; + for (int k = previousIndex; k < index.Length; k++) { - rankedArray[rankedSamples[index].RankIndex] = finalValue; + rankedArray[index[k]] = finalValue; } return rankedArray; From df9948b48f02cb10ce27cb644d274bdfd0041da4 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sun, 17 Nov 2013 13:31:51 +0100 Subject: [PATCH 009/109] Distance: add Canberra distance --- src/Numerics/Distance.cs | 30 ++++++++++++++++++++++++++++++ 1 file changed, 30 insertions(+) diff --git a/src/Numerics/Distance.cs b/src/Numerics/Distance.cs index 3fcfc6a3..b5819f12 100644 --- a/src/Numerics/Distance.cs +++ b/src/Numerics/Distance.cs @@ -202,6 +202,36 @@ namespace MathNet.Numerics return SAD(a, b); } + /// + /// Canberra Distance, a weighted version of the L1-norm of the difference. + /// + public static double Canberra(double[] a, double[] b) + { + if (a.Length != b.Length) throw new ArgumentException(Resources.ArgumentVectorsSameLength); + + double sum = 0d; + for (var i = 0; i < a.Length; i++) + { + sum += Math.Abs(a[i] - b[i])/(Math.Abs(a[i]) + Math.Abs(b[i])); + } + return sum; + } + + /// + /// Canberra Distance, a weighted version of the L1-norm of the difference. + /// + public static double Canberra(float[] a, float[] b) + { + if (a.Length != b.Length) throw new ArgumentException(Resources.ArgumentVectorsSameLength); + + float sum = 0f; + for (var i = 0; i < a.Length; i++) + { + sum += Math.Abs(a[i] - b[i]) / (Math.Abs(a[i]) + Math.Abs(b[i])); + } + return sum; + } + /// /// Chebyshev Distance, i.e. the Infinity-norm of the difference. /// From 233b4d4bcc3409ee8d90ef99b5a64c001963db93 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sun, 17 Nov 2013 13:47:43 +0100 Subject: [PATCH 010/109] Distance: add Minkowski distance (generalized p-norm) --- src/Numerics/Distance.cs | 106 ++++++++++++++++++++++++++++----------- 1 file changed, 76 insertions(+), 30 deletions(-) diff --git a/src/Numerics/Distance.cs b/src/Numerics/Distance.cs index b5819f12..da1b5082 100644 --- a/src/Numerics/Distance.cs +++ b/src/Numerics/Distance.cs @@ -202,36 +202,6 @@ namespace MathNet.Numerics return SAD(a, b); } - /// - /// Canberra Distance, a weighted version of the L1-norm of the difference. - /// - public static double Canberra(double[] a, double[] b) - { - if (a.Length != b.Length) throw new ArgumentException(Resources.ArgumentVectorsSameLength); - - double sum = 0d; - for (var i = 0; i < a.Length; i++) - { - sum += Math.Abs(a[i] - b[i])/(Math.Abs(a[i]) + Math.Abs(b[i])); - } - return sum; - } - - /// - /// Canberra Distance, a weighted version of the L1-norm of the difference. - /// - public static double Canberra(float[] a, float[] b) - { - if (a.Length != b.Length) throw new ArgumentException(Resources.ArgumentVectorsSameLength); - - float sum = 0f; - for (var i = 0; i < a.Length; i++) - { - sum += Math.Abs(a[i] - b[i]) / (Math.Abs(a[i]) + Math.Abs(b[i])); - } - return sum; - } - /// /// Chebyshev Distance, i.e. the Infinity-norm of the difference. /// @@ -276,6 +246,82 @@ namespace MathNet.Numerics return max; } + /// + /// Minkowski Distance, i.e. the generalized p-norm of the difference. + /// + public static double Minkowski(double p, Vector a, Vector b) where T : struct, IEquatable, IFormattable + { + return (a - b).Norm(p); + } + + /// + /// Minkowski Distance, i.e. the generalized p-norm of the difference. + /// + public static double Minkowski(double p, double[] a, double[] b) + { + if (a.Length != b.Length) throw new ArgumentException(Resources.ArgumentVectorsSameLength); + if (p < 0d) throw new ArgumentOutOfRangeException("p"); + if (p == 1d) return Manhattan(a, b); + if (p == 2d) return Euclidean(a, b); + if (double.IsPositiveInfinity(p)) return Chebyshev(a, b); + + double sum = 0d; + for (var i = 0; i < a.Length; i++) + { + sum += Math.Pow(Math.Abs(a[i] - b[i]), p); + } + return Math.Pow(sum, 1.0 / p); + } + + /// + /// Minkowski Distance, i.e. the generalized p-norm of the difference. + /// + public static float Minkowski(double p, float[] a, float[] b) + { + if (a.Length != b.Length) throw new ArgumentException(Resources.ArgumentVectorsSameLength); + if (p < 0d) throw new ArgumentOutOfRangeException("p"); + if (p == 1d) return Manhattan(a, b); + if (p == 2d) return Euclidean(a, b); + if (double.IsPositiveInfinity(p)) return Chebyshev(a, b); + + double sum = 0d; + for (var i = 0; i < a.Length; i++) + { + sum += Math.Pow(Math.Abs(a[i] - b[i]), p); + } + return (float) Math.Pow(sum, 1.0/p); + } + + /// + /// Canberra Distance, a weighted version of the L1-norm of the difference. + /// + public static double Canberra(double[] a, double[] b) + { + if (a.Length != b.Length) throw new ArgumentException(Resources.ArgumentVectorsSameLength); + + double sum = 0d; + for (var i = 0; i < a.Length; i++) + { + sum += Math.Abs(a[i] - b[i]) / (Math.Abs(a[i]) + Math.Abs(b[i])); + } + return sum; + } + + /// + /// Canberra Distance, a weighted version of the L1-norm of the difference. + /// + public static float Canberra(float[] a, float[] b) + { + if (a.Length != b.Length) throw new ArgumentException(Resources.ArgumentVectorsSameLength); + + float sum = 0f; + for (var i = 0; i < a.Length; i++) + { + sum += Math.Abs(a[i] - b[i]) / (Math.Abs(a[i]) + Math.Abs(b[i])); + } + return sum; + } + /// /// Hamming Distance, i.e. the number of positions that have different values in the vectors. /// From 2853fe4b9c62587403c98cf84b850b9aba81e11f Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Wed, 27 Nov 2013 20:19:05 +0100 Subject: [PATCH 011/109] Fit: weighted MultiDim and weighted Polynomial --- MathNet.Numerics.sln.DotSettings | 3 +++ src/Numerics/Fit.cs | 19 +++++++++++++++++++ src/UnitTests/FitTests.cs | 22 ++++++++++++++++++++++ 3 files changed, 44 insertions(+) diff --git a/MathNet.Numerics.sln.DotSettings b/MathNet.Numerics.sln.DotSettings index a97eba6c..5787163f 100644 --- a/MathNet.Numerics.sln.DotSettings +++ b/MathNet.Numerics.sln.DotSettings @@ -15,6 +15,8 @@ True False False + False + True True False <copyright file="$FILENAME$" company="Math.NET"> @@ -66,5 +68,6 @@ OTHER DEALINGS IN THE SOFTWARE. SVD TFQMR WH + True <data /> <data><IncludeFilters /><ExcludeFilters /></data> \ No newline at end of file diff --git a/src/Numerics/Fit.cs b/src/Numerics/Fit.cs index 48a08efc..b16026cd 100644 --- a/src/Numerics/Fit.cs +++ b/src/Numerics/Fit.cs @@ -70,6 +70,15 @@ namespace MathNet.Numerics return MultipleRegression.NormalEquations(x, y); } + /// + /// Weighted Least-Squares fitting the points (X,y) = ((x0,x1,..,xk),y) and weights w to a linear surface y : X -> p0*x0 + p1*x1 + ... + pk*xk, + /// returning its best fitting parameters as [p0, p1, p2, ..., pk] array. + /// + public static double[] MultiDimWeighted(double[][] x, double[] y, double[] w) + { + return WeightedRegression.Weighted(x, y, w); + } + /// /// Least-Squares fitting the points (X,y) = ((x0,x1,..,xk),y) to a linear surface y : X -> p0*x0 + p1*x1 + ... + pk*xk, /// returning a function y' for the best fitting combination. @@ -90,6 +99,16 @@ namespace MathNet.Numerics return MultipleRegression.QR(design, Vector.Build.Dense(y)).ToArray(); } + /// + /// Weighted Least-Squares fitting the points (x,y) and weights w to a k-order polynomial y : x -> p0 + p1*x + p2*x^2 + ... + pk*x^k, + /// returning its best fitting parameters as [p0, p1, p2, ..., pk] array, compatible with Evaluate.Polynomial. + /// + public static double[] PolynomialWeighted(double[] x, double[] y, double[] w, int order) + { + var design = Matrix.Build.Dense(x.Length, order + 1, (i, j) => Math.Pow(x[i], j)); + return WeightedRegression.Weighted(design, Vector.Build.Dense(y), Matrix.Build.DenseOfDiagonalArray(w)).ToArray(); + } + /// /// Least-Squares fitting the points (x,y) to a k-order polynomial y : x -> p0 + p1*x + p2*x^2 + ... + pk*x^k, /// returning a function y' for the best fitting polynomial. diff --git a/src/UnitTests/FitTests.cs b/src/UnitTests/FitTests.cs index c2444ff6..542c0eda 100644 --- a/src/UnitTests/FitTests.cs +++ b/src/UnitTests/FitTests.cs @@ -133,6 +133,28 @@ namespace MathNet.Numerics.UnitTests } } + [Test] + public void FitsToOrder2PolynomialWeighted() + { + // Mathematica: LinearModelFit[{{1,4.986},{2,2.347},{3,2.061},{4,-2.995},{5,-2.352},{6,-5.782}}, {1, x, x^2}, x, Weights -> {0.5, 1.0, 1.0, 1.0, 1.0, 0.5}] + // -> 7.01451 - 2.12819 x + 0.0115 x^2 + + var x = Enumerable.Range(1, 6).Select(Convert.ToDouble).ToArray(); + var y = new[] { 4.986, 2.347, 2.061, -2.995, -2.352, -5.782 }; + + var respUnweighted = Fit.PolynomialWeighted(x, y, new[] { 1.0, 1.0, 1.0, 1.0, 1.0, 1.0 }, 2); + Assert.AreEqual(3, respUnweighted.Length); + Assert.AreEqual(6.9703, respUnweighted[0], 1e-4); + Assert.AreEqual(-2.05564, respUnweighted[1], 1e-4); + Assert.AreEqual(-0.00426786, respUnweighted[2], 1e-6); + + var resp = Fit.PolynomialWeighted(x, y, new[] { 0.5, 1.0, 1.0, 1.0, 1.0, 0.5 }, 2); + Assert.AreEqual(3, resp.Length); + Assert.AreEqual(7.01451, resp[0], 1e-4); + Assert.AreEqual(-2.12819, resp[1], 1e-4); + Assert.AreEqual(0.0115, resp[2], 1e-6); + } + [Test] public void FitsToTrigonometricLinearCombination() { From 13ede7dc3ad9a07761271d82d9552d3d721168a1 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Thu, 28 Nov 2013 09:34:05 +0100 Subject: [PATCH 012/109] Linear Regression: use more efficient LA routines (via tibel) --- src/Numerics/LinearRegression/MultipleRegression.cs | 6 +++--- src/Numerics/LinearRegression/WeightedRegression.cs | 8 ++++---- 2 files changed, 7 insertions(+), 7 deletions(-) diff --git a/src/Numerics/LinearRegression/MultipleRegression.cs b/src/Numerics/LinearRegression/MultipleRegression.cs index c215f28d..f33419d3 100644 --- a/src/Numerics/LinearRegression/MultipleRegression.cs +++ b/src/Numerics/LinearRegression/MultipleRegression.cs @@ -45,7 +45,7 @@ namespace MathNet.Numerics.LinearRegression /// Best fitting vector for model parameters β public static Vector NormalEquations(Matrix x, Vector y) where T : struct, IEquatable, IFormattable { - return x.TransposeThisAndMultiply(x).Cholesky().Solve(x.Transpose()*y); + return x.TransposeThisAndMultiply(x).Cholesky().Solve(x.TransposeThisAndMultiply(y)); } /// @@ -57,7 +57,7 @@ namespace MathNet.Numerics.LinearRegression /// Best fitting vector for model parameters β public static Matrix NormalEquations(Matrix x, Matrix y) where T : struct, IEquatable, IFormattable { - return x.TransposeThisAndMultiply(x).Cholesky().Solve(x.Transpose() * y); + return x.TransposeThisAndMultiply(x).Cholesky().Solve(x.TransposeThisAndMultiply(y)); } /// @@ -76,7 +76,7 @@ namespace MathNet.Numerics.LinearRegression predictor = predictor.InsertColumn(0, Vector.Build.Dense(predictor.RowCount, Vector.One)); } var response = Vector.Build.Dense(y); - return predictor.TransposeThisAndMultiply(predictor).Cholesky().Solve(predictor.Transpose()*response).ToArray(); + return predictor.TransposeThisAndMultiply(predictor).Cholesky().Solve(predictor.TransposeThisAndMultiply(response)).ToArray(); } /// diff --git a/src/Numerics/LinearRegression/WeightedRegression.cs b/src/Numerics/LinearRegression/WeightedRegression.cs index 15409756..3a6b80a9 100644 --- a/src/Numerics/LinearRegression/WeightedRegression.cs +++ b/src/Numerics/LinearRegression/WeightedRegression.cs @@ -42,7 +42,7 @@ namespace MathNet.Numerics.LinearRegression /// public static Vector Weighted(Matrix x, Vector y, Matrix w) where T : struct, IEquatable, IFormattable { - return x.TransposeThisAndMultiply(w*x).Cholesky().Solve(x.Transpose()*(w*y)); + return x.TransposeThisAndMultiply(w*x).Cholesky().Solve(x.TransposeThisAndMultiply(w*y)); } /// @@ -50,7 +50,7 @@ namespace MathNet.Numerics.LinearRegression /// public static Matrix Weighted(Matrix x, Matrix y, Matrix w) where T : struct, IEquatable, IFormattable { - return x.TransposeThisAndMultiply(w*x).Cholesky().Solve(x.Transpose()*(w*y)); + return x.TransposeThisAndMultiply(w*x).Cholesky().Solve(x.TransposeThisAndMultiply(w*y)); } /// @@ -65,8 +65,8 @@ namespace MathNet.Numerics.LinearRegression predictor = predictor.InsertColumn(0, Vector.Build.Dense(predictor.RowCount, Vector.One)); } var response = Vector.Build.Dense(y); - var weights = Matrix.Build.Diagonal(new DiagonalMatrixStorage(predictor.RowCount, predictor.RowCount, w)); - return predictor.TransposeThisAndMultiply(weights*predictor).Cholesky().Solve(predictor.Transpose()*(weights*response)).ToArray(); + var weights = Matrix.Build.DenseOfDiagonalArray(w); + return predictor.TransposeThisAndMultiply(weights*predictor).Cholesky().Solve(predictor.TransposeThisAndMultiply(weights*response)).ToArray(); } /// From d6a2a2b7ffe3e8235d9c493d372b51864b853641 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sat, 30 Nov 2013 11:32:39 +0100 Subject: [PATCH 013/109] Meta: update Vagrantfile, DotSettings, git attributes --- MathNet.Numerics.Portable.sln.DotSettings | 1 + Vagrantfile | 8 +- packages/.gitattributes | 3 + .../FSharp.Formatting.1.0.15.nuspec | 36 +- .../literate/StringParsing.fs | 320 +++++++++--------- .../literate/content/tips.js | 92 ++--- .../literate/templates/template-file.html | 68 ++-- .../literate/templates/template-project.html | 122 +++---- packages/FsUnit.1.2.1.0/FsUnit.1.2.1.0.nuspec | 42 +-- packages/NUnit.2.6.3/NUnit.2.6.3.nuspec | 52 +-- 10 files changed, 374 insertions(+), 370 deletions(-) create mode 100644 packages/.gitattributes diff --git a/MathNet.Numerics.Portable.sln.DotSettings b/MathNet.Numerics.Portable.sln.DotSettings index a97eba6c..cd49821b 100644 --- a/MathNet.Numerics.Portable.sln.DotSettings +++ b/MathNet.Numerics.Portable.sln.DotSettings @@ -66,5 +66,6 @@ OTHER DEALINGS IN THE SOFTWARE. SVD TFQMR WH + True <data /> <data><IncludeFilters /><ExcludeFilters /></data> \ No newline at end of file diff --git a/Vagrantfile b/Vagrantfile index 11f013ec..1029786a 100644 --- a/Vagrantfile +++ b/Vagrantfile @@ -2,14 +2,14 @@ Vagrant.configure("2") do |config| - config.vm.box = "wheezy64-mono3.0.10-fsharp3.0.27" - config.vm.box_url = "https://dl.dropboxusercontent.com/s/uelesklqouaw1gl/wheezy64-mono3.0.10-fsharp3.0.27-virtualbox.box" + config.vm.box = "wheezy64-mono3.2.5-fsharp3.1-dev" + config.vm.box_url = "https://skydrive.live.com/redir.aspx?cid=84f3672f8cda3e91&resid=84F3672F8CDA3E91!29372&parid=84F3672F8CDA3E91!28978&authkey=!ABWHPlJFVtdF4bA" # default is only 384 MB RAM, 1 CPU in that box - we need some more config.vm.provider :virtualbox do |vb| vb.gui = false - vb.customize ["modifyvm", :id, "--memory", "1024"] - vb.customize ["modifyvm", :id, "--cpus", "2"] + vb.customize ["modifyvm", :id, "--memory", "4096"] + vb.customize ["modifyvm", :id, "--cpus", "4"] end # Shell Provisioning external: diff --git a/packages/.gitattributes b/packages/.gitattributes new file mode 100644 index 00000000..374c9471 --- /dev/null +++ b/packages/.gitattributes @@ -0,0 +1,3 @@ +repositories.config text +* -text + diff --git a/packages/FSharp.Formatting.1.0.15/FSharp.Formatting.1.0.15.nuspec b/packages/FSharp.Formatting.1.0.15/FSharp.Formatting.1.0.15.nuspec index 9a63739e..f1132e74 100644 --- a/packages/FSharp.Formatting.1.0.15/FSharp.Formatting.1.0.15.nuspec +++ b/packages/FSharp.Formatting.1.0.15/FSharp.Formatting.1.0.15.nuspec @@ -1,19 +1,19 @@ - - - - FSharp.Formatting - 1.0.15 - FSharp.Formatting - Tomas Petricek, Oleg Pestov, Anh-Dung Phan - Tomas Petricek, Oleg Pestov, Anh-Dung Phan - http://github.com/tpetricek/FSharp.Formatting/blob/master/LICENSE.md - http://github.com/tpetricek/FSharp.Formatting - https://raw.github.com/tpetricek/FSharp.Formatting/master/docs/misc/logo.png - false - Provides an F# implementation of Markdown parser and F# code formatter that can used to tokenize F# code and obtain information about tokens including tool tips with type information. The package comes with a sample that implements literate programming for F#. - Added latex support, tables and better formatting with line numbers - Copyright 2013 - - F# fsharp formatting markdown code fssnip literate programming - + + + + FSharp.Formatting + 1.0.15 + FSharp.Formatting + Tomas Petricek, Oleg Pestov, Anh-Dung Phan + Tomas Petricek, Oleg Pestov, Anh-Dung Phan + http://github.com/tpetricek/FSharp.Formatting/blob/master/LICENSE.md + http://github.com/tpetricek/FSharp.Formatting + https://raw.github.com/tpetricek/FSharp.Formatting/master/docs/misc/logo.png + false + Provides an F# implementation of Markdown parser and F# code formatter that can used to tokenize F# code and obtain information about tokens including tool tips with type information. The package comes with a sample that implements literate programming for F#. + Added latex support, tables and better formatting with line numbers + Copyright 2013 + + F# fsharp formatting markdown code fssnip literate programming + \ No newline at end of file diff --git a/packages/FSharp.Formatting.1.0.15/literate/StringParsing.fs b/packages/FSharp.Formatting.1.0.15/literate/StringParsing.fs index 4e5e2956..9cb1747a 100644 --- a/packages/FSharp.Formatting.1.0.15/literate/StringParsing.fs +++ b/packages/FSharp.Formatting.1.0.15/literate/StringParsing.fs @@ -1,160 +1,160 @@ -// -------------------------------------------------------------------------------------- -// F# Markdown (StringParsing.fs) -// (c) Tomas Petricek, 2012, Available under Apache 2.0 license. -// -------------------------------------------------------------------------------------- - -module FSharp.Patterns - -open System -open FSharp.Collections - -// -------------------------------------------------------------------------------------- -// Active patterns that simplify parsing of strings and lists of strings (lines) -// -------------------------------------------------------------------------------------- - -module String = - /// Matches when a string is a whitespace or null - let (|WhiteSpace|_|) s = - if String.IsNullOrWhiteSpace(s) then Some() else None - - /// Matches when a string does starts with non-whitespace - let (|Unindented|_|) (s:string) = - if not (String.IsNullOrWhiteSpace(s)) && s.TrimStart() = s then Some() else None - - /// Returns a string trimmed from both start and end - let (|TrimBoth|) (text:string) = text.Trim() - /// Returns a string trimmed from the end - let (|TrimEnd|) (text:string) = text.TrimEnd() - /// Returns a string trimmed from the start - let (|TrimStart|) (text:string) = text.TrimStart() - - /// Retrusn a string trimmed from the end using characters given as a parameter - let (|TrimEndUsing|) chars (text:string) = text.TrimEnd(Array.ofSeq chars) - - /// Returns a string trimmed from the start together with - /// the number of skipped whitespace characters - let (|TrimStartAndCount|) (text:string) = - let trimmed = text.TrimStart() - text.Length - trimmed.Length, trimmed - - /// Matches when a string starts with any of the specified sub-strings - let (|StartsWithAny|_|) (starts:seq) (text:string) = - if starts |> Seq.exists (text.StartsWith) then Some() else None - /// Matches when a string starts with the specified sub-string - let (|StartsWith|_|) (start:string) (text:string) = - if text.StartsWith(start) then Some(text.Substring(start.Length)) else None - /// Matches when a string starts with the specified sub-string - /// The matched string is trimmed from all whitespace. - let (|StartsWithTrim|_|) (start:string) (text:string) = - if text.StartsWith(start) then Some(text.Substring(start.Length).Trim()) else None - - /// Matches when a string starts with the given value and ends - /// with a given value (and returns the rest of it) - let (|StartsAndEndsWith|_|) (starts, ends) (s:string) = - if s.StartsWith(starts) && s.EndsWith(ends) && - s.Length >= starts.Length + ends.Length then - Some(s.Substring(starts.Length, s.Length - starts.Length - ends.Length)) - else None - - /// Matches when a string starts with the given value and ends - /// with a given value (and returns trimmed body) - let (|StartsAndEndsWithTrim|_|) args = function - | StartsAndEndsWith args (TrimBoth res) -> Some res - | _ -> None - - /// Matches when a string starts with a non-zero number of complete - /// repetitions of the specified parameter (and returns the number - /// of repetitions, together with the rest of the string) - /// - /// let (StartsWithRepeated "/\" (2, " abc")) = "/\/\ abc" - /// - let (|StartsWithRepeated|_|) (repeated:string) (text:string) = - let rec loop i = - if i = text.Length then i - elif text.[i] <> repeated.[i % repeated.Length] then i - else loop (i + 1) - - let n = loop 0 - if n = 0 || n % repeated.Length <> 0 then None - else Some(n/repeated.Length, text.Substring(n, text.Length - n)) - - /// Matches when a string starts with a sub-string wrapped using the - /// opening and closing sub-string specified in the parameter. - /// For example "[aa]bc" is wrapped in [ and ] pair. Returns the wrapped - /// text together with the rest. - let (|StartsWithWrapped|_|) (starts:string, ends:string) (text:string) = - if text.StartsWith(starts) then - let id = text.IndexOf(ends, starts.Length) - if id >= 0 then - let wrapped = text.Substring(starts.Length, id - starts.Length) - let rest = text.Substring(id + ends.Length, text.Length - id - ends.Length) - Some(wrapped, rest) - else None - else None - - /// Matches when a string consists of some number of - /// complete repetitions of a specified sub-string. - let (|EqualsRepeated|_|) repeated = function - | StartsWithRepeated repeated (n, "") -> Some() - | _ -> None - -module List = - /// Matches a list if it starts with a sub-list that is delimited - /// using the specified delimiters. Returns a wrapped list and the rest. - let inline (|DelimitedWith|_|) startl endl input = - if List.startsWith startl input then - match List.partitionUntilEquals endl (List.skip startl.Length input) with - | Some(pre, post) -> Some(pre, List.skip endl.Length post) - | None -> None - else None - - /// Matches a list if it starts with a sub-list that is delimited - /// using the specified delimiter. Returns a wrapped list and the rest. - let inline (|Delimited|_|) str = (|DelimitedWith|_|) str str - - /// Matches a list if it starts with a bracketed list. Nested brackets - /// are skipped (by counting opening and closing brackets) and can be - /// escaped using the '\' symbol. - let (|BracketDelimited|_|) startc endc input = - let rec loop acc count = function - | '\\'::x::xs when x = endc -> loop (x::acc) count xs - | x::xs when x = endc && count = 0 -> Some(List.rev acc, xs) - | x::xs when x = endc -> loop (x::acc) (count - 1) xs - | x::xs when x = startc -> loop (x::acc) (count + 1) xs - | x::xs -> loop (x::acc) count xs - | [] -> None - match input with - | x::xs when x = startc -> loop [] 0 xs - | _ -> None - - /// Retruns a list of characters as a string. - let (|AsString|) chars = String(Array.ofList chars) - -module Lines = - /// Removes blank lines from the start and the end of a list - let (|TrimBlank|) lines = - lines - |> List.skipWhile String.IsNullOrWhiteSpace |> List.rev - |> List.skipWhile String.IsNullOrWhiteSpace |> List.rev - - /// Matches when there are some lines at the beginning that are - /// either empty (or whitespace) or start with the specified string. - /// Returns all such lines from the beginning until a different line. - let (|TakeStartingWithOrBlank|_|) start input = - match List.partitionWhile (fun s -> - String.IsNullOrWhiteSpace s || s.StartsWith(start)) input with - | matching, rest when matching <> [] -> Some(matching, rest) - | _ -> None - - /// Removes whitespace lines from the beginning of the list - let (|TrimBlankStart|) = List.skipWhile (String.IsNullOrWhiteSpace) - - -/// Parameterized pattern that assigns the specified value to the -/// first component of a tuple. Usage: -/// -/// match str with -/// | Let 1 (n, "one") | Let 2 (n, "two") -> n -/// -let (|Let|) a b = (a, b) - +// -------------------------------------------------------------------------------------- +// F# Markdown (StringParsing.fs) +// (c) Tomas Petricek, 2012, Available under Apache 2.0 license. +// -------------------------------------------------------------------------------------- + +module FSharp.Patterns + +open System +open FSharp.Collections + +// -------------------------------------------------------------------------------------- +// Active patterns that simplify parsing of strings and lists of strings (lines) +// -------------------------------------------------------------------------------------- + +module String = + /// Matches when a string is a whitespace or null + let (|WhiteSpace|_|) s = + if String.IsNullOrWhiteSpace(s) then Some() else None + + /// Matches when a string does starts with non-whitespace + let (|Unindented|_|) (s:string) = + if not (String.IsNullOrWhiteSpace(s)) && s.TrimStart() = s then Some() else None + + /// Returns a string trimmed from both start and end + let (|TrimBoth|) (text:string) = text.Trim() + /// Returns a string trimmed from the end + let (|TrimEnd|) (text:string) = text.TrimEnd() + /// Returns a string trimmed from the start + let (|TrimStart|) (text:string) = text.TrimStart() + + /// Retrusn a string trimmed from the end using characters given as a parameter + let (|TrimEndUsing|) chars (text:string) = text.TrimEnd(Array.ofSeq chars) + + /// Returns a string trimmed from the start together with + /// the number of skipped whitespace characters + let (|TrimStartAndCount|) (text:string) = + let trimmed = text.TrimStart() + text.Length - trimmed.Length, trimmed + + /// Matches when a string starts with any of the specified sub-strings + let (|StartsWithAny|_|) (starts:seq) (text:string) = + if starts |> Seq.exists (text.StartsWith) then Some() else None + /// Matches when a string starts with the specified sub-string + let (|StartsWith|_|) (start:string) (text:string) = + if text.StartsWith(start) then Some(text.Substring(start.Length)) else None + /// Matches when a string starts with the specified sub-string + /// The matched string is trimmed from all whitespace. + let (|StartsWithTrim|_|) (start:string) (text:string) = + if text.StartsWith(start) then Some(text.Substring(start.Length).Trim()) else None + + /// Matches when a string starts with the given value and ends + /// with a given value (and returns the rest of it) + let (|StartsAndEndsWith|_|) (starts, ends) (s:string) = + if s.StartsWith(starts) && s.EndsWith(ends) && + s.Length >= starts.Length + ends.Length then + Some(s.Substring(starts.Length, s.Length - starts.Length - ends.Length)) + else None + + /// Matches when a string starts with the given value and ends + /// with a given value (and returns trimmed body) + let (|StartsAndEndsWithTrim|_|) args = function + | StartsAndEndsWith args (TrimBoth res) -> Some res + | _ -> None + + /// Matches when a string starts with a non-zero number of complete + /// repetitions of the specified parameter (and returns the number + /// of repetitions, together with the rest of the string) + /// + /// let (StartsWithRepeated "/\" (2, " abc")) = "/\/\ abc" + /// + let (|StartsWithRepeated|_|) (repeated:string) (text:string) = + let rec loop i = + if i = text.Length then i + elif text.[i] <> repeated.[i % repeated.Length] then i + else loop (i + 1) + + let n = loop 0 + if n = 0 || n % repeated.Length <> 0 then None + else Some(n/repeated.Length, text.Substring(n, text.Length - n)) + + /// Matches when a string starts with a sub-string wrapped using the + /// opening and closing sub-string specified in the parameter. + /// For example "[aa]bc" is wrapped in [ and ] pair. Returns the wrapped + /// text together with the rest. + let (|StartsWithWrapped|_|) (starts:string, ends:string) (text:string) = + if text.StartsWith(starts) then + let id = text.IndexOf(ends, starts.Length) + if id >= 0 then + let wrapped = text.Substring(starts.Length, id - starts.Length) + let rest = text.Substring(id + ends.Length, text.Length - id - ends.Length) + Some(wrapped, rest) + else None + else None + + /// Matches when a string consists of some number of + /// complete repetitions of a specified sub-string. + let (|EqualsRepeated|_|) repeated = function + | StartsWithRepeated repeated (n, "") -> Some() + | _ -> None + +module List = + /// Matches a list if it starts with a sub-list that is delimited + /// using the specified delimiters. Returns a wrapped list and the rest. + let inline (|DelimitedWith|_|) startl endl input = + if List.startsWith startl input then + match List.partitionUntilEquals endl (List.skip startl.Length input) with + | Some(pre, post) -> Some(pre, List.skip endl.Length post) + | None -> None + else None + + /// Matches a list if it starts with a sub-list that is delimited + /// using the specified delimiter. Returns a wrapped list and the rest. + let inline (|Delimited|_|) str = (|DelimitedWith|_|) str str + + /// Matches a list if it starts with a bracketed list. Nested brackets + /// are skipped (by counting opening and closing brackets) and can be + /// escaped using the '\' symbol. + let (|BracketDelimited|_|) startc endc input = + let rec loop acc count = function + | '\\'::x::xs when x = endc -> loop (x::acc) count xs + | x::xs when x = endc && count = 0 -> Some(List.rev acc, xs) + | x::xs when x = endc -> loop (x::acc) (count - 1) xs + | x::xs when x = startc -> loop (x::acc) (count + 1) xs + | x::xs -> loop (x::acc) count xs + | [] -> None + match input with + | x::xs when x = startc -> loop [] 0 xs + | _ -> None + + /// Retruns a list of characters as a string. + let (|AsString|) chars = String(Array.ofList chars) + +module Lines = + /// Removes blank lines from the start and the end of a list + let (|TrimBlank|) lines = + lines + |> List.skipWhile String.IsNullOrWhiteSpace |> List.rev + |> List.skipWhile String.IsNullOrWhiteSpace |> List.rev + + /// Matches when there are some lines at the beginning that are + /// either empty (or whitespace) or start with the specified string. + /// Returns all such lines from the beginning until a different line. + let (|TakeStartingWithOrBlank|_|) start input = + match List.partitionWhile (fun s -> + String.IsNullOrWhiteSpace s || s.StartsWith(start)) input with + | matching, rest when matching <> [] -> Some(matching, rest) + | _ -> None + + /// Removes whitespace lines from the beginning of the list + let (|TrimBlankStart|) = List.skipWhile (String.IsNullOrWhiteSpace) + + +/// Parameterized pattern that assigns the specified value to the +/// first component of a tuple. Usage: +/// +/// match str with +/// | Let 1 (n, "one") | Let 2 (n, "two") -> n +/// +let (|Let|) a b = (a, b) + diff --git a/packages/FSharp.Formatting.1.0.15/literate/content/tips.js b/packages/FSharp.Formatting.1.0.15/literate/content/tips.js index 28ed18f6..1cd162f9 100644 --- a/packages/FSharp.Formatting.1.0.15/literate/content/tips.js +++ b/packages/FSharp.Formatting.1.0.15/literate/content/tips.js @@ -1,47 +1,47 @@ -var currentTip = null; -var currentTipElement = null; - -function hideTip(evt, name, unique) -{ - var el = document.getElementById(name); - el.style.display = "none"; - currentTip = null; -} - -function findPos(obj) -{ - var curleft = 0; - var curtop = obj.offsetHeight; - while (obj) - { - curleft += obj.offsetLeft; - curtop += obj.offsetTop; - obj = obj.offsetParent; - }; - return [curleft, curtop]; -} - -function hideUsingEsc(e) -{ - if (!e) { e = event; } - hideTip(e, currentTipElement, currentTip); -} - -function showTip(evt, name, unique, owner) -{ - document.onkeydown = hideUsingEsc; - if (currentTip == unique) return; - currentTip = unique; - currentTipElement = name; - - var pos = findPos(owner ? owner : (evt.srcElement ? evt.srcElement : evt.target)); - var posx = pos[0]; - var posy = pos[1]; - - var el = document.getElementById(name); - var parent = (document.documentElement == null) ? document.body : document.documentElement; - el.style.position = "absolute"; - el.style.left = posx + "px"; - el.style.top = posy + "px"; - el.style.display = "block"; +var currentTip = null; +var currentTipElement = null; + +function hideTip(evt, name, unique) +{ + var el = document.getElementById(name); + el.style.display = "none"; + currentTip = null; +} + +function findPos(obj) +{ + var curleft = 0; + var curtop = obj.offsetHeight; + while (obj) + { + curleft += obj.offsetLeft; + curtop += obj.offsetTop; + obj = obj.offsetParent; + }; + return [curleft, curtop]; +} + +function hideUsingEsc(e) +{ + if (!e) { e = event; } + hideTip(e, currentTipElement, currentTip); +} + +function showTip(evt, name, unique, owner) +{ + document.onkeydown = hideUsingEsc; + if (currentTip == unique) return; + currentTip = unique; + currentTipElement = name; + + var pos = findPos(owner ? owner : (evt.srcElement ? evt.srcElement : evt.target)); + var posx = pos[0]; + var posy = pos[1]; + + var el = document.getElementById(name); + var parent = (document.documentElement == null) ? document.body : document.documentElement; + el.style.position = "absolute"; + el.style.left = posx + "px"; + el.style.top = posy + "px"; + el.style.display = "block"; } \ No newline at end of file diff --git a/packages/FSharp.Formatting.1.0.15/literate/templates/template-file.html b/packages/FSharp.Formatting.1.0.15/literate/templates/template-file.html index c1a7e77c..d4d7897c 100644 --- a/packages/FSharp.Formatting.1.0.15/literate/templates/template-file.html +++ b/packages/FSharp.Formatting.1.0.15/literate/templates/template-file.html @@ -1,35 +1,35 @@ - - - - - - {page-title} - - - - - - - - - - - -
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- {document} - {tooltips} -
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- + + + + + + {page-title} + + + + + + + + + + + +
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+ \ No newline at end of file diff --git a/packages/FSharp.Formatting.1.0.15/literate/templates/template-project.html b/packages/FSharp.Formatting.1.0.15/literate/templates/template-project.html index f6803c9a..dbc3f7ba 100644 --- a/packages/FSharp.Formatting.1.0.15/literate/templates/template-project.html +++ b/packages/FSharp.Formatting.1.0.15/literate/templates/template-project.html @@ -1,62 +1,62 @@ - - - - - - {page-title} - - - - - - - - - - - - - -
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- {document} - {tooltips} -
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- - -
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- Fork me on GitHub - + + + + + + {page-title} + + + + + + + + + + + + + +
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+ Fork me on GitHub + \ No newline at end of file diff --git a/packages/FsUnit.1.2.1.0/FsUnit.1.2.1.0.nuspec b/packages/FsUnit.1.2.1.0/FsUnit.1.2.1.0.nuspec index 0964d434..bfbde7ef 100644 --- a/packages/FsUnit.1.2.1.0/FsUnit.1.2.1.0.nuspec +++ b/packages/FsUnit.1.2.1.0/FsUnit.1.2.1.0.nuspec @@ -1,22 +1,22 @@ - - - - FsUnit - 1.2.1.0 - FsUnit - Ray Vernagus and Daniel Mohl - Ray Vernagus and Daniel Mohl - http://fsunit.codeplex.com/license - http://fsunit.codeplex.com/ - false - FsUnit is a set of extensions that add special testing syntax to NUnit. - The goals of FsUnit are to make unit-testing feel more functional while leverage existing testing frameworks. - - - en-US - F# fsharp NUnit FsUnit - - - - + + + + FsUnit + 1.2.1.0 + FsUnit + Ray Vernagus and Daniel Mohl + Ray Vernagus and Daniel Mohl + http://fsunit.codeplex.com/license + http://fsunit.codeplex.com/ + false + FsUnit is a set of extensions that add special testing syntax to NUnit. + The goals of FsUnit are to make unit-testing feel more functional while leverage existing testing frameworks. + + + en-US + F# fsharp NUnit FsUnit + + + + \ No newline at end of file diff --git a/packages/NUnit.2.6.3/NUnit.2.6.3.nuspec b/packages/NUnit.2.6.3/NUnit.2.6.3.nuspec index a5773095..6532fdd8 100644 --- a/packages/NUnit.2.6.3/NUnit.2.6.3.nuspec +++ b/packages/NUnit.2.6.3/NUnit.2.6.3.nuspec @@ -1,27 +1,27 @@ - - - - NUnit - 2.6.3 - NUnit - Charlie Poole - Charlie Poole - http://nunit.org/nuget/license.html - http://nunit.org/ - http://nunit.org/nuget/nunit_32x32.png - false - NUnit features a fluent assert syntax, parameterized, generic and theory tests and is user-extensible. A number of runners, both from the NUnit project and by third parties, are able to execute NUnit tests. - -Version 2.6 is the seventh major release of this well-known and well-tested programming tool. - -This package includes only the framework assembly. You will need to install the NUnit.Runners package unless you are using a third-party runner. - NUnit is a unit-testing framework for all .Net languages with a strong TDD focus. - Version 2.6 is the seventh major release of NUnit. - -Unlike earlier versions, this package includes only the framework assembly. You will need to install the NUnit.Runners package unless you are using a third-party runner. - -The nunit.mocks assembly is now provided by the NUnit.Mocks package. The pnunit.framework assembly is provided by the pNUnit package. - en-US - nunit test testing tdd framework fluent assert theory plugin addin - + + + + NUnit + 2.6.3 + NUnit + Charlie Poole + Charlie Poole + http://nunit.org/nuget/license.html + http://nunit.org/ + http://nunit.org/nuget/nunit_32x32.png + false + NUnit features a fluent assert syntax, parameterized, generic and theory tests and is user-extensible. A number of runners, both from the NUnit project and by third parties, are able to execute NUnit tests. + +Version 2.6 is the seventh major release of this well-known and well-tested programming tool. + +This package includes only the framework assembly. You will need to install the NUnit.Runners package unless you are using a third-party runner. + NUnit is a unit-testing framework for all .Net languages with a strong TDD focus. + Version 2.6 is the seventh major release of NUnit. + +Unlike earlier versions, this package includes only the framework assembly. You will need to install the NUnit.Runners package unless you are using a third-party runner. + +The nunit.mocks assembly is now provided by the NUnit.Mocks package. The pnunit.framework assembly is provided by the pNUnit package. + en-US + nunit test testing tdd framework fluent assert theory plugin addin + \ No newline at end of file From 8b921173567b9ad6b037f96e555d9b6307d96d59 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sun, 1 Dec 2013 14:27:55 +0100 Subject: [PATCH 014/109] LA: Matrix.ClearSubMatrix should nop-return instead of fail on empty/negative selection --- src/Numerics/LinearAlgebra/Matrix.cs | 10 +++------- 1 file changed, 3 insertions(+), 7 deletions(-) diff --git a/src/Numerics/LinearAlgebra/Matrix.cs b/src/Numerics/LinearAlgebra/Matrix.cs index 118f6302..b6c18723 100644 --- a/src/Numerics/LinearAlgebra/Matrix.cs +++ b/src/Numerics/LinearAlgebra/Matrix.cs @@ -177,14 +177,10 @@ namespace MathNet.Numerics.LinearAlgebra /// public void ClearSubMatrix(int rowIndex, int rowCount, int columnIndex, int columnCount) { - if (rowCount < 1) + if (rowCount < 1 || columnCount < 1) { - throw new ArgumentOutOfRangeException("rowCount", Resources.ArgumentMustBePositive); - } - - if (columnCount < 1) - { - throw new ArgumentOutOfRangeException("columnCount", Resources.ArgumentMustBePositive); + // nothing to do (but no need to fail either) + return; } if (rowIndex + rowCount > RowCount || rowIndex < 0) From 3259ce6ba28ac24c229066e13468402906ffc0a5 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sun, 1 Dec 2013 15:53:48 +0100 Subject: [PATCH 015/109] LA: extend diagonal matrix builder --- src/Numerics/LinearAlgebra/Builder.cs | 54 +++++++++++++++++++++++++++ 1 file changed, 54 insertions(+) diff --git a/src/Numerics/LinearAlgebra/Builder.cs b/src/Numerics/LinearAlgebra/Builder.cs index 0a8907e0..e668e7e3 100644 --- a/src/Numerics/LinearAlgebra/Builder.cs +++ b/src/Numerics/LinearAlgebra/Builder.cs @@ -1101,6 +1101,60 @@ namespace MathNet.Numerics.LinearAlgebra /// public abstract Matrix Diagonal(DiagonalMatrixStorage storage); + /// + /// Create a new diagonal matrix with the given number of rows and columns. + /// All cells of the matrix will be initialized to zero. + /// Zero-length matrices are not supported. + /// + public Matrix Diagonal(int rows, int columns) + { + return Diagonal(new DiagonalMatrixStorage(rows, columns)); + } + + /// + /// Create a new diagonal matrix with the given number of rows and columns directly binding to a raw array. + /// The array is assumed to represent the diagonal values and is used directly without copying. + /// Very efficient, but changes to the array and the matrix will affect each other. + /// + /// + public Matrix Diagonal(int rows, int columns, T[] storage) + { + return Diagonal(new DiagonalMatrixStorage(rows, columns, storage)); + } + + /// + /// Create a new diagonal matrix and initialize each diagonal value to the same provided value. + /// + public Matrix Diagonal(int rows, int columns, T value) + { + if (Zero.Equals(value)) return Diagonal(rows, columns); + return Diagonal(DiagonalMatrixStorage.OfInit(rows, columns, i => value)); + } + + /// + /// Create a new diagonal matrix and initialize each diagonal value using the provided init function. + /// + public Matrix Diagonal(int rows, int columns, Func init) + { + return Diagonal(DiagonalMatrixStorage.OfInit(rows, columns, init)); + } + + /// + /// Create a new diagonal identity matrix with a one-diagonal. + /// + public Matrix DiagonalIdentity(int rows, int columns) + { + return Diagonal(DiagonalMatrixStorage.OfInit(rows, columns, i => One)); + } + + /// + /// Create a new diagonal identity matrix with a one-diagonal. + /// + public Matrix DiagonalIdentity(int order) + { + return Diagonal(DiagonalMatrixStorage.OfInit(order, order, i => One)); + } + public abstract IIterationStopCriterium[] IterativeSolverStopCriteria(int maxIterations = 1000); } From 06be8470b6a8944ea582e909feec71bf8ab6f28b Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sun, 1 Dec 2013 16:01:55 +0100 Subject: [PATCH 016/109] LA: dense-diagonal Add Subtract Multiply --- .../LinearAlgebra/Complex/DenseMatrix.cs | 293 ++++++++++-------- .../LinearAlgebra/Complex/DiagonalMatrix.cs | 31 +- src/Numerics/LinearAlgebra/Complex/Matrix.cs | 43 ++- .../LinearAlgebra/Complex32/DenseMatrix.cs | 293 ++++++++++-------- .../LinearAlgebra/Complex32/DiagonalMatrix.cs | 29 +- .../LinearAlgebra/Complex32/Matrix.cs | 43 ++- .../LinearAlgebra/Double/DenseMatrix.cs | 146 ++++++--- .../LinearAlgebra/Double/DiagonalMatrix.cs | 31 +- src/Numerics/LinearAlgebra/Double/Matrix.cs | 53 ++-- .../LinearAlgebra/Matrix.Arithmetic.cs | 2 +- .../LinearAlgebra/Single/DenseMatrix.cs | 143 ++++++--- .../LinearAlgebra/Single/DiagonalMatrix.cs | 29 +- src/Numerics/LinearAlgebra/Single/Matrix.cs | 43 ++- .../Complex/DiagonalMatrixTests.cs | 20 ++ .../Complex32/DiagonalMatrixTests.cs | 19 ++ .../Double/DiagonalMatrixTests.cs | 20 ++ .../Single/DiagonalMatrixTests.cs | 20 ++ 17 files changed, 692 insertions(+), 566 deletions(-) diff --git a/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs index 7142e826..43adc606 100644 --- a/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs @@ -407,6 +407,27 @@ namespace MathNet.Numerics.LinearAlgebra.Complex get { return _values; } } + /// Calculates the induced L1 norm of this matrix. + /// The maximum absolute column sum of the matrix. + public override double L1Norm() + { + return Control.LinearAlgebraProvider.MatrixNorm(Norm.OneNorm, _rowCount, _columnCount, _values); + } + + /// Calculates the induced infinity norm of this matrix. + /// The maximum absolute row sum of the matrix. + public override double InfinityNorm() + { + return Control.LinearAlgebraProvider.MatrixNorm(Norm.InfinityNorm, _rowCount, _columnCount, _values); + } + + /// Calculates the entry-wise Frobenius norm of this matrix. + /// The square root of the sum of the squared values. + public override double FrobeniusNorm() + { + return Control.LinearAlgebraProvider.MatrixNorm(Norm.FrobeniusNorm, _rowCount, _columnCount, _values); + } + /// /// Returns the transpose of this matrix. /// @@ -422,29 +443,139 @@ namespace MathNet.Numerics.LinearAlgebra.Complex ret._values[(i * _columnCount) + j] = _values[index + i]; } } + return ret; + } + /// + /// Returns the conjugate transpose of this matrix. + /// + /// The conjugate transpose of this matrix. + public override Matrix ConjugateTranspose() + { + var ret = new DenseMatrix(_columnCount, _rowCount); + for (var j = 0; j < _columnCount; j++) + { + var index = j * _rowCount; + for (var i = 0; i < _rowCount; i++) + { + ret._values[(i * _columnCount) + j] = _values[index + i].Conjugate(); + } + } return ret; } - /// Calculates the induced L1 norm of this matrix. - /// The maximum absolute column sum of the matrix. - public override double L1Norm() + /// + /// Add a scalar to each element of the matrix and stores the result in the result vector. + /// + /// The scalar to add. + /// The matrix to store the result of the addition. + protected override void DoAdd(Complex scalar, Matrix result) { - return Control.LinearAlgebraProvider.MatrixNorm(Norm.OneNorm, _rowCount, _columnCount, _values); + var denseResult = result as DenseMatrix; + if (denseResult == null) + { + base.DoAdd(scalar, result); + return; + } + + CommonParallel.For(0, _values.Length, 4096, (a, b) => + { + var v = denseResult._values; + for (int i = a; i < b; i++) + { + v[i] = _values[i] + scalar; + } + }); } - /// Calculates the induced infinity norm of this matrix. - /// The maximum absolute row sum of the matrix. - public override double InfinityNorm() + /// + /// Adds another matrix to this matrix. + /// + /// The matrix to add to this matrix. + /// The matrix to store the result of add + /// If the other matrix is . + /// If the two matrices don't have the same dimensions. + protected override void DoAdd(Matrix other, Matrix result) { - return Control.LinearAlgebraProvider.MatrixNorm(Norm.InfinityNorm, _rowCount, _columnCount, _values); + // dense + dense = dense + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + var denseResult = result.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null && denseResult != null) + { + Control.LinearAlgebraProvider.AddArrays(_values, denseOther.Data, denseResult.Data); + return; + } + + // dense + diagonal = matrix + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + CopyTo(result); + var diagonal = diagonalOther.Data; + for (int i = 0; i < diagonal.Length; i++) + { + result.At(i, i, result.At(i, i) + diagonal[i]); + } + return; + } + + base.DoAdd(other, result); } - /// Calculates the entry-wise Frobenius norm of this matrix. - /// The square root of the sum of the squared values. - public override double FrobeniusNorm() + /// + /// Subtracts a scalar from each element of the matrix and stores the result in the result vector. + /// + /// The scalar to subtract. + /// The matrix to store the result of the subtraction. + protected override void DoSubtract(Complex scalar, Matrix result) { - return Control.LinearAlgebraProvider.MatrixNorm(Norm.FrobeniusNorm, _rowCount, _columnCount, _values); + var denseResult = result as DenseMatrix; + if (denseResult == null) + { + base.DoSubtract(scalar, result); + return; + } + + CommonParallel.For(0, _values.Length, 4096, (a, b) => + { + var v = denseResult._values; + for (int i = a; i < b; i++) + { + v[i] = _values[i] - scalar; + } + }); + } + + /// + /// Subtracts another matrix from this matrix. + /// + /// The matrix to subtract. + /// The matrix to store the result of the subtraction. + protected override void DoSubtract(Matrix other, Matrix result) + { + // dense + dense = dense + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + var denseResult = result.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null && denseResult != null) + { + Control.LinearAlgebraProvider.SubtractArrays(_values, denseOther.Data, denseResult.Data); + return; + } + + // dense + diagonal = matrix + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + CopyTo(result); + var diagonal = diagonalOther.Data; + for (int i = 0; i < diagonal.Length; i++) + { + result.At(i, i, result.At(i, i) - diagonal[i]); + } + return; + } + + base.DoSubtract(other, result); } /// @@ -505,12 +636,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex { var denseOther = other as DenseMatrix; var denseResult = result as DenseMatrix; - - if (denseOther == null || denseResult == null) - { - base.DoMultiply(other, result); - } - else + if (denseOther != null && denseResult != null) { Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate( Providers.LinearAlgebra.Transpose.DontTranspose, @@ -524,7 +650,31 @@ namespace MathNet.Numerics.LinearAlgebra.Complex denseOther._columnCount, 0.0, denseResult._values); + return; } + + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + var diagonal = diagonalOther.Data; + var d = Math.Min(ColumnCount, other.ColumnCount); + if (d < other.ColumnCount) + { + result.ClearSubMatrix(0, RowCount, ColumnCount, other.ColumnCount - ColumnCount); + } + int index = 0; + for (int j = 0; j < d; j++) + { + for (int i = 0; i < RowCount; i++) + { + result.At(i, j, _values[index]*diagonal[j]); + index++; + } + } + return; + } + + base.DoMultiply(other, result); } /// @@ -696,113 +846,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex } } - /// - /// Add a scalar to each element of the matrix and stores the result in the result vector. - /// - /// The scalar to add. - /// The matrix to store the result of the addition. - protected override void DoAdd(Complex scalar, Matrix result) - { - var denseResult = result as DenseMatrix; - if (denseResult == null) - { - base.DoAdd(scalar, result); - return; - } - - CommonParallel.For(0, _values.Length, 4096, (a, b) => - { - var v = denseResult._values; - for (int i = a; i < b; i++) - { - v[i] = _values[i] + scalar; - } - }); - } - - /// - /// Adds another matrix to this matrix. - /// - /// The matrix to add to this matrix. - /// The matrix to store the result of add - /// If the other matrix is . - /// If the two matrices don't have the same dimensions. - protected override void DoAdd(Matrix other, Matrix result) - { - var denseOther = other as DenseMatrix; - var denseResult = result as DenseMatrix; - if (denseOther == null || denseResult == null) - { - base.DoAdd(other, result); - } - else - { - Control.LinearAlgebraProvider.AddArrays(_values, denseOther._values, denseResult._values); - } - } - - /// - /// Subtracts a scalar from each element of the matrix and stores the result in the result vector. - /// - /// The scalar to subtract. - /// The matrix to store the result of the subtraction. - protected override void DoSubtract(Complex scalar, Matrix result) - { - var denseResult = result as DenseMatrix; - if (denseResult == null) - { - base.DoSubtract(scalar, result); - return; - } - - CommonParallel.For(0, _values.Length, 4096, (a, b) => - { - var v = denseResult._values; - for (int i = a; i < b; i++) - { - v[i] = _values[i] - scalar; - } - }); - } - - /// - /// Subtracts another matrix from this matrix. - /// - /// The matrix to subtract. - /// The matrix to store the result of the subtraction. - protected override void DoSubtract(Matrix other, Matrix result) - { - var denseOther = other as DenseMatrix; - var denseResult = result as DenseMatrix; - if (denseOther == null || denseResult == null) - { - base.DoSubtract(other, result); - } - else - { - Control.LinearAlgebraProvider.SubtractArrays(_values, denseOther._values, denseResult._values); - } - } - - /// - /// Returns the conjugate transpose of this matrix. - /// - /// The conjugate transpose of this matrix. - public override Matrix ConjugateTranspose() - { - var ret = new DenseMatrix(_columnCount, _rowCount); - for (var j = 0; j < _columnCount; j++) - { - var index = j * _rowCount; - for (var i = 0; i < _rowCount; i++) - { - ret._values[(i * _columnCount) + j] = _values[index + i].Conjugate(); - } - } - - return ret; - } - /// /// Computes the trace of this matrix. /// diff --git a/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs index d6a3e968..c89e3e5b 100644 --- a/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs @@ -588,9 +588,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// i == j (i is the row index, and j is the column index). public override Vector Diagonal() { - // TODO: Should we return reference to array? In current implementation we return copy of array, so changes in DenseVector will - // not influence onto diagonal elements - return new DenseVector((Complex[])_data.Clone()); + return new DenseVector(_data).Clone(); } /// @@ -616,31 +614,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex Multiply(otherDiagonal.Transpose(), result); } - /// - /// Multiplies this matrix with transpose of another matrix and returns the result. - /// - /// The matrix to multiply with. - /// If this.Columns != other.Rows. - /// If the other matrix is . - /// The result of multiplication. - public override Matrix TransposeAndMultiply(Matrix other) - { - var otherDiagonal = other as DiagonalMatrix; - if (otherDiagonal == null) - { - return base.TransposeAndMultiply(other); - } - - if (ColumnCount != otherDiagonal.ColumnCount) - { - throw DimensionsDontMatch(this, otherDiagonal); - } - - var result = other.CreateMatrix(RowCount, other.RowCount); - TransposeAndMultiply(other, result); - return result; - } - /// /// Returns the transpose of this matrix. /// @@ -703,7 +676,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex { if (RowCount != ColumnCount) { - throw new ArgumentException(Resources.ArgumentMatrixSquare); + throw new ArgumentException(Resources.ArgumentMatrixSquare); } var inverse = (DiagonalMatrix)Clone(); diff --git a/src/Numerics/LinearAlgebra/Complex/Matrix.cs b/src/Numerics/LinearAlgebra/Complex/Matrix.cs index 75c1412d..a15cd12c 100644 --- a/src/Numerics/LinearAlgebra/Complex/Matrix.cs +++ b/src/Numerics/LinearAlgebra/Complex/Matrix.cs @@ -41,6 +41,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex using Complex = Numerics.Complex; #else using Complex = System.Numerics.Complex; + #endif /// @@ -48,7 +49,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// [Serializable] public abstract class Matrix : Matrix - { + { /// /// Initializes a new instance of the Matrix class. /// @@ -96,7 +97,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex public override double FrobeniusNorm() { var transpose = ConjugateTranspose(); - var aat = this * transpose; + var aat = this*transpose; var norm = 0d; for (var i = 0; i < RowCount; i++) { @@ -119,7 +120,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex ret.At(j, i, At(i, j).Conjugate()); } } - return ret; } @@ -202,7 +202,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex { for (var j = 0; j < ColumnCount; j++) { - result.At(i, j, At(i, j) * scalar); + result.At(i, j, At(i, j)*scalar); } } } @@ -213,18 +213,17 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// The vector to multiply with. /// The result of the multiplication. protected override void DoMultiply(Vector rightSide, Vector result) - { + { for (var i = 0; i < RowCount; i++) { var s = Complex.Zero; - for (var j = 0; j != ColumnCount; j++) + for (var j = 0; j < ColumnCount; j++) { - s += At(i, j) * rightSide[j]; + s += At(i, j)*rightSide[j]; } - result[i] = s; } - } + } /// /// Multiplies this matrix with another matrix and places the results into the result matrix. @@ -240,9 +239,8 @@ namespace MathNet.Numerics.LinearAlgebra.Complex var s = Complex.Zero; for (var l = 0; l < ColumnCount; l++) { - s += At(j, l) * other.At(l, i); + s += At(j, l)*other.At(l, i); } - result.At(j, i, s); } } @@ -255,7 +253,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// The matrix to store the result of the division. protected override void DoDivide(Complex divisor, Matrix result) { - DoMultiply(1.0 / divisor, result); + DoMultiply(1.0/divisor, result); } /// @@ -269,7 +267,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex { for (var j = 0; j < ColumnCount; j++) { - result.At(i, j, dividend / At(i, j)); + result.At(i, j, dividend/At(i, j)); } } } @@ -288,9 +286,8 @@ namespace MathNet.Numerics.LinearAlgebra.Complex var s = Complex.Zero; for (var l = 0; l < ColumnCount; l++) { - s += At(i, l) * other.At(j, l); + s += At(i, l)*other.At(j, l); } - result.At(i, j, s); } } @@ -310,9 +307,8 @@ namespace MathNet.Numerics.LinearAlgebra.Complex var s = Complex.Zero; for (var l = 0; l < RowCount; l++) { - s += At(l, i) * other.At(l, j); + s += At(l, i)*other.At(l, j); } - result.At(i, j, s); } } @@ -328,11 +324,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex for (var i = 0; i < ColumnCount; i++) { var s = Complex.Zero; - for (var j = 0; j != RowCount; j++) + for (var j = 0; j < RowCount; j++) { - s += At(j, i) * rightSide[j]; + s += At(j, i)*rightSide[j]; } - result[i] = s; } } @@ -345,7 +340,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex { for (var i = 0; i < RowCount; i++) { - for (var j = 0; j != ColumnCount; j++) + for (var j = 0; j < ColumnCount; j++) { result.At(i, j, -At(i, j)); } @@ -360,7 +355,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex { for (var i = 0; i < RowCount; i++) { - for (var j = 0; j != ColumnCount; j++) + for (var j = 0; j < ColumnCount; j++) { result.At(i, j, At(i, j).Conjugate()); } @@ -378,7 +373,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex { for (var i = 0; i < RowCount; i++) { - result.At(i, j, At(i, j) * other.At(i, j)); + result.At(i, j, At(i, j)*other.At(i, j)); } } } @@ -394,7 +389,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex { for (var i = 0; i < RowCount; i++) { - result.At(i, j, At(i, j) / divisor.At(i, j)); + result.At(i, j, At(i, j)/divisor.At(i, j)); } } } diff --git a/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs index df9a2192..37721c1a 100644 --- a/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs @@ -402,6 +402,27 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 get { return _values; } } + /// Calculates the induced L1 norm of this matrix. + /// The maximum absolute column sum of the matrix. + public override double L1Norm() + { + return Control.LinearAlgebraProvider.MatrixNorm(Norm.OneNorm, _rowCount, _columnCount, _values); + } + + /// Calculates the induced infinity norm of this matrix. + /// The maximum absolute row sum of the matrix. + public override double InfinityNorm() + { + return Control.LinearAlgebraProvider.MatrixNorm(Norm.InfinityNorm, _rowCount, _columnCount, _values); + } + + /// Calculates the entry-wise Frobenius norm of this matrix. + /// The square root of the sum of the squared values. + public override double FrobeniusNorm() + { + return Control.LinearAlgebraProvider.MatrixNorm(Norm.FrobeniusNorm, _rowCount, _columnCount, _values); + } + /// /// Returns the transpose of this matrix. /// @@ -417,29 +438,139 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 ret._values[(i * _columnCount) + j] = _values[index + i]; } } + return ret; + } + /// + /// Returns the conjugate transpose of this matrix. + /// + /// The conjugate transpose of this matrix. + public override Matrix ConjugateTranspose() + { + var ret = new DenseMatrix(_columnCount, _rowCount); + for (var j = 0; j < _columnCount; j++) + { + var index = j * _rowCount; + for (var i = 0; i < _rowCount; i++) + { + ret._values[(i * _columnCount) + j] = _values[index + i].Conjugate(); + } + } return ret; } - /// Calculates the induced L1 norm of this matrix. - /// The maximum absolute column sum of the matrix. - public override double L1Norm() + /// + /// Add a scalar to each element of the matrix and stores the result in the result vector. + /// + /// The scalar to add. + /// The matrix to store the result of the addition. + protected override void DoAdd(Complex32 scalar, Matrix result) { - return Control.LinearAlgebraProvider.MatrixNorm(Norm.OneNorm, _rowCount, _columnCount, _values); + var denseResult = result as DenseMatrix; + if (denseResult == null) + { + base.DoAdd(scalar, result); + return; + } + + CommonParallel.For(0, _values.Length, 4096, (a, b) => + { + var v = denseResult._values; + for (int i = a; i < b; i++) + { + v[i] = _values[i] + scalar; + } + }); } - /// Calculates the induced infinity norm of this matrix. - /// The maximum absolute row sum of the matrix. - public override double InfinityNorm() + /// + /// Adds another matrix to this matrix. + /// + /// The matrix to add to this matrix. + /// The matrix to store the result of add + /// If the other matrix is . + /// If the two matrices don't have the same dimensions. + protected override void DoAdd(Matrix other, Matrix result) { - return Control.LinearAlgebraProvider.MatrixNorm(Norm.InfinityNorm, _rowCount, _columnCount, _values); + // dense + dense = dense + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + var denseResult = result.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null && denseResult != null) + { + Control.LinearAlgebraProvider.AddArrays(_values, denseOther.Data, denseResult.Data); + return; + } + + // dense + diagonal = matrix + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + CopyTo(result); + var diagonal = diagonalOther.Data; + for (int i = 0; i < diagonal.Length; i++) + { + result.At(i, i, result.At(i, i) + diagonal[i]); + } + return; + } + + base.DoAdd(other, result); } - /// Calculates the entry-wise Frobenius norm of this matrix. - /// The square root of the sum of the squared values. - public override double FrobeniusNorm() + /// + /// Subtracts a scalar from each element of the matrix and stores the result in the result vector. + /// + /// The scalar to subtract. + /// The matrix to store the result of the subtraction. + protected override void DoSubtract(Complex32 scalar, Matrix result) { - return Control.LinearAlgebraProvider.MatrixNorm(Norm.FrobeniusNorm, _rowCount, _columnCount, _values); + var denseResult = result as DenseMatrix; + if (denseResult == null) + { + base.DoSubtract(scalar, result); + return; + } + + CommonParallel.For(0, _values.Length, 4096, (a, b) => + { + var v = denseResult._values; + for (int i = a; i < b; i++) + { + v[i] = _values[i] - scalar; + } + }); + } + + /// + /// Subtracts another matrix from this matrix. + /// + /// The matrix to subtract. + /// The matrix to store the result of the subtraction. + protected override void DoSubtract(Matrix other, Matrix result) + { + // dense + dense = dense + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + var denseResult = result.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null && denseResult != null) + { + Control.LinearAlgebraProvider.SubtractArrays(_values, denseOther.Data, denseResult.Data); + return; + } + + // dense + diagonal = matrix + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + CopyTo(result); + var diagonal = diagonalOther.Data; + for (int i = 0; i < diagonal.Length; i++) + { + result.At(i, i, result.At(i, i) - diagonal[i]); + } + return; + } + + base.DoSubtract(other, result); } /// @@ -500,12 +631,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 { var denseOther = other as DenseMatrix; var denseResult = result as DenseMatrix; - - if (denseOther == null || denseResult == null) - { - base.DoMultiply(other, result); - } - else + if (denseOther != null && denseResult != null) { Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate( Providers.LinearAlgebra.Transpose.DontTranspose, @@ -519,7 +645,31 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 denseOther._columnCount, 0.0f, denseResult._values); + return; } + + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + var diagonal = diagonalOther.Data; + var d = Math.Min(ColumnCount, other.ColumnCount); + if (d < other.ColumnCount) + { + result.ClearSubMatrix(0, RowCount, ColumnCount, other.ColumnCount - ColumnCount); + } + int index = 0; + for (int j = 0; j < d; j++) + { + for (int i = 0; i < RowCount; i++) + { + result.At(i, j, _values[index]*diagonal[j]); + index++; + } + } + return; + } + + base.DoMultiply(other, result); } /// @@ -691,113 +841,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 } } - /// - /// Add a scalar to each element of the matrix and stores the result in the result vector. - /// - /// The scalar to add. - /// The matrix to store the result of the addition. - protected override void DoAdd(Complex32 scalar, Matrix result) - { - var denseResult = result as DenseMatrix; - if (denseResult == null) - { - base.DoAdd(scalar, result); - return; - } - - CommonParallel.For(0, _values.Length, 4096, (a, b) => - { - var v = denseResult._values; - for (int i = a; i < b; i++) - { - v[i] = _values[i] + scalar; - } - }); - } - - /// - /// Adds another matrix to this matrix. - /// - /// The matrix to add to this matrix. - /// The matrix to store the result of add - /// If the other matrix is . - /// If the two matrices don't have the same dimensions. - protected override void DoAdd(Matrix other, Matrix result) - { - var denseOther = other as DenseMatrix; - var denseResult = result as DenseMatrix; - if (denseOther == null || denseResult == null) - { - base.DoAdd(other, result); - } - else - { - Control.LinearAlgebraProvider.AddArrays(_values, denseOther._values, denseResult._values); - } - } - - /// - /// Subtracts a scalar from each element of the matrix and stores the result in the result vector. - /// - /// The scalar to subtract. - /// The matrix to store the result of the subtraction. - protected override void DoSubtract(Complex32 scalar, Matrix result) - { - var denseResult = result as DenseMatrix; - if (denseResult == null) - { - base.DoSubtract(scalar, result); - return; - } - - CommonParallel.For(0, _values.Length, 4096, (a, b) => - { - var v = denseResult._values; - for (int i = a; i < b; i++) - { - v[i] = _values[i] - scalar; - } - }); - } - - /// - /// Subtracts another matrix from this matrix. - /// - /// The matrix to subtract. - /// The matrix to store the result of the subtraction. - protected override void DoSubtract(Matrix other, Matrix result) - { - var denseOther = other as DenseMatrix; - var denseResult = result as DenseMatrix; - if (denseOther == null || denseResult == null) - { - base.DoSubtract(other, result); - } - else - { - Control.LinearAlgebraProvider.SubtractArrays(_values, denseOther._values, denseResult._values); - } - } - - /// - /// Returns the conjugate transpose of this matrix. - /// - /// The conjugate transpose of this matrix. - public override Matrix ConjugateTranspose() - { - var ret = new DenseMatrix(_columnCount, _rowCount); - for (var j = 0; j < _columnCount; j++) - { - var index = j * _rowCount; - for (var i = 0; i < _rowCount; i++) - { - ret._values[(i * _columnCount) + j] = _values[index + i].Conjugate(); - } - } - - return ret; - } - /// /// Computes the trace of this matrix. /// diff --git a/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs index f1f04d3b..2213a10e 100644 --- a/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs @@ -583,9 +583,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// i == j (i is the row index, and j is the column index). public override Vector Diagonal() { - // TODO: Should we return reference to array? In current implementation we return copy of array, so changes in DenseVector will - // not influence onto diagonal elements - return new DenseVector((Complex32[])_data.Clone()); + return new DenseVector(_data).Clone(); } /// @@ -611,31 +609,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 Multiply(otherDiagonal.Transpose(), result); } - /// - /// Multiplies this matrix with transpose of another matrix and returns the result. - /// - /// The matrix to multiply with. - /// If this.Columns != other.Rows. - /// If the other matrix is . - /// The result of multiplication. - public override Matrix TransposeAndMultiply(Matrix other) - { - var otherDiagonal = other as DiagonalMatrix; - if (otherDiagonal == null) - { - return base.TransposeAndMultiply(other); - } - - if (ColumnCount != otherDiagonal.ColumnCount) - { - throw DimensionsDontMatch(this, otherDiagonal); - } - - var result = other.CreateMatrix(RowCount, other.RowCount); - TransposeAndMultiply(other, result); - return result; - } - /// /// Returns the transpose of this matrix. /// diff --git a/src/Numerics/LinearAlgebra/Complex32/Matrix.cs b/src/Numerics/LinearAlgebra/Complex32/Matrix.cs index ad6a3346..dae6f558 100644 --- a/src/Numerics/LinearAlgebra/Complex32/Matrix.cs +++ b/src/Numerics/LinearAlgebra/Complex32/Matrix.cs @@ -28,11 +28,11 @@ // OTHER DEALINGS IN THE SOFTWARE. // +using System; using MathNet.Numerics.LinearAlgebra.Complex32.Factorization; using MathNet.Numerics.LinearAlgebra.Factorization; using MathNet.Numerics.LinearAlgebra.Storage; using MathNet.Numerics.Properties; -using System; namespace MathNet.Numerics.LinearAlgebra.Complex32 { @@ -91,7 +91,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 public override double FrobeniusNorm() { var transpose = ConjugateTranspose(); - var aat = this * transpose; + var aat = this*transpose; var norm = 0d; for (var i = 0; i < RowCount; i++) { @@ -196,29 +196,28 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 { for (var j = 0; j < ColumnCount; j++) { - result.At(i, j, At(i, j) * scalar); + result.At(i, j, At(i, j)*scalar); } } } - /// + /// /// Multiplies this matrix with a vector and places the results into the result vector. /// /// The vector to multiply with. /// The result of the multiplication. protected override void DoMultiply(Vector rightSide, Vector result) - { + { for (var i = 0; i < RowCount; i++) { var s = Complex32.Zero; - for (var j = 0; j != ColumnCount; j++) + for (var j = 0; j < ColumnCount; j++) { - s += At(i, j) * rightSide[j]; + s += At(i, j)*rightSide[j]; } - result[i] = s; } - } + } /// /// Divides each element of the matrix by a scalar and places results into the result matrix. @@ -227,7 +226,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// The matrix to store the result of the division. protected override void DoDivide(Complex32 divisor, Matrix result) { - DoMultiply(1.0f / divisor, result); + DoMultiply(1.0f/divisor, result); } /// @@ -241,7 +240,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 { for (var j = 0; j < ColumnCount; j++) { - result.At(i, j, dividend / At(i, j)); + result.At(i, j, dividend/At(i, j)); } } } @@ -260,9 +259,8 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 var s = Complex32.Zero; for (var l = 0; l < ColumnCount; l++) { - s += At(j, l) * other.At(l, i); + s += At(j, l)*other.At(l, i); } - result.At(j, i, s); } } @@ -282,9 +280,8 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 var s = Complex32.Zero; for (var l = 0; l < ColumnCount; l++) { - s += At(i, l) * other.At(j, l); + s += At(i, l)*other.At(j, l); } - result.At(i, j, s); } } @@ -304,9 +301,8 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 var s = Complex32.Zero; for (var l = 0; l < RowCount; l++) { - s += At(l, i) * other.At(l, j); + s += At(l, i)*other.At(l, j); } - result.At(i, j, s); } } @@ -322,11 +318,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 for (var i = 0; i < ColumnCount; i++) { var s = Complex32.Zero; - for (var j = 0; j != RowCount; j++) + for (var j = 0; j < RowCount; j++) { - s += At(j, i) * rightSide[j]; + s += At(j, i)*rightSide[j]; } - result[i] = s; } } @@ -339,7 +334,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 { for (var i = 0; i < RowCount; i++) { - for (var j = 0; j != ColumnCount; j++) + for (var j = 0; j < ColumnCount; j++) { result.At(i, j, -At(i, j)); } @@ -354,7 +349,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 { for (var i = 0; i < RowCount; i++) { - for (var j = 0; j != ColumnCount; j++) + for (var j = 0; j < ColumnCount; j++) { result.At(i, j, At(i, j).Conjugate()); } @@ -372,7 +367,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 { for (var i = 0; i < RowCount; i++) { - result.At(i, j, At(i, j) * other.At(i, j)); + result.At(i, j, At(i, j)*other.At(i, j)); } } } @@ -388,7 +383,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 { for (var i = 0; i < RowCount; i++) { - result.At(i, j, At(i, j) / divisor.At(i, j)); + result.At(i, j, At(i, j)/divisor.At(i, j)); } } } diff --git a/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs index 30198a63..f9370001 100644 --- a/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs @@ -399,25 +399,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double get { return _values; } } - /// - /// Returns the transpose of this matrix. - /// - /// The transpose of this matrix. - public override Matrix Transpose() - { - var ret = new DenseMatrix(_columnCount, _rowCount); - for (var j = 0; j < _columnCount; j++) - { - var index = j * _rowCount; - for (var i = 0; i < _rowCount; i++) - { - ret._values[(i * _columnCount) + j] = _values[index + i]; - } - } - - return ret; - } - /// Calculates the induced L1 norm of this matrix. /// The maximum absolute column sum of the matrix. public override double L1Norm() @@ -439,6 +420,25 @@ namespace MathNet.Numerics.LinearAlgebra.Double return Control.LinearAlgebraProvider.MatrixNorm(Norm.FrobeniusNorm, _rowCount, _columnCount, _values); } + /// + /// Returns the transpose of this matrix. + /// + /// The transpose of this matrix. + public override Matrix Transpose() + { + var ret = new DenseMatrix(_columnCount, _rowCount); + for (var j = 0; j < _columnCount; j++) + { + var index = j * _rowCount; + for (var i = 0; i < _rowCount; i++) + { + ret._values[(i * _columnCount) + j] = _values[index + i]; + } + } + + return ret; + } + /// /// Add a scalar to each element of the matrix and stores the result in the result vector. /// @@ -454,13 +454,13 @@ namespace MathNet.Numerics.LinearAlgebra.Double } CommonParallel.For(0, _values.Length, 4096, (a, b) => + { + var v = denseResult._values; + for (int i = a; i < b; i++) { - var v = denseResult._values; - for (int i = a; i < b; i++) - { - v[i] = _values[i] + scalar; - } - }); + v[i] = _values[i] + scalar; + } + }); } /// @@ -472,16 +472,29 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// If the two matrices don't have the same dimensions. protected override void DoAdd(Matrix other, Matrix result) { - var denseOther = other as DenseMatrix; - var denseResult = result as DenseMatrix; - if (denseOther == null || denseResult == null) + // dense + dense = dense + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + var denseResult = result.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null && denseResult != null) { - base.DoAdd(other, result); + Control.LinearAlgebraProvider.AddArrays(_values, denseOther.Data, denseResult.Data); + return; } - else + + // dense + diagonal = matrix + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) { - Control.LinearAlgebraProvider.AddArrays(_values, denseOther._values, denseResult._values); + CopyTo(result); + var diagonal = diagonalOther.Data; + for (int i = 0; i < diagonal.Length; i++) + { + result.At(i, i, result.At(i, i) + diagonal[i]); + } + return; } + + base.DoAdd(other, result); } /// @@ -499,13 +512,13 @@ namespace MathNet.Numerics.LinearAlgebra.Double } CommonParallel.For(0, _values.Length, 4096, (a, b) => + { + var v = denseResult._values; + for (int i = a; i < b; i++) { - var v = denseResult._values; - for (int i = a; i < b; i++) - { - v[i] = _values[i] - scalar; - } - }); + v[i] = _values[i] - scalar; + } + }); } /// @@ -515,16 +528,29 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// The matrix to store the result of the subtraction. protected override void DoSubtract(Matrix other, Matrix result) { - var denseOther = other as DenseMatrix; - var denseResult = result as DenseMatrix; - if (denseOther == null || denseResult == null) + // dense + dense = dense + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + var denseResult = result.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null && denseResult != null) { - base.DoSubtract(other, result); + Control.LinearAlgebraProvider.SubtractArrays(_values, denseOther.Data, denseResult.Data); + return; } - else + + // dense + diagonal = matrix + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) { - Control.LinearAlgebraProvider.SubtractArrays(_values, denseOther._values, denseResult._values); + CopyTo(result); + var diagonal = diagonalOther.Data; + for (int i = 0; i < diagonal.Length; i++) + { + result.At(i, i, result.At(i, i) - diagonal[i]); + } + return; } + + base.DoSubtract(other, result); } /// @@ -585,12 +611,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double { var denseOther = other as DenseMatrix; var denseResult = result as DenseMatrix; - - if (denseOther == null || denseResult == null) - { - base.DoMultiply(other, result); - } - else + if (denseOther != null && denseResult != null) { Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate( Providers.LinearAlgebra.Transpose.DontTranspose, @@ -604,7 +625,31 @@ namespace MathNet.Numerics.LinearAlgebra.Double denseOther._columnCount, 0.0, denseResult._values); + return; } + + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + var diagonal = diagonalOther.Data; + var d = Math.Min(ColumnCount, other.ColumnCount); + if (d < other.ColumnCount) + { + result.ClearSubMatrix(0, RowCount, ColumnCount, other.ColumnCount - ColumnCount); + } + int index = 0; + for (int j = 0; j < d; j++) + { + for (int i = 0; i < RowCount; i++) + { + result.At(i, j, _values[index]*diagonal[j]); + index++; + } + } + return; + } + + base.DoMultiply(other, result); } /// @@ -614,9 +659,8 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// The result of the multiplication. protected override void DoTransposeAndMultiply(Matrix other, Matrix result) { - var denseOther = other as DenseMatrix; + var denseOther = other as DenseMatrix; var denseResult = result as DenseMatrix; - if (denseOther == null || denseResult == null) { base.DoTransposeAndMultiply(other, result); diff --git a/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs index e489a675..872d85b3 100644 --- a/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs @@ -577,9 +577,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// i == j (i is the row index, and j is the column index). public override Vector Diagonal() { - // TODO: Should we return reference to array? In current implementation we return copy of array, so changes in DenseVector will - // not influence onto diagonal elements - return new DenseVector((double[])_data.Clone()); + return new DenseVector(_data).Clone(); } /// @@ -605,31 +603,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double Multiply(otherDiagonal.Transpose(), result); } - /// - /// Multiplies this matrix with transpose of another matrix and returns the result. - /// - /// The matrix to multiply with. - /// If this.Columns != other.Rows. - /// If the other matrix is . - /// The result of multiplication. - public override Matrix TransposeAndMultiply(Matrix other) - { - var otherDiagonal = other as DiagonalMatrix; - if (otherDiagonal == null) - { - return base.TransposeAndMultiply(other); - } - - if (ColumnCount != otherDiagonal.ColumnCount) - { - throw DimensionsDontMatch(this, otherDiagonal); - } - - var result = other.CreateMatrix(RowCount, other.RowCount); - TransposeAndMultiply(other, result); - return result; - } - /// /// Returns the transpose of this matrix. /// @@ -692,7 +665,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double { if (RowCount != ColumnCount) { - throw new ArgumentException(Resources.ArgumentMatrixSquare); + throw new ArgumentException(Resources.ArgumentMatrixSquare); } var inverse = (DiagonalMatrix)Clone(); diff --git a/src/Numerics/LinearAlgebra/Double/Matrix.cs b/src/Numerics/LinearAlgebra/Double/Matrix.cs index ec4eaa25..b70d67f7 100644 --- a/src/Numerics/LinearAlgebra/Double/Matrix.cs +++ b/src/Numerics/LinearAlgebra/Double/Matrix.cs @@ -41,7 +41,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// [Serializable] public abstract class Matrix : Matrix - { + { /// /// Initializes a new instance of the Matrix class. /// @@ -89,7 +89,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double public override double FrobeniusNorm() { var transpose = Transpose(); - var aat = this * transpose; + var aat = this*transpose; var norm = 0d; for (var i = 0; i < RowCount; i++) { @@ -156,7 +156,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double } } } - + /// /// Subtracts another matrix from this matrix. /// @@ -186,7 +186,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double { for (var j = 0; j < ColumnCount; j++) { - result.At(i, j, At(i, j) * scalar); + result.At(i, j, At(i, j)*scalar); } } } @@ -197,18 +197,17 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// The vector to multiply with. /// The result of the multiplication. protected override void DoMultiply(Vector rightSide, Vector result) - { - for (var i = 0; i < RowCount; i++) - { - var s = 0.0; - for (var j = 0; j != ColumnCount; j++) - { - s += At(i, j) * rightSide[j]; - } - - result[i] = s; - } - } + { + for (var i = 0; i < RowCount; i++) + { + var s = 0.0; + for (var j = 0; j < ColumnCount; j++) + { + s += At(i, j)*rightSide[j]; + } + result[i] = s; + } + } /// /// Divides each element of the matrix by a scalar and places results into the result matrix. @@ -217,7 +216,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// The matrix to store the result of the division. protected override void DoDivide(double divisor, Matrix result) { - DoMultiply(1.0 / divisor, result); + DoMultiply(1.0/divisor, result); } /// @@ -231,7 +230,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double { for (var j = 0; j < ColumnCount; j++) { - result.At(i, j, dividend / At(i, j)); + result.At(i, j, dividend/At(i, j)); } } } @@ -245,14 +244,13 @@ namespace MathNet.Numerics.LinearAlgebra.Double { for (var j = 0; j < RowCount; j++) { - for (var i = 0; i != other.ColumnCount; i++) + for (var i = 0; i < other.ColumnCount; i++) { var s = 0.0; for (var l = 0; l < ColumnCount; l++) { - s += At(j, l) * other.At(l, i); + s += At(j, l)*other.At(l, i); } - result.At(j, i, s); } } @@ -272,9 +270,8 @@ namespace MathNet.Numerics.LinearAlgebra.Double var s = 0.0; for (var l = 0; l < ColumnCount; l++) { - s += At(i, l) * other.At(j, l); + s += At(i, l)*other.At(j, l); } - result.At(i, j, s); } } @@ -294,9 +291,8 @@ namespace MathNet.Numerics.LinearAlgebra.Double var s = 0.0; for (var l = 0; l < RowCount; l++) { - s += At(l, i) * other.At(l, j); + s += At(l, i)*other.At(l, j); } - result.At(i, j, s); } } @@ -312,11 +308,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double for (var i = 0; i < ColumnCount; i++) { var s = 0.0; - for (var j = 0; j != RowCount; j++) + for (var j = 0; j < RowCount; j++) { - s += At(j, i) * rightSide[j]; + s += At(j, i)*rightSide[j]; } - result[i] = s; } } @@ -329,7 +324,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double { for (var i = 0; i < RowCount; i++) { - for (var j = 0; j != ColumnCount; j++) + for (var j = 0; j < ColumnCount; j++) { result.At(i, j, -At(i, j)); } diff --git a/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs b/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs index 25163d6a..bb5fcebf 100644 --- a/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs +++ b/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs @@ -702,7 +702,7 @@ namespace MathNet.Numerics.LinearAlgebra /// The matrix to multiply with. /// If this.Columns != other.ColumnCount. /// The result of the multiplication. - public virtual Matrix TransposeAndMultiply(Matrix other) + public Matrix TransposeAndMultiply(Matrix other) { if (ColumnCount != other.ColumnCount) { diff --git a/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs index 8c3417ee..b112612d 100644 --- a/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs @@ -399,25 +399,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single get { return _values; } } - /// - /// Returns the transpose of this matrix. - /// - /// The transpose of this matrix. - public override Matrix Transpose() - { - var ret = new DenseMatrix(_columnCount, _rowCount); - for (var j = 0; j < _columnCount; j++) - { - var index = j * _rowCount; - for (var i = 0; i < _rowCount; i++) - { - ret._values[(i * _columnCount) + j] = _values[index + i]; - } - } - - return ret; - } - /// Calculates the induced L1 norm of this matrix. /// The maximum absolute column sum of the matrix. public override double L1Norm() @@ -439,6 +420,25 @@ namespace MathNet.Numerics.LinearAlgebra.Single return Control.LinearAlgebraProvider.MatrixNorm(Norm.FrobeniusNorm, _rowCount, _columnCount, _values); } + /// + /// Returns the transpose of this matrix. + /// + /// The transpose of this matrix. + public override Matrix Transpose() + { + var ret = new DenseMatrix(_columnCount, _rowCount); + for (var j = 0; j < _columnCount; j++) + { + var index = j * _rowCount; + for (var i = 0; i < _rowCount; i++) + { + ret._values[(i * _columnCount) + j] = _values[index + i]; + } + } + + return ret; + } + /// /// Add a scalar to each element of the matrix and stores the result in the result vector. /// @@ -454,13 +454,13 @@ namespace MathNet.Numerics.LinearAlgebra.Single } CommonParallel.For(0, _values.Length, 4096, (a, b) => + { + var v = denseResult._values; + for (int i = a; i < b; i++) { - var v = denseResult._values; - for (int i = a; i < b; i++) - { - v[i] = _values[i] + scalar; - } - }); + v[i] = _values[i] + scalar; + } + }); } /// @@ -472,16 +472,29 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// If the two matrices don't have the same dimensions. protected override void DoAdd(Matrix other, Matrix result) { - var denseOther = other as DenseMatrix; - var denseResult = result as DenseMatrix; - if (denseOther == null || denseResult == null) + // dense + dense = dense + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + var denseResult = result.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null && denseResult != null) { - base.DoAdd(other, result); + Control.LinearAlgebraProvider.AddArrays(_values, denseOther.Data, denseResult.Data); + return; } - else + + // dense + diagonal = matrix + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) { - Control.LinearAlgebraProvider.AddArrays(_values, denseOther._values, denseResult._values); + CopyTo(result); + var diagonal = diagonalOther.Data; + for (int i = 0; i < diagonal.Length; i++) + { + result.At(i, i, result.At(i, i) + diagonal[i]); + } + return; } + + base.DoAdd(other, result); } /// @@ -499,13 +512,13 @@ namespace MathNet.Numerics.LinearAlgebra.Single } CommonParallel.For(0, _values.Length, 4096, (a, b) => + { + var v = denseResult._values; + for (int i = a; i < b; i++) { - var v = denseResult._values; - for (int i = a; i < b; i++) - { - v[i] = _values[i] - scalar; - } - }); + v[i] = _values[i] - scalar; + } + }); } /// @@ -515,16 +528,29 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// The matrix to store the result of the subtraction. protected override void DoSubtract(Matrix other, Matrix result) { - var denseOther = other as DenseMatrix; - var denseResult = result as DenseMatrix; - if (denseOther == null || denseResult == null) + // dense + dense = dense + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + var denseResult = result.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null && denseResult != null) { - base.DoSubtract(other, result); + Control.LinearAlgebraProvider.SubtractArrays(_values, denseOther.Data, denseResult.Data); + return; } - else + + // dense + diagonal = matrix + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) { - Control.LinearAlgebraProvider.SubtractArrays(_values, denseOther._values, denseResult._values); + CopyTo(result); + var diagonal = diagonalOther.Data; + for (int i = 0; i < diagonal.Length; i++) + { + result.At(i, i, result.At(i, i) - diagonal[i]); + } + return; } + + base.DoSubtract(other, result); } /// @@ -585,12 +611,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single { var denseOther = other as DenseMatrix; var denseResult = result as DenseMatrix; - - if (denseOther == null || denseResult == null) - { - base.DoMultiply(other, result); - } - else + if (denseOther != null && denseResult != null) { Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate( Providers.LinearAlgebra.Transpose.DontTranspose, @@ -604,7 +625,31 @@ namespace MathNet.Numerics.LinearAlgebra.Single denseOther._columnCount, 0.0f, denseResult._values); + return; } + + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + var diagonal = diagonalOther.Data; + var d = Math.Min(ColumnCount, other.ColumnCount); + if (d < other.ColumnCount) + { + result.ClearSubMatrix(0, RowCount, ColumnCount, other.ColumnCount - ColumnCount); + } + int index = 0; + for (int j = 0; j < d; j++) + { + for (int i = 0; i < RowCount; i++) + { + result.At(i, j, _values[index]*diagonal[j]); + index++; + } + } + return; + } + + base.DoMultiply(other, result); } /// diff --git a/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs index e388e2b2..42d5b944 100644 --- a/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs @@ -577,9 +577,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// i == j (i is the row index, and j is the column index). public override Vector Diagonal() { - // TODO: Should we return reference to array? In current implementation we return copy of array, so changes in DenseVector will - // not influence onto diagonal elements - return new DenseVector((float[])_data.Clone()); + return new DenseVector(_data).Clone(); } /// @@ -605,31 +603,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single Multiply(otherDiagonal.Transpose(), result); } - /// - /// Multiplies this matrix with transpose of another matrix and returns the result. - /// - /// The matrix to multiply with. - /// If this.Columns != other.Rows. - /// If the other matrix is . - /// The result of multiplication. - public override Matrix TransposeAndMultiply(Matrix other) - { - var otherDiagonal = other as DiagonalMatrix; - if (otherDiagonal == null) - { - return base.TransposeAndMultiply(other); - } - - if (ColumnCount != otherDiagonal.ColumnCount) - { - throw DimensionsDontMatch(this, otherDiagonal); - } - - var result = other.CreateMatrix(RowCount, other.RowCount); - TransposeAndMultiply(other, result); - return result; - } - /// /// Returns the transpose of this matrix. /// diff --git a/src/Numerics/LinearAlgebra/Single/Matrix.cs b/src/Numerics/LinearAlgebra/Single/Matrix.cs index 761734f0..b8737c0e 100644 --- a/src/Numerics/LinearAlgebra/Single/Matrix.cs +++ b/src/Numerics/LinearAlgebra/Single/Matrix.cs @@ -41,7 +41,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// [Serializable] public abstract class Matrix : Matrix - { + { /// /// Initializes a new instance of the Matrix class. /// @@ -89,7 +89,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single public override double FrobeniusNorm() { var transpose = Transpose(); - var aat = this * transpose; + var aat = this*transpose; var norm = 0d; for (var i = 0; i < RowCount; i++) { @@ -186,29 +186,28 @@ namespace MathNet.Numerics.LinearAlgebra.Single { for (var j = 0; j < ColumnCount; j++) { - result.At(i, j, At(i, j) * scalar); + result.At(i, j, At(i, j)*scalar); } } } - /// + /// /// Multiplies this matrix with a vector and places the results into the result vector. /// /// The vector to multiply with. /// The result of the multiplication. protected override void DoMultiply(Vector rightSide, Vector result) - { + { for (var i = 0; i < RowCount; i++) { var s = 0.0f; - for (var j = 0; j != ColumnCount; j++) + for (var j = 0; j < ColumnCount; j++) { - s += At(i, j) * rightSide[j]; + s += At(i, j)*rightSide[j]; } - result[i] = s; } - } + } /// /// Multiplies this matrix with another matrix and places the results into the result matrix. @@ -219,14 +218,13 @@ namespace MathNet.Numerics.LinearAlgebra.Single { for (var j = 0; j < RowCount; j++) { - for (var i = 0; i != other.ColumnCount; i++) + for (var i = 0; i < other.ColumnCount; i++) { var s = 0.0f; for (var l = 0; l < ColumnCount; l++) { - s += At(j, l) * other.At(l, i); + s += At(j, l)*other.At(l, i); } - result.At(j, i, s); } } @@ -239,7 +237,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// The matrix to store the result of the division. protected override void DoDivide(float divisor, Matrix result) { - DoMultiply(1.0f / divisor, result); + DoMultiply(1.0f/divisor, result); } /// @@ -253,7 +251,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single { for (var j = 0; j < ColumnCount; j++) { - result.At(i, j, dividend / At(i, j)); + result.At(i, j, dividend/At(i, j)); } } } @@ -272,9 +270,8 @@ namespace MathNet.Numerics.LinearAlgebra.Single var s = 0.0f; for (var l = 0; l < ColumnCount; l++) { - s += At(i, l) * other.At(j, l); + s += At(i, l)*other.At(j, l); } - result.At(i, j, s); } } @@ -294,9 +291,8 @@ namespace MathNet.Numerics.LinearAlgebra.Single var s = 0.0f; for (var l = 0; l < RowCount; l++) { - s += At(l, i) * other.At(l, j); + s += At(l, i)*other.At(l, j); } - result.At(i, j, s); } } @@ -312,11 +308,10 @@ namespace MathNet.Numerics.LinearAlgebra.Single for (var i = 0; i < ColumnCount; i++) { var s = 0.0f; - for (var j = 0; j != RowCount; j++) + for (var j = 0; j < RowCount; j++) { - s += At(j, i) * rightSide[j]; + s += At(j, i)*rightSide[j]; } - result[i] = s; } } @@ -332,7 +327,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single { for (var column = 0; column < ColumnCount; column++) { - result.At(row, column, At(row, column) % divisor); + result.At(row, column, At(row, column)%divisor); } } } @@ -348,7 +343,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single { for (var column = 0; column < ColumnCount; column++) { - result.At(row, column, dividend % At(row, column)); + result.At(row, column, dividend%At(row, column)); } } } @@ -361,7 +356,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single { for (var i = 0; i < RowCount; i++) { - for (var j = 0; j != ColumnCount; j++) + for (var j = 0; j < ColumnCount; j++) { result.At(i, j, -At(i, j)); } diff --git a/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs index fc265c89..c54dc08c 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs @@ -30,8 +30,10 @@ using System; using System.Collections.Generic; +using MathNet.Numerics.Distributions; using MathNet.Numerics.LinearAlgebra; using MathNet.Numerics.LinearAlgebra.Complex; +using MathNet.Numerics.Random; using NUnit.Framework; namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex @@ -383,5 +385,23 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex var matrix = TestMatrices["Square3x3"]; Assert.IsTrue(matrix.IsSymmetric); } + + [Test] + public void DenseDiagonalMatrixMultiplication() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue((tall*Matrix.Build.DiagonalIdentity(3).Multiply(2d)).Equals(tall.Multiply(2d))); + Assert.IsTrue((tall*Matrix.Build.Diagonal(3, 5, 2d)).Equals(tall.Multiply(2d).Append(Matrix.Build.Dense(8, 2)))); + Assert.IsTrue((tall*Matrix.Build.Diagonal(3, 2, 2d)).Equals(tall.Multiply(2d).SubMatrix(0, 8, 0, 2))); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue((wide*Matrix.Build.DiagonalIdentity(8).Multiply(2d)).Equals(wide.Multiply(2d))); + Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 10, 2d)).Equals(wide.Multiply(2d).Append(Matrix.Build.Dense(3, 2)))); + Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 2, 2d)).Equals(wide.Multiply(2d).SubMatrix(0, 3, 0, 2))); + } } } diff --git a/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs index 1e3058e3..2623229d 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs @@ -30,8 +30,10 @@ using System; using System.Collections.Generic; +using MathNet.Numerics.Distributions; using MathNet.Numerics.LinearAlgebra; using MathNet.Numerics.LinearAlgebra.Complex32; +using MathNet.Numerics.Random; using NUnit.Framework; namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32 @@ -379,5 +381,22 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32 var matrix = TestMatrices["Square3x3"]; Assert.IsTrue(matrix.IsSymmetric); } + [Test] + public void DenseDiagonalMatrixMultiplication() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue((tall*Matrix.Build.DiagonalIdentity(3).Multiply(2f)).Equals(tall.Multiply(2f))); + Assert.IsTrue((tall*Matrix.Build.Diagonal(3, 5, 2f)).Equals(tall.Multiply(2f).Append(Matrix.Build.Dense(8, 2)))); + Assert.IsTrue((tall*Matrix.Build.Diagonal(3, 2, 2f)).Equals(tall.Multiply(2f).SubMatrix(0, 8, 0, 2))); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue((wide*Matrix.Build.DiagonalIdentity(8).Multiply(2f)).Equals(wide.Multiply(2f))); + Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 10, 2f)).Equals(wide.Multiply(2f).Append(Matrix.Build.Dense(3, 2)))); + Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 2, 2f)).Equals(wide.Multiply(2f).SubMatrix(0, 3, 0, 2))); + } } } diff --git a/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs index 171cfe35..cc3e5240 100644 --- a/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs @@ -30,8 +30,10 @@ using System; using System.Collections.Generic; +using MathNet.Numerics.Distributions; using MathNet.Numerics.LinearAlgebra; using MathNet.Numerics.LinearAlgebra.Double; +using MathNet.Numerics.Random; using NUnit.Framework; namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double @@ -410,5 +412,23 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double var test = diagonal*dense; var test2 = dense*diagonal; } + + [Test] + public void DenseDiagonalMatrixMultiplication() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue((tall*Matrix.Build.DiagonalIdentity(3).Multiply(2d)).Equals(tall.Multiply(2d))); + Assert.IsTrue((tall*Matrix.Build.Diagonal(3, 5, 2d)).Equals(tall.Multiply(2d).Append(Matrix.Build.Dense(8, 2)))); + Assert.IsTrue((tall*Matrix.Build.Diagonal(3, 2, 2d)).Equals(tall.Multiply(2d).SubMatrix(0, 8, 0, 2))); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue((wide*Matrix.Build.DiagonalIdentity(8).Multiply(2d)).Equals(wide.Multiply(2d))); + Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 10, 2d)).Equals(wide.Multiply(2d).Append(Matrix.Build.Dense(3, 2)))); + Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 2, 2d)).Equals(wide.Multiply(2d).SubMatrix(0, 3, 0, 2))); + } } } diff --git a/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs index 26ae0809..8773fce1 100644 --- a/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs @@ -30,8 +30,10 @@ using System; using System.Collections.Generic; +using MathNet.Numerics.Distributions; using MathNet.Numerics.LinearAlgebra; using MathNet.Numerics.LinearAlgebra.Single; +using MathNet.Numerics.Random; using NUnit.Framework; namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single @@ -377,5 +379,23 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single var matrix = TestMatrices["Square3x3"]; Assert.IsTrue(matrix.IsSymmetric); } + + [Test] + public void DenseDiagonalMatrixMultiplication() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue((tall*Matrix.Build.DiagonalIdentity(3).Multiply(2f)).Equals(tall.Multiply(2f))); + Assert.IsTrue((tall*Matrix.Build.Diagonal(3, 5, 2f)).Equals(tall.Multiply(2f).Append(Matrix.Build.Dense(8, 2)))); + Assert.IsTrue((tall*Matrix.Build.Diagonal(3, 2, 2f)).Equals(tall.Multiply(2f).SubMatrix(0, 8, 0, 2))); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue((wide*Matrix.Build.DiagonalIdentity(8).Multiply(2f)).Equals(wide.Multiply(2f))); + Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 10, 2f)).Equals(wide.Multiply(2f).Append(Matrix.Build.Dense(3, 2)))); + Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 2, 2f)).Equals(wide.Multiply(2f).SubMatrix(0, 3, 0, 2))); + } } } From 19873cb3046c82698359a0a36142811c41615d75 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sun, 1 Dec 2013 16:16:06 +0100 Subject: [PATCH 017/109] LA: dense-diagonal TransposeAndMultiply --- .../LinearAlgebra/Complex/DenseMatrix.cs | 33 +++++++++++++++---- .../LinearAlgebra/Complex32/DenseMatrix.cs | 33 +++++++++++++++---- .../LinearAlgebra/Double/DenseMatrix.cs | 30 ++++++++++++++--- .../LinearAlgebra/Single/DenseMatrix.cs | 33 +++++++++++++++---- .../Complex/DiagonalMatrixTests.cs | 20 ++++++++++- .../Complex32/DiagonalMatrixTests.cs | 21 +++++++++++- .../Double/DiagonalMatrixTests.cs | 20 ++++++++++- .../Single/DiagonalMatrixTests.cs | 20 ++++++++++- 8 files changed, 180 insertions(+), 30 deletions(-) diff --git a/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs index 43adc606..6d6d575e 100644 --- a/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs @@ -684,14 +684,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// The result of the multiplication. protected override void DoTransposeAndMultiply(Matrix other, Matrix result) { - var denseOther = other as DenseMatrix; + var denseOther = other as DenseMatrix; var denseResult = result as DenseMatrix; - - if (denseOther == null || denseResult == null) - { - base.DoTransposeAndMultiply(other, result); - } - else + if (denseOther != null && denseResult != null) { Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate( Providers.LinearAlgebra.Transpose.DontTranspose, @@ -705,7 +700,31 @@ namespace MathNet.Numerics.LinearAlgebra.Complex denseOther._columnCount, 0.0, denseResult._values); + return; } + + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + var diagonal = diagonalOther.Data; + var d = Math.Min(ColumnCount, other.RowCount); + if (d < other.RowCount) + { + result.ClearSubMatrix(0, RowCount, ColumnCount, other.RowCount - ColumnCount); + } + int index = 0; + for (int j = 0; j < d; j++) + { + for (int i = 0; i < RowCount; i++) + { + result.At(i, j, _values[index]*diagonal[j]); + index++; + } + } + return; + } + + base.DoTransposeAndMultiply(other, result); } /// diff --git a/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs index 37721c1a..b9537954 100644 --- a/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs @@ -679,14 +679,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// The result of the multiplication. protected override void DoTransposeAndMultiply(Matrix other, Matrix result) { - var denseOther = other as DenseMatrix; + var denseOther = other as DenseMatrix; var denseResult = result as DenseMatrix; - - if (denseOther == null || denseResult == null) - { - base.DoTransposeAndMultiply(other, result); - } - else + if (denseOther != null && denseResult != null) { Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate( Providers.LinearAlgebra.Transpose.DontTranspose, @@ -700,7 +695,31 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 denseOther._columnCount, 0.0f, denseResult._values); + return; } + + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + var diagonal = diagonalOther.Data; + var d = Math.Min(ColumnCount, other.RowCount); + if (d < other.RowCount) + { + result.ClearSubMatrix(0, RowCount, ColumnCount, other.RowCount - ColumnCount); + } + int index = 0; + for (int j = 0; j < d; j++) + { + for (int i = 0; i < RowCount; i++) + { + result.At(i, j, _values[index]*diagonal[j]); + index++; + } + } + return; + } + + base.DoTransposeAndMultiply(other, result); } /// diff --git a/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs index f9370001..74831a77 100644 --- a/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs @@ -661,11 +661,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double { var denseOther = other as DenseMatrix; var denseResult = result as DenseMatrix; - if (denseOther == null || denseResult == null) - { - base.DoTransposeAndMultiply(other, result); - } - else + if (denseOther != null && denseResult != null) { Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate( Providers.LinearAlgebra.Transpose.DontTranspose, @@ -679,7 +675,31 @@ namespace MathNet.Numerics.LinearAlgebra.Double denseOther._columnCount, 0.0, denseResult._values); + return; } + + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + var diagonal = diagonalOther.Data; + var d = Math.Min(ColumnCount, other.RowCount); + if (d < other.RowCount) + { + result.ClearSubMatrix(0, RowCount, ColumnCount, other.RowCount - ColumnCount); + } + int index = 0; + for (int j = 0; j < d; j++) + { + for (int i = 0; i < RowCount; i++) + { + result.At(i, j, _values[index]*diagonal[j]); + index++; + } + } + return; + } + + base.DoTransposeAndMultiply(other, result); } /// diff --git a/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs index b112612d..0a17c439 100644 --- a/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs @@ -659,14 +659,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// The result of the multiplication. protected override void DoTransposeAndMultiply(Matrix other, Matrix result) { - var denseOther = other as DenseMatrix; + var denseOther = other as DenseMatrix; var denseResult = result as DenseMatrix; - - if (denseOther == null || denseResult == null) - { - base.DoTransposeAndMultiply(other, result); - } - else + if (denseOther != null && denseResult != null) { Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate( Providers.LinearAlgebra.Transpose.DontTranspose, @@ -680,7 +675,31 @@ namespace MathNet.Numerics.LinearAlgebra.Single denseOther._columnCount, 0.0f, denseResult._values); + return; } + + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + var diagonal = diagonalOther.Data; + var d = Math.Min(ColumnCount, other.RowCount); + if (d < other.RowCount) + { + result.ClearSubMatrix(0, RowCount, ColumnCount, other.RowCount - ColumnCount); + } + int index = 0; + for (int j = 0; j < d; j++) + { + for (int i = 0; i < RowCount; i++) + { + result.At(i, j, _values[index]*diagonal[j]); + index++; + } + } + return; + } + + base.DoTransposeAndMultiply(other, result); } /// diff --git a/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs index c54dc08c..d39d57cc 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs @@ -387,7 +387,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex } [Test] - public void DenseDiagonalMatrixMultiplication() + public void DenseDiagonalMatrixMultiply() { var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); @@ -403,5 +403,23 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 10, 2d)).Equals(wide.Multiply(2d).Append(Matrix.Build.Dense(3, 2)))); Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 2, 2d)).Equals(wide.Multiply(2d).SubMatrix(0, 3, 0, 2))); } + + [Test] + public void DenseDiagonalMatrixTransposeAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue(tall.TransposeAndMultiply(Matrix.Build.DiagonalIdentity(3).Multiply(2d)).Equals(tall.Multiply(2d))); + Assert.IsTrue(tall.TransposeAndMultiply(Matrix.Build.Diagonal(5, 3, 2d)).Equals(tall.Multiply(2d).Append(Matrix.Build.Dense(8, 2)))); + Assert.IsTrue(tall.TransposeAndMultiply(Matrix.Build.Diagonal(2, 3, 2d)).Equals(tall.Multiply(2d).SubMatrix(0, 8, 0, 2))); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.DiagonalIdentity(8).Multiply(2d)).Equals(wide.Multiply(2d))); + Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(10, 8, 2d)).Equals(wide.Multiply(2d).Append(Matrix.Build.Dense(3, 2)))); + Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(2, 8, 2d)).Equals(wide.Multiply(2d).SubMatrix(0, 3, 0, 2))); + } } } diff --git a/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs index 2623229d..c6db5d0d 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs @@ -381,8 +381,9 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32 var matrix = TestMatrices["Square3x3"]; Assert.IsTrue(matrix.IsSymmetric); } + [Test] - public void DenseDiagonalMatrixMultiplication() + public void DenseDiagonalMatrixMultiply() { var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); @@ -398,5 +399,23 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32 Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 10, 2f)).Equals(wide.Multiply(2f).Append(Matrix.Build.Dense(3, 2)))); Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 2, 2f)).Equals(wide.Multiply(2f).SubMatrix(0, 3, 0, 2))); } + + [Test] + public void DenseDiagonalMatrixTransposeAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue(tall.TransposeAndMultiply(Matrix.Build.DiagonalIdentity(3).Multiply(2f)).Equals(tall.Multiply(2f))); + Assert.IsTrue(tall.TransposeAndMultiply(Matrix.Build.Diagonal(5, 3, 2f)).Equals(tall.Multiply(2f).Append(Matrix.Build.Dense(8, 2)))); + Assert.IsTrue(tall.TransposeAndMultiply(Matrix.Build.Diagonal(2, 3, 2f)).Equals(tall.Multiply(2f).SubMatrix(0, 8, 0, 2))); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.DiagonalIdentity(8).Multiply(2f)).Equals(wide.Multiply(2f))); + Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(10, 8, 2f)).Equals(wide.Multiply(2f).Append(Matrix.Build.Dense(3, 2)))); + Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(2, 8, 2f)).Equals(wide.Multiply(2f).SubMatrix(0, 3, 0, 2))); + } } } diff --git a/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs index cc3e5240..d90c7c1e 100644 --- a/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs @@ -414,7 +414,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double } [Test] - public void DenseDiagonalMatrixMultiplication() + public void DenseDiagonalMatrixMultiply() { var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); @@ -430,5 +430,23 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 10, 2d)).Equals(wide.Multiply(2d).Append(Matrix.Build.Dense(3, 2)))); Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 2, 2d)).Equals(wide.Multiply(2d).SubMatrix(0, 3, 0, 2))); } + + [Test] + public void DenseDiagonalMatrixTransposeAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue(tall.TransposeAndMultiply(Matrix.Build.DiagonalIdentity(3).Multiply(2d)).Equals(tall.Multiply(2d))); + Assert.IsTrue(tall.TransposeAndMultiply(Matrix.Build.Diagonal(5, 3, 2d)).Equals(tall.Multiply(2d).Append(Matrix.Build.Dense(8, 2)))); + Assert.IsTrue(tall.TransposeAndMultiply(Matrix.Build.Diagonal(2, 3, 2d)).Equals(tall.Multiply(2d).SubMatrix(0, 8, 0, 2))); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.DiagonalIdentity(8).Multiply(2d)).Equals(wide.Multiply(2d))); + Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(10, 8, 2d)).Equals(wide.Multiply(2d).Append(Matrix.Build.Dense(3, 2)))); + Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(2, 8, 2d)).Equals(wide.Multiply(2d).SubMatrix(0, 3, 0, 2))); + } } } diff --git a/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs index 8773fce1..f6c17198 100644 --- a/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs @@ -381,7 +381,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single } [Test] - public void DenseDiagonalMatrixMultiplication() + public void DenseDiagonalMatrixMultiply() { var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); @@ -397,5 +397,23 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 10, 2f)).Equals(wide.Multiply(2f).Append(Matrix.Build.Dense(3, 2)))); Assert.IsTrue((wide*Matrix.Build.Diagonal(8, 2, 2f)).Equals(wide.Multiply(2f).SubMatrix(0, 3, 0, 2))); } + + [Test] + public void DenseDiagonalMatrixTransposeAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue(tall.TransposeAndMultiply(Matrix.Build.DiagonalIdentity(3).Multiply(2f)).Equals(tall.Multiply(2f))); + Assert.IsTrue(tall.TransposeAndMultiply(Matrix.Build.Diagonal(5, 3, 2f)).Equals(tall.Multiply(2f).Append(Matrix.Build.Dense(8, 2)))); + Assert.IsTrue(tall.TransposeAndMultiply(Matrix.Build.Diagonal(2, 3, 2f)).Equals(tall.Multiply(2f).SubMatrix(0, 8, 0, 2))); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.DiagonalIdentity(8).Multiply(2f)).Equals(wide.Multiply(2f))); + Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(10, 8, 2f)).Equals(wide.Multiply(2f).Append(Matrix.Build.Dense(3, 2)))); + Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(2, 8, 2f)).Equals(wide.Multiply(2f).SubMatrix(0, 3, 0, 2))); + } } } From 2e1dc29f96163f78dae03887d67510f3a1b7405c Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sun, 1 Dec 2013 16:34:24 +0100 Subject: [PATCH 018/109] LA: dense-diagonal TransposeThisAndMultiply --- .../LinearAlgebra/Complex/DenseMatrix.cs | 32 +++++++++++++++---- .../LinearAlgebra/Complex32/DenseMatrix.cs | 32 +++++++++++++++---- .../LinearAlgebra/Double/DenseMatrix.cs | 32 +++++++++++++++---- .../LinearAlgebra/Single/DenseMatrix.cs | 32 +++++++++++++++---- .../Complex/DiagonalMatrixTests.cs | 19 +++++++++-- .../Complex32/DiagonalMatrixTests.cs | 19 +++++++++-- .../Double/DiagonalMatrixTests.cs | 19 +++++++++-- .../Single/DiagonalMatrixTests.cs | 19 +++++++++-- 8 files changed, 172 insertions(+), 32 deletions(-) diff --git a/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs index 6d6d575e..7deaf8d1 100644 --- a/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs @@ -767,12 +767,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex { var denseOther = other as DenseMatrix; var denseResult = result as DenseMatrix; - - if (denseOther == null || denseResult == null) - { - base.DoTransposeThisAndMultiply(other, result); - } - else + if (denseOther != null && denseResult != null) { Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate( Providers.LinearAlgebra.Transpose.Transpose, @@ -786,7 +781,32 @@ namespace MathNet.Numerics.LinearAlgebra.Complex denseOther._columnCount, 0.0, denseResult._values); + return; } + + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + var diagonal = diagonalOther.Data; + var d = Math.Min(RowCount, other.ColumnCount); + if (d < other.ColumnCount) + { + result.ClearSubMatrix(0, ColumnCount, RowCount, other.ColumnCount - RowCount); + } + int index = 0; + for (int i = 0; i < ColumnCount; i++) + { + for (int j = 0; j < d; j++) + { + result.At(i, j, _values[index]*diagonal[j]); + index++; + } + index += (RowCount - d); + } + return; + } + + base.DoTransposeThisAndMultiply(other, result); } /// diff --git a/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs index b9537954..1337b9aa 100644 --- a/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs @@ -762,12 +762,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 { var denseOther = other as DenseMatrix; var denseResult = result as DenseMatrix; - - if (denseOther == null || denseResult == null) - { - base.DoTransposeThisAndMultiply(other, result); - } - else + if (denseOther != null && denseResult != null) { Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate( Providers.LinearAlgebra.Transpose.Transpose, @@ -781,7 +776,32 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 denseOther._columnCount, 0.0f, denseResult._values); + return; } + + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + var diagonal = diagonalOther.Data; + var d = Math.Min(RowCount, other.ColumnCount); + if (d < other.ColumnCount) + { + result.ClearSubMatrix(0, ColumnCount, RowCount, other.ColumnCount - RowCount); + } + int index = 0; + for (int i = 0; i < ColumnCount; i++) + { + for (int j = 0; j < d; j++) + { + result.At(i, j, _values[index]*diagonal[j]); + index++; + } + index += (RowCount - d); + } + return; + } + + base.DoTransposeThisAndMultiply(other, result); } /// diff --git a/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs index 74831a77..a45cd15f 100644 --- a/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs @@ -742,12 +742,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double { var denseOther = other as DenseMatrix; var denseResult = result as DenseMatrix; - - if (denseOther == null || denseResult == null) - { - base.DoTransposeThisAndMultiply(other, result); - } - else + if (denseOther != null && denseResult != null) { Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate( Providers.LinearAlgebra.Transpose.Transpose, @@ -761,7 +756,32 @@ namespace MathNet.Numerics.LinearAlgebra.Double denseOther._columnCount, 0.0, denseResult._values); + return; } + + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + var diagonal = diagonalOther.Data; + var d = Math.Min(RowCount, other.ColumnCount); + if (d < other.ColumnCount) + { + result.ClearSubMatrix(0, ColumnCount, RowCount, other.ColumnCount - RowCount); + } + int index = 0; + for (int i = 0; i < ColumnCount; i++) + { + for (int j = 0; j < d; j++) + { + result.At(i, j, _values[index]*diagonal[j]); + index++; + } + index += (RowCount - d); + } + return; + } + + base.DoTransposeThisAndMultiply(other, result); } /// diff --git a/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs index 0a17c439..61dc0c34 100644 --- a/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs @@ -742,12 +742,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single { var denseOther = other as DenseMatrix; var denseResult = result as DenseMatrix; - - if (denseOther == null || denseResult == null) - { - base.DoTransposeThisAndMultiply(other, result); - } - else + if (denseOther != null && denseResult != null) { Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate( Providers.LinearAlgebra.Transpose.Transpose, @@ -761,7 +756,32 @@ namespace MathNet.Numerics.LinearAlgebra.Single denseOther._columnCount, 0.0f, denseResult._values); + return; } + + var diagonalOther = other.Storage as DiagonalMatrixStorage; + if (diagonalOther != null) + { + var diagonal = diagonalOther.Data; + var d = Math.Min(RowCount, other.ColumnCount); + if (d < other.ColumnCount) + { + result.ClearSubMatrix(0, ColumnCount, RowCount, other.ColumnCount - RowCount); + } + int index = 0; + for (int i = 0; i < ColumnCount; i++) + { + for (int j = 0; j < d; j++) + { + result.At(i, j, _values[index]*diagonal[j]); + index++; + } + index += (RowCount - d); + } + return; + } + + base.DoTransposeThisAndMultiply(other, result); } /// diff --git a/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs index d39d57cc..55de88b8 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs @@ -390,7 +390,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex public void DenseDiagonalMatrixMultiply() { var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); - Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); var tall = Matrix.Build.Random(8, 3, dist); @@ -408,7 +407,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex public void DenseDiagonalMatrixTransposeAndMultiply() { var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); - Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); var tall = Matrix.Build.Random(8, 3, dist); @@ -421,5 +419,22 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(10, 8, 2d)).Equals(wide.Multiply(2d).Append(Matrix.Build.Dense(3, 2)))); Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(2, 8, 2d)).Equals(wide.Multiply(2d).SubMatrix(0, 3, 0, 2))); } + + [Test] + public void DenseDiagonalMatrixTransposeThisAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix.Build.DiagonalIdentity(3).Multiply(2d)).Equals(wide.Transpose().Multiply(2d))); + Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix.Build.Diagonal(3, 5, 2d)).Equals(wide.Transpose().Multiply(2d).Append(Matrix.Build.Dense(8, 2)))); + Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix.Build.Diagonal(3, 2, 2d)).Equals(wide.Transpose().Multiply(2d).SubMatrix(0, 8, 0, 2))); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.DiagonalIdentity(8).Multiply(2d)).Equals(tall.Transpose().Multiply(2d))); + Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 10, 2d)).Equals(tall.Transpose().Multiply(2d).Append(Matrix.Build.Dense(3, 2)))); + Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 2, 2d)).Equals(tall.Transpose().Multiply(2d).SubMatrix(0, 3, 0, 2))); + } } } diff --git a/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs index c6db5d0d..c4423a74 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs @@ -386,7 +386,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32 public void DenseDiagonalMatrixMultiply() { var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); - Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); var tall = Matrix.Build.Random(8, 3, dist); @@ -404,7 +403,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32 public void DenseDiagonalMatrixTransposeAndMultiply() { var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); - Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); var tall = Matrix.Build.Random(8, 3, dist); @@ -417,5 +415,22 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32 Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(10, 8, 2f)).Equals(wide.Multiply(2f).Append(Matrix.Build.Dense(3, 2)))); Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(2, 8, 2f)).Equals(wide.Multiply(2f).SubMatrix(0, 3, 0, 2))); } + + [Test] + public void DenseDiagonalMatrixTransposeThisAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix.Build.DiagonalIdentity(3).Multiply(2f)).Equals(wide.Transpose().Multiply(2f))); + Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix.Build.Diagonal(3, 5, 2f)).Equals(wide.Transpose().Multiply(2f).Append(Matrix.Build.Dense(8, 2)))); + Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix.Build.Diagonal(3, 2, 2f)).Equals(wide.Transpose().Multiply(2f).SubMatrix(0, 8, 0, 2))); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.DiagonalIdentity(8).Multiply(2f)).Equals(tall.Transpose().Multiply(2f))); + Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 10, 2f)).Equals(tall.Transpose().Multiply(2f).Append(Matrix.Build.Dense(3, 2)))); + Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 2, 2f)).Equals(tall.Transpose().Multiply(2f).SubMatrix(0, 3, 0, 2))); + } } } diff --git a/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs index d90c7c1e..bb27d8b5 100644 --- a/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs @@ -417,7 +417,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double public void DenseDiagonalMatrixMultiply() { var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); - Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); var tall = Matrix.Build.Random(8, 3, dist); @@ -435,7 +434,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double public void DenseDiagonalMatrixTransposeAndMultiply() { var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); - Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); var tall = Matrix.Build.Random(8, 3, dist); @@ -448,5 +446,22 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(10, 8, 2d)).Equals(wide.Multiply(2d).Append(Matrix.Build.Dense(3, 2)))); Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(2, 8, 2d)).Equals(wide.Multiply(2d).SubMatrix(0, 3, 0, 2))); } + + [Test] + public void DenseDiagonalMatrixTransposeThisAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix.Build.DiagonalIdentity(3).Multiply(2d)).Equals(wide.Transpose().Multiply(2d))); + Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix.Build.Diagonal(3, 5, 2d)).Equals(wide.Transpose().Multiply(2d).Append(Matrix.Build.Dense(8, 2)))); + Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix.Build.Diagonal(3, 2, 2d)).Equals(wide.Transpose().Multiply(2d).SubMatrix(0, 8, 0, 2))); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.DiagonalIdentity(8).Multiply(2d)).Equals(tall.Transpose().Multiply(2d))); + Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 10, 2d)).Equals(tall.Transpose().Multiply(2d).Append(Matrix.Build.Dense(3, 2)))); + Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 2, 2d)).Equals(tall.Transpose().Multiply(2d).SubMatrix(0, 3, 0, 2))); + } } } diff --git a/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs index f6c17198..6c253abd 100644 --- a/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs @@ -384,7 +384,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single public void DenseDiagonalMatrixMultiply() { var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); - Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); var tall = Matrix.Build.Random(8, 3, dist); @@ -402,7 +401,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single public void DenseDiagonalMatrixTransposeAndMultiply() { var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); - Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); var tall = Matrix.Build.Random(8, 3, dist); @@ -415,5 +413,22 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(10, 8, 2f)).Equals(wide.Multiply(2f).Append(Matrix.Build.Dense(3, 2)))); Assert.IsTrue(wide.TransposeAndMultiply(Matrix.Build.Diagonal(2, 8, 2f)).Equals(wide.Multiply(2f).SubMatrix(0, 3, 0, 2))); } + + [Test] + public void DenseDiagonalMatrixTransposeThisAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix.Build.DiagonalIdentity(3).Multiply(2f)).Equals(wide.Transpose().Multiply(2f))); + Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix.Build.Diagonal(3, 5, 2f)).Equals(wide.Transpose().Multiply(2f).Append(Matrix.Build.Dense(8, 2)))); + Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix.Build.Diagonal(3, 2, 2f)).Equals(wide.Transpose().Multiply(2f).SubMatrix(0, 8, 0, 2))); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.DiagonalIdentity(8).Multiply(2f)).Equals(tall.Transpose().Multiply(2f))); + Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 10, 2f)).Equals(tall.Transpose().Multiply(2f).Append(Matrix.Build.Dense(3, 2)))); + Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 2, 2f)).Equals(tall.Transpose().Multiply(2f).SubMatrix(0, 3, 0, 2))); + } } } From 44228a6d41f078b97452a24781e23cd3736f086b Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sun, 1 Dec 2013 17:38:04 +0100 Subject: [PATCH 019/109] LA: Build.SameType of one or two example instances --- src/Numerics/LinearAlgebra/Builder.cs | 41 +++++++++++++++++++++++++++ 1 file changed, 41 insertions(+) diff --git a/src/Numerics/LinearAlgebra/Builder.cs b/src/Numerics/LinearAlgebra/Builder.cs index e668e7e3..e167164e 100644 --- a/src/Numerics/LinearAlgebra/Builder.cs +++ b/src/Numerics/LinearAlgebra/Builder.cs @@ -396,6 +396,31 @@ namespace MathNet.Numerics.LinearAlgebra throw new NotSupportedException(); } + /// + /// Create a new matrix with the same kind of the provided example. + /// + public Matrix SameType(Matrix example, int rows, int columns) + { + var storage = example.Storage; + if (storage is DenseColumnMajorMatrixStorage) return Dense(rows, columns); + if (storage is DiagonalMatrixStorage) return Diagonal(rows, columns); + if (storage is SparseCompressedRowMatrixStorage) return Sparse(rows, columns); + return Dense(rows, columns); + } + + /// + /// Create a new matrix with a type that can represent and is closest to both provided samples. + /// + public Matrix SameType(Matrix example1, Matrix example2 , int rows, int columns) + { + var storage1 = example1.Storage; + var storage2 = example2.Storage; + if (storage1 is DenseColumnMajorMatrixStorage || storage2 is DenseColumnMajorMatrixStorage) return Dense(rows, columns); + if (storage1 is DiagonalMatrixStorage && storage2 is DiagonalMatrixStorage) return Diagonal(rows, columns); + if (storage1 is SparseCompressedRowMatrixStorage || storage2 is SparseCompressedRowMatrixStorage) return Sparse(rows, columns); + return Dense(rows, columns); + } + /// /// Create a new dense matrix with values sampled from the provided random distribution. /// @@ -1190,6 +1215,22 @@ namespace MathNet.Numerics.LinearAlgebra throw new NotSupportedException(); } + /// + /// Create a new vector with the same kind of the provided example. + /// + public Vector SameType(Vector example, int length) + { + return example.Storage.IsDense ? Dense(length) : Sparse(length); + } + + /// + /// Create a new vector with a type that can represent and is closest to both provided samples. + /// + public Vector SameType(Vector example1, Vector example2, int length) + { + return example1.Storage.IsDense || example2.Storage.IsDense ? Dense(length) : Sparse(length); + } + /// /// Create a new dense vector with values sampled from the provided random distribution. /// From aadb8a4bb50085a539f86ea2ceeacde7becd95e4 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sun, 1 Dec 2013 22:15:07 +0100 Subject: [PATCH 020/109] LA: diagonal-dense Multiply TransoseAndMultiply TransposeThisAndMultiply --- .../LinearAlgebra/Complex/DiagonalMatrix.cs | 242 ++++++++--------- .../LinearAlgebra/Complex32/DiagonalMatrix.cs | 244 ++++++++---------- .../LinearAlgebra/Double/DiagonalMatrix.cs | 237 ++++++++--------- .../LinearAlgebra/Matrix.Arithmetic.cs | 36 +-- .../LinearAlgebra/Single/DiagonalMatrix.cs | 237 ++++++++--------- .../Complex/DiagonalMatrixTests.cs | 51 ++++ .../Complex32/DiagonalMatrixTests.cs | 51 ++++ .../Double/DiagonalMatrixTests.cs | 51 ++++ .../Single/DiagonalMatrixTests.cs | 51 ++++ 9 files changed, 650 insertions(+), 550 deletions(-) diff --git a/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs index c89e3e5b..d0e3781d 100644 --- a/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs @@ -194,39 +194,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex i => new Complex(distribution.Sample(), distribution.Sample()))); } - /// - /// Adds another matrix to this matrix. - /// - /// The matrix to add to this matrix. - /// The result of the addition. - /// If the other matrix is . - /// If the two matrices don't have the same dimensions. - public override Matrix Add(Matrix other) - { - if (other == null) - { - throw new ArgumentNullException("other"); - } - - if (other.RowCount != RowCount || other.ColumnCount != ColumnCount) - { - throw DimensionsDontMatch(this, other, "other"); - } - - Matrix result; - if (other is DiagonalMatrix) - { - result = new DiagonalMatrix(RowCount, ColumnCount); - } - else - { - result = new DenseMatrix(RowCount, ColumnCount); - } - - Add(other, result); - return result; - } - /// /// Adds another matrix to this matrix. /// @@ -249,39 +216,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex } } - /// - /// Subtracts another matrix from this matrix. - /// - /// The matrix to subtract. - /// The result of the subtraction. - /// If the other matrix is . - /// If the two matrices don't have the same dimensions. - public override Matrix Subtract(Matrix other) - { - if (other == null) - { - throw new ArgumentNullException("other"); - } - - if (other.RowCount != RowCount || other.ColumnCount != ColumnCount) - { - throw DimensionsDontMatch(this, other, "other"); - } - - Matrix result; - if (other is DiagonalMatrix) - { - result = new DenseMatrix(RowCount, ColumnCount); - } - else - { - result = new DiagonalMatrix(RowCount, ColumnCount); - } - - Subtract(other, result); - return result; - } - /// /// Subtracts another matrix from this matrix. /// @@ -398,72 +332,44 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// /// The matrix to multiply with. /// The result of the multiplication. - /// If the other matrix is . - /// If the result matrix is . - /// If this.Columns != other.Rows. - /// If the result matrix's dimensions are not the this.Rows x other.Columns. - public override void Multiply(Matrix other, Matrix result) - { - if (other == null) - { - throw new ArgumentNullException("other"); - } - - if (result == null) - { - throw new ArgumentNullException("result"); - } - - if (ColumnCount != other.RowCount) - { - throw DimensionsDontMatch(this, other); - } - - if (result.RowCount != RowCount || result.ColumnCount != other.ColumnCount) - { - throw DimensionsDontMatch(this, result); - } - - var m = other as DiagonalMatrix; - var r = result as DiagonalMatrix; - - if (m == null || r == null) - { - base.Multiply(other, result); - } - else - { - var thisDataCopy = new Complex[r._data.Length]; - var otherDataCopy = new Complex[r._data.Length]; - Array.Copy(_data, thisDataCopy, (r._data.Length > _data.Length) ? _data.Length : r._data.Length); - Array.Copy(m._data, otherDataCopy, (r._data.Length > m._data.Length) ? m._data.Length : r._data.Length); - - Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, r._data); - } - } - - /// - /// Multiplies this matrix with another matrix and returns the result. - /// - /// The matrix to multiply with. - /// If this.Columns != other.Rows. - /// If the other matrix is . - /// The result of multiplication. - public override Matrix Multiply(Matrix other) + protected override void DoMultiply(Matrix other, Matrix result) { - if (other == null) + var diagonalOther = other as DiagonalMatrix; + var diagonalResult = result as DiagonalMatrix; + if (diagonalOther != null && diagonalResult != null) { - throw new ArgumentNullException("other"); + var thisDataCopy = new Complex[diagonalResult._data.Length]; + var otherDataCopy = new Complex[diagonalResult._data.Length]; + Array.Copy(_data, thisDataCopy, (diagonalResult._data.Length > _data.Length) ? _data.Length : diagonalResult._data.Length); + Array.Copy(diagonalOther._data, otherDataCopy, (diagonalResult._data.Length > diagonalOther._data.Length) ? diagonalOther._data.Length : diagonalResult._data.Length); + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, diagonalResult._data); + return; } - if (ColumnCount != other.RowCount) + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null) { - throw DimensionsDontMatch(this, other); + var dense = denseOther.Data; + var diagonal = _data; + var d = Math.Min(denseOther.RowCount, RowCount); + if (d < RowCount) + { + result.ClearSubMatrix(denseOther.RowCount, RowCount - denseOther.RowCount, 0, denseOther.ColumnCount); + } + int index = 0; + for (int i = 0; i < denseOther.ColumnCount; i++) + { + for (int j = 0; j < d; j++) + { + result.At(j, i, dense[index]*diagonal[j]); + index++; + } + index += (denseOther.RowCount - d); + } + return; } - var result = other.CreateMatrix(RowCount, other.ColumnCount); - Multiply(other, result); - return result; + base.DoMultiply(other, result); } /// @@ -596,22 +502,88 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// /// The matrix to multiply with. /// The result of the multiplication. - /// If the other matrix is . - /// If the result matrix is . - /// If this.Columns != other.Rows. - /// If the result matrix's dimensions are not the this.Rows x other.Columns. - public override void TransposeAndMultiply(Matrix other, Matrix result) + protected override void DoTransposeAndMultiply(Matrix other, Matrix result) { - var otherDiagonal = other as DiagonalMatrix; - var resultDiagonal = result as DiagonalMatrix; + var diagonalOther = other as DiagonalMatrix; + var diagonalResult = result as DiagonalMatrix; + if (diagonalOther != null && diagonalResult != null) + { + var thisDataCopy = new Complex[diagonalResult._data.Length]; + var otherDataCopy = new Complex[diagonalResult._data.Length]; + Array.Copy(_data, thisDataCopy, (diagonalResult._data.Length > _data.Length) ? _data.Length : diagonalResult._data.Length); + Array.Copy(diagonalOther._data, otherDataCopy, (diagonalResult._data.Length > diagonalOther._data.Length) ? diagonalOther._data.Length : diagonalResult._data.Length); + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, diagonalResult._data); + return; + } + + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null) + { + var dense = denseOther.Data; + var diagonal = _data; + var d = Math.Min(denseOther.ColumnCount, RowCount); + if (d < RowCount) + { + result.ClearSubMatrix(denseOther.ColumnCount, RowCount - denseOther.ColumnCount, 0, denseOther.RowCount); + } + int index = 0; + for (int j = 0; j < d; j++) + { + for (int i = 0; i < denseOther.RowCount; i++) + { + result.At(j, i, dense[index]*diagonal[j]); + index++; + } + } + return; + } + + base.DoTransposeAndMultiply(other, result); + } - if (otherDiagonal == null || resultDiagonal == null) + /// + /// Multiplies the transpose of this matrix with another matrix and places the results into the result matrix. + /// + /// The matrix to multiply with. + /// The result of the multiplication. + protected override void DoTransposeThisAndMultiply(Matrix other, Matrix result) + { + var diagonalOther = other as DiagonalMatrix; + var diagonalResult = result as DiagonalMatrix; + if (diagonalOther != null && diagonalResult != null) { - base.TransposeAndMultiply(other, result); + var thisDataCopy = new Complex[diagonalResult._data.Length]; + var otherDataCopy = new Complex[diagonalResult._data.Length]; + Array.Copy(_data, thisDataCopy, (diagonalResult._data.Length > _data.Length) ? _data.Length : diagonalResult._data.Length); + Array.Copy(diagonalOther._data, otherDataCopy, (diagonalResult._data.Length > diagonalOther._data.Length) ? diagonalOther._data.Length : diagonalResult._data.Length); + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, diagonalResult._data); + return; + } + + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null) + { + var dense = denseOther.Data; + var diagonal = _data; + var d = Math.Min(denseOther.RowCount, ColumnCount); + if (d < ColumnCount) + { + result.ClearSubMatrix(denseOther.RowCount, ColumnCount - denseOther.RowCount, 0, denseOther.ColumnCount); + } + int index = 0; + for (int i = 0; i < denseOther.ColumnCount; i++) + { + for (int j = 0; j < d; j++) + { + result.At(j, i, dense[index]*diagonal[j]); + index++; + } + index += (denseOther.RowCount - d); + } return; } - Multiply(otherDiagonal.Transpose(), result); + base.DoTransposeThisAndMultiply(other, result); } /// diff --git a/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs index 2213a10e..91ccf693 100644 --- a/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs @@ -189,39 +189,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 i => new Complex32((float) distribution.Sample(), (float) distribution.Sample()))); } - /// - /// Adds another matrix to this matrix. - /// - /// The matrix to add to this matrix. - /// The result of the addition. - /// If the other matrix is . - /// If the two matrices don't have the same dimensions. - public override Matrix Add(Matrix other) - { - if (other == null) - { - throw new ArgumentNullException("other"); - } - - if (other.RowCount != RowCount || other.ColumnCount != ColumnCount) - { - throw DimensionsDontMatch(this, other, "other"); - } - - Matrix result; - if (other is DiagonalMatrix) - { - result = new DiagonalMatrix(RowCount, ColumnCount); - } - else - { - result = new DenseMatrix(RowCount, ColumnCount); - } - - Add(other, result); - return result; - } - /// /// Adds another matrix to this matrix. /// @@ -244,39 +211,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 } } - /// - /// Subtracts another matrix from this matrix. - /// - /// The matrix to subtract. - /// The result of the subtraction. - /// If the other matrix is . - /// If the two matrices don't have the same dimensions. - public override Matrix Subtract(Matrix other) - { - if (other == null) - { - throw new ArgumentNullException("other"); - } - - if (other.RowCount != RowCount || other.ColumnCount != ColumnCount) - { - throw DimensionsDontMatch(this, other, "other"); - } - - Matrix result; - if (other is DiagonalMatrix) - { - result = new DiagonalMatrix(RowCount, ColumnCount); - } - else - { - result = new DenseMatrix(RowCount, ColumnCount); - } - - Subtract(other, result); - return result; - } - /// /// Subtracts another matrix from this matrix. /// @@ -356,8 +290,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// /// The scalar to multiply the matrix with. /// The matrix to store the result of the multiplication. - /// If the result matrix is . - /// If the result matrix's dimensions are not the same as this matrix. protected override void DoMultiply(Complex32 scalar, Matrix result) { if (scalar.IsZero()) @@ -393,72 +325,44 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// /// The matrix to multiply with. /// The result of the multiplication. - /// If the other matrix is . - /// If the result matrix is . - /// If this.Columns != other.Rows. - /// If the result matrix's dimensions are not the this.Rows x other.Columns. - public override void Multiply(Matrix other, Matrix result) - { - if (other == null) - { - throw new ArgumentNullException("other"); - } - - if (result == null) - { - throw new ArgumentNullException("result"); - } - - if (ColumnCount != other.RowCount) - { - throw DimensionsDontMatch(this, other); - } - - if (result.RowCount != RowCount || result.ColumnCount != other.ColumnCount) - { - throw DimensionsDontMatch(this, other); - } - - var m = other as DiagonalMatrix; - var r = result as DiagonalMatrix; - - if (m == null || r == null) - { - base.Multiply(other, result); - } - else - { - var thisDataCopy = new Complex32[r._data.Length]; - var otherDataCopy = new Complex32[r._data.Length]; - Array.Copy(_data, thisDataCopy, (r._data.Length > _data.Length) ? _data.Length : r._data.Length); - Array.Copy(m._data, otherDataCopy, (r._data.Length > m._data.Length) ? m._data.Length : r._data.Length); - - Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, r._data); - } - } - - /// - /// Multiplies this matrix with another matrix and returns the result. - /// - /// The matrix to multiply with. - /// If this.Columns != other.Rows. - /// If the other matrix is . - /// The result of multiplication. - public override Matrix Multiply(Matrix other) + protected override void DoMultiply(Matrix other, Matrix result) { - if (other == null) + var diagonalOther = other as DiagonalMatrix; + var diagonalResult = result as DiagonalMatrix; + if (diagonalOther != null && diagonalResult != null) { - throw new ArgumentNullException("other"); + var thisDataCopy = new Complex32[diagonalResult._data.Length]; + var otherDataCopy = new Complex32[diagonalResult._data.Length]; + Array.Copy(_data, thisDataCopy, (diagonalResult._data.Length > _data.Length) ? _data.Length : diagonalResult._data.Length); + Array.Copy(diagonalOther._data, otherDataCopy, (diagonalResult._data.Length > diagonalOther._data.Length) ? diagonalOther._data.Length : diagonalResult._data.Length); + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, diagonalResult._data); + return; } - if (ColumnCount != other.RowCount) + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null) { - throw DimensionsDontMatch(this, other); + var dense = denseOther.Data; + var diagonal = _data; + var d = Math.Min(denseOther.RowCount, RowCount); + if (d < RowCount) + { + result.ClearSubMatrix(denseOther.RowCount, RowCount - denseOther.RowCount, 0, denseOther.ColumnCount); + } + int index = 0; + for (int i = 0; i < denseOther.ColumnCount; i++) + { + for (int j = 0; j < d; j++) + { + result.At(j, i, dense[index]*diagonal[j]); + index++; + } + index += (denseOther.RowCount - d); + } + return; } - var result = other.CreateMatrix(RowCount, other.ColumnCount); - Multiply(other, result); - return result; + base.DoMultiply(other, result); } /// @@ -591,22 +495,88 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// /// The matrix to multiply with. /// The result of the multiplication. - /// If the other matrix is . - /// If the result matrix is . - /// If this.Columns != other.Rows. - /// If the result matrix's dimensions are not the this.Rows x other.Columns. - public override void TransposeAndMultiply(Matrix other, Matrix result) + protected override void DoTransposeAndMultiply(Matrix other, Matrix result) { - var otherDiagonal = other as DiagonalMatrix; - var resultDiagonal = result as DiagonalMatrix; + var diagonalOther = other as DiagonalMatrix; + var diagonalResult = result as DiagonalMatrix; + if (diagonalOther != null && diagonalResult != null) + { + var thisDataCopy = new Complex32[diagonalResult._data.Length]; + var otherDataCopy = new Complex32[diagonalResult._data.Length]; + Array.Copy(_data, thisDataCopy, (diagonalResult._data.Length > _data.Length) ? _data.Length : diagonalResult._data.Length); + Array.Copy(diagonalOther._data, otherDataCopy, (diagonalResult._data.Length > diagonalOther._data.Length) ? diagonalOther._data.Length : diagonalResult._data.Length); + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, diagonalResult._data); + return; + } - if (otherDiagonal == null || resultDiagonal == null) + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null) { - base.TransposeAndMultiply(other, result); + var dense = denseOther.Data; + var diagonal = _data; + var d = Math.Min(denseOther.ColumnCount, RowCount); + if (d < RowCount) + { + result.ClearSubMatrix(denseOther.ColumnCount, RowCount - denseOther.ColumnCount, 0, denseOther.RowCount); + } + int index = 0; + for (int j = 0; j < d; j++) + { + for (int i = 0; i < denseOther.RowCount; i++) + { + result.At(j, i, dense[index]*diagonal[j]); + index++; + } + } + return; + } + + base.DoTransposeAndMultiply(other, result); + } + + /// + /// Multiplies the transpose of this matrix with another matrix and places the results into the result matrix. + /// + /// The matrix to multiply with. + /// The result of the multiplication. + protected override void DoTransposeThisAndMultiply(Matrix other, Matrix result) + { + var diagonalOther = other as DiagonalMatrix; + var diagonalResult = result as DiagonalMatrix; + if (diagonalOther != null && diagonalResult != null) + { + var thisDataCopy = new Complex32[diagonalResult._data.Length]; + var otherDataCopy = new Complex32[diagonalResult._data.Length]; + Array.Copy(_data, thisDataCopy, (diagonalResult._data.Length > _data.Length) ? _data.Length : diagonalResult._data.Length); + Array.Copy(diagonalOther._data, otherDataCopy, (diagonalResult._data.Length > diagonalOther._data.Length) ? diagonalOther._data.Length : diagonalResult._data.Length); + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, diagonalResult._data); + return; + } + + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null) + { + var dense = denseOther.Data; + var diagonal = _data; + var d = Math.Min(denseOther.RowCount, ColumnCount); + if (d < ColumnCount) + { + result.ClearSubMatrix(denseOther.RowCount, ColumnCount - denseOther.RowCount, 0, denseOther.ColumnCount); + } + int index = 0; + for (int i = 0; i < denseOther.ColumnCount; i++) + { + for (int j = 0; j < d; j++) + { + result.At(j, i, dense[index]*diagonal[j]); + index++; + } + index += (denseOther.RowCount - d); + } return; } - Multiply(otherDiagonal.Transpose(), result); + base.DoTransposeThisAndMultiply(other, result); } /// diff --git a/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs index 872d85b3..2e0b8216 100644 --- a/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs @@ -188,39 +188,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double i => distribution.Sample())); } - /// - /// Adds another matrix to this matrix. - /// - /// The matrix to add to this matrix. - /// The result of the addition. - /// If the other matrix is . - /// If the two matrices don't have the same dimensions. - public override Matrix Add(Matrix other) - { - if (other == null) - { - throw new ArgumentNullException("other"); - } - - if (other.RowCount != RowCount || other.ColumnCount != ColumnCount) - { - throw DimensionsDontMatch(this, other, "other"); - } - - Matrix result; - if (other is DiagonalMatrix) - { - result = new DiagonalMatrix(RowCount, ColumnCount); - } - else - { - result = new DenseMatrix(RowCount, ColumnCount); - } - - Add(other, result); - return result; - } - /// /// Adds another matrix to this matrix. /// @@ -243,39 +210,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double } } - /// - /// Subtracts another matrix from this matrix. - /// - /// The matrix to subtract. - /// The result of the subtraction. - /// If the other matrix is . - /// If the two matrices don't have the same dimensions. - public override Matrix Subtract(Matrix other) - { - if (other == null) - { - throw new ArgumentNullException("other"); - } - - if (other.RowCount != RowCount || other.ColumnCount != ColumnCount) - { - throw DimensionsDontMatch(this, other, "other"); - } - - Matrix result; - if (other is DiagonalMatrix) - { - result = new DiagonalMatrix(RowCount, ColumnCount); - } - else - { - result = new DenseMatrix(RowCount, ColumnCount); - } - - Subtract(other, result); - return result; - } - /// /// Subtracts another matrix from this matrix. /// @@ -392,67 +326,44 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// /// The matrix to multiply with. /// The result of the multiplication. - /// If the other matrix is . - /// If the result matrix is . - /// If this.Columns != other.Rows. - /// If the result matrix's dimensions are not the this.Rows x other.Columns. - public override void Multiply(Matrix other, Matrix result) - { - if (other == null) - { - throw new ArgumentNullException("other"); - } - - if (result == null) - { - throw new ArgumentNullException("result"); - } - - if (ColumnCount != other.RowCount || result.RowCount != RowCount || result.ColumnCount != other.ColumnCount) - { - throw DimensionsDontMatch(this, other, result); - } - - var m = other as DiagonalMatrix; - var r = result as DiagonalMatrix; - - if (m == null || r == null) - { - base.Multiply(other, result); - } - else - { - var thisDataCopy = new double[r._data.Length]; - var otherDataCopy = new double[r._data.Length]; - Buffer.BlockCopy(_data, 0, thisDataCopy, 0, (r._data.Length > _data.Length) ? _data.Length * Constants.SizeOfDouble : r._data.Length * Constants.SizeOfDouble); - Buffer.BlockCopy(m._data, 0, otherDataCopy, 0, (r._data.Length > m._data.Length) ? m._data.Length * Constants.SizeOfDouble : r._data.Length * Constants.SizeOfDouble); - - Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, r._data); - } - } - - /// - /// Multiplies this matrix with another matrix and returns the result. - /// - /// The matrix to multiply with. - /// If this.Columns != other.Rows. - /// If the other matrix is . - /// The result of multiplication. - public override Matrix Multiply(Matrix other) + protected override void DoMultiply(Matrix other, Matrix result) { - if (other == null) + var diagonalOther = other as DiagonalMatrix; + var diagonalResult = result as DiagonalMatrix; + if (diagonalOther != null && diagonalResult != null) { - throw new ArgumentNullException("other"); + var thisDataCopy = new double[diagonalResult._data.Length]; + var otherDataCopy = new double[diagonalResult._data.Length]; + Array.Copy(_data, thisDataCopy, (diagonalResult._data.Length > _data.Length) ? _data.Length : diagonalResult._data.Length); + Array.Copy(diagonalOther._data, otherDataCopy, (diagonalResult._data.Length > diagonalOther._data.Length) ? diagonalOther._data.Length : diagonalResult._data.Length); + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, diagonalResult._data); + return; } - if (ColumnCount != other.RowCount) + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null) { - throw DimensionsDontMatch(this, other); + var dense = denseOther.Data; + var diagonal = _data; + var d = Math.Min(denseOther.RowCount, RowCount); + if (d < RowCount) + { + result.ClearSubMatrix(denseOther.RowCount, RowCount - denseOther.RowCount, 0, denseOther.ColumnCount); + } + int index = 0; + for (int i = 0; i < denseOther.ColumnCount; i++) + { + for (int j = 0; j < d; j++) + { + result.At(j, i, dense[index]*diagonal[j]); + index++; + } + index += (denseOther.RowCount - d); + } + return; } - var result = other.CreateMatrix(RowCount, other.ColumnCount); - Multiply(other, result); - return result; + base.DoMultiply(other, result); } /// @@ -585,22 +496,88 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// /// The matrix to multiply with. /// The result of the multiplication. - /// If the other matrix is . - /// If the result matrix is . - /// If this.Columns != other.Rows. - /// If the result matrix's dimensions are not the this.Rows x other.Columns. - public override void TransposeAndMultiply(Matrix other, Matrix result) + protected override void DoTransposeAndMultiply(Matrix other, Matrix result) + { + var diagonalOther = other as DiagonalMatrix; + var diagonalResult = result as DiagonalMatrix; + if (diagonalOther != null && diagonalResult != null) + { + var thisDataCopy = new double[diagonalResult._data.Length]; + var otherDataCopy = new double[diagonalResult._data.Length]; + Array.Copy(_data, thisDataCopy, (diagonalResult._data.Length > _data.Length) ? _data.Length : diagonalResult._data.Length); + Array.Copy(diagonalOther._data, otherDataCopy, (diagonalResult._data.Length > diagonalOther._data.Length) ? diagonalOther._data.Length : diagonalResult._data.Length); + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, diagonalResult._data); + return; + } + + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null) + { + var dense = denseOther.Data; + var diagonal = _data; + var d = Math.Min(denseOther.ColumnCount, RowCount); + if (d < RowCount) + { + result.ClearSubMatrix(denseOther.ColumnCount, RowCount - denseOther.ColumnCount, 0, denseOther.RowCount); + } + int index = 0; + for (int j = 0; j < d; j++) + { + for (int i = 0; i < denseOther.RowCount; i++) + { + result.At(j, i, dense[index]*diagonal[j]); + index++; + } + } + return; + } + + base.DoTransposeAndMultiply(other, result); + } + + /// + /// Multiplies the transpose of this matrix with another matrix and places the results into the result matrix. + /// + /// The matrix to multiply with. + /// The result of the multiplication. + protected override void DoTransposeThisAndMultiply(Matrix other, Matrix result) { - var otherDiagonal = other as DiagonalMatrix; - var resultDiagonal = result as DiagonalMatrix; + var diagonalOther = other as DiagonalMatrix; + var diagonalResult = result as DiagonalMatrix; + if (diagonalOther != null && diagonalResult != null) + { + var thisDataCopy = new double[diagonalResult._data.Length]; + var otherDataCopy = new double[diagonalResult._data.Length]; + Array.Copy(_data, thisDataCopy, (diagonalResult._data.Length > _data.Length) ? _data.Length : diagonalResult._data.Length); + Array.Copy(diagonalOther._data, otherDataCopy, (diagonalResult._data.Length > diagonalOther._data.Length) ? diagonalOther._data.Length : diagonalResult._data.Length); + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, diagonalResult._data); + return; + } - if (otherDiagonal == null || resultDiagonal == null) + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null) { - base.TransposeAndMultiply(other, result); + var dense = denseOther.Data; + var diagonal = _data; + var d = Math.Min(denseOther.RowCount, ColumnCount); + if (d < ColumnCount) + { + result.ClearSubMatrix(denseOther.RowCount, ColumnCount - denseOther.RowCount, 0, denseOther.ColumnCount); + } + int index = 0; + for (int i = 0; i < denseOther.ColumnCount; i++) + { + for (int j = 0; j < d; j++) + { + result.At(j, i, dense[index]*diagonal[j]); + index++; + } + index += (denseOther.RowCount - d); + } return; } - Multiply(otherDiagonal.Transpose(), result); + base.DoTransposeThisAndMultiply(other, result); } /// diff --git a/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs b/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs index bb5fcebf..bd36f09a 100644 --- a/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs +++ b/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs @@ -204,7 +204,7 @@ namespace MathNet.Numerics.LinearAlgebra return Clone(); } - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameType(this, RowCount, ColumnCount); DoAdd(scalar, result); return result; } @@ -237,14 +237,14 @@ namespace MathNet.Numerics.LinearAlgebra /// The matrix to add to this matrix. /// The result of the addition. /// If the two matrices don't have the same dimensions. - public virtual Matrix Add(Matrix other) + public Matrix Add(Matrix other) { if (other.RowCount != RowCount || other.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, other); } - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameType(this, other, RowCount, ColumnCount); DoAdd(other, result); return result; } @@ -282,7 +282,7 @@ namespace MathNet.Numerics.LinearAlgebra return Clone(); } - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameType(this, RowCount, ColumnCount); DoSubtract(scalar, result); return result; } @@ -316,7 +316,7 @@ namespace MathNet.Numerics.LinearAlgebra /// A new matrix containing the subtraction of the scalar and this matrix. public Matrix SubtractFrom(T scalar) { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameType(this, RowCount, ColumnCount); DoSubtractFrom(scalar, result); return result; } @@ -343,14 +343,14 @@ namespace MathNet.Numerics.LinearAlgebra /// The matrix to subtract. /// The result of the subtraction. /// If the two matrices don't have the same dimensions. - public virtual Matrix Subtract(Matrix other) + public Matrix Subtract(Matrix other) { if (other.RowCount != RowCount || other.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, other); } - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameType(this, other, RowCount, ColumnCount); DoSubtract(other, result); return result; } @@ -633,7 +633,7 @@ namespace MathNet.Numerics.LinearAlgebra /// The result of the multiplication. /// If this.Columns != other.Rows. /// If the result matrix's dimensions are not the this.Rows x other.Columns. - public virtual void Multiply(Matrix other, Matrix result) + public void Multiply(Matrix other, Matrix result) { if (ColumnCount != other.RowCount || result.RowCount != RowCount || result.ColumnCount != other.ColumnCount) { @@ -642,7 +642,7 @@ namespace MathNet.Numerics.LinearAlgebra if (ReferenceEquals(this, result) || ReferenceEquals(other, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameType(result, result.RowCount, result.ColumnCount); DoMultiply(other, tmp); tmp.CopyTo(result); } @@ -658,14 +658,14 @@ namespace MathNet.Numerics.LinearAlgebra /// The matrix to multiply with. /// If this.Columns != other.Rows. /// The result of the multiplication. - public virtual Matrix Multiply(Matrix other) + public Matrix Multiply(Matrix other) { if (ColumnCount != other.RowCount) { throw DimensionsDontMatch(this, other); } - var result = CreateMatrix(RowCount, other.ColumnCount); + var result = Build.SameType(this, other, RowCount, other.ColumnCount); DoMultiply(other, result); return result; } @@ -686,7 +686,7 @@ namespace MathNet.Numerics.LinearAlgebra if (ReferenceEquals(this, result) || ReferenceEquals(other, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameType(result, result.RowCount, result.ColumnCount); DoTransposeAndMultiply(other, tmp); tmp.CopyTo(result); } @@ -709,7 +709,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, other); } - var result = CreateMatrix(RowCount, other.RowCount); + var result = Build.SameType(this, other, RowCount, other.RowCount); DoTransposeAndMultiply(other, result); return result; } @@ -727,9 +727,9 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, rightSide, "rightSide"); } - var ret = CreateVector(ColumnCount); - DoTransposeThisAndMultiply(rightSide, ret); - return ret; + var result = CreateVector(ColumnCount); + DoTransposeThisAndMultiply(rightSide, result); + return result; } /// @@ -779,7 +779,7 @@ namespace MathNet.Numerics.LinearAlgebra if (ReferenceEquals(this, result) || ReferenceEquals(other, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameType(result, result.RowCount, result.ColumnCount); DoTransposeThisAndMultiply(other, tmp); tmp.CopyTo(result); } @@ -802,7 +802,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, other); } - var result = CreateMatrix(ColumnCount, other.ColumnCount); + var result = Build.SameType(this, other, ColumnCount, other.ColumnCount); DoTransposeThisAndMultiply(other, result); return result; } diff --git a/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs index 42d5b944..381a3f41 100644 --- a/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs @@ -188,39 +188,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single i => (float) distribution.Sample())); } - /// - /// Adds another matrix to this matrix. - /// - /// The matrix to add to this matrix. - /// The result of the addition. - /// If the other matrix is . - /// If the two matrices don't have the same dimensions. - public override Matrix Add(Matrix other) - { - if (other == null) - { - throw new ArgumentNullException("other"); - } - - if (other.RowCount != RowCount || other.ColumnCount != ColumnCount) - { - throw DimensionsDontMatch(this, other, "other"); - } - - Matrix result; - if (other is DiagonalMatrix) - { - result = new DiagonalMatrix(RowCount, ColumnCount); - } - else - { - result = new DenseMatrix(RowCount, ColumnCount); - } - - Add(other, result); - return result; - } - /// /// Adds another matrix to this matrix. /// @@ -243,39 +210,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single } } - /// - /// Subtracts another matrix from this matrix. - /// - /// The matrix to subtract. - /// The result of the subtraction. - /// If the other matrix is . - /// If the two matrices don't have the same dimensions. - public override Matrix Subtract(Matrix other) - { - if (other == null) - { - throw new ArgumentNullException("other"); - } - - if (other.RowCount != RowCount || other.ColumnCount != ColumnCount) - { - throw DimensionsDontMatch(this, other, "other"); - } - - Matrix result; - if (other is DiagonalMatrix) - { - result = new DiagonalMatrix(RowCount, ColumnCount); - } - else - { - result = new DenseMatrix(RowCount, ColumnCount); - } - - Subtract(other, result); - return result; - } - /// /// Subtracts another matrix from this matrix. /// @@ -392,67 +326,44 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// /// The matrix to multiply with. /// The result of the multiplication. - /// If the other matrix is . - /// If the result matrix is . - /// If this.Columns != other.Rows. - /// If the result matrix's dimensions are not the this.Rows x other.Columns. - public override void Multiply(Matrix other, Matrix result) - { - if (other == null) - { - throw new ArgumentNullException("other"); - } - - if (result == null) - { - throw new ArgumentNullException("result"); - } - - if (ColumnCount != other.RowCount || result.RowCount != RowCount || result.ColumnCount != other.ColumnCount) - { - throw DimensionsDontMatch(this, other, result); - } - - var m = other as DiagonalMatrix; - var r = result as DiagonalMatrix; - - if (m == null || r == null) - { - base.Multiply(other, result); - } - else - { - var thisDataCopy = new float[r._data.Length]; - var otherDataCopy = new float[r._data.Length]; - Buffer.BlockCopy(_data, 0, thisDataCopy, 0, (r._data.Length > _data.Length) ? _data.Length * Constants.SizeOfFloat : r._data.Length * Constants.SizeOfFloat); - Buffer.BlockCopy(m._data, 0, otherDataCopy, 0, (r._data.Length > m._data.Length) ? m._data.Length * Constants.SizeOfFloat : r._data.Length * Constants.SizeOfFloat); - - Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, r._data); - } - } - - /// - /// Multiplies this matrix with another matrix and returns the result. - /// - /// The matrix to multiply with. - /// If this.Columns != other.Rows. - /// If the other matrix is . - /// The result of multiplication. - public override Matrix Multiply(Matrix other) + protected override void DoMultiply(Matrix other, Matrix result) { - if (other == null) + var diagonalOther = other as DiagonalMatrix; + var diagonalResult = result as DiagonalMatrix; + if (diagonalOther != null && diagonalResult != null) { - throw new ArgumentNullException("other"); + var thisDataCopy = new float[diagonalResult._data.Length]; + var otherDataCopy = new float[diagonalResult._data.Length]; + Array.Copy(_data, thisDataCopy, (diagonalResult._data.Length > _data.Length) ? _data.Length : diagonalResult._data.Length); + Array.Copy(diagonalOther._data, otherDataCopy, (diagonalResult._data.Length > diagonalOther._data.Length) ? diagonalOther._data.Length : diagonalResult._data.Length); + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, diagonalResult._data); + return; } - if (ColumnCount != other.RowCount) + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null) { - throw DimensionsDontMatch(this, other); + var dense = denseOther.Data; + var diagonal = _data; + var d = Math.Min(denseOther.RowCount, RowCount); + if (d < RowCount) + { + result.ClearSubMatrix(denseOther.RowCount, RowCount - denseOther.RowCount, 0, denseOther.ColumnCount); + } + int index = 0; + for (int i = 0; i < denseOther.ColumnCount; i++) + { + for (int j = 0; j < d; j++) + { + result.At(j, i, dense[index]*diagonal[j]); + index++; + } + index += (denseOther.RowCount - d); + } + return; } - var result = other.CreateMatrix(RowCount, other.ColumnCount); - Multiply(other, result); - return result; + base.DoMultiply(other, result); } /// @@ -585,22 +496,88 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// /// The matrix to multiply with. /// The result of the multiplication. - /// If the other matrix is . - /// If the result matrix is . - /// If this.Columns != other.Rows. - /// If the result matrix's dimensions are not the this.Rows x other.Columns. - public override void TransposeAndMultiply(Matrix other, Matrix result) + protected override void DoTransposeAndMultiply(Matrix other, Matrix result) + { + var diagonalOther = other as DiagonalMatrix; + var diagonalResult = result as DiagonalMatrix; + if (diagonalOther != null && diagonalResult != null) + { + var thisDataCopy = new float[diagonalResult._data.Length]; + var otherDataCopy = new float[diagonalResult._data.Length]; + Array.Copy(_data, thisDataCopy, (diagonalResult._data.Length > _data.Length) ? _data.Length : diagonalResult._data.Length); + Array.Copy(diagonalOther._data, otherDataCopy, (diagonalResult._data.Length > diagonalOther._data.Length) ? diagonalOther._data.Length : diagonalResult._data.Length); + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, diagonalResult._data); + return; + } + + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null) + { + var dense = denseOther.Data; + var diagonal = _data; + var d = Math.Min(denseOther.ColumnCount, RowCount); + if (d < RowCount) + { + result.ClearSubMatrix(denseOther.ColumnCount, RowCount - denseOther.ColumnCount, 0, denseOther.RowCount); + } + int index = 0; + for (int j = 0; j < d; j++) + { + for (int i = 0; i < denseOther.RowCount; i++) + { + result.At(j, i, dense[index]*diagonal[j]); + index++; + } + } + return; + } + + base.DoTransposeAndMultiply(other, result); + } + + /// + /// Multiplies the transpose of this matrix with another matrix and places the results into the result matrix. + /// + /// The matrix to multiply with. + /// The result of the multiplication. + protected override void DoTransposeThisAndMultiply(Matrix other, Matrix result) { - var otherDiagonal = other as DiagonalMatrix; - var resultDiagonal = result as DiagonalMatrix; + var diagonalOther = other as DiagonalMatrix; + var diagonalResult = result as DiagonalMatrix; + if (diagonalOther != null && diagonalResult != null) + { + var thisDataCopy = new float[diagonalResult._data.Length]; + var otherDataCopy = new float[diagonalResult._data.Length]; + Array.Copy(_data, thisDataCopy, (diagonalResult._data.Length > _data.Length) ? _data.Length : diagonalResult._data.Length); + Array.Copy(diagonalOther._data, otherDataCopy, (diagonalResult._data.Length > diagonalOther._data.Length) ? diagonalOther._data.Length : diagonalResult._data.Length); + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(thisDataCopy, otherDataCopy, diagonalResult._data); + return; + } - if (otherDiagonal == null || resultDiagonal == null) + var denseOther = other.Storage as DenseColumnMajorMatrixStorage; + if (denseOther != null) { - base.TransposeAndMultiply(other, result); + var dense = denseOther.Data; + var diagonal = _data; + var d = Math.Min(denseOther.RowCount, ColumnCount); + if (d < ColumnCount) + { + result.ClearSubMatrix(denseOther.RowCount, ColumnCount - denseOther.RowCount, 0, denseOther.ColumnCount); + } + int index = 0; + for (int i = 0; i < denseOther.ColumnCount; i++) + { + for (int j = 0; j < d; j++) + { + result.At(j, i, dense[index]*diagonal[j]); + index++; + } + index += (denseOther.RowCount - d); + } return; } - Multiply(otherDiagonal.Transpose(), result); + base.DoTransposeThisAndMultiply(other, result); } /// diff --git a/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs index 55de88b8..928e5195 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs @@ -436,5 +436,56 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 10, 2d)).Equals(tall.Transpose().Multiply(2d).Append(Matrix.Build.Dense(3, 2)))); Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 2, 2d)).Equals(tall.Transpose().Multiply(2d).SubMatrix(0, 3, 0, 2))); } + + [Test] + public void DiagonalDenseMatrixMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(3).Multiply(2d)*wide).Equals(wide.Multiply(2d))); + Assert.IsTrue((Matrix.Build.Diagonal(5, 3, 2d)*wide).Equals(wide.Multiply(2d).Stack(Matrix.Build.Dense(2, 8)))); + Assert.IsTrue((Matrix.Build.Diagonal(2, 3, 2d)*wide).Equals(wide.Multiply(2d).SubMatrix(0, 2, 0, 8))); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(8).Multiply(2d)*tall).Equals(tall.Multiply(2d))); + Assert.IsTrue((Matrix.Build.Diagonal(10, 8, 2d)*tall).Equals(tall.Multiply(2d).Stack(Matrix.Build.Dense(2, 3)))); + Assert.IsTrue((Matrix.Build.Diagonal(2, 8, 2d)*tall).Equals(tall.Multiply(2d).SubMatrix(0, 2, 0, 3))); + } + + [Test] + public void DiagonalDenseMatrixTransposeAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue(Matrix.Build.DiagonalIdentity(3).Multiply(2d).TransposeAndMultiply(tall).Equals(tall.Multiply(2d).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(5, 3, 2d).TransposeAndMultiply(tall).Equals(tall.Multiply(2d).Append(Matrix.Build.Dense(8, 2)).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(2, 3, 2d).TransposeAndMultiply(tall).Equals(tall.Multiply(2d).SubMatrix(0, 8, 0, 2).Transpose())); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue(Matrix.Build.DiagonalIdentity(8).Multiply(2d).TransposeAndMultiply(wide).Equals(wide.Multiply(2d).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(10, 8, 2d).TransposeAndMultiply(wide).Equals(wide.Multiply(2d).Append(Matrix.Build.Dense(3, 2)).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(2, 8, 2d).TransposeAndMultiply(wide).Equals(wide.Multiply(2d).SubMatrix(0, 3, 0, 2).Transpose())); + } + + [Test] + public void DiagonalDenseMatrixTransposeThisAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(3).Multiply(2d).TransposeThisAndMultiply(wide)).Equals(wide.Multiply(2d))); + Assert.IsTrue((Matrix.Build.Diagonal(3, 5, 2d).TransposeThisAndMultiply(wide)).Equals(wide.Multiply(2d).Stack(Matrix.Build.Dense(2, 8)))); + Assert.IsTrue((Matrix.Build.Diagonal(3, 2, 2d).TransposeThisAndMultiply(wide)).Equals(wide.Multiply(2d).SubMatrix(0, 2, 0, 8))); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(8).Multiply(2d).TransposeThisAndMultiply(tall)).Equals(tall.Multiply(2d))); + Assert.IsTrue((Matrix.Build.Diagonal(8, 10, 2d).TransposeThisAndMultiply(tall)).Equals(tall.Multiply(2d).Stack(Matrix.Build.Dense(2, 3)))); + Assert.IsTrue((Matrix.Build.Diagonal(8, 2, 2d).TransposeThisAndMultiply(tall)).Equals(tall.Multiply(2d).SubMatrix(0, 2, 0, 3))); + } } } diff --git a/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs index c4423a74..9afe6de7 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs @@ -432,5 +432,56 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32 Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 10, 2f)).Equals(tall.Transpose().Multiply(2f).Append(Matrix.Build.Dense(3, 2)))); Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 2, 2f)).Equals(tall.Transpose().Multiply(2f).SubMatrix(0, 3, 0, 2))); } + + [Test] + public void DiagonalDenseMatrixMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(3).Multiply(2f)*wide).Equals(wide.Multiply(2f))); + Assert.IsTrue((Matrix.Build.Diagonal(5, 3, 2f)*wide).Equals(wide.Multiply(2f).Stack(Matrix.Build.Dense(2, 8)))); + Assert.IsTrue((Matrix.Build.Diagonal(2, 3, 2f)*wide).Equals(wide.Multiply(2f).SubMatrix(0, 2, 0, 8))); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(8).Multiply(2f)*tall).Equals(tall.Multiply(2f))); + Assert.IsTrue((Matrix.Build.Diagonal(10, 8, 2f)*tall).Equals(tall.Multiply(2f).Stack(Matrix.Build.Dense(2, 3)))); + Assert.IsTrue((Matrix.Build.Diagonal(2, 8, 2f)*tall).Equals(tall.Multiply(2f).SubMatrix(0, 2, 0, 3))); + } + + [Test] + public void DiagonalDenseMatrixTransposeAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue(Matrix.Build.DiagonalIdentity(3).Multiply(2f).TransposeAndMultiply(tall).Equals(tall.Multiply(2f).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(5, 3, 2f).TransposeAndMultiply(tall).Equals(tall.Multiply(2f).Append(Matrix.Build.Dense(8, 2)).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(2, 3, 2f).TransposeAndMultiply(tall).Equals(tall.Multiply(2f).SubMatrix(0, 8, 0, 2).Transpose())); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue(Matrix.Build.DiagonalIdentity(8).Multiply(2f).TransposeAndMultiply(wide).Equals(wide.Multiply(2f).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(10, 8, 2f).TransposeAndMultiply(wide).Equals(wide.Multiply(2f).Append(Matrix.Build.Dense(3, 2)).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(2, 8, 2f).TransposeAndMultiply(wide).Equals(wide.Multiply(2f).SubMatrix(0, 3, 0, 2).Transpose())); + } + + [Test] + public void DiagonalDenseMatrixTransposeThisAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(3).Multiply(2f).TransposeThisAndMultiply(wide)).Equals(wide.Multiply(2f))); + Assert.IsTrue((Matrix.Build.Diagonal(3, 5, 2f).TransposeThisAndMultiply(wide)).Equals(wide.Multiply(2f).Stack(Matrix.Build.Dense(2, 8)))); + Assert.IsTrue((Matrix.Build.Diagonal(3, 2, 2f).TransposeThisAndMultiply(wide)).Equals(wide.Multiply(2f).SubMatrix(0, 2, 0, 8))); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(8).Multiply(2f).TransposeThisAndMultiply(tall)).Equals(tall.Multiply(2f))); + Assert.IsTrue((Matrix.Build.Diagonal(8, 10, 2f).TransposeThisAndMultiply(tall)).Equals(tall.Multiply(2f).Stack(Matrix.Build.Dense(2, 3)))); + Assert.IsTrue((Matrix.Build.Diagonal(8, 2, 2f).TransposeThisAndMultiply(tall)).Equals(tall.Multiply(2f).SubMatrix(0, 2, 0, 3))); + } } } diff --git a/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs index bb27d8b5..7bf5b72a 100644 --- a/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs @@ -463,5 +463,56 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 10, 2d)).Equals(tall.Transpose().Multiply(2d).Append(Matrix.Build.Dense(3, 2)))); Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 2, 2d)).Equals(tall.Transpose().Multiply(2d).SubMatrix(0, 3, 0, 2))); } + + [Test] + public void DiagonalDenseMatrixMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(3).Multiply(2d)*wide).Equals(wide.Multiply(2d))); + Assert.IsTrue((Matrix.Build.Diagonal(5, 3, 2d)*wide).Equals(wide.Multiply(2d).Stack(Matrix.Build.Dense(2, 8)))); + Assert.IsTrue((Matrix.Build.Diagonal(2, 3, 2d)*wide).Equals(wide.Multiply(2d).SubMatrix(0, 2, 0, 8))); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(8).Multiply(2d)*tall).Equals(tall.Multiply(2d))); + Assert.IsTrue((Matrix.Build.Diagonal(10, 8, 2d)*tall).Equals(tall.Multiply(2d).Stack(Matrix.Build.Dense(2, 3)))); + Assert.IsTrue((Matrix.Build.Diagonal(2, 8, 2d)*tall).Equals(tall.Multiply(2d).SubMatrix(0, 2, 0, 3))); + } + + [Test] + public void DiagonalDenseMatrixTransposeAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue(Matrix.Build.DiagonalIdentity(3).Multiply(2d).TransposeAndMultiply(tall).Equals(tall.Multiply(2d).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(5, 3, 2d).TransposeAndMultiply(tall).Equals(tall.Multiply(2d).Append(Matrix.Build.Dense(8, 2)).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(2, 3, 2d).TransposeAndMultiply(tall).Equals(tall.Multiply(2d).SubMatrix(0, 8, 0, 2).Transpose())); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue(Matrix.Build.DiagonalIdentity(8).Multiply(2d).TransposeAndMultiply(wide).Equals(wide.Multiply(2d).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(10, 8, 2d).TransposeAndMultiply(wide).Equals(wide.Multiply(2d).Append(Matrix.Build.Dense(3, 2)).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(2, 8, 2d).TransposeAndMultiply(wide).Equals(wide.Multiply(2d).SubMatrix(0, 3, 0, 2).Transpose())); + } + + [Test] + public void DiagonalDenseMatrixTransposeThisAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(3).Multiply(2d).TransposeThisAndMultiply(wide)).Equals(wide.Multiply(2d))); + Assert.IsTrue((Matrix.Build.Diagonal(3, 5, 2d).TransposeThisAndMultiply(wide)).Equals(wide.Multiply(2d).Stack(Matrix.Build.Dense(2, 8)))); + Assert.IsTrue((Matrix.Build.Diagonal(3, 2, 2d).TransposeThisAndMultiply(wide)).Equals(wide.Multiply(2d).SubMatrix(0, 2, 0, 8))); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(8).Multiply(2d).TransposeThisAndMultiply(tall)).Equals(tall.Multiply(2d))); + Assert.IsTrue((Matrix.Build.Diagonal(8, 10, 2d).TransposeThisAndMultiply(tall)).Equals(tall.Multiply(2d).Stack(Matrix.Build.Dense(2, 3)))); + Assert.IsTrue((Matrix.Build.Diagonal(8, 2, 2d).TransposeThisAndMultiply(tall)).Equals(tall.Multiply(2d).SubMatrix(0, 2, 0, 3))); + } } } diff --git a/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs b/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs index 6c253abd..118cc55e 100644 --- a/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs @@ -430,5 +430,56 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 10, 2f)).Equals(tall.Transpose().Multiply(2f).Append(Matrix.Build.Dense(3, 2)))); Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix.Build.Diagonal(8, 2, 2f)).Equals(tall.Transpose().Multiply(2f).SubMatrix(0, 3, 0, 2))); } + + [Test] + public void DiagonalDenseMatrixMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(3).Multiply(2f)*wide).Equals(wide.Multiply(2f))); + Assert.IsTrue((Matrix.Build.Diagonal(5, 3, 2f)*wide).Equals(wide.Multiply(2f).Stack(Matrix.Build.Dense(2, 8)))); + Assert.IsTrue((Matrix.Build.Diagonal(2, 3, 2f)*wide).Equals(wide.Multiply(2f).SubMatrix(0, 2, 0, 8))); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(8).Multiply(2f)*tall).Equals(tall.Multiply(2f))); + Assert.IsTrue((Matrix.Build.Diagonal(10, 8, 2f)*tall).Equals(tall.Multiply(2f).Stack(Matrix.Build.Dense(2, 3)))); + Assert.IsTrue((Matrix.Build.Diagonal(2, 8, 2f)*tall).Equals(tall.Multiply(2f).SubMatrix(0, 2, 0, 3))); + } + + [Test] + public void DiagonalDenseMatrixTransposeAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue(Matrix.Build.DiagonalIdentity(3).Multiply(2f).TransposeAndMultiply(tall).Equals(tall.Multiply(2f).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(5, 3, 2f).TransposeAndMultiply(tall).Equals(tall.Multiply(2f).Append(Matrix.Build.Dense(8, 2)).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(2, 3, 2f).TransposeAndMultiply(tall).Equals(tall.Multiply(2f).SubMatrix(0, 8, 0, 2).Transpose())); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue(Matrix.Build.DiagonalIdentity(8).Multiply(2f).TransposeAndMultiply(wide).Equals(wide.Multiply(2f).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(10, 8, 2f).TransposeAndMultiply(wide).Equals(wide.Multiply(2f).Append(Matrix.Build.Dense(3, 2)).Transpose())); + Assert.IsTrue(Matrix.Build.Diagonal(2, 8, 2f).TransposeAndMultiply(wide).Equals(wide.Multiply(2f).SubMatrix(0, 3, 0, 2).Transpose())); + } + + [Test] + public void DiagonalDenseMatrixTransposeThisAndMultiply() + { + var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister()); + Assert.IsInstanceOf(Matrix.Build.DiagonalIdentity(3, 3)); + + var wide = Matrix.Build.Random(3, 8, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(3).Multiply(2f).TransposeThisAndMultiply(wide)).Equals(wide.Multiply(2f))); + Assert.IsTrue((Matrix.Build.Diagonal(3, 5, 2f).TransposeThisAndMultiply(wide)).Equals(wide.Multiply(2f).Stack(Matrix.Build.Dense(2, 8)))); + Assert.IsTrue((Matrix.Build.Diagonal(3, 2, 2f).TransposeThisAndMultiply(wide)).Equals(wide.Multiply(2f).SubMatrix(0, 2, 0, 8))); + + var tall = Matrix.Build.Random(8, 3, dist); + Assert.IsTrue((Matrix.Build.DiagonalIdentity(8).Multiply(2f).TransposeThisAndMultiply(tall)).Equals(tall.Multiply(2f))); + Assert.IsTrue((Matrix.Build.Diagonal(8, 10, 2f).TransposeThisAndMultiply(tall)).Equals(tall.Multiply(2f).Stack(Matrix.Build.Dense(2, 3)))); + Assert.IsTrue((Matrix.Build.Diagonal(8, 2, 2f).TransposeThisAndMultiply(tall)).Equals(tall.Multiply(2f).SubMatrix(0, 2, 0, 3))); + } } } From 6754045a568ef316ff6e4d00cc52764eaa320896 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sun, 1 Dec 2013 23:19:16 +0100 Subject: [PATCH 021/109] LA: diagonal matrix-vector Multiply LeftMultiply/TransposeThisAndMultiply --- .../LinearAlgebra/Complex/DiagonalMatrix.cs | 210 +++++++----------- .../LinearAlgebra/Complex32/DiagonalMatrix.cs | 210 +++++++----------- .../LinearAlgebra/Double/DiagonalMatrix.cs | 210 +++++++----------- .../LinearAlgebra/Matrix.Arithmetic.cs | 4 +- .../LinearAlgebra/Single/DiagonalMatrix.cs | 210 +++++++----------- 5 files changed, 342 insertions(+), 502 deletions(-) diff --git a/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs index d0e3781d..5d5cfbaf 100644 --- a/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs @@ -327,6 +327,36 @@ namespace MathNet.Numerics.LinearAlgebra.Complex } } + /// + /// Multiplies this matrix with a vector and places the results into the result vector. + /// + /// The vector to multiply with. + /// The result of the multiplication. + protected override void DoMultiply(Vector rightSide, Vector result) + { + var d = Math.Min(ColumnCount, RowCount); + if (d < RowCount) + { + result.ClearSubVector(ColumnCount, RowCount - ColumnCount); + } + + if (d == ColumnCount) + { + var denseOther = rightSide.Storage as DenseVectorStorage; + var denseResult = result.Storage as DenseVectorStorage; + if (denseOther != null && denseResult != null) + { + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(_data, denseOther.Data, denseResult.Data); + return; + } + } + + for (var i = 0; i < d; i++) + { + result.At(i, _data[i]*rightSide.At(i)); + } + } + /// /// Multiplies this matrix with another matrix and places the results into the result matrix. /// @@ -372,131 +402,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex base.DoMultiply(other, result); } - /// - /// Multiplies this matrix with a vector and places the results into the result matrix. - /// - /// The vector to multiply with. - /// The result of the multiplication. - /// If is . - /// If is . - /// If result.Count != this.RowCount. - /// If this.ColumnCount != .Count. - public override void Multiply(Vector rightSide, Vector result) - { - if (rightSide == null) - { - throw new ArgumentNullException("rightSide"); - } - - if (ColumnCount != rightSide.Count) - { - throw DimensionsDontMatch(this, rightSide, "rightSide"); - } - - if (result == null) - { - throw new ArgumentNullException("result"); - } - - if (RowCount != result.Count) - { - throw DimensionsDontMatch(this, result, "result"); - } - - if (ReferenceEquals(rightSide, result)) - { - var tmp = result.CreateVector(result.Count); - Multiply(rightSide, tmp); - tmp.CopyTo(result); - } - else - { - // Clear the result vector - result.Clear(); - - // Multiply the elements in the vector with the corresponding diagonal element in this. - for (var r = 0; r < _data.Length; r++) - { - result[r] = _data[r] * rightSide[r]; - } - } - } - - /// - /// Left multiply a matrix with a vector ( = vector * matrix ) and place the result in the result vector. - /// - /// The vector to multiply with. - /// The result of the multiplication. - /// If is . - /// If the result matrix is . - /// If result.Count != this.ColumnCount. - /// If this.RowCount != .Count. - public override void LeftMultiply(Vector leftSide, Vector result) - { - if (leftSide == null) - { - throw new ArgumentNullException("leftSide"); - } - - if (RowCount != leftSide.Count) - { - throw DimensionsDontMatch(this, leftSide, "leftSide"); - } - - if (result == null) - { - throw new ArgumentNullException("result"); - } - - if (ColumnCount != result.Count) - { - throw DimensionsDontMatch(this, result, "result"); - } - - if (ReferenceEquals(leftSide, result)) - { - var tmp = result.CreateVector(result.Count); - LeftMultiply(leftSide, tmp); - tmp.CopyTo(result); - } - else - { - // Clear the result vector - result.Clear(); - - // Multiply the elements in the vector with the corresponding diagonal element in this. - for (var r = 0; r < _data.Length; r++) - { - result[r] = _data[r] * leftSide[r]; - } - } - } - - /// - /// Computes the determinant of this matrix. - /// - /// The determinant of this matrix. - public override Complex Determinant() - { - if (RowCount != ColumnCount) - { - throw new ArgumentException(Resources.ArgumentMatrixSquare); - } - - return _data.Aggregate(Complex.One, (current, t) => current * t); - } - - /// - /// Returns the elements of the diagonal in a . - /// - /// The elements of the diagonal. - /// For non-square matrices, the method returns Min(Rows, Columns) elements where - /// i == j (i is the row index, and j is the column index). - public override Vector Diagonal() - { - return new DenseVector(_data).Clone(); - } - /// /// Multiplies this matrix with transpose of another matrix and places the results into the result matrix. /// @@ -586,6 +491,61 @@ namespace MathNet.Numerics.LinearAlgebra.Complex base.DoTransposeThisAndMultiply(other, result); } + /// + /// Multiplies the transpose of this matrix with a vector and places the results into the result vector. + /// + /// The vector to multiply with. + /// The result of the multiplication. + protected override void DoTransposeThisAndMultiply(Vector rightSide, Vector result) + { + var d = Math.Min(ColumnCount, RowCount); + if (d < ColumnCount) + { + result.ClearSubVector(RowCount, ColumnCount - RowCount); + } + + if (d == RowCount) + { + var denseOther = rightSide.Storage as DenseVectorStorage; + var denseResult = result.Storage as DenseVectorStorage; + if (denseOther != null && denseResult != null) + { + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(_data, denseOther.Data, denseResult.Data); + return; + } + } + + for (var i = 0; i < d; i++) + { + result.At(i, _data[i]*rightSide.At(i)); + } + } + + /// + /// Computes the determinant of this matrix. + /// + /// The determinant of this matrix. + public override Complex Determinant() + { + if (RowCount != ColumnCount) + { + throw new ArgumentException(Resources.ArgumentMatrixSquare); + } + + return _data.Aggregate(Complex.One, (current, t) => current * t); + } + + /// + /// Returns the elements of the diagonal in a . + /// + /// The elements of the diagonal. + /// For non-square matrices, the method returns Min(Rows, Columns) elements where + /// i == j (i is the row index, and j is the column index). + public override Vector Diagonal() + { + return new DenseVector(_data).Clone(); + } + /// /// Returns the transpose of this matrix. /// diff --git a/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs index 91ccf693..4f3c3b97 100644 --- a/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs @@ -320,6 +320,36 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 } } + /// + /// Multiplies this matrix with a vector and places the results into the result vector. + /// + /// The vector to multiply with. + /// The result of the multiplication. + protected override void DoMultiply(Vector rightSide, Vector result) + { + var d = Math.Min(ColumnCount, RowCount); + if (d < RowCount) + { + result.ClearSubVector(ColumnCount, RowCount - ColumnCount); + } + + if (d == ColumnCount) + { + var denseOther = rightSide.Storage as DenseVectorStorage; + var denseResult = result.Storage as DenseVectorStorage; + if (denseOther != null && denseResult != null) + { + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(_data, denseOther.Data, denseResult.Data); + return; + } + } + + for (var i = 0; i < d; i++) + { + result.At(i, _data[i]*rightSide.At(i)); + } + } + /// /// Multiplies this matrix with another matrix and places the results into the result matrix. /// @@ -365,131 +395,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 base.DoMultiply(other, result); } - /// - /// Multiplies this matrix with a vector and places the results into the result matrix. - /// - /// The vector to multiply with. - /// The result of the multiplication. - /// If is . - /// If is . - /// If result.Count != this.RowCount. - /// If this.ColumnCount != .Count. - public override void Multiply(Vector rightSide, Vector result) - { - if (rightSide == null) - { - throw new ArgumentNullException("rightSide"); - } - - if (ColumnCount != rightSide.Count) - { - throw DimensionsDontMatch(this, rightSide, "rightSide"); - } - - if (result == null) - { - throw new ArgumentNullException("result"); - } - - if (RowCount != result.Count) - { - throw DimensionsDontMatch(this, result, "result"); - } - - if (ReferenceEquals(rightSide, result)) - { - var tmp = result.CreateVector(result.Count); - Multiply(rightSide, tmp); - tmp.CopyTo(result); - } - else - { - // Clear the result vector - result.Clear(); - - // Multiply the elements in the vector with the corresponding diagonal element in this. - for (var r = 0; r < _data.Length; r++) - { - result[r] = _data[r] * rightSide[r]; - } - } - } - - /// - /// Left multiply a matrix with a vector ( = vector * matrix ) and place the result in the result vector. - /// - /// The vector to multiply with. - /// The result of the multiplication. - /// If is . - /// If the result matrix is . - /// If result.Count != this.ColumnCount. - /// If this.RowCount != .Count. - public override void LeftMultiply(Vector leftSide, Vector result) - { - if (leftSide == null) - { - throw new ArgumentNullException("leftSide"); - } - - if (RowCount != leftSide.Count) - { - throw DimensionsDontMatch(this, leftSide, "leftSide"); - } - - if (result == null) - { - throw new ArgumentNullException("result"); - } - - if (ColumnCount != result.Count) - { - throw DimensionsDontMatch(this, result, "result"); - } - - if (ReferenceEquals(leftSide, result)) - { - var tmp = result.CreateVector(result.Count); - LeftMultiply(leftSide, tmp); - tmp.CopyTo(result); - } - else - { - // Clear the result vector - result.Clear(); - - // Multiply the elements in the vector with the corresponding diagonal element in this. - for (var r = 0; r < _data.Length; r++) - { - result[r] = _data[r] * leftSide[r]; - } - } - } - - /// - /// Computes the determinant of this matrix. - /// - /// The determinant of this matrix. - public override Complex32 Determinant() - { - if (RowCount != ColumnCount) - { - throw new ArgumentException(Resources.ArgumentMatrixSquare); - } - - return _data.Aggregate(Complex32.One, (current, t) => current * t); - } - - /// - /// Returns the elements of the diagonal in a . - /// - /// The elements of the diagonal. - /// For non-square matrices, the method returns Min(Rows, Columns) elements where - /// i == j (i is the row index, and j is the column index). - public override Vector Diagonal() - { - return new DenseVector(_data).Clone(); - } - /// /// Multiplies this matrix with transpose of another matrix and places the results into the result matrix. /// @@ -579,6 +484,61 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 base.DoTransposeThisAndMultiply(other, result); } + /// + /// Multiplies the transpose of this matrix with a vector and places the results into the result vector. + /// + /// The vector to multiply with. + /// The result of the multiplication. + protected override void DoTransposeThisAndMultiply(Vector rightSide, Vector result) + { + var d = Math.Min(ColumnCount, RowCount); + if (d < ColumnCount) + { + result.ClearSubVector(RowCount, ColumnCount - RowCount); + } + + if (d == RowCount) + { + var denseOther = rightSide.Storage as DenseVectorStorage; + var denseResult = result.Storage as DenseVectorStorage; + if (denseOther != null && denseResult != null) + { + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(_data, denseOther.Data, denseResult.Data); + return; + } + } + + for (var i = 0; i < d; i++) + { + result.At(i, _data[i]*rightSide.At(i)); + } + } + + /// + /// Computes the determinant of this matrix. + /// + /// The determinant of this matrix. + public override Complex32 Determinant() + { + if (RowCount != ColumnCount) + { + throw new ArgumentException(Resources.ArgumentMatrixSquare); + } + + return _data.Aggregate(Complex32.One, (current, t) => current * t); + } + + /// + /// Returns the elements of the diagonal in a . + /// + /// The elements of the diagonal. + /// For non-square matrices, the method returns Min(Rows, Columns) elements where + /// i == j (i is the row index, and j is the column index). + public override Vector Diagonal() + { + return new DenseVector(_data).Clone(); + } + /// /// Returns the transpose of this matrix. /// diff --git a/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs index 2e0b8216..81ad1356 100644 --- a/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs @@ -321,6 +321,36 @@ namespace MathNet.Numerics.LinearAlgebra.Double } } + /// + /// Multiplies this matrix with a vector and places the results into the result vector. + /// + /// The vector to multiply with. + /// The result of the multiplication. + protected override void DoMultiply(Vector rightSide, Vector result) + { + var d = Math.Min(ColumnCount, RowCount); + if (d < RowCount) + { + result.ClearSubVector(ColumnCount, RowCount - ColumnCount); + } + + if (d == ColumnCount) + { + var denseOther = rightSide.Storage as DenseVectorStorage; + var denseResult = result.Storage as DenseVectorStorage; + if (denseOther != null && denseResult != null) + { + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(_data, denseOther.Data, denseResult.Data); + return; + } + } + + for (var i = 0; i < d; i++) + { + result.At(i, _data[i]*rightSide.At(i)); + } + } + /// /// Multiplies this matrix with another matrix and places the results into the result matrix. /// @@ -366,131 +396,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double base.DoMultiply(other, result); } - /// - /// Multiplies this matrix with a vector and places the results into the result matrix. - /// - /// The vector to multiply with. - /// The result of the multiplication. - /// If is . - /// If is . - /// If result.Count != this.RowCount. - /// If this.ColumnCount != .Count. - public override void Multiply(Vector rightSide, Vector result) - { - if (rightSide == null) - { - throw new ArgumentNullException("rightSide"); - } - - if (ColumnCount != rightSide.Count) - { - throw DimensionsDontMatch(this, rightSide); - } - - if (result == null) - { - throw new ArgumentNullException("result"); - } - - if (RowCount != result.Count) - { - throw DimensionsDontMatch(this, result, "result"); - } - - if (ReferenceEquals(rightSide, result)) - { - var tmp = result.CreateVector(result.Count); - Multiply(rightSide, tmp); - tmp.CopyTo(result); - } - else - { - // Clear the result vector - result.Clear(); - - // Multiply the elements in the vector with the corresponding diagonal element in this. - for (var r = 0; r < _data.Length; r++) - { - result[r] = _data[r] * rightSide[r]; - } - } - } - - /// - /// Left multiply a matrix with a vector ( = vector * matrix ) and place the result in the result vector. - /// - /// The vector to multiply with. - /// The result of the multiplication. - /// If is . - /// If the result matrix is . - /// If result.Count != this.ColumnCount. - /// If this.RowCount != .Count. - public override void LeftMultiply(Vector leftSide, Vector result) - { - if (leftSide == null) - { - throw new ArgumentNullException("leftSide"); - } - - if (RowCount != leftSide.Count) - { - throw DimensionsDontMatch(this, leftSide, "leftSide"); - } - - if (result == null) - { - throw new ArgumentNullException("result"); - } - - if (ColumnCount != result.Count) - { - throw DimensionsDontMatch(this, result, "result"); - } - - if (ReferenceEquals(leftSide, result)) - { - var tmp = result.CreateVector(result.Count); - LeftMultiply(leftSide, tmp); - tmp.CopyTo(result); - } - else - { - // Clear the result vector - result.Clear(); - - // Multiply the elements in the vector with the corresponding diagonal element in this. - for (var r = 0; r < _data.Length; r++) - { - result[r] = _data[r] * leftSide[r]; - } - } - } - - /// - /// Computes the determinant of this matrix. - /// - /// The determinant of this matrix. - public override double Determinant() - { - if (RowCount != ColumnCount) - { - throw new ArgumentException(Resources.ArgumentMatrixSquare); - } - - return _data.Aggregate(1.0, (current, t) => current * t); - } - - /// - /// Returns the elements of the diagonal in a . - /// - /// The elements of the diagonal. - /// For non-square matrices, the method returns Min(Rows, Columns) elements where - /// i == j (i is the row index, and j is the column index). - public override Vector Diagonal() - { - return new DenseVector(_data).Clone(); - } - /// /// Multiplies this matrix with transpose of another matrix and places the results into the result matrix. /// @@ -580,6 +485,61 @@ namespace MathNet.Numerics.LinearAlgebra.Double base.DoTransposeThisAndMultiply(other, result); } + /// + /// Multiplies the transpose of this matrix with a vector and places the results into the result vector. + /// + /// The vector to multiply with. + /// The result of the multiplication. + protected override void DoTransposeThisAndMultiply(Vector rightSide, Vector result) + { + var d = Math.Min(ColumnCount, RowCount); + if (d < ColumnCount) + { + result.ClearSubVector(RowCount, ColumnCount - RowCount); + } + + if (d == RowCount) + { + var denseOther = rightSide.Storage as DenseVectorStorage; + var denseResult = result.Storage as DenseVectorStorage; + if (denseOther != null && denseResult != null) + { + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(_data, denseOther.Data, denseResult.Data); + return; + } + } + + for (var i = 0; i < d; i++) + { + result.At(i, _data[i]*rightSide.At(i)); + } + } + + /// + /// Computes the determinant of this matrix. + /// + /// The determinant of this matrix. + public override double Determinant() + { + if (RowCount != ColumnCount) + { + throw new ArgumentException(Resources.ArgumentMatrixSquare); + } + + return _data.Aggregate(1.0, (current, t) => current * t); + } + + /// + /// Returns the elements of the diagonal in a . + /// + /// The elements of the diagonal. + /// For non-square matrices, the method returns Min(Rows, Columns) elements where + /// i == j (i is the row index, and j is the column index). + public override Vector Diagonal() + { + return new DenseVector(_data).Clone(); + } + /// /// Returns the transpose of this matrix. /// diff --git a/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs b/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs index bd36f09a..3a976ecc 100644 --- a/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs +++ b/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs @@ -543,7 +543,7 @@ namespace MathNet.Numerics.LinearAlgebra /// The result of the multiplication. /// If result.Count != this.RowCount. /// If this.ColumnCount != .Count. - public virtual void Multiply(Vector rightSide, Vector result) + public void Multiply(Vector rightSide, Vector result) { if (ColumnCount != rightSide.Count) { @@ -592,7 +592,7 @@ namespace MathNet.Numerics.LinearAlgebra /// The result of the multiplication. /// If result.Count != this.ColumnCount. /// If this.RowCount != .Count. - public virtual void LeftMultiply(Vector leftSide, Vector result) + public void LeftMultiply(Vector leftSide, Vector result) { if (RowCount != leftSide.Count) { diff --git a/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs index 381a3f41..78288526 100644 --- a/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs @@ -321,6 +321,36 @@ namespace MathNet.Numerics.LinearAlgebra.Single } } + /// + /// Multiplies this matrix with a vector and places the results into the result vector. + /// + /// The vector to multiply with. + /// The result of the multiplication. + protected override void DoMultiply(Vector rightSide, Vector result) + { + var d = Math.Min(ColumnCount, RowCount); + if (d < RowCount) + { + result.ClearSubVector(ColumnCount, RowCount - ColumnCount); + } + + if (d == ColumnCount) + { + var denseOther = rightSide.Storage as DenseVectorStorage; + var denseResult = result.Storage as DenseVectorStorage; + if (denseOther != null && denseResult != null) + { + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(_data, denseOther.Data, denseResult.Data); + return; + } + } + + for (var i = 0; i < d; i++) + { + result.At(i, _data[i]*rightSide.At(i)); + } + } + /// /// Multiplies this matrix with another matrix and places the results into the result matrix. /// @@ -366,131 +396,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single base.DoMultiply(other, result); } - /// - /// Multiplies this matrix with a vector and places the results into the result matrix. - /// - /// The vector to multiply with. - /// The result of the multiplication. - /// If is . - /// If is . - /// If result.Count != this.RowCount. - /// If this.ColumnCount != .Count. - public override void Multiply(Vector rightSide, Vector result) - { - if (rightSide == null) - { - throw new ArgumentNullException("rightSide"); - } - - if (ColumnCount != rightSide.Count) - { - throw DimensionsDontMatch(this, rightSide, "rightSide"); - } - - if (result == null) - { - throw new ArgumentNullException("result"); - } - - if (RowCount != result.Count) - { - throw DimensionsDontMatch(this, result, "result"); - } - - if (ReferenceEquals(rightSide, result)) - { - var tmp = result.CreateVector(result.Count); - Multiply(rightSide, tmp); - tmp.CopyTo(result); - } - else - { - // Clear the result vector - result.Clear(); - - // Multiply the elements in the vector with the corresponding diagonal element in this. - for (var r = 0; r < _data.Length; r++) - { - result[r] = _data[r] * rightSide[r]; - } - } - } - - /// - /// Left multiply a matrix with a vector ( = vector * matrix ) and place the result in the result vector. - /// - /// The vector to multiply with. - /// The result of the multiplication. - /// If is . - /// If the result matrix is . - /// If result.Count != this.ColumnCount. - /// If this.RowCount != .Count. - public override void LeftMultiply(Vector leftSide, Vector result) - { - if (leftSide == null) - { - throw new ArgumentNullException("leftSide"); - } - - if (RowCount != leftSide.Count) - { - throw DimensionsDontMatch(this, leftSide, "leftSide"); - } - - if (result == null) - { - throw new ArgumentNullException("result"); - } - - if (ColumnCount != result.Count) - { - throw DimensionsDontMatch(this, result, "result"); - } - - if (ReferenceEquals(leftSide, result)) - { - var tmp = result.CreateVector(result.Count); - LeftMultiply(leftSide, tmp); - tmp.CopyTo(result); - } - else - { - // Clear the result vector - result.Clear(); - - // Multiply the elements in the vector with the corresponding diagonal element in this. - for (var r = 0; r < _data.Length; r++) - { - result[r] = _data[r] * leftSide[r]; - } - } - } - - /// - /// Computes the determinant of this matrix. - /// - /// The determinant of this matrix. - public override float Determinant() - { - if (RowCount != ColumnCount) - { - throw new ArgumentException(Resources.ArgumentMatrixSquare); - } - - return _data.Aggregate(1.0f, (current, t) => current * t); - } - - /// - /// Returns the elements of the diagonal in a . - /// - /// The elements of the diagonal. - /// For non-square matrices, the method returns Min(Rows, Columns) elements where - /// i == j (i is the row index, and j is the column index). - public override Vector Diagonal() - { - return new DenseVector(_data).Clone(); - } - /// /// Multiplies this matrix with transpose of another matrix and places the results into the result matrix. /// @@ -580,6 +485,61 @@ namespace MathNet.Numerics.LinearAlgebra.Single base.DoTransposeThisAndMultiply(other, result); } + /// + /// Multiplies the transpose of this matrix with a vector and places the results into the result vector. + /// + /// The vector to multiply with. + /// The result of the multiplication. + protected override void DoTransposeThisAndMultiply(Vector rightSide, Vector result) + { + var d = Math.Min(ColumnCount, RowCount); + if (d < ColumnCount) + { + result.ClearSubVector(RowCount, ColumnCount - RowCount); + } + + if (d == RowCount) + { + var denseOther = rightSide.Storage as DenseVectorStorage; + var denseResult = result.Storage as DenseVectorStorage; + if (denseOther != null && denseResult != null) + { + Control.LinearAlgebraProvider.PointWiseMultiplyArrays(_data, denseOther.Data, denseResult.Data); + return; + } + } + + for (var i = 0; i < d; i++) + { + result.At(i, _data[i]*rightSide.At(i)); + } + } + + /// + /// Computes the determinant of this matrix. + /// + /// The determinant of this matrix. + public override float Determinant() + { + if (RowCount != ColumnCount) + { + throw new ArgumentException(Resources.ArgumentMatrixSquare); + } + + return _data.Aggregate(1.0f, (current, t) => current * t); + } + + /// + /// Returns the elements of the diagonal in a . + /// + /// The elements of the diagonal. + /// For non-square matrices, the method returns Min(Rows, Columns) elements where + /// i == j (i is the row index, and j is the column index). + public override Vector Diagonal() + { + return new DenseVector(_data).Clone(); + } + /// /// Returns the transpose of this matrix. /// From 465a2c2bd8b6820b7141797d18ff5b97dc137c05 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Sun, 1 Dec 2013 23:36:55 +0100 Subject: [PATCH 022/109] LA: Diagonal matrices: clean up some pointless null-checks --- .../LinearAlgebra/Complex/DiagonalMatrix.cs | 46 ------------------- .../LinearAlgebra/Complex32/DiagonalMatrix.cs | 45 ------------------ .../LinearAlgebra/Double/DiagonalMatrix.cs | 46 ------------------- .../LinearAlgebra/Single/DiagonalMatrix.cs | 46 ------------------- .../MatrixStructureTheory.Access.cs | 10 ++-- .../MatrixStructureTheory.Reform.cs | 4 +- 6 files changed, 7 insertions(+), 190 deletions(-) diff --git a/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs index 5d5cfbaf..d18bdff1 100644 --- a/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs @@ -199,7 +199,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// /// The matrix to add to this matrix. /// The matrix to store the result of the addition. - /// If the other matrix is . /// If the two matrices don't have the same dimensions. protected override void DoAdd(Matrix other, Matrix result) { @@ -221,7 +220,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// /// The matrix to subtract. /// The matrix to store the result of the subtraction. - /// If the other matrix is . /// If the two matrices don't have the same dimensions. protected override void DoSubtract(Matrix other, Matrix result) { @@ -243,18 +241,12 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// /// The array to copy the values from. The length of the vector should be /// Min(Rows, Columns). - /// If is . /// If the length of does not /// equal Min(Rows, Columns). /// For non-square matrices, the elements of are copied to /// this[i,i]. public override void SetDiagonal(Complex[] source) { - if (source == null) - { - throw new ArgumentNullException("source"); - } - if (source.Length != _data.Length) { throw new ArgumentException(Resources.ArgumentArraysSameLength, "source"); @@ -268,7 +260,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// /// The vector to copy the values from. The length of the vector should be /// Min(Rows, Columns). - /// If is . /// If the length of does not /// equal Min(Rows, Columns). /// For non-square matrices, the elements of are copied to @@ -295,7 +286,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// /// The scalar to multiply the matrix with. /// The matrix to store the result of the multiplication. - /// If the result matrix is . /// If the result matrix's dimensions are not the same as this matrix. protected override void DoMultiply(Complex scalar, Matrix result) { @@ -640,15 +630,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// Puts the lower triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void LowerTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -680,15 +664,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// Puts the strictly lower triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void StrictlyLowerTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -710,15 +688,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// Puts the upper triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void UpperTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -745,15 +717,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// Puts the strictly upper triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void StrictlyUpperTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -794,16 +760,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// The index of where to insert the column. /// The column to insert. /// A new with the inserted column. - /// If is . /// If is < zero or > the number of columns. /// If the size of != the number of rows. public override Matrix InsertColumn(int columnIndex, Vector column) { - if (column == null) - { - throw new ArgumentNullException("column"); - } - if (columnIndex < 0 || columnIndex > ColumnCount) { throw new ArgumentOutOfRangeException("columnIndex"); @@ -837,16 +797,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// The index of where to insert the row. /// The row to insert. /// A new with the inserted column. - /// If is . /// If is < zero or > the number of rows. /// If the size of != the number of columns. public override Matrix InsertRow(int rowIndex, Vector row) { - if (row == null) - { - throw new ArgumentNullException("row"); - } - if (rowIndex < 0 || rowIndex > RowCount) { throw new ArgumentOutOfRangeException("rowIndex"); diff --git a/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs index 4f3c3b97..233b51d0 100644 --- a/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs @@ -194,7 +194,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// /// The matrix to add to this matrix. /// The matrix to store the result of the addition. - /// If the other matrix is . /// If the two matrices don't have the same dimensions. protected override void DoAdd(Matrix other, Matrix result) { @@ -216,7 +215,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// /// The matrix to subtract. /// The matrix to store the result of the subtraction. - /// If the other matrix is . /// If the two matrices don't have the same dimensions. protected override void DoSubtract(Matrix other, Matrix result) { @@ -238,18 +236,12 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// /// The array to copy the values from. The length of the vector should be /// Min(Rows, Columns). - /// If is . /// If the length of does not /// equal Min(Rows, Columns). /// For non-square matrices, the elements of are copied to /// this[i,i]. public override void SetDiagonal(Complex32[] source) { - if (source == null) - { - throw new ArgumentNullException("source"); - } - if (source.Length != _data.Length) { throw new ArgumentException(Resources.ArgumentArraysSameLength, "source"); @@ -263,7 +255,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// /// The vector to copy the values from. The length of the vector should be /// Min(Rows, Columns). - /// If is . /// If the length of does not /// equal Min(Rows, Columns). /// For non-square matrices, the elements of are copied to @@ -633,15 +624,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// Puts the lower triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void LowerTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -673,15 +658,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// Puts the strictly lower triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void StrictlyLowerTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -703,15 +682,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// Puts the upper triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void UpperTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -738,15 +711,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// Puts the strictly upper triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void StrictlyUpperTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -787,16 +754,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// The index of where to insert the column. /// The column to insert. /// A new with the inserted column. - /// If is . /// If is < zero or > the number of columns. /// If the size of != the number of rows. public override Matrix InsertColumn(int columnIndex, Vector column) { - if (column == null) - { - throw new ArgumentNullException("column"); - } - if (columnIndex < 0 || columnIndex > ColumnCount) { throw new ArgumentOutOfRangeException("columnIndex"); @@ -830,16 +791,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// The index of where to insert the row. /// The row to insert. /// A new with the inserted column. - /// If is . /// If is < zero or > the number of rows. /// If the size of != the number of columns. public override Matrix InsertRow(int rowIndex, Vector row) { - if (row == null) - { - throw new ArgumentNullException("row"); - } - if (rowIndex < 0 || rowIndex > RowCount) { throw new ArgumentOutOfRangeException("rowIndex"); diff --git a/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs index 81ad1356..9d735cb5 100644 --- a/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs @@ -193,7 +193,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// /// The matrix to add to this matrix. /// The matrix to store the result of the addition. - /// If the other matrix is . /// If the two matrices don't have the same dimensions. protected override void DoAdd(Matrix other, Matrix result) { @@ -215,7 +214,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// /// The matrix to subtract. /// The matrix to store the result of the subtraction. - /// If the other matrix is . /// If the two matrices don't have the same dimensions. protected override void DoSubtract(Matrix other, Matrix result) { @@ -237,18 +235,12 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// /// The array to copy the values from. The length of the vector should be /// Min(Rows, Columns). - /// If is . /// If the length of does not /// equal Min(Rows, Columns). /// For non-square matrices, the elements of are copied to /// this[i,i]. public override void SetDiagonal(double[] source) { - if (source == null) - { - throw new ArgumentNullException("source"); - } - if (source.Length != _data.Length) { throw new ArgumentException(Resources.ArgumentArraysSameLength, "source"); @@ -262,7 +254,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// /// The vector to copy the values from. The length of the vector should be /// Min(Rows, Columns). - /// If is . /// If the length of does not /// equal Min(Rows, Columns). /// For non-square matrices, the elements of are copied to @@ -289,7 +280,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// /// The scalar to multiply the matrix with. /// The matrix to store the result of the multiplication. - /// If the result matrix is . /// If the result matrix's dimensions are not the same as this matrix. protected override void DoMultiply(double scalar, Matrix result) { @@ -634,15 +624,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// Puts the lower triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void LowerTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -674,15 +658,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// Puts the strictly lower triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void StrictlyLowerTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -704,15 +682,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// Puts the upper triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void UpperTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -739,15 +711,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// Puts the strictly upper triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void StrictlyUpperTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -788,16 +754,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// The index of where to insert the column. /// The column to insert. /// A new with the inserted column. - /// If is . /// If is < zero or > the number of columns. /// If the size of != the number of rows. public override Matrix InsertColumn(int columnIndex, Vector column) { - if (column == null) - { - throw new ArgumentNullException("column"); - } - if (columnIndex < 0 || columnIndex > ColumnCount) { throw new ArgumentOutOfRangeException("columnIndex"); @@ -831,16 +791,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// The index of where to insert the row. /// The row to insert. /// A new with the inserted column. - /// If is . /// If is < zero or > the number of rows. /// If the size of != the number of columns. public override Matrix InsertRow(int rowIndex, Vector row) { - if (row == null) - { - throw new ArgumentNullException("row"); - } - if (rowIndex < 0 || rowIndex > RowCount) { throw new ArgumentOutOfRangeException("rowIndex"); diff --git a/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs index 78288526..fa9aa7c7 100644 --- a/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs @@ -193,7 +193,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// /// The matrix to add to this matrix. /// The matrix to store the result of the addition. - /// If the other matrix is . /// If the two matrices don't have the same dimensions. protected override void DoAdd(Matrix other, Matrix result) { @@ -215,7 +214,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// /// The matrix to subtract. /// The matrix to store the result of the subtraction. - /// If the other matrix is . /// If the two matrices don't have the same dimensions. protected override void DoSubtract(Matrix other, Matrix result) { @@ -237,18 +235,12 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// /// The array to copy the values from. The length of the vector should be /// Min(Rows, Columns). - /// If is . /// If the length of does not /// equal Min(Rows, Columns). /// For non-square matrices, the elements of are copied to /// this[i,i]. public override void SetDiagonal(float[] source) { - if (source == null) - { - throw new ArgumentNullException("source"); - } - if (source.Length != _data.Length) { throw new ArgumentException(Resources.ArgumentArraysSameLength, "source"); @@ -262,7 +254,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// /// The vector to copy the values from. The length of the vector should be /// Min(Rows, Columns). - /// If is . /// If the length of does not /// equal Min(Rows, Columns). /// For non-square matrices, the elements of are copied to @@ -289,7 +280,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// /// The scalar to multiply the matrix with. /// The matrix to store the result of the multiplication. - /// If the result matrix is . /// If the result matrix's dimensions are not the same as this matrix. protected override void DoMultiply(float scalar, Matrix result) { @@ -634,15 +624,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// Puts the lower triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void LowerTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -674,15 +658,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// Puts the strictly lower triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void StrictlyLowerTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -704,15 +682,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// Puts the upper triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void UpperTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -739,15 +711,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// Puts the strictly upper triangle of this matrix into the result matrix. /// /// Where to store the lower triangle. - /// If is . /// If the result matrix's dimensions are not the same as this matrix. public override void StrictlyUpperTriangle(Matrix result) { - if (result == null) - { - throw new ArgumentNullException("result"); - } - if (result.RowCount != RowCount || result.ColumnCount != ColumnCount) { throw DimensionsDontMatch(this, result, "result"); @@ -788,16 +754,10 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// The index of where to insert the column. /// The column to insert. /// A new with the inserted column. - /// If is . /// If is < zero or > the number of columns. /// If the size of != the number of rows. public override Matrix InsertColumn(int columnIndex, Vector column) { - if (column == null) - { - throw new ArgumentNullException("column"); - } - if (columnIndex < 0 || columnIndex > ColumnCount) { throw new ArgumentOutOfRangeException("columnIndex"); @@ -831,16 +791,10 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// The index of where to insert the row. /// The row to insert. /// A new with the inserted column. - /// If is . /// If is < zero or > the number of rows. /// If the size of != the number of columns. public override Matrix InsertRow(int rowIndex, Vector row) { - if (row == null) - { - throw new ArgumentNullException("row"); - } - if (rowIndex < 0 || rowIndex > RowCount) { throw new ArgumentOutOfRangeException("rowIndex"); diff --git a/src/UnitTests/LinearAlgebraTests/MatrixStructureTheory.Access.cs b/src/UnitTests/LinearAlgebraTests/MatrixStructureTheory.Access.cs index a724cfc4..caebcecb 100644 --- a/src/UnitTests/LinearAlgebraTests/MatrixStructureTheory.Access.cs +++ b/src/UnitTests/LinearAlgebraTests/MatrixStructureTheory.Access.cs @@ -404,7 +404,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests } } - Assert.That(() => matrix.UpperTriangle(null), Throws.InstanceOf()); + Assert.That(() => matrix.UpperTriangle(null), Throws.Exception); Assert.That(() => matrix.UpperTriangle(CreateSparseZero(matrix.RowCount + 1, matrix.ColumnCount)), Throws.ArgumentException); Assert.That(() => matrix.UpperTriangle(CreateDenseZero(matrix.RowCount, matrix.ColumnCount + 1)), Throws.ArgumentException); } @@ -445,7 +445,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests } } - Assert.That(() => matrix.LowerTriangle(null), Throws.InstanceOf()); + Assert.That(() => matrix.LowerTriangle(null), Throws.Exception); Assert.That(() => matrix.LowerTriangle(CreateSparseZero(matrix.RowCount + 1, matrix.ColumnCount)), Throws.ArgumentException); Assert.That(() => matrix.LowerTriangle(CreateDenseZero(matrix.RowCount, matrix.ColumnCount + 1)), Throws.ArgumentException); } @@ -486,7 +486,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests } } - Assert.That(() => matrix.StrictlyUpperTriangle(null), Throws.InstanceOf()); + Assert.That(() => matrix.StrictlyUpperTriangle(null), Throws.Exception); Assert.That(() => matrix.StrictlyUpperTriangle(CreateSparseZero(matrix.RowCount + 1, matrix.ColumnCount)), Throws.ArgumentException); Assert.That(() => matrix.StrictlyUpperTriangle(CreateDenseZero(matrix.RowCount, matrix.ColumnCount + 1)), Throws.ArgumentException); } @@ -527,7 +527,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests } } - Assert.That(() => matrix.StrictlyLowerTriangle(null), Throws.InstanceOf()); + Assert.That(() => matrix.StrictlyLowerTriangle(null), Throws.Exception); Assert.That(() => matrix.StrictlyLowerTriangle(CreateSparseZero(matrix.RowCount + 1, matrix.ColumnCount)), Throws.ArgumentException); Assert.That(() => matrix.StrictlyLowerTriangle(CreateDenseZero(matrix.RowCount, matrix.ColumnCount + 1)), Throws.ArgumentException); } @@ -577,7 +577,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests } // Invalid - Assert.That(() => matrix.SetDiagonal(default(T[])), Throws.InstanceOf()); + Assert.That(() => matrix.SetDiagonal(default(T[])), Throws.Exception); Assert.That(() => matrix.SetDiagonal(new T[Math.Min(matrix.RowCount, matrix.ColumnCount) - 1]), Throws.ArgumentException); Assert.That(() => matrix.SetDiagonal(new T[Math.Min(matrix.RowCount, matrix.ColumnCount) + 1]), Throws.ArgumentException); } diff --git a/src/UnitTests/LinearAlgebraTests/MatrixStructureTheory.Reform.cs b/src/UnitTests/LinearAlgebraTests/MatrixStructureTheory.Reform.cs index 09a237af..d226ed3a 100644 --- a/src/UnitTests/LinearAlgebraTests/MatrixStructureTheory.Reform.cs +++ b/src/UnitTests/LinearAlgebraTests/MatrixStructureTheory.Reform.cs @@ -124,7 +124,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests } // Invalid - Assert.That(() => matrix.InsertRow(0, default(Vector)), Throws.InstanceOf()); + Assert.That(() => matrix.InsertRow(0, default(Vector)), Throws.Exception); Assert.That(() => matrix.InsertRow(-1, CreateVectorZero(matrix.ColumnCount)), Throws.InstanceOf()); Assert.That(() => matrix.InsertRow(matrix.RowCount + 1, CreateVectorZero(matrix.ColumnCount)), Throws.InstanceOf()); Assert.That(() => matrix.InsertRow(0, CreateVectorZero(matrix.ColumnCount - 1)), Throws.ArgumentException); @@ -160,7 +160,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests } // Invalid - Assert.That(() => matrix.InsertColumn(0, default(Vector)), Throws.InstanceOf()); + Assert.That(() => matrix.InsertColumn(0, default(Vector)), Throws.Exception); Assert.That(() => matrix.InsertColumn(-1, CreateVectorZero(matrix.RowCount)), Throws.InstanceOf()); Assert.That(() => matrix.InsertColumn(matrix.ColumnCount + 1, CreateVectorZero(matrix.RowCount)), Throws.InstanceOf()); Assert.That(() => matrix.InsertColumn(0, CreateVectorZero(matrix.RowCount - 1)), Throws.ArgumentException); From 241336e1e4b8c996f2eccb3d727cb24f6f413499 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Mon, 2 Dec 2013 00:05:43 +0100 Subject: [PATCH 023/109] LA: diagonal-dense Add Subtract --- .../LinearAlgebra/Complex/DenseMatrix.cs | 4 +-- .../LinearAlgebra/Complex/DiagonalMatrix.cs | 26 ++++++++++++------- .../LinearAlgebra/Complex32/DenseMatrix.cs | 4 +-- .../LinearAlgebra/Complex32/DiagonalMatrix.cs | 26 ++++++++++++------- .../LinearAlgebra/Double/DenseMatrix.cs | 4 +-- .../LinearAlgebra/Double/DiagonalMatrix.cs | 26 ++++++++++++------- .../LinearAlgebra/Single/DenseMatrix.cs | 4 +-- .../LinearAlgebra/Single/DiagonalMatrix.cs | 26 ++++++++++++------- 8 files changed, 72 insertions(+), 48 deletions(-) diff --git a/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs index 7deaf8d1..63ea0f19 100644 --- a/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs @@ -506,11 +506,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex return; } - // dense + diagonal = matrix + // dense + diagonal = any var diagonalOther = other.Storage as DiagonalMatrixStorage; if (diagonalOther != null) { - CopyTo(result); + Storage.CopyToUnchecked(result.Storage); var diagonal = diagonalOther.Data; for (int i = 0; i < diagonal.Length; i++) { diff --git a/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs index d18bdff1..094d8986 100644 --- a/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs @@ -202,16 +202,19 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// If the two matrices don't have the same dimensions. protected override void DoAdd(Matrix other, Matrix result) { + // diagonal + diagonal = diagonal var diagOther = other as DiagonalMatrix; var diagResult = result as DiagonalMatrix; - - if (diagOther == null || diagResult == null) + if (diagOther != null && diagResult != null) { - base.DoAdd(other, result); + Control.LinearAlgebraProvider.AddArrays(_data, diagOther._data, diagResult._data); + return; } - else + + other.CopyTo(result); + for (int i = 0; i < _data.Length; i++) { - Control.LinearAlgebraProvider.AddArrays(_data, diagOther._data, diagResult._data); + result.At(i, i, result.At(i, i) + _data[i]); } } @@ -223,16 +226,19 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// If the two matrices don't have the same dimensions. protected override void DoSubtract(Matrix other, Matrix result) { + // diagonal - diagonal = diagonal var diagOther = other as DiagonalMatrix; var diagResult = result as DiagonalMatrix; - - if (diagOther == null || diagResult == null) + if (diagOther != null && diagResult != null) { - base.DoSubtract(other, result); + Control.LinearAlgebraProvider.SubtractArrays(_data, diagOther._data, diagResult._data); + return; } - else + + other.Negate(result); + for (int i = 0; i < _data.Length; i++) { - Control.LinearAlgebraProvider.SubtractArrays(_data, diagOther._data, diagResult._data); + result.At(i, i, result.At(i, i) + _data[i]); } } diff --git a/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs index 1337b9aa..cfe659f0 100644 --- a/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs @@ -501,11 +501,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 return; } - // dense + diagonal = matrix + // dense + diagonal = any var diagonalOther = other.Storage as DiagonalMatrixStorage; if (diagonalOther != null) { - CopyTo(result); + Storage.CopyToUnchecked(result.Storage); var diagonal = diagonalOther.Data; for (int i = 0; i < diagonal.Length; i++) { diff --git a/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs index 233b51d0..4c55048f 100644 --- a/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs @@ -197,16 +197,19 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// If the two matrices don't have the same dimensions. protected override void DoAdd(Matrix other, Matrix result) { + // diagonal + diagonal = diagonal var diagOther = other as DiagonalMatrix; var diagResult = result as DiagonalMatrix; - - if (diagOther == null || diagResult == null) + if (diagOther != null && diagResult != null) { - base.DoAdd(other, result); + Control.LinearAlgebraProvider.AddArrays(_data, diagOther._data, diagResult._data); + return; } - else + + other.CopyTo(result); + for (int i = 0; i < _data.Length; i++) { - Control.LinearAlgebraProvider.AddArrays(_data, diagOther._data, diagResult._data); + result.At(i, i, result.At(i, i) + _data[i]); } } @@ -218,16 +221,19 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// If the two matrices don't have the same dimensions. protected override void DoSubtract(Matrix other, Matrix result) { + // diagonal - diagonal = diagonal var diagOther = other as DiagonalMatrix; var diagResult = result as DiagonalMatrix; - - if (diagOther == null || diagResult == null) + if (diagOther != null && diagResult != null) { - base.DoSubtract(other, result); + Control.LinearAlgebraProvider.SubtractArrays(_data, diagOther._data, diagResult._data); + return; } - else + + other.Negate(result); + for (int i = 0; i < _data.Length; i++) { - Control.LinearAlgebraProvider.SubtractArrays(_data, diagOther._data, diagResult._data); + result.At(i, i, result.At(i, i) + _data[i]); } } diff --git a/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs index a45cd15f..abb831bc 100644 --- a/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Double/DenseMatrix.cs @@ -481,11 +481,11 @@ namespace MathNet.Numerics.LinearAlgebra.Double return; } - // dense + diagonal = matrix + // dense + diagonal = any var diagonalOther = other.Storage as DiagonalMatrixStorage; if (diagonalOther != null) { - CopyTo(result); + Storage.CopyToUnchecked(result.Storage); var diagonal = diagonalOther.Data; for (int i = 0; i < diagonal.Length; i++) { diff --git a/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs index 9d735cb5..2daca108 100644 --- a/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs @@ -196,16 +196,19 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// If the two matrices don't have the same dimensions. protected override void DoAdd(Matrix other, Matrix result) { + // diagonal + diagonal = diagonal var diagOther = other as DiagonalMatrix; var diagResult = result as DiagonalMatrix; - - if (diagOther == null || diagResult == null) + if (diagOther != null && diagResult != null) { - base.DoAdd(other, result); + Control.LinearAlgebraProvider.AddArrays(_data, diagOther._data, diagResult._data); + return; } - else + + other.CopyTo(result); + for (int i = 0; i < _data.Length; i++) { - Control.LinearAlgebraProvider.AddArrays(_data, diagOther._data, diagResult._data); + result.At(i, i, result.At(i, i) + _data[i]); } } @@ -217,16 +220,19 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// If the two matrices don't have the same dimensions. protected override void DoSubtract(Matrix other, Matrix result) { + // diagonal - diagonal = diagonal var diagOther = other as DiagonalMatrix; var diagResult = result as DiagonalMatrix; - - if (diagOther == null || diagResult == null) + if (diagOther != null && diagResult != null) { - base.DoSubtract(other, result); + Control.LinearAlgebraProvider.SubtractArrays(_data, diagOther._data, diagResult._data); + return; } - else + + other.Negate(result); + for (int i = 0; i < _data.Length; i++) { - Control.LinearAlgebraProvider.SubtractArrays(_data, diagOther._data, diagResult._data); + result.At(i, i, result.At(i, i) + _data[i]); } } diff --git a/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs b/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs index 61dc0c34..4691979b 100644 --- a/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Single/DenseMatrix.cs @@ -481,11 +481,11 @@ namespace MathNet.Numerics.LinearAlgebra.Single return; } - // dense + diagonal = matrix + // dense + diagonal = any var diagonalOther = other.Storage as DiagonalMatrixStorage; if (diagonalOther != null) { - CopyTo(result); + Storage.CopyToUnchecked(result.Storage); var diagonal = diagonalOther.Data; for (int i = 0; i < diagonal.Length; i++) { diff --git a/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs b/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs index fa9aa7c7..5b84ee75 100644 --- a/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs +++ b/src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs @@ -196,16 +196,19 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// If the two matrices don't have the same dimensions. protected override void DoAdd(Matrix other, Matrix result) { + // diagonal + diagonal = diagonal var diagOther = other as DiagonalMatrix; var diagResult = result as DiagonalMatrix; - - if (diagOther == null || diagResult == null) + if (diagOther != null && diagResult != null) { - base.DoAdd(other, result); + Control.LinearAlgebraProvider.AddArrays(_data, diagOther._data, diagResult._data); + return; } - else + + other.CopyTo(result); + for (int i = 0; i < _data.Length; i++) { - Control.LinearAlgebraProvider.AddArrays(_data, diagOther._data, diagResult._data); + result.At(i, i, result.At(i, i) + _data[i]); } } @@ -217,16 +220,19 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// If the two matrices don't have the same dimensions. protected override void DoSubtract(Matrix other, Matrix result) { + // diagonal - diagonal = diagonal var diagOther = other as DiagonalMatrix; var diagResult = result as DiagonalMatrix; - - if (diagOther == null || diagResult == null) + if (diagOther != null && diagResult != null) { - base.DoSubtract(other, result); + Control.LinearAlgebraProvider.SubtractArrays(_data, diagOther._data, diagResult._data); + return; } - else + + other.Negate(result); + for (int i = 0; i < _data.Length; i++) { - Control.LinearAlgebraProvider.SubtractArrays(_data, diagOther._data, diagResult._data); + result.At(i, i, result.At(i, i) + _data[i]); } } From d83566155fe92e9cc845e3b8b759002cad8fb9b3 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Mon, 2 Dec 2013 00:16:30 +0100 Subject: [PATCH 024/109] Fit: use diagonal matrices where appropritate (since they are much faster now) --- src/Numerics/Fit.cs | 2 +- src/Numerics/LinearRegression/WeightedRegression.cs | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/src/Numerics/Fit.cs b/src/Numerics/Fit.cs index b16026cd..14ddce5c 100644 --- a/src/Numerics/Fit.cs +++ b/src/Numerics/Fit.cs @@ -106,7 +106,7 @@ namespace MathNet.Numerics public static double[] PolynomialWeighted(double[] x, double[] y, double[] w, int order) { var design = Matrix.Build.Dense(x.Length, order + 1, (i, j) => Math.Pow(x[i], j)); - return WeightedRegression.Weighted(design, Vector.Build.Dense(y), Matrix.Build.DenseOfDiagonalArray(w)).ToArray(); + return WeightedRegression.Weighted(design, Vector.Build.Dense(y), Matrix.Build.Diagonal(w.Length, w.Length, w)).ToArray(); } /// diff --git a/src/Numerics/LinearRegression/WeightedRegression.cs b/src/Numerics/LinearRegression/WeightedRegression.cs index 3a6b80a9..693a9f99 100644 --- a/src/Numerics/LinearRegression/WeightedRegression.cs +++ b/src/Numerics/LinearRegression/WeightedRegression.cs @@ -65,7 +65,7 @@ namespace MathNet.Numerics.LinearRegression predictor = predictor.InsertColumn(0, Vector.Build.Dense(predictor.RowCount, Vector.One)); } var response = Vector.Build.Dense(y); - var weights = Matrix.Build.DenseOfDiagonalArray(w); + var weights = Matrix.Build.Diagonal(w.Length, w.Length, w); return predictor.TransposeThisAndMultiply(weights*predictor).Cholesky().Solve(predictor.TransposeThisAndMultiply(weights*response)).ToArray(); } From 64a641e8caa19c268cf62ca855ebbbad5009c899 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Mon, 2 Dec 2013 17:57:45 +0100 Subject: [PATCH 025/109] LA: extend Build.Diagonal for diagonal matrices --- src/Numerics/Fit.cs | 2 +- src/Numerics/LinearAlgebra/Builder.cs | 60 +++++++++++++++++++ .../LinearRegression/WeightedRegression.cs | 2 +- 3 files changed, 62 insertions(+), 2 deletions(-) diff --git a/src/Numerics/Fit.cs b/src/Numerics/Fit.cs index 14ddce5c..1669a883 100644 --- a/src/Numerics/Fit.cs +++ b/src/Numerics/Fit.cs @@ -106,7 +106,7 @@ namespace MathNet.Numerics public static double[] PolynomialWeighted(double[] x, double[] y, double[] w, int order) { var design = Matrix.Build.Dense(x.Length, order + 1, (i, j) => Math.Pow(x[i], j)); - return WeightedRegression.Weighted(design, Vector.Build.Dense(y), Matrix.Build.Diagonal(w.Length, w.Length, w)).ToArray(); + return WeightedRegression.Weighted(design, Vector.Build.Dense(y), Matrix.Build.Diagonal(w)).ToArray(); } /// diff --git a/src/Numerics/LinearAlgebra/Builder.cs b/src/Numerics/LinearAlgebra/Builder.cs index e167164e..811dd961 100644 --- a/src/Numerics/LinearAlgebra/Builder.cs +++ b/src/Numerics/LinearAlgebra/Builder.cs @@ -1147,6 +1147,17 @@ namespace MathNet.Numerics.LinearAlgebra return Diagonal(new DiagonalMatrixStorage(rows, columns, storage)); } + /// + /// Create a new square diagonal matrix directly binding to a raw array. + /// The array is assumed to represent the diagonal values and is used directly without copying. + /// Very efficient, but changes to the array and the matrix will affect each other. + /// + /// + public Matrix Diagonal(T[] storage) + { + return Diagonal(new DiagonalMatrixStorage(storage.Length, storage.Length, storage)); + } + /// /// Create a new diagonal matrix and initialize each diagonal value to the same provided value. /// @@ -1180,6 +1191,55 @@ namespace MathNet.Numerics.LinearAlgebra return Diagonal(DiagonalMatrixStorage.OfInit(order, order, i => One)); } + + /// + /// Create a new diagonal matrix with the diagonal as a copy of the given vector. + /// This new matrix will be independent from the vector. + /// A new memory block will be allocated for storing the matrix. + /// + public Matrix DiagonalOfDiagonalVector(Vector diagonal) + { + var m = Diagonal(diagonal.Count, diagonal.Count); + m.SetDiagonal(diagonal); + return m; + } + + /// + /// Create a new diagonal matrix with the diagonal as a copy of the given vector. + /// This new matrix will be independent from the vector. + /// A new memory block will be allocated for storing the matrix. + /// + public Matrix DiagonalOfDiagonalVector(int rows, int columns, Vector diagonal) + { + var m = Diagonal(rows, columns); + m.SetDiagonal(diagonal); + return m; + } + + /// + /// Create a new diagonal matrix with the diagonal as a copy of the given array. + /// This new matrix will be independent from the array. + /// A new memory block will be allocated for storing the matrix. + /// + public Matrix DiagonalOfDiagonalArray(T[] diagonal) + { + var m = Diagonal(diagonal.Length, diagonal.Length); + m.SetDiagonal(diagonal); + return m; + } + + /// + /// Create a new diagonal matrix with the diagonal as a copy of the given array. + /// This new matrix will be independent from the array. + /// A new memory block will be allocated for storing the matrix. + /// + public Matrix DiagonalOfDiagonalArray(int rows, int columns, T[] diagonal) + { + var m = Diagonal(rows, columns); + m.SetDiagonal(diagonal); + return m; + } + public abstract IIterationStopCriterium[] IterativeSolverStopCriteria(int maxIterations = 1000); } diff --git a/src/Numerics/LinearRegression/WeightedRegression.cs b/src/Numerics/LinearRegression/WeightedRegression.cs index 693a9f99..9d7ec732 100644 --- a/src/Numerics/LinearRegression/WeightedRegression.cs +++ b/src/Numerics/LinearRegression/WeightedRegression.cs @@ -65,7 +65,7 @@ namespace MathNet.Numerics.LinearRegression predictor = predictor.InsertColumn(0, Vector.Build.Dense(predictor.RowCount, Vector.One)); } var response = Vector.Build.Dense(y); - var weights = Matrix.Build.Diagonal(w.Length, w.Length, w); + var weights = Matrix.Build.Diagonal(w); return predictor.TransposeThisAndMultiply(weights*predictor).Cholesky().Solve(predictor.TransposeThisAndMultiply(weights*response)).ToArray(); } From 7f7120ea6083854e995f79edcf6064cad123c299 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Mon, 2 Dec 2013 20:50:58 +0100 Subject: [PATCH 026/109] LA: phase out Matrix.CreateMatrix/CreateVector (no longer needed) --- src/FSharp/LinearAlgebra.Matrix.fs | 8 +- src/Numerics/Distributions/InverseWishart.cs | 16 ++-- src/Numerics/Distributions/Wishart.cs | 12 +-- src/Numerics/LinearAlgebra/Builder.cs | 74 ++++++++++++---- .../Complex/Factorization/UserEvd.cs | 2 +- .../Complex/Factorization/UserGramSchmidt.cs | 2 +- .../Complex/Factorization/UserLU.cs | 2 +- .../Complex/Factorization/UserQR.cs | 2 +- .../Complex/Factorization/UserSvd.cs | 8 +- src/Numerics/LinearAlgebra/Complex/Matrix.cs | 2 +- .../LinearAlgebra/Complex/SparseMatrix.cs | 16 ++-- .../Complex32/Factorization/UserEvd.cs | 2 +- .../Factorization/UserGramSchmidt.cs | 2 +- .../Complex32/Factorization/UserLU.cs | 2 +- .../Complex32/Factorization/UserQR.cs | 2 +- .../Complex32/Factorization/UserSvd.cs | 8 +- .../LinearAlgebra/Complex32/Matrix.cs | 2 +- .../LinearAlgebra/Complex32/SparseMatrix.cs | 16 ++-- .../Double/Factorization/UserEvd.cs | 4 +- .../Double/Factorization/UserGramSchmidt.cs | 2 +- .../Double/Factorization/UserLU.cs | 2 +- .../Double/Factorization/UserQR.cs | 2 +- .../Double/Factorization/UserSvd.cs | 8 +- .../LinearAlgebra/Double/SparseMatrix.cs | 16 ++-- .../LinearAlgebra/Factorization/Cholesky.cs | 4 +- .../LinearAlgebra/Factorization/Evd.cs | 8 +- .../LinearAlgebra/Factorization/LU.cs | 4 +- .../LinearAlgebra/Factorization/QR.cs | 8 +- .../LinearAlgebra/Factorization/Svd.cs | 10 +-- .../LinearAlgebra/Matrix.Arithmetic.cs | 62 +++++++------- src/Numerics/LinearAlgebra/Matrix.Solve.cs | 8 +- src/Numerics/LinearAlgebra/Matrix.cs | 84 ++++++------------- .../Single/Factorization/UserEvd.cs | 4 +- .../Single/Factorization/UserGramSchmidt.cs | 2 +- .../Single/Factorization/UserLU.cs | 2 +- .../Single/Factorization/UserQR.cs | 2 +- .../Single/Factorization/UserSvd.cs | 8 +- .../LinearAlgebra/Single/SparseMatrix.cs | 16 ++-- .../MatrixStructureTheory.cs | 12 +-- 39 files changed, 218 insertions(+), 228 deletions(-) diff --git a/src/FSharp/LinearAlgebra.Matrix.fs b/src/FSharp/LinearAlgebra.Matrix.fs index 6b11f055..8f634399 100644 --- a/src/FSharp/LinearAlgebra.Matrix.fs +++ b/src/FSharp/LinearAlgebra.Matrix.fs @@ -304,8 +304,8 @@ module Matrix = A.MapIndexedInplace((fun i j x -> f i j), true) /// Fold all columns into one row vector. - let inline foldByCol f acc (A: #Matrix<_>) = - let v = A.CreateVector(A.ColumnCount) + let inline foldByCol f acc (A: #Matrix<'T>) = + let v = Vector<'T>.Build.SameAs(A, A.ColumnCount) for k=0 to A.ColumnCount-1 do let mutable macc = acc for i=0 to A.RowCount-1 do @@ -314,8 +314,8 @@ module Matrix = v :> _ Vector /// Fold all rows into one column vector. - let inline foldByRow f acc (A: #Matrix<_>) = - let v = A.CreateVector(A.RowCount) + let inline foldByRow f acc (A: #Matrix<'T>) = + let v = Vector<'T>.Build.SameAs(A, A.RowCount) for k=0 to A.RowCount-1 do let mutable macc = acc for i=0 to A.ColumnCount-1 do diff --git a/src/Numerics/Distributions/InverseWishart.cs b/src/Numerics/Distributions/InverseWishart.cs index 47d5ac8a..6afbeb4a 100644 --- a/src/Numerics/Distributions/InverseWishart.cs +++ b/src/Numerics/Distributions/InverseWishart.cs @@ -187,18 +187,12 @@ namespace MathNet.Numerics.Distributions { get { - var res = _scale.CreateMatrix(_scale.RowCount, _scale.ColumnCount); - for (var i = 0; i < res.RowCount; i++) + return Matrix.Build.Dense(_scale.RowCount, _scale.ColumnCount, (i, j) => { - for (var j = 0; j < res.ColumnCount; j++) - { - var num1 = ((_freedom - _scale.RowCount + 1)*_scale.At(i, j)*_scale.At(i, j)) + ((_freedom - _scale.RowCount - 1)*_scale.At(i, i)*_scale.At(j, j)); - var num2 = (_freedom - _scale.RowCount)*(_freedom - _scale.RowCount - 1)*(_freedom - _scale.RowCount - 1)*(_freedom - _scale.RowCount - 3); - res.At(i, j, num1/num2); - } - } - - return res; + var num1 = ((_freedom - _scale.RowCount + 1)*_scale.At(i, j)*_scale.At(i, j)) + ((_freedom - _scale.RowCount - 1)*_scale.At(i, i)*_scale.At(j, j)); + var num2 = (_freedom - _scale.RowCount)*(_freedom - _scale.RowCount - 1)*(_freedom - _scale.RowCount - 1)*(_freedom - _scale.RowCount - 3); + return num1/num2; + }); } } diff --git a/src/Numerics/Distributions/Wishart.cs b/src/Numerics/Distributions/Wishart.cs index c850fe5f..b7fe2987 100644 --- a/src/Numerics/Distributions/Wishart.cs +++ b/src/Numerics/Distributions/Wishart.cs @@ -207,16 +207,8 @@ namespace MathNet.Numerics.Distributions { get { - var res = _scale.CreateMatrix(_scale.RowCount, _scale.ColumnCount); - for (var i = 0; i < res.RowCount; i++) - { - for (var j = 0; j < res.ColumnCount; j++) - { - res.At(i, j, _degreesOfFreedom*((_scale.At(i, j)*_scale.At(i, j)) + (_scale.At(i, i)*_scale.At(j, j)))); - } - } - - return res; + return Matrix.Build.Dense(_scale.RowCount, _scale.ColumnCount, + (i, j) => _degreesOfFreedom*((_scale.At(i, j)*_scale.At(i, j)) + (_scale.At(i, i)*_scale.At(j, j)))); } } diff --git a/src/Numerics/LinearAlgebra/Builder.cs b/src/Numerics/LinearAlgebra/Builder.cs index 811dd961..615c6552 100644 --- a/src/Numerics/LinearAlgebra/Builder.cs +++ b/src/Numerics/LinearAlgebra/Builder.cs @@ -39,8 +39,6 @@ using MathNet.Numerics.LinearAlgebra.Storage; namespace MathNet.Numerics.LinearAlgebra.Double { - using Solvers; - internal class MatrixBuilder : MatrixBuilder { public override double Zero @@ -116,8 +114,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double namespace MathNet.Numerics.LinearAlgebra.Single { - using Solvers; - internal class MatrixBuilder : MatrixBuilder { public override float Zero @@ -193,8 +189,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single namespace MathNet.Numerics.LinearAlgebra.Complex { - using Solvers; - #if NOSYSNUMERICS using Complex = Numerics.Complex; #else @@ -276,8 +270,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex namespace MathNet.Numerics.LinearAlgebra.Complex32 { - using Solvers; - internal class MatrixBuilder : MatrixBuilder { public override Numerics.Complex32 Zero @@ -399,28 +391,52 @@ namespace MathNet.Numerics.LinearAlgebra /// /// Create a new matrix with the same kind of the provided example. /// - public Matrix SameType(Matrix example, int rows, int columns) + public Matrix SameAs(Matrix example, int rows, int columns, bool fullyMutable = false) { var storage = example.Storage; if (storage is DenseColumnMajorMatrixStorage) return Dense(rows, columns); - if (storage is DiagonalMatrixStorage) return Diagonal(rows, columns); + if (!fullyMutable && storage is DiagonalMatrixStorage) return Diagonal(rows, columns); if (storage is SparseCompressedRowMatrixStorage) return Sparse(rows, columns); return Dense(rows, columns); } + /// + /// Create a new matrix with the same kind and dimensions of the provided example. + /// + public Matrix SameAs(Matrix example) + { + return SameAs(example, example.RowCount, example.ColumnCount); + } + + /// + /// Create a new matrix with the same kind of the provided example. + /// + public Matrix SameAs(Vector example, int rows, int columns) + { + return example.Storage.IsDense ? Dense(rows, columns) : Sparse(rows, columns); + } + /// /// Create a new matrix with a type that can represent and is closest to both provided samples. /// - public Matrix SameType(Matrix example1, Matrix example2 , int rows, int columns) + public Matrix SameAs(Matrix example, Matrix otherExample, int rows, int columns, bool fullyMutable = false) { - var storage1 = example1.Storage; - var storage2 = example2.Storage; + var storage1 = example.Storage; + var storage2 = otherExample.Storage; if (storage1 is DenseColumnMajorMatrixStorage || storage2 is DenseColumnMajorMatrixStorage) return Dense(rows, columns); - if (storage1 is DiagonalMatrixStorage && storage2 is DiagonalMatrixStorage) return Diagonal(rows, columns); + if (!fullyMutable && storage1 is DiagonalMatrixStorage && storage2 is DiagonalMatrixStorage) return Diagonal(rows, columns); if (storage1 is SparseCompressedRowMatrixStorage || storage2 is SparseCompressedRowMatrixStorage) return Sparse(rows, columns); return Dense(rows, columns); } + /// + /// Create a new matrix with a type that can represent and is closest to both provided samples and the dimensions of example. + /// + public Matrix SameAs(Matrix example, Matrix otherExample) + { + return SameAs(example, otherExample, example.RowCount, example.ColumnCount); + } + /// /// Create a new dense matrix with values sampled from the provided random distribution. /// @@ -1278,7 +1294,23 @@ namespace MathNet.Numerics.LinearAlgebra /// /// Create a new vector with the same kind of the provided example. /// - public Vector SameType(Vector example, int length) + public Vector SameAs(Vector example, int length) + { + return example.Storage.IsDense ? Dense(length) : Sparse(length); + } + + /// + /// Create a new vector with the same kind and dimension of the provided example. + /// + public Vector SameAs(Vector example) + { + return example.Storage.IsDense ? Dense(example.Count) : Sparse(example.Count); + } + + /// + /// Create a new vector with the same kind of the provided example. + /// + public Vector SameAs(Matrix example, int length) { return example.Storage.IsDense ? Dense(length) : Sparse(length); } @@ -1286,9 +1318,17 @@ namespace MathNet.Numerics.LinearAlgebra /// /// Create a new vector with a type that can represent and is closest to both provided samples. /// - public Vector SameType(Vector example1, Vector example2, int length) + public Vector SameAs(Vector example, Vector otherExample, int length) + { + return example.Storage.IsDense || otherExample.Storage.IsDense ? Dense(length) : Sparse(length); + } + + /// + /// Create a new vector with a type that can represent and is closest to both provided samples and the dimensions of example. + /// + public Vector SameAs(Vector example, Vector otherExample) { - return example1.Storage.IsDense || example2.Storage.IsDense ? Dense(length) : Sparse(length); + return example.Storage.IsDense || otherExample.Storage.IsDense ? Dense(example.Count) : Sparse(example.Count); } /// diff --git a/src/Numerics/LinearAlgebra/Complex/Factorization/UserEvd.cs b/src/Numerics/LinearAlgebra/Complex/Factorization/UserEvd.cs index 5a700087..3a145ae3 100644 --- a/src/Numerics/LinearAlgebra/Complex/Factorization/UserEvd.cs +++ b/src/Numerics/LinearAlgebra/Complex/Factorization/UserEvd.cs @@ -75,7 +75,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization // Initialize matricies for eigenvalues and eigenvectors var eigenVectors = DenseMatrix.CreateIdentity(order); - var blockDiagonal = matrix.CreateMatrix(order, order); + var blockDiagonal = Matrix.Build.SameAs(matrix, order, order); var eigenValues = new DenseVector(order); var isSymmetric = true; diff --git a/src/Numerics/LinearAlgebra/Complex/Factorization/UserGramSchmidt.cs b/src/Numerics/LinearAlgebra/Complex/Factorization/UserGramSchmidt.cs index b22953c0..0ef5cdd0 100644 --- a/src/Numerics/LinearAlgebra/Complex/Factorization/UserGramSchmidt.cs +++ b/src/Numerics/LinearAlgebra/Complex/Factorization/UserGramSchmidt.cs @@ -65,7 +65,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization } var q = matrix.Clone(); - var r = matrix.CreateMatrix(matrix.ColumnCount, matrix.ColumnCount); + var r = Matrix.Build.SameAs(matrix, matrix.ColumnCount, matrix.ColumnCount); for (var k = 0; k < q.ColumnCount; k++) { diff --git a/src/Numerics/LinearAlgebra/Complex/Factorization/UserLU.cs b/src/Numerics/LinearAlgebra/Complex/Factorization/UserLU.cs index 94ce71f5..7c8245ce 100644 --- a/src/Numerics/LinearAlgebra/Complex/Factorization/UserLU.cs +++ b/src/Numerics/LinearAlgebra/Complex/Factorization/UserLU.cs @@ -302,7 +302,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization public override Matrix Inverse() { var order = Factors.RowCount; - var inverse = Factors.CreateMatrix(order, order); + var inverse = Matrix.Build.SameAs(Factors, order, order); for (var i = 0; i < order; i++) { inverse.At(i, i, 1.0); diff --git a/src/Numerics/LinearAlgebra/Complex/Factorization/UserQR.cs b/src/Numerics/LinearAlgebra/Complex/Factorization/UserQR.cs index cd4ca63d..5726ebf1 100644 --- a/src/Numerics/LinearAlgebra/Complex/Factorization/UserQR.cs +++ b/src/Numerics/LinearAlgebra/Complex/Factorization/UserQR.cs @@ -77,7 +77,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization if (method == QRMethod.Full) { r = matrix.Clone(); - q = matrix.CreateMatrix(matrix.RowCount, matrix.RowCount); + q = Matrix.Build.SameAs(matrix, matrix.RowCount, matrix.RowCount); for (var i = 0; i < matrix.RowCount; i++) { diff --git a/src/Numerics/LinearAlgebra/Complex/Factorization/UserSvd.cs b/src/Numerics/LinearAlgebra/Complex/Factorization/UserSvd.cs index fae5f588..3e433691 100644 --- a/src/Numerics/LinearAlgebra/Complex/Factorization/UserSvd.cs +++ b/src/Numerics/LinearAlgebra/Complex/Factorization/UserSvd.cs @@ -69,9 +69,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization var nm = Math.Min(matrix.RowCount + 1, matrix.ColumnCount); var matrixCopy = matrix.Clone(); - var s = matrixCopy.CreateVector(nm); - var u = matrixCopy.CreateMatrix(matrixCopy.RowCount, matrixCopy.RowCount); - var vt = matrixCopy.CreateMatrix(matrixCopy.ColumnCount, matrixCopy.ColumnCount); + var s = Vector.Build.SameAs(matrixCopy, nm); + var u = Matrix.Build.SameAs(matrixCopy, matrixCopy.RowCount, matrixCopy.RowCount); + var vt = Matrix.Build.SameAs(matrixCopy, matrixCopy.ColumnCount, matrixCopy.ColumnCount); const int maxiter = 1000; var e = new Complex[matrixCopy.ColumnCount]; @@ -592,7 +592,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization if (matrixCopy.RowCount < matrixCopy.ColumnCount) { nm--; - var tmp = matrixCopy.CreateVector(nm); + var tmp = Vector.Build.SameAs(matrixCopy, nm); for (i = 0; i < nm; i++) { tmp[i] = s[i]; diff --git a/src/Numerics/LinearAlgebra/Complex/Matrix.cs b/src/Numerics/LinearAlgebra/Complex/Matrix.cs index a15cd12c..771391fb 100644 --- a/src/Numerics/LinearAlgebra/Complex/Matrix.cs +++ b/src/Numerics/LinearAlgebra/Complex/Matrix.cs @@ -112,7 +112,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// The conjugate transpose of this matrix. public override Matrix ConjugateTranspose() { - var ret = CreateMatrix(ColumnCount, RowCount); + var ret = Build.SameAs(this, ColumnCount, RowCount); for (var j = 0; j < ColumnCount; j++) { for (var i = 0; i < RowCount; i++) diff --git a/src/Numerics/LinearAlgebra/Complex/SparseMatrix.cs b/src/Numerics/LinearAlgebra/Complex/SparseMatrix.cs index 02daadea..1891fbb9 100644 --- a/src/Numerics/LinearAlgebra/Complex/SparseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex/SparseMatrix.cs @@ -382,7 +382,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// The lower triangle of this matrix. public override Matrix LowerTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); LowerTriangleImpl(result); return result; } @@ -407,7 +407,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); LowerTriangle(tmp); tmp.CopyTo(result); } @@ -447,7 +447,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// The upper triangle of this matrix. public override Matrix UpperTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); UpperTriangleImpl(result); return result; } @@ -472,7 +472,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); UpperTriangle(tmp); tmp.CopyTo(result); } @@ -513,7 +513,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// The lower triangle of this matrix. public override Matrix StrictlyLowerTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); StrictlyLowerTriangleImpl(result); return result; } @@ -538,7 +538,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); StrictlyLowerTriangle(tmp); tmp.CopyTo(result); } @@ -579,7 +579,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex /// The upper triangle of this matrix. public override Matrix StrictlyUpperTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); StrictlyUpperTriangleImpl(result); return result; } @@ -604,7 +604,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); StrictlyUpperTriangle(tmp); tmp.CopyTo(result); } diff --git a/src/Numerics/LinearAlgebra/Complex32/Factorization/UserEvd.cs b/src/Numerics/LinearAlgebra/Complex32/Factorization/UserEvd.cs index 087bc5ca..69078437 100644 --- a/src/Numerics/LinearAlgebra/Complex32/Factorization/UserEvd.cs +++ b/src/Numerics/LinearAlgebra/Complex32/Factorization/UserEvd.cs @@ -74,7 +74,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization // Initialize matricies for eigenvalues and eigenvectors var eigenVectors = DenseMatrix.CreateIdentity(order); - var blockDiagonal = matrix.CreateMatrix(order, order); + var blockDiagonal = Matrix.Build.SameAs(matrix, order, order); var eigenValues = new LinearAlgebra.Complex.DenseVector(order); var isSymmetric = true; diff --git a/src/Numerics/LinearAlgebra/Complex32/Factorization/UserGramSchmidt.cs b/src/Numerics/LinearAlgebra/Complex32/Factorization/UserGramSchmidt.cs index e1dac658..175b2140 100644 --- a/src/Numerics/LinearAlgebra/Complex32/Factorization/UserGramSchmidt.cs +++ b/src/Numerics/LinearAlgebra/Complex32/Factorization/UserGramSchmidt.cs @@ -60,7 +60,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization } var q = matrix.Clone(); - var r = matrix.CreateMatrix(matrix.ColumnCount, matrix.ColumnCount); + var r = Matrix.Build.SameAs(matrix, matrix.ColumnCount, matrix.ColumnCount); for (var k = 0; k < q.ColumnCount; k++) { diff --git a/src/Numerics/LinearAlgebra/Complex32/Factorization/UserLU.cs b/src/Numerics/LinearAlgebra/Complex32/Factorization/UserLU.cs index a1e32b88..ad51b57a 100644 --- a/src/Numerics/LinearAlgebra/Complex32/Factorization/UserLU.cs +++ b/src/Numerics/LinearAlgebra/Complex32/Factorization/UserLU.cs @@ -297,7 +297,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization public override Matrix Inverse() { var order = Factors.RowCount; - var inverse = Factors.CreateMatrix(order, order); + var inverse = Matrix.Build.SameAs(Factors, order, order); for (var i = 0; i < order; i++) { inverse.At(i, i, 1.0f); diff --git a/src/Numerics/LinearAlgebra/Complex32/Factorization/UserQR.cs b/src/Numerics/LinearAlgebra/Complex32/Factorization/UserQR.cs index 94542d00..6fab031d 100644 --- a/src/Numerics/LinearAlgebra/Complex32/Factorization/UserQR.cs +++ b/src/Numerics/LinearAlgebra/Complex32/Factorization/UserQR.cs @@ -72,7 +72,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization if (method == QRMethod.Full) { r = matrix.Clone(); - q = matrix.CreateMatrix(matrix.RowCount, matrix.RowCount); + q = Matrix.Build.SameAs(matrix, matrix.RowCount, matrix.RowCount); for (var i = 0; i < matrix.RowCount; i++) { diff --git a/src/Numerics/LinearAlgebra/Complex32/Factorization/UserSvd.cs b/src/Numerics/LinearAlgebra/Complex32/Factorization/UserSvd.cs index b2acf111..0caedd73 100644 --- a/src/Numerics/LinearAlgebra/Complex32/Factorization/UserSvd.cs +++ b/src/Numerics/LinearAlgebra/Complex32/Factorization/UserSvd.cs @@ -64,9 +64,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization var nm = Math.Min(matrix.RowCount + 1, matrix.ColumnCount); var matrixCopy = matrix.Clone(); - var s = matrixCopy.CreateVector(nm); - var u = matrixCopy.CreateMatrix(matrixCopy.RowCount, matrixCopy.RowCount); - var vt = matrixCopy.CreateMatrix(matrixCopy.ColumnCount, matrixCopy.ColumnCount); + var s = Vector.Build.SameAs(matrixCopy, nm); + var u = Matrix.Build.SameAs(matrixCopy, matrixCopy.RowCount, matrixCopy.RowCount); + var vt = Matrix.Build.SameAs(matrixCopy, matrixCopy.ColumnCount, matrixCopy.ColumnCount); const int maxiter = 1000; var e = new Complex32[matrixCopy.ColumnCount]; @@ -587,7 +587,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization if (matrixCopy.RowCount < matrixCopy.ColumnCount) { nm--; - var tmp = matrixCopy.CreateVector(nm); + var tmp = Vector.Build.SameAs(matrixCopy, nm); for (i = 0; i < nm; i++) { tmp[i] = s[i]; diff --git a/src/Numerics/LinearAlgebra/Complex32/Matrix.cs b/src/Numerics/LinearAlgebra/Complex32/Matrix.cs index dae6f558..b9f248d2 100644 --- a/src/Numerics/LinearAlgebra/Complex32/Matrix.cs +++ b/src/Numerics/LinearAlgebra/Complex32/Matrix.cs @@ -106,7 +106,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// The conjugate transpose of this matrix. public override Matrix ConjugateTranspose() { - var ret = CreateMatrix(ColumnCount, RowCount); + var ret = Build.SameAs(this, ColumnCount, RowCount); for (var j = 0; j < ColumnCount; j++) { for (var i = 0; i < RowCount; i++) diff --git a/src/Numerics/LinearAlgebra/Complex32/SparseMatrix.cs b/src/Numerics/LinearAlgebra/Complex32/SparseMatrix.cs index 2b6a13bf..311aec5a 100644 --- a/src/Numerics/LinearAlgebra/Complex32/SparseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Complex32/SparseMatrix.cs @@ -377,7 +377,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// The lower triangle of this matrix. public override Matrix LowerTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); LowerTriangleImpl(result); return result; } @@ -402,7 +402,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); LowerTriangle(tmp); tmp.CopyTo(result); } @@ -442,7 +442,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// The upper triangle of this matrix. public override Matrix UpperTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); UpperTriangleImpl(result); return result; } @@ -467,7 +467,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); UpperTriangle(tmp); tmp.CopyTo(result); } @@ -508,7 +508,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// The lower triangle of this matrix. public override Matrix StrictlyLowerTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); StrictlyLowerTriangleImpl(result); return result; } @@ -533,7 +533,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); StrictlyLowerTriangle(tmp); tmp.CopyTo(result); } @@ -574,7 +574,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 /// The upper triangle of this matrix. public override Matrix StrictlyUpperTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); StrictlyUpperTriangleImpl(result); return result; } @@ -599,7 +599,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); StrictlyUpperTriangle(tmp); tmp.CopyTo(result); } diff --git a/src/Numerics/LinearAlgebra/Double/Factorization/UserEvd.cs b/src/Numerics/LinearAlgebra/Double/Factorization/UserEvd.cs index c0a4c97d..4ee3a7dd 100644 --- a/src/Numerics/LinearAlgebra/Double/Factorization/UserEvd.cs +++ b/src/Numerics/LinearAlgebra/Double/Factorization/UserEvd.cs @@ -74,8 +74,8 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization var order = matrix.RowCount; // Initialize matricies for eigenvalues and eigenvectors - var eigenVectors = matrix.CreateMatrix(order, order); - var blockDiagonal = matrix.CreateMatrix(order, order); + var eigenVectors = Matrix.Build.SameAs(matrix, order, order); + var blockDiagonal = Matrix.Build.SameAs(matrix, order, order); var eigenValues = new LinearAlgebra.Complex.DenseVector(order); var isSymmetric = true; diff --git a/src/Numerics/LinearAlgebra/Double/Factorization/UserGramSchmidt.cs b/src/Numerics/LinearAlgebra/Double/Factorization/UserGramSchmidt.cs index 7736651f..569585c9 100644 --- a/src/Numerics/LinearAlgebra/Double/Factorization/UserGramSchmidt.cs +++ b/src/Numerics/LinearAlgebra/Double/Factorization/UserGramSchmidt.cs @@ -58,7 +58,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization } var q = matrix.Clone(); - var r = matrix.CreateMatrix(matrix.ColumnCount, matrix.ColumnCount); + var r = Matrix.Build.SameAs(matrix, matrix.ColumnCount, matrix.ColumnCount); for (var k = 0; k < q.ColumnCount; k++) { diff --git a/src/Numerics/LinearAlgebra/Double/Factorization/UserLU.cs b/src/Numerics/LinearAlgebra/Double/Factorization/UserLU.cs index 860ba0d2..a04041e0 100644 --- a/src/Numerics/LinearAlgebra/Double/Factorization/UserLU.cs +++ b/src/Numerics/LinearAlgebra/Double/Factorization/UserLU.cs @@ -295,7 +295,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization public override Matrix Inverse() { var order = Factors.RowCount; - var inverse = Factors.CreateMatrix(order, order); + var inverse = Matrix.Build.SameAs(Factors, order, order); for (var i = 0; i < order; i++) { inverse.At(i, i, 1.0); diff --git a/src/Numerics/LinearAlgebra/Double/Factorization/UserQR.cs b/src/Numerics/LinearAlgebra/Double/Factorization/UserQR.cs index 7fefa0ff..47459ccb 100644 --- a/src/Numerics/LinearAlgebra/Double/Factorization/UserQR.cs +++ b/src/Numerics/LinearAlgebra/Double/Factorization/UserQR.cs @@ -70,7 +70,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization if (method == QRMethod.Full) { r = matrix.Clone(); - q = matrix.CreateMatrix(matrix.RowCount, matrix.RowCount); + q = Matrix.Build.SameAs(matrix, matrix.RowCount, matrix.RowCount); for (var i = 0; i < matrix.RowCount; i++) { diff --git a/src/Numerics/LinearAlgebra/Double/Factorization/UserSvd.cs b/src/Numerics/LinearAlgebra/Double/Factorization/UserSvd.cs index 186b799d..9aa2397b 100644 --- a/src/Numerics/LinearAlgebra/Double/Factorization/UserSvd.cs +++ b/src/Numerics/LinearAlgebra/Double/Factorization/UserSvd.cs @@ -62,9 +62,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization var nm = Math.Min(matrix.RowCount + 1, matrix.ColumnCount); var matrixCopy = matrix.Clone(); - var s = matrixCopy.CreateVector(nm); - var u = matrixCopy.CreateMatrix(matrixCopy.RowCount, matrixCopy.RowCount); - var vt = matrixCopy.CreateMatrix(matrixCopy.ColumnCount, matrixCopy.ColumnCount); + var s = Vector.Build.SameAs(matrixCopy, nm); + var u = Matrix.Build.SameAs(matrixCopy, matrixCopy.RowCount, matrixCopy.RowCount); + var vt = Matrix.Build.SameAs(matrixCopy, matrixCopy.ColumnCount, matrixCopy.ColumnCount); const int maxiter = 1000; var e = new double[matrixCopy.ColumnCount]; @@ -570,7 +570,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization if (matrixCopy.RowCount < matrixCopy.ColumnCount) { nm--; - var tmp = matrixCopy.CreateVector(nm); + var tmp = Vector.Build.SameAs(matrixCopy, nm); for (i = 0; i < nm; i++) { tmp[i] = s[i]; diff --git a/src/Numerics/LinearAlgebra/Double/SparseMatrix.cs b/src/Numerics/LinearAlgebra/Double/SparseMatrix.cs index 80a1cf4b..8ccb916a 100644 --- a/src/Numerics/LinearAlgebra/Double/SparseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Double/SparseMatrix.cs @@ -375,7 +375,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// The lower triangle of this matrix. public override Matrix LowerTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); LowerTriangleImpl(result); return result; } @@ -400,7 +400,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); LowerTriangle(tmp); tmp.CopyTo(result); } @@ -440,7 +440,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// The upper triangle of this matrix. public override Matrix UpperTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); UpperTriangleImpl(result); return result; } @@ -465,7 +465,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); UpperTriangle(tmp); tmp.CopyTo(result); } @@ -506,7 +506,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// The lower triangle of this matrix. public override Matrix StrictlyLowerTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); StrictlyLowerTriangleImpl(result); return result; } @@ -531,7 +531,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); StrictlyLowerTriangle(tmp); tmp.CopyTo(result); } @@ -572,7 +572,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double /// The upper triangle of this matrix. public override Matrix StrictlyUpperTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); StrictlyUpperTriangleImpl(result); return result; } @@ -597,7 +597,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); StrictlyUpperTriangle(tmp); tmp.CopyTo(result); } diff --git a/src/Numerics/LinearAlgebra/Factorization/Cholesky.cs b/src/Numerics/LinearAlgebra/Factorization/Cholesky.cs index 07939b4a..40398ba9 100644 --- a/src/Numerics/LinearAlgebra/Factorization/Cholesky.cs +++ b/src/Numerics/LinearAlgebra/Factorization/Cholesky.cs @@ -72,7 +72,7 @@ namespace MathNet.Numerics.LinearAlgebra.Factorization /// The left hand side , X. public virtual Matrix Solve(Matrix input) { - var x = input.CreateMatrix(input.RowCount, input.ColumnCount); + var x = Matrix.Build.SameAs(input, input.RowCount, input.ColumnCount); Solve(input, x); return x; } @@ -91,7 +91,7 @@ namespace MathNet.Numerics.LinearAlgebra.Factorization /// The left hand side , x. public virtual Vector Solve(Vector input) { - var x = input.CreateVector(input.Count); + var x = Vector.Build.SameAs(input, input.Count); Solve(input, x); return x; } diff --git a/src/Numerics/LinearAlgebra/Factorization/Evd.cs b/src/Numerics/LinearAlgebra/Factorization/Evd.cs index 28785ef5..dd9260a1 100644 --- a/src/Numerics/LinearAlgebra/Factorization/Evd.cs +++ b/src/Numerics/LinearAlgebra/Factorization/Evd.cs @@ -109,9 +109,9 @@ namespace MathNet.Numerics.LinearAlgebra.Factorization /// The left hand side , X. public virtual Matrix Solve(Matrix input) { - var result = EigenVectors.CreateMatrix(EigenVectors.ColumnCount, input.ColumnCount); - Solve(input, result); - return result; + var x = Matrix.Build.SameAs(EigenVectors, EigenVectors.ColumnCount, input.ColumnCount); + Solve(input, x); + return x; } /// @@ -128,7 +128,7 @@ namespace MathNet.Numerics.LinearAlgebra.Factorization /// The left hand side , x. public virtual Vector Solve(Vector input) { - var x = EigenVectors.CreateVector(EigenVectors.ColumnCount); + var x = Vector.Build.SameAs(EigenVectors, EigenVectors.ColumnCount); Solve(input, x); return x; } diff --git a/src/Numerics/LinearAlgebra/Factorization/LU.cs b/src/Numerics/LinearAlgebra/Factorization/LU.cs index abcf0ff2..9161e13c 100644 --- a/src/Numerics/LinearAlgebra/Factorization/LU.cs +++ b/src/Numerics/LinearAlgebra/Factorization/LU.cs @@ -111,7 +111,7 @@ namespace MathNet.Numerics.LinearAlgebra.Factorization /// The left hand side , X. public virtual Matrix Solve(Matrix input) { - var x = input.CreateMatrix(input.RowCount, input.ColumnCount); + var x = Matrix.Build.SameAs(input, input.RowCount, input.ColumnCount); Solve(input, x); return x; } @@ -130,7 +130,7 @@ namespace MathNet.Numerics.LinearAlgebra.Factorization /// The left hand side , x. public virtual Vector Solve(Vector input) { - var x = input.CreateVector(input.Count); + var x = Vector.Build.SameAs(input, input.Count); Solve(input, x); return x; } diff --git a/src/Numerics/LinearAlgebra/Factorization/QR.cs b/src/Numerics/LinearAlgebra/Factorization/QR.cs index 6535b0c6..d7b069a1 100644 --- a/src/Numerics/LinearAlgebra/Factorization/QR.cs +++ b/src/Numerics/LinearAlgebra/Factorization/QR.cs @@ -109,9 +109,9 @@ namespace MathNet.Numerics.LinearAlgebra.Factorization /// The left hand side , X. public virtual Matrix Solve(Matrix input) { - var matrixX = input.CreateMatrix(FullR.ColumnCount, input.ColumnCount); - Solve(input, matrixX); - return matrixX; + var x = Matrix.Build.SameAs(input, FullR.ColumnCount, input.ColumnCount); + Solve(input, x); + return x; } /// @@ -128,7 +128,7 @@ namespace MathNet.Numerics.LinearAlgebra.Factorization /// The left hand side , x. public virtual Vector Solve(Vector input) { - var x = input.CreateVector(FullR.ColumnCount); + var x = Vector.Build.SameAs(input, FullR.ColumnCount); Solve(input, x); return x; } diff --git a/src/Numerics/LinearAlgebra/Factorization/Svd.cs b/src/Numerics/LinearAlgebra/Factorization/Svd.cs index 0e3dc2f7..fb762493 100644 --- a/src/Numerics/LinearAlgebra/Factorization/Svd.cs +++ b/src/Numerics/LinearAlgebra/Factorization/Svd.cs @@ -71,7 +71,7 @@ namespace MathNet.Numerics.LinearAlgebra.Factorization { var rows = U.RowCount; var columns = VT.ColumnCount; - var result = U.CreateMatrix(rows, columns); + var result = Matrix.Build.SameAs(U, rows, columns); for (var i = 0; i < rows; i++) { for (var j = 0; j < columns; j++) @@ -145,9 +145,9 @@ namespace MathNet.Numerics.LinearAlgebra.Factorization throw new InvalidOperationException(Resources.SingularVectorsNotComputed); } - var result = U.CreateMatrix(VT.ColumnCount, input.ColumnCount); - Solve(input, result); - return result; + var x = Matrix.Build.SameAs(U, VT.ColumnCount, input.ColumnCount); + Solve(input, x); + return x; } /// @@ -169,7 +169,7 @@ namespace MathNet.Numerics.LinearAlgebra.Factorization throw new InvalidOperationException(Resources.SingularVectorsNotComputed); } - var x = U.CreateVector(VT.ColumnCount); + var x = Vector.Build.SameAs(U, VT.ColumnCount); Solve(input, x); return x; } diff --git a/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs b/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs index 3a976ecc..5a997cdf 100644 --- a/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs +++ b/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs @@ -204,7 +204,7 @@ namespace MathNet.Numerics.LinearAlgebra return Clone(); } - var result = Build.SameType(this, RowCount, ColumnCount); + var result = Build.SameAs(this); DoAdd(scalar, result); return result; } @@ -244,7 +244,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, other); } - var result = Build.SameType(this, other, RowCount, ColumnCount); + var result = Build.SameAs(this, other, RowCount, ColumnCount); DoAdd(other, result); return result; } @@ -282,7 +282,7 @@ namespace MathNet.Numerics.LinearAlgebra return Clone(); } - var result = Build.SameType(this, RowCount, ColumnCount); + var result = Build.SameAs(this); DoSubtract(scalar, result); return result; } @@ -316,7 +316,7 @@ namespace MathNet.Numerics.LinearAlgebra /// A new matrix containing the subtraction of the scalar and this matrix. public Matrix SubtractFrom(T scalar) { - var result = Build.SameType(this, RowCount, ColumnCount); + var result = Build.SameAs(this); DoSubtractFrom(scalar, result); return result; } @@ -350,7 +350,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, other); } - var result = Build.SameType(this, other, RowCount, ColumnCount); + var result = Build.SameAs(this, other, RowCount, ColumnCount); DoSubtract(other, result); return result; } @@ -390,10 +390,10 @@ namespace MathNet.Numerics.LinearAlgebra if (scalar.Equals(Zero)) { - return CreateMatrix(RowCount, ColumnCount); + return Build.SameAs(this); } - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); DoMultiply(scalar, result); return result; } @@ -448,7 +448,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new DivideByZeroException(); } - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); DoDivide(scalar, result); return result; } @@ -492,7 +492,7 @@ namespace MathNet.Numerics.LinearAlgebra /// The result of the division. public Matrix DivideByThis(T scalar) { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); DoDivideByThis(scalar, result); return result; } @@ -531,7 +531,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, rightSide, "rightSide"); } - var ret = CreateVector(RowCount); + var ret = Vector.Build.SameAs(this, RowCount); DoMultiply(rightSide, ret); return ret; } @@ -580,7 +580,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, leftSide, "leftSide"); } - var ret = CreateVector(ColumnCount); + var ret = Vector.Build.SameAs(this, ColumnCount); DoLeftMultiply(leftSide, ret); return ret; } @@ -642,7 +642,7 @@ namespace MathNet.Numerics.LinearAlgebra if (ReferenceEquals(this, result) || ReferenceEquals(other, result)) { - var tmp = Build.SameType(result, result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); DoMultiply(other, tmp); tmp.CopyTo(result); } @@ -665,7 +665,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, other); } - var result = Build.SameType(this, other, RowCount, other.ColumnCount); + var result = Build.SameAs(this, other, RowCount, other.ColumnCount); DoMultiply(other, result); return result; } @@ -686,7 +686,7 @@ namespace MathNet.Numerics.LinearAlgebra if (ReferenceEquals(this, result) || ReferenceEquals(other, result)) { - var tmp = Build.SameType(result, result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); DoTransposeAndMultiply(other, tmp); tmp.CopyTo(result); } @@ -709,7 +709,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, other); } - var result = Build.SameType(this, other, RowCount, other.RowCount); + var result = Build.SameAs(this, other, RowCount, other.RowCount); DoTransposeAndMultiply(other, result); return result; } @@ -727,7 +727,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, rightSide, "rightSide"); } - var result = CreateVector(ColumnCount); + var result = Vector.Build.SameAs(this, ColumnCount); DoTransposeThisAndMultiply(rightSide, result); return result; } @@ -779,7 +779,7 @@ namespace MathNet.Numerics.LinearAlgebra if (ReferenceEquals(this, result) || ReferenceEquals(other, result)) { - var tmp = Build.SameType(result, result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); DoTransposeThisAndMultiply(other, tmp); tmp.CopyTo(result); } @@ -802,7 +802,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, other); } - var result = Build.SameType(this, other, ColumnCount, other.ColumnCount); + var result = Build.SameAs(this, other, ColumnCount, other.ColumnCount); DoTransposeThisAndMultiply(other, result); return result; } @@ -813,7 +813,7 @@ namespace MathNet.Numerics.LinearAlgebra /// A matrix containing the negated values. public Matrix Negate() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); DoNegate(result); return result; } @@ -839,7 +839,7 @@ namespace MathNet.Numerics.LinearAlgebra /// A matrix containing the conjugated values. public Matrix Conjugate() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); DoConjugate(result); return result; } @@ -866,7 +866,7 @@ namespace MathNet.Numerics.LinearAlgebra /// A matrix containing the results. public Matrix Modulus(T divisor) { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); DoModulus(divisor, result); return result; } @@ -893,7 +893,7 @@ namespace MathNet.Numerics.LinearAlgebra /// A matrix containing the results. public Matrix ModulusByThis(T dividend) { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); DoModulusByThis(dividend, result); return result; } @@ -926,7 +926,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, other, "other"); } - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); DoPointwiseMultiply(other, result); return result; } @@ -961,7 +961,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, divisor); } - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); DoPointwiseDivide(divisor, result); return result; } @@ -996,7 +996,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, divisor); } - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); DoPointwiseModulus(divisor, result); return result; } @@ -1074,7 +1074,7 @@ namespace MathNet.Numerics.LinearAlgebra /// The kronecker product of the two matrices. public Matrix KroneckerProduct(Matrix other) { - var result = CreateMatrix(RowCount*other.RowCount, ColumnCount*other.ColumnCount); + var result = Build.SameAs(this, RowCount*other.RowCount, ColumnCount*other.ColumnCount); KroneckerProduct(other, result); return result; } @@ -1115,14 +1115,13 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentOutOfRangeException("p", Resources.ArgumentMustBePositive); } - var ret = CreateMatrix(RowCount, ColumnCount); - + var result = Build.SameAs(this); for (var index = 0; index < ColumnCount; index++) { - ret.SetColumn(index, Column(index).Normalize(p)); + result.SetColumn(index, Column(index).Normalize(p)); } - return ret; + return result; } /// @@ -1138,8 +1137,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentOutOfRangeException("p", Resources.ArgumentMustBePositive); } - var ret = CreateMatrix(RowCount, ColumnCount); - + var ret = Build.SameAs(this); for (var index = 0; index < RowCount; index++) { ret.SetRow(index, Row(index).Normalize(p)); diff --git a/src/Numerics/LinearAlgebra/Matrix.Solve.cs b/src/Numerics/LinearAlgebra/Matrix.Solve.cs index 5deafc03..2bee0ca2 100644 --- a/src/Numerics/LinearAlgebra/Matrix.Solve.cs +++ b/src/Numerics/LinearAlgebra/Matrix.Solve.cs @@ -127,9 +127,9 @@ namespace MathNet.Numerics.LinearAlgebra /// The left hand side , X. public Matrix Solve(Matrix input) { - var matrixX = CreateMatrix(ColumnCount, input.ColumnCount); - Solve(input, matrixX); - return matrixX; + var x = Build.SameAs(this, ColumnCount, input.ColumnCount); + Solve(input, x); + return x; } @@ -140,7 +140,7 @@ namespace MathNet.Numerics.LinearAlgebra /// The left hand side , x. public Vector Solve(Vector input) { - var x = CreateVector(ColumnCount); + var x = Vector.Build.SameAs(this, ColumnCount); Solve(input, x); return x; } diff --git a/src/Numerics/LinearAlgebra/Matrix.cs b/src/Numerics/LinearAlgebra/Matrix.cs index b6c18723..543799bf 100644 --- a/src/Numerics/LinearAlgebra/Matrix.cs +++ b/src/Numerics/LinearAlgebra/Matrix.cs @@ -204,7 +204,7 @@ namespace MathNet.Numerics.LinearAlgebra /// public Matrix Clone() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); Storage.CopyToUnchecked(result.Storage, skipClearing: true); return result; } @@ -231,31 +231,6 @@ namespace MathNet.Numerics.LinearAlgebra Storage.CopyTo(target.Storage); } - /// - /// Create a matrix of the same kind for the given number of rows and columns. - /// - /// The number of rows. - /// The number of columns. - /// Creates a matrix of the same matrix type as the current matrix. - public Matrix CreateMatrix(int rows, int columns) - { - return Storage.IsDense - ? Build.Dense(rows, columns) - : Build.Sparse(rows, columns); - } - - /// - /// Create a vector of the same kind with the given size. - /// - /// The size of the vector. - /// Creates a vector of the same type as the current matrix. - public Vector CreateVector(int size) - { - return Storage.IsDense - ? Vector.Build.Dense(size) - : Vector.Build.Sparse(size); - } - /// /// Copies a row into an Vector. /// @@ -270,7 +245,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentOutOfRangeException("index"); } - var ret = CreateVector(ColumnCount); + var ret = Vector.Build.SameAs(this, ColumnCount); Storage.CopySubRowToUnchecked(ret.Storage, index, 0, 0, ColumnCount); return ret; } @@ -310,7 +285,7 @@ namespace MathNet.Numerics.LinearAlgebra /// If is not positive. public Vector Row(int rowIndex, int columnIndex, int length) { - var ret = CreateVector(length); + var ret = Vector.Build.SameAs(this, length); Storage.CopySubRowTo(ret.Storage, rowIndex, columnIndex, 0, length); return ret; } @@ -355,7 +330,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentOutOfRangeException("index"); } - var ret = CreateVector(RowCount); + var ret = Vector.Build.SameAs(this, RowCount); Storage.CopySubColumnToUnchecked(ret.Storage, index, 0, 0, RowCount); return ret; } @@ -396,7 +371,7 @@ namespace MathNet.Numerics.LinearAlgebra /// If is not positive. public Vector Column(int columnIndex, int rowIndex, int length) { - var ret = CreateVector(length); + var ret = Vector.Build.SameAs(this, length); Storage.CopySubColumnTo(ret.Storage, columnIndex, rowIndex, 0, length); return ret; } @@ -433,17 +408,15 @@ namespace MathNet.Numerics.LinearAlgebra /// The upper triangle of this matrix. public virtual Matrix UpperTriangle() { - var ret = CreateMatrix(RowCount, ColumnCount); - + var result = Build.SameAs(this); for (var row = 0; row < RowCount; row++) { for (var column = row; column < ColumnCount; column++) { - ret.At(row, column, At(row, column)); + result.At(row, column, At(row, column)); } } - - return ret; + return result; } /// @@ -452,17 +425,15 @@ namespace MathNet.Numerics.LinearAlgebra /// The lower triangle of this matrix. public virtual Matrix LowerTriangle() { - var ret = CreateMatrix(RowCount, ColumnCount); - + var result = Build.SameAs(this); for (var row = 0; row < RowCount; row++) { for (var column = 0; column <= row && column < ColumnCount; column++) { - ret.At(row, column, At(row, column)); + result.At(row, column, At(row, column)); } } - - return ret; + return result; } /// @@ -537,9 +508,9 @@ namespace MathNet.Numerics.LinearAlgebra /// is not positive. public virtual Matrix SubMatrix(int rowIndex, int rowCount, int columnIndex, int columnCount) { - var target = CreateMatrix(rowCount, columnCount); - Storage.CopySubMatrixTo(target.Storage, rowIndex, 0, rowCount, columnIndex, 0, columnCount, skipClearing: true); - return target; + var result = Build.SameAs(this, rowCount, columnCount); + Storage.CopySubMatrixTo(result.Storage, rowIndex, 0, rowCount, columnIndex, 0, columnCount, skipClearing: true); + return result; } /// @@ -551,7 +522,7 @@ namespace MathNet.Numerics.LinearAlgebra public virtual Vector Diagonal() { var min = Math.Min(RowCount, ColumnCount); - var diagonal = CreateVector(min); + var diagonal = Vector.Build.SameAs(this, min); for (var i = 0; i < min; i++) { @@ -568,8 +539,7 @@ namespace MathNet.Numerics.LinearAlgebra /// The lower triangle of this matrix. public virtual Matrix StrictlyLowerTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); - + var result = Build.SameAs(this); for (var row = 0; row < RowCount; row++) { for (var column = 0; column < row; column++) @@ -577,7 +547,6 @@ namespace MathNet.Numerics.LinearAlgebra result.At(row, column, At(row, column)); } } - return result; } @@ -615,8 +584,7 @@ namespace MathNet.Numerics.LinearAlgebra /// The upper triangle of this matrix. public virtual Matrix StrictlyUpperTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); - + var result = Build.SameAs(this); for (var row = 0; row < RowCount; row++) { for (var column = row + 1; column < ColumnCount; column++) @@ -624,7 +592,6 @@ namespace MathNet.Numerics.LinearAlgebra result.At(row, column, At(row, column)); } } - return result; } @@ -681,7 +648,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentException(Resources.ArgumentMatrixSameRowDimension, "column"); } - var result = CreateMatrix(RowCount, ColumnCount + 1); + var result = Build.SameAs(this, RowCount, ColumnCount + 1); for (var i = 0; i < columnIndex; i++) { @@ -788,7 +755,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentException(Resources.ArgumentMatrixSameRowDimension, "row"); } - var result = CreateMatrix(RowCount + 1, ColumnCount); + var result = Build.SameAs(this, RowCount + 1, ColumnCount); for (var i = 0; i < rowIndex; i++) { @@ -997,16 +964,15 @@ namespace MathNet.Numerics.LinearAlgebra /// The transpose of this matrix. public virtual Matrix Transpose() { - var ret = CreateMatrix(ColumnCount, RowCount); + var result = Build.SameAs(this, ColumnCount, RowCount); for (var j = 0; j < ColumnCount; j++) { for (var i = 0; i < RowCount; i++) { - ret.At(j, i, At(i, j)); + result.At(j, i, At(i, j)); } } - - return ret; + return result; } /// @@ -1092,7 +1058,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentException(Resources.ArgumentMatrixSameRowDimension); } - var result = CreateMatrix(RowCount, ColumnCount + right.ColumnCount); + var result = Build.SameAs(this, right, RowCount, ColumnCount + right.ColumnCount, fullyMutable: true); Storage.CopySubMatrixToUnchecked(result.Storage, 0, 0, RowCount, 0, 0, ColumnCount, skipClearing: true); right.Storage.CopySubMatrixToUnchecked(result.Storage, 0, 0, right.RowCount, 0, ColumnCount, right.ColumnCount, skipClearing: true); return result; @@ -1152,7 +1118,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentException(Resources.ArgumentMatrixSameColumnDimension, "lower"); } - var result = CreateMatrix(RowCount + lower.RowCount, ColumnCount); + var result = Build.SameAs(this, lower, RowCount + lower.RowCount, ColumnCount, fullyMutable: true); Storage.CopySubMatrixToUnchecked(result.Storage, 0, 0, RowCount, 0, 0, ColumnCount, skipClearing: true); lower.Storage.CopySubMatrixToUnchecked(result.Storage, 0, RowCount, lower.RowCount, 0, 0, lower.ColumnCount, skipClearing: true); return result; @@ -1210,7 +1176,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentNullException("lower"); } - var result = CreateMatrix(RowCount + lower.RowCount, ColumnCount + lower.ColumnCount); + var result = Build.SameAs(this, lower, RowCount + lower.RowCount, ColumnCount + lower.ColumnCount); Storage.CopySubMatrixToUnchecked(result.Storage, 0, 0, RowCount, 0, 0, ColumnCount); lower.Storage.CopySubMatrixToUnchecked(result.Storage, 0, RowCount, lower.RowCount, 0, ColumnCount, lower.ColumnCount); return result; diff --git a/src/Numerics/LinearAlgebra/Single/Factorization/UserEvd.cs b/src/Numerics/LinearAlgebra/Single/Factorization/UserEvd.cs index 4c8640cd..3d5f10cb 100644 --- a/src/Numerics/LinearAlgebra/Single/Factorization/UserEvd.cs +++ b/src/Numerics/LinearAlgebra/Single/Factorization/UserEvd.cs @@ -73,8 +73,8 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization var order = matrix.RowCount; // Initialize matricies for eigenvalues and eigenvectors - var eigenVectors = matrix.CreateMatrix(order, order); - var blockDiagonal = matrix.CreateMatrix(order, order); + var eigenVectors = Matrix.Build.SameAs(matrix, order, order); + var blockDiagonal = Matrix.Build.SameAs(matrix, order, order); var eigenValues = new LinearAlgebra.Complex.DenseVector(order); var isSymmetric = true; diff --git a/src/Numerics/LinearAlgebra/Single/Factorization/UserGramSchmidt.cs b/src/Numerics/LinearAlgebra/Single/Factorization/UserGramSchmidt.cs index 63f7f242..974f39d7 100644 --- a/src/Numerics/LinearAlgebra/Single/Factorization/UserGramSchmidt.cs +++ b/src/Numerics/LinearAlgebra/Single/Factorization/UserGramSchmidt.cs @@ -58,7 +58,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization } var q = matrix.Clone(); - var r = matrix.CreateMatrix(matrix.ColumnCount, matrix.ColumnCount); + var r = Matrix.Build.SameAs(matrix, matrix.ColumnCount, matrix.ColumnCount); for (var k = 0; k < q.ColumnCount; k++) { diff --git a/src/Numerics/LinearAlgebra/Single/Factorization/UserLU.cs b/src/Numerics/LinearAlgebra/Single/Factorization/UserLU.cs index 38d0cae1..895e81d4 100644 --- a/src/Numerics/LinearAlgebra/Single/Factorization/UserLU.cs +++ b/src/Numerics/LinearAlgebra/Single/Factorization/UserLU.cs @@ -295,7 +295,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization public override Matrix Inverse() { var order = Factors.RowCount; - var inverse = Factors.CreateMatrix(order, order); + var inverse = Matrix.Build.SameAs(Factors, order, order); for (var i = 0; i < order; i++) { inverse.At(i, i, 1.0f); diff --git a/src/Numerics/LinearAlgebra/Single/Factorization/UserQR.cs b/src/Numerics/LinearAlgebra/Single/Factorization/UserQR.cs index 4b2abd1c..21a2d4df 100644 --- a/src/Numerics/LinearAlgebra/Single/Factorization/UserQR.cs +++ b/src/Numerics/LinearAlgebra/Single/Factorization/UserQR.cs @@ -70,7 +70,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization if (method == QRMethod.Full) { r = matrix.Clone(); - q = matrix.CreateMatrix(matrix.RowCount, matrix.RowCount); + q = Matrix.Build.SameAs(matrix, matrix.RowCount, matrix.RowCount); for (var i = 0; i < matrix.RowCount; i++) { diff --git a/src/Numerics/LinearAlgebra/Single/Factorization/UserSvd.cs b/src/Numerics/LinearAlgebra/Single/Factorization/UserSvd.cs index 2d8098a2..c3a5eec5 100644 --- a/src/Numerics/LinearAlgebra/Single/Factorization/UserSvd.cs +++ b/src/Numerics/LinearAlgebra/Single/Factorization/UserSvd.cs @@ -62,9 +62,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization var nm = Math.Min(matrix.RowCount + 1, matrix.ColumnCount); var matrixCopy = matrix.Clone(); - var s = matrixCopy.CreateVector(nm); - var u = matrixCopy.CreateMatrix(matrixCopy.RowCount, matrixCopy.RowCount); - var vt = matrixCopy.CreateMatrix(matrixCopy.ColumnCount, matrixCopy.ColumnCount); + var s = Vector.Build.SameAs(matrixCopy, nm); + var u = Matrix.Build.SameAs(matrixCopy, matrixCopy.RowCount, matrixCopy.RowCount); + var vt = Matrix.Build.SameAs(matrixCopy, matrixCopy.ColumnCount, matrixCopy.ColumnCount); const int maxiter = 1000; var e = new float[matrixCopy.ColumnCount]; @@ -570,7 +570,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization if (matrixCopy.RowCount < matrixCopy.ColumnCount) { nm--; - var tmp = matrixCopy.CreateVector(nm); + var tmp = Vector.Build.SameAs(matrixCopy, nm); for (i = 0; i < nm; i++) { tmp[i] = s[i]; diff --git a/src/Numerics/LinearAlgebra/Single/SparseMatrix.cs b/src/Numerics/LinearAlgebra/Single/SparseMatrix.cs index ca0bc1ed..9d3adb85 100644 --- a/src/Numerics/LinearAlgebra/Single/SparseMatrix.cs +++ b/src/Numerics/LinearAlgebra/Single/SparseMatrix.cs @@ -375,7 +375,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// The lower triangle of this matrix. public override Matrix LowerTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); LowerTriangleImpl(result); return result; } @@ -400,7 +400,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); LowerTriangle(tmp); tmp.CopyTo(result); } @@ -440,7 +440,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// The upper triangle of this matrix. public override Matrix UpperTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); UpperTriangleImpl(result); return result; } @@ -465,7 +465,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); UpperTriangle(tmp); tmp.CopyTo(result); } @@ -506,7 +506,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// The lower triangle of this matrix. public override Matrix StrictlyLowerTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); StrictlyLowerTriangleImpl(result); return result; } @@ -531,7 +531,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); StrictlyLowerTriangle(tmp); tmp.CopyTo(result); } @@ -572,7 +572,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single /// The upper triangle of this matrix. public override Matrix StrictlyUpperTriangle() { - var result = CreateMatrix(RowCount, ColumnCount); + var result = Build.SameAs(this); StrictlyUpperTriangleImpl(result); return result; } @@ -597,7 +597,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single if (ReferenceEquals(this, result)) { - var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount); + var tmp = Build.SameAs(result); StrictlyUpperTriangle(tmp); tmp.CopyTo(result); } diff --git a/src/UnitTests/LinearAlgebraTests/MatrixStructureTheory.cs b/src/UnitTests/LinearAlgebraTests/MatrixStructureTheory.cs index 26333d05..158a31c5 100644 --- a/src/UnitTests/LinearAlgebraTests/MatrixStructureTheory.cs +++ b/src/UnitTests/LinearAlgebraTests/MatrixStructureTheory.cs @@ -155,7 +155,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests [Theory] public void CanGetHashCode(Matrix matrix) { - Assert.That(matrix.GetHashCode(), Is.Not.EqualTo(matrix.CreateMatrix(matrix.RowCount, matrix.ColumnCount).GetHashCode())); + Assert.That(matrix.GetHashCode(), Is.Not.EqualTo(Matrix.Build.SameAs(matrix).GetHashCode())); } [Theory] @@ -163,7 +163,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests { var cleared = matrix.Clone(); cleared.Clear(); - Assert.That(cleared, Is.EqualTo(matrix.CreateMatrix(matrix.RowCount, matrix.ColumnCount))); + Assert.That(cleared, Is.EqualTo(Matrix.Build.SameAs(matrix))); } [Theory] @@ -220,13 +220,13 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests [Theory] public void CanCreateSameKind(Matrix matrix) { - var empty = matrix.CreateMatrix(5, 6); + var empty = Matrix.Build.SameAs(matrix, 5, 6); Assert.That(empty, Is.EqualTo(CreateDenseZero(5, 6))); Assert.That(empty.Storage.IsDense, Is.EqualTo(matrix.Storage.IsDense)); - Assert.That(() => matrix.CreateMatrix(0, 2), Throws.InstanceOf()); - Assert.That(() => matrix.CreateMatrix(2, 0), Throws.InstanceOf()); - Assert.That(() => matrix.CreateMatrix(-1, -1), Throws.InstanceOf()); + Assert.That(() => Matrix.Build.SameAs(matrix, 0, 2), Throws.InstanceOf()); + Assert.That(() => Matrix.Build.SameAs(matrix, 2, 0), Throws.InstanceOf()); + Assert.That(() => Matrix.Build.SameAs(matrix, -1, -1), Throws.InstanceOf()); } [Test] From a0a861e790276a901e207b6b741f399642904120 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Mon, 2 Dec 2013 21:22:28 +0100 Subject: [PATCH 027/109] LA: phase out Vector.CreateMatrix/CreateVector (no longer needed) --- src/FSharp/LinearAlgebra.Vector.fs | 4 +-- .../LinearAlgebra/Complex/SparseVector.cs | 2 +- .../LinearAlgebra/Complex32/SparseVector.cs | 2 +- .../LinearAlgebra/Matrix.Arithmetic.cs | 6 ++-- .../LinearAlgebra/Vector.Arithmetic.cs | 35 +++++++++---------- src/Numerics/LinearAlgebra/Vector.cs | 33 +++-------------- .../Complex/DenseVectorTests.cs | 3 +- .../Complex/SparseVectorTest.cs | 3 +- .../LinearAlgebraTests/Complex/VectorTests.cs | 4 +-- .../Complex32/DenseVectorTests.cs | 3 +- .../Complex32/SparseVectorTest.cs | 3 +- .../Complex32/VectorTests.cs | 4 +-- .../Double/DenseVectorTests.cs | 3 +- .../Double/SparseVectorTest.cs | 3 +- .../LinearAlgebraTests/Double/VectorTests.cs | 4 +-- .../Single/DenseVectorTests.cs | 3 +- .../Single/SparseVectorTest.cs | 3 +- .../LinearAlgebraTests/Single/VectorTests.cs | 4 +-- .../VectorArithmeticTheory.cs | 2 +- 19 files changed, 53 insertions(+), 71 deletions(-) diff --git a/src/FSharp/LinearAlgebra.Vector.fs b/src/FSharp/LinearAlgebra.Vector.fs index 93f0ff18..9a6be296 100644 --- a/src/FSharp/LinearAlgebra.Vector.fs +++ b/src/FSharp/LinearAlgebra.Vector.fs @@ -200,8 +200,8 @@ module Vector = } /// Creates a new vector and inserts the given value at the given index. - let inline insert index value (v: #Vector<_>) = - let newV = v.CreateVector(v.Count + 1) + let inline insert index value (v: #Vector<'T>) = + let newV = Vector<'T>.Build.SameAs(v, v.Count + 1) v.CopySubVectorTo(newV, 0, 0, index) v.CopySubVectorTo(newV, index, index+1, v.Count - index) newV.At(index, value) diff --git a/src/Numerics/LinearAlgebra/Complex/SparseVector.cs b/src/Numerics/LinearAlgebra/Complex/SparseVector.cs index 48e02636..b75cdbda 100644 --- a/src/Numerics/LinearAlgebra/Complex/SparseVector.cs +++ b/src/Numerics/LinearAlgebra/Complex/SparseVector.cs @@ -141,7 +141,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex { if (ReferenceEquals(this, result)) { - var tmp = CreateVector(Count); + var tmp = Build.SameAs(this); DoConjugate(tmp); tmp.CopyTo(result); } diff --git a/src/Numerics/LinearAlgebra/Complex32/SparseVector.cs b/src/Numerics/LinearAlgebra/Complex32/SparseVector.cs index 86bc894f..2f912994 100644 --- a/src/Numerics/LinearAlgebra/Complex32/SparseVector.cs +++ b/src/Numerics/LinearAlgebra/Complex32/SparseVector.cs @@ -136,7 +136,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32 { if (ReferenceEquals(this, result)) { - var tmp = CreateVector(Count); + var tmp = Build.SameAs(this); DoConjugate(tmp); tmp.CopyTo(result); } diff --git a/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs b/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs index 5a997cdf..7d4f31a2 100644 --- a/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs +++ b/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs @@ -557,7 +557,7 @@ namespace MathNet.Numerics.LinearAlgebra if (ReferenceEquals(rightSide, result)) { - var tmp = result.CreateVector(result.Count); + var tmp = Vector.Build.SameAs(result); DoMultiply(rightSide, tmp); tmp.CopyTo(result); } @@ -606,7 +606,7 @@ namespace MathNet.Numerics.LinearAlgebra if (ReferenceEquals(leftSide, result)) { - var tmp = result.CreateVector(result.Count); + var tmp = Vector.Build.SameAs(result); DoLeftMultiply(leftSide, tmp); tmp.CopyTo(result); } @@ -753,7 +753,7 @@ namespace MathNet.Numerics.LinearAlgebra if (ReferenceEquals(rightSide, result)) { - var tmp = result.CreateVector(result.Count); + var tmp = Vector.Build.SameAs(result); DoTransposeThisAndMultiply(rightSide, tmp); tmp.CopyTo(result); } diff --git a/src/Numerics/LinearAlgebra/Vector.Arithmetic.cs b/src/Numerics/LinearAlgebra/Vector.Arithmetic.cs index 696355c7..53f6859a 100644 --- a/src/Numerics/LinearAlgebra/Vector.Arithmetic.cs +++ b/src/Numerics/LinearAlgebra/Vector.Arithmetic.cs @@ -178,7 +178,7 @@ namespace MathNet.Numerics.LinearAlgebra return Clone(); } - var result = CreateVector(Count); + var result = Build.SameAs(this); DoAdd(scalar, result); return result; } @@ -218,7 +218,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentException(Resources.ArgumentVectorsSameLength, "other"); } - var result = CreateVector(Count); + var result = Build.SameAs(this); DoAdd(other, result); return result; } @@ -252,7 +252,7 @@ namespace MathNet.Numerics.LinearAlgebra return Clone(); } - var result = CreateVector(Count); + var result = Build.SameAs(this); DoSubtract(scalar, result); return result; } @@ -286,7 +286,7 @@ namespace MathNet.Numerics.LinearAlgebra /// A new vector containing the subtraction of the scalar and this vector. public Vector SubtractFrom(T scalar) { - var result = CreateVector(Count); + var result = Build.SameAs(this); DoSubtractFrom(scalar, result); return result; } @@ -314,7 +314,7 @@ namespace MathNet.Numerics.LinearAlgebra /// Added as an alternative to the unary negation operator. public Vector Negate() { - var retrunVector = CreateVector(Count); + var retrunVector = Build.SameAs(this); DoNegate(retrunVector); return retrunVector; } @@ -346,7 +346,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentException(Resources.ArgumentVectorsSameLength, "other"); } - var result = CreateVector(Count); + var result = Build.SameAs(this); DoSubtract(other, result); return result; } @@ -374,7 +374,7 @@ namespace MathNet.Numerics.LinearAlgebra /// Conjugated vector public Vector Conjugate() { - var retrunVector = CreateVector(Count); + var retrunVector = Build.SameAs(this); DoConjugate(retrunVector); return retrunVector; } @@ -407,10 +407,10 @@ namespace MathNet.Numerics.LinearAlgebra if (scalar.Equals(Zero)) { - return CreateVector(Count); + return Build.SameAs(this); } - var result = CreateVector(Count); + var result = Build.SameAs(this); DoMultiply(scalar, result); return result; } @@ -484,7 +484,7 @@ namespace MathNet.Numerics.LinearAlgebra return Clone(); } - var result = CreateVector(Count); + var result = Build.SameAs(this); DoDivide(scalar, result); return result; } @@ -518,7 +518,7 @@ namespace MathNet.Numerics.LinearAlgebra /// A new vector that is the division of the vector and the scalar. public Vector DevideByThis(T scalar) { - var result = CreateVector(Count); + var result = Build.SameAs(this); DoDivideByThis(scalar, result); return result; } @@ -546,7 +546,7 @@ namespace MathNet.Numerics.LinearAlgebra /// A vector containing the result. public Vector Modulus(T divisor) { - var result = CreateVector(Count); + var result = Build.SameAs(this); DoModulus(divisor, result); return result; } @@ -573,7 +573,7 @@ namespace MathNet.Numerics.LinearAlgebra /// A vector containing the result. public Vector ModulusByThis(T dividend) { - var result = CreateVector(Count); + var result = Build.SameAs(this); DoModulusByThis(dividend, result); return result; } @@ -606,7 +606,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentException(Resources.ArgumentVectorsSameLength, "other"); } - var result = CreateVector(Count); + var result = Build.SameAs(this); DoPointwiseMultiply(other, result); return result; } @@ -646,7 +646,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentException(Resources.ArgumentVectorsSameLength, "divisor"); } - var result = CreateVector(Count); + var result = Build.SameAs(this); DoPointwiseDivide(divisor, result); return result; } @@ -686,7 +686,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentException(Resources.ArgumentVectorsSameLength, "divisor"); } - var result = CreateVector(Count); + var result = Build.SameAs(this); DoPointwiseModulus(divisor, result); return result; } @@ -721,8 +721,7 @@ namespace MathNet.Numerics.LinearAlgebra /// Matrix M[i,j] = u[i]*v[j] public static Matrix OuterProduct(Vector u, Vector v) { - var matrix = u.CreateMatrix(u.Count, v.Count); - + var matrix = Matrix.Build.SameAs(u, u.Count, v.Count); for (var i = 0; i < u.Count; i++) { matrix.SetRow(i, v.Multiply(u.At(i))); diff --git a/src/Numerics/LinearAlgebra/Vector.cs b/src/Numerics/LinearAlgebra/Vector.cs index f4b5b8de..ba8199b1 100644 --- a/src/Numerics/LinearAlgebra/Vector.cs +++ b/src/Numerics/LinearAlgebra/Vector.cs @@ -132,38 +132,13 @@ namespace MathNet.Numerics.LinearAlgebra Storage.Clear(index, count); } - /// - /// Create a matrix of the same kind with the provided number of rows and columns. - /// - /// The number of rows. - /// The number of columns. - /// Creates a matrix of the same matrix type as the current matrix. - public Matrix CreateMatrix(int rows, int columns) - { - return Storage.IsDense - ? Matrix.Build.Dense(rows, columns) - : Matrix.Build.Sparse(rows, columns); - } - - /// - /// Create a vector of the same kind with the provided dimension. - /// - /// The size of the vector. - /// Creates a vector of the same type as the current matrix. - public Vector CreateVector(int size) - { - return Storage.IsDense - ? Build.Dense(size) - : Build.Sparse(size); - } - /// /// Returns a deep-copy clone of the vector. /// /// A deep-copy clone of the vector. public Vector Clone() { - var result = CreateVector(Count); + var result = Build.SameAs(this); Storage.CopyToUnchecked(result.Storage, skipClearing: true); return result; } @@ -209,7 +184,7 @@ namespace MathNet.Numerics.LinearAlgebra /// If is not positive. public Vector SubVector(int index, int count) { - var target = CreateVector(count); + var target = Build.SameAs(this, count); Storage.CopySubVectorTo(target.Storage, index, 0, count, skipClearing: true); return target; } @@ -270,7 +245,7 @@ namespace MathNet.Numerics.LinearAlgebra /// public Matrix ToColumnMatrix() { - var result = CreateMatrix(Count, 1); + var result = Matrix.Build.SameAs(this, Count, 1); Storage.CopyToColumnUnchecked(result.Storage, 0, skipClearing: true); return result; } @@ -283,7 +258,7 @@ namespace MathNet.Numerics.LinearAlgebra /// public Matrix ToRowMatrix() { - var result = CreateMatrix(1, Count); + var result = Matrix.Build.SameAs(this, 1, Count); Storage.CopyToRowUnchecked(result.Storage, 0, skipClearing: true); return result; } diff --git a/src/UnitTests/LinearAlgebraTests/Complex/DenseVectorTests.cs b/src/UnitTests/LinearAlgebraTests/Complex/DenseVectorTests.cs index fe342e98..dd0015b1 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex/DenseVectorTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex/DenseVectorTests.cs @@ -159,7 +159,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex public void CanCreateDenseMatrix() { var vector = new DenseVector(3); - var matrix = vector.CreateMatrix(2, 3); + var matrix = Matrix.Build.SameAs(vector, 2, 3); + Assert.IsInstanceOf(matrix); Assert.AreEqual(2, matrix.RowCount); Assert.AreEqual(3, matrix.ColumnCount); } diff --git a/src/UnitTests/LinearAlgebraTests/Complex/SparseVectorTest.cs b/src/UnitTests/LinearAlgebraTests/Complex/SparseVectorTest.cs index 7b7d4d8a..312862e6 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex/SparseVectorTest.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex/SparseVectorTest.cs @@ -144,7 +144,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex public void CanCreateSparseMatrix() { var vector = new SparseVector(3); - var matrix = vector.CreateMatrix(2, 3); + var matrix = Matrix.Build.SameAs(vector, 2, 3); + Assert.IsInstanceOf(matrix); Assert.AreEqual(2, matrix.RowCount); Assert.AreEqual(3, matrix.ColumnCount); } diff --git a/src/UnitTests/LinearAlgebraTests/Complex/VectorTests.cs b/src/UnitTests/LinearAlgebraTests/Complex/VectorTests.cs index 264c018f..6b597e08 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex/VectorTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex/VectorTests.cs @@ -150,7 +150,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex public void CanCreateMatrix() { var vector = CreateVector(Data); - var matrix = vector.CreateMatrix(10, 10); + var matrix = Matrix.Build.SameAs(vector, 10, 10); Assert.AreEqual(matrix.RowCount, 10); Assert.AreEqual(matrix.ColumnCount, 10); } @@ -162,7 +162,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex public void CanCreateVector() { var expected = CreateVector(5); - var actual = expected.CreateVector(5); + var actual = Vector.Build.SameAs(expected, 5); Assert.AreEqual(expected.Storage.IsDense, actual.Storage.IsDense, "vectors are same kind."); } diff --git a/src/UnitTests/LinearAlgebraTests/Complex32/DenseVectorTests.cs b/src/UnitTests/LinearAlgebraTests/Complex32/DenseVectorTests.cs index 542aed16..e14f74d3 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex32/DenseVectorTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex32/DenseVectorTests.cs @@ -155,7 +155,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32 public void CanCreateDenseMatrix() { var vector = new DenseVector(3); - var matrix = vector.CreateMatrix(2, 3); + var matrix = Matrix.Build.SameAs(vector, 2, 3); + Assert.IsInstanceOf(matrix); Assert.AreEqual(2, matrix.RowCount); Assert.AreEqual(3, matrix.ColumnCount); } diff --git a/src/UnitTests/LinearAlgebraTests/Complex32/SparseVectorTest.cs b/src/UnitTests/LinearAlgebraTests/Complex32/SparseVectorTest.cs index ad20d01a..e20d7c75 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex32/SparseVectorTest.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex32/SparseVectorTest.cs @@ -140,7 +140,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32 public void CanCreateSparseMatrix() { var vector = new SparseVector(3); - var matrix = vector.CreateMatrix(2, 3); + var matrix = Matrix.Build.SameAs(vector, 2, 3); + Assert.IsInstanceOf(matrix); Assert.AreEqual(2, matrix.RowCount); Assert.AreEqual(3, matrix.ColumnCount); } diff --git a/src/UnitTests/LinearAlgebraTests/Complex32/VectorTests.cs b/src/UnitTests/LinearAlgebraTests/Complex32/VectorTests.cs index b47d5a49..d40a45ba 100644 --- a/src/UnitTests/LinearAlgebraTests/Complex32/VectorTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Complex32/VectorTests.cs @@ -146,7 +146,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32 public void CanCreateMatrix() { var vector = CreateVector(Data); - var matrix = vector.CreateMatrix(10, 10); + var matrix = Matrix.Build.SameAs(vector, 10, 10); Assert.AreEqual(matrix.RowCount, 10); Assert.AreEqual(matrix.ColumnCount, 10); } @@ -158,7 +158,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32 public void CanCreateVector() { var expected = CreateVector(5); - var actual = expected.CreateVector(5); + var actual = Vector.Build.SameAs(expected, 5); Assert.AreEqual(expected.Storage.IsDense, actual.Storage.IsDense, "vectors are same kind."); } diff --git a/src/UnitTests/LinearAlgebraTests/Double/DenseVectorTests.cs b/src/UnitTests/LinearAlgebraTests/Double/DenseVectorTests.cs index e9405253..daf0e5c4 100644 --- a/src/UnitTests/LinearAlgebraTests/Double/DenseVectorTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Double/DenseVectorTests.cs @@ -153,7 +153,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double public void CanCreateDenseMatrix() { var vector = new DenseVector(3); - var matrix = vector.CreateMatrix(2, 3); + var matrix = Matrix.Build.SameAs(vector, 2, 3); + Assert.IsInstanceOf(matrix); Assert.AreEqual(2, matrix.RowCount); Assert.AreEqual(3, matrix.ColumnCount); } diff --git a/src/UnitTests/LinearAlgebraTests/Double/SparseVectorTest.cs b/src/UnitTests/LinearAlgebraTests/Double/SparseVectorTest.cs index 1a4f9c45..65d2383d 100644 --- a/src/UnitTests/LinearAlgebraTests/Double/SparseVectorTest.cs +++ b/src/UnitTests/LinearAlgebraTests/Double/SparseVectorTest.cs @@ -138,7 +138,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double public void CanCreateSparseMatrix() { var vector = new SparseVector(3); - var matrix = vector.CreateMatrix(2, 3); + var matrix = Matrix.Build.SameAs(vector, 2, 3); + Assert.IsInstanceOf(matrix); Assert.AreEqual(2, matrix.RowCount); Assert.AreEqual(3, matrix.ColumnCount); } diff --git a/src/UnitTests/LinearAlgebraTests/Double/VectorTests.cs b/src/UnitTests/LinearAlgebraTests/Double/VectorTests.cs index 90b25062..716960b3 100644 --- a/src/UnitTests/LinearAlgebraTests/Double/VectorTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Double/VectorTests.cs @@ -143,7 +143,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double public void CanCreateMatrix() { var vector = CreateVector(Data); - var matrix = vector.CreateMatrix(10, 10); + var matrix = Matrix.Build.SameAs(vector, 10, 10); Assert.AreEqual(matrix.RowCount, 10); Assert.AreEqual(matrix.ColumnCount, 10); } @@ -155,7 +155,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double public void CanCreateVector() { var expected = CreateVector(5); - var actual = expected.CreateVector(5); + var actual = Vector.Build.SameAs(expected, 5); Assert.AreEqual(expected.Storage.IsDense, actual.Storage.IsDense, "vectors are same kind."); } diff --git a/src/UnitTests/LinearAlgebraTests/Single/DenseVectorTests.cs b/src/UnitTests/LinearAlgebraTests/Single/DenseVectorTests.cs index 9b407d36..9fd4d679 100644 --- a/src/UnitTests/LinearAlgebraTests/Single/DenseVectorTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Single/DenseVectorTests.cs @@ -153,7 +153,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single public void CanCreateDenseMatrix() { var vector = new DenseVector(3); - var matrix = vector.CreateMatrix(2, 3); + var matrix = Matrix.Build.SameAs(vector, 2, 3); + Assert.IsInstanceOf(matrix); Assert.AreEqual(2, matrix.RowCount); Assert.AreEqual(3, matrix.ColumnCount); } diff --git a/src/UnitTests/LinearAlgebraTests/Single/SparseVectorTest.cs b/src/UnitTests/LinearAlgebraTests/Single/SparseVectorTest.cs index f5d32321..aa9fcdc9 100644 --- a/src/UnitTests/LinearAlgebraTests/Single/SparseVectorTest.cs +++ b/src/UnitTests/LinearAlgebraTests/Single/SparseVectorTest.cs @@ -138,7 +138,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single public void CanCreateSparseMatrix() { var vector = new SparseVector(3); - var matrix = vector.CreateMatrix(2, 3); + var matrix = Matrix.Build.SameAs(vector, 2, 3); + Assert.IsInstanceOf(matrix); Assert.AreEqual(2, matrix.RowCount); Assert.AreEqual(3, matrix.ColumnCount); } diff --git a/src/UnitTests/LinearAlgebraTests/Single/VectorTests.cs b/src/UnitTests/LinearAlgebraTests/Single/VectorTests.cs index 0d4e64dd..88cd7ee4 100644 --- a/src/UnitTests/LinearAlgebraTests/Single/VectorTests.cs +++ b/src/UnitTests/LinearAlgebraTests/Single/VectorTests.cs @@ -143,7 +143,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single public void CanCreateMatrix() { var vector = CreateVector(Data); - var matrix = vector.CreateMatrix(10, 10); + var matrix = Matrix.Build.SameAs(vector, 10, 10); Assert.AreEqual(matrix.RowCount, 10); Assert.AreEqual(matrix.ColumnCount, 10); } @@ -155,7 +155,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single public void CanCreateVector() { var expected = CreateVector(5); - var actual = expected.CreateVector(5); + var actual = Vector.Build.SameAs(expected, 5); Assert.AreEqual(expected.Storage.IsDense, actual.Storage.IsDense, "vectors are same kind."); } diff --git a/src/UnitTests/LinearAlgebraTests/VectorArithmeticTheory.cs b/src/UnitTests/LinearAlgebraTests/VectorArithmeticTheory.cs index ea3d90de..0516af38 100644 --- a/src/UnitTests/LinearAlgebraTests/VectorArithmeticTheory.cs +++ b/src/UnitTests/LinearAlgebraTests/VectorArithmeticTheory.cs @@ -72,7 +72,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests var c = vector.Clone(); c.Subtract(vector, c); - Assert.That(c.Equals(vector.CreateVector(vector.Count))); + Assert.That(c.Equals(Vector.Build.SameAs(vector))); } [Theory, Timeout(200)] From b281e58bb2b9524d1c0e9cbed366683dac0673d7 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Mon, 2 Dec 2013 21:48:23 +0100 Subject: [PATCH 028/109] Update release notes, contributors --- CONTRIBUTORS.md | 1 + RELEASENOTES.md | 12 +++++++++++- 2 files changed, 12 insertions(+), 1 deletion(-) diff --git a/CONTRIBUTORS.md b/CONTRIBUTORS.md index 1fc532af..29ed544a 100644 --- a/CONTRIBUTORS.md +++ b/CONTRIBUTORS.md @@ -32,6 +32,7 @@ Feel free to add a link to your personal site/blog and/or twitter handle.* - Robin Neatherway - Anders Gustafsson (cureos) - Andrew Kazyrevich +- Ethar Alali - Iain McDonald (lifebeyondfife) - Candy Chiu - Gauthier Segay diff --git a/RELEASENOTES.md b/RELEASENOTES.md index 81421dcf..8be2e83c 100644 --- a/RELEASENOTES.md +++ b/RELEASENOTES.md @@ -52,9 +52,11 @@ Changes as of now: - F#: all functions in the modules now fully generic, including the `matrix` function. - F#: `SkipZeros` instead of the cryptic `nz` suffix for clarity. - Add missing scalar-matrix routines. +- Optimized mixed dense-diagonal and diagonal-dense operations (500x faster on 250k set). - Add point-wise infix operators `.*`, `./`, `.%` where supported (F#) - Vectors explicitly provide proper L1, L2 and L-infinity norms. - All norms return the result as double (instead of the specific value type of the matrix/vector). +- Matrix L-infinity norm now cache-optimized (8-10x faster). - Vectors have a `ConjugateDotProduct` in addition to `DotProduct`. - Matrix Factorization types fully generic, easily accessed by new `Matrix` member methods (replacing the extension methods). Discrete implementations no longer visible. - QR factorization is thin by default. @@ -70,16 +72,21 @@ Changes as of now: - Matrix/Vector creation routines have been simplified and usually no longer require explicit dimensions. New variants to create diagonal matrices, or such where all fields have the same value. All functions that take a params array now have an overload accepting an enumerable (e.g. `OfColumnVectors`). - Generic Matrix/Vector creation using builders, e.g. `Matrix.Build.DenseOfEnumerable(...)` - Create a matrix from a 2D-array of matrices (top-left aligned within the grid). +- Create a matrix or vector with the same structural type as an example (`.Build.SameAs(...)`) +- Removed non-static Matrix/Vector.CreateMatrix/CreateVector routines (no longer needed) - Add Vector.OfArray (copying the array, consistent with Matrix.OfArray - you can still use the dense vector constructor if you want to use the array directly without copying). - More convenient and one more powerful overload of `Matrix.SetSubMatrix`. - Matrices/Vectors expose whether storage is dense with a new IsDense property. - Various minor performance work. +- Matrix.ClearSubMatrix no longer throws on 0 or negative col/row count (nop) - BUG: Fix bug in routine to copy a vector into a sub-row of a matrix. ### Statistics - Pearson and Spearman correlation matrix of a set of arrays. +- Spearman ranked correlation optimized (4x faster on 100k set) - Single-pass `MeanVariance` method (as used often together). +- Some overloads for single-precision values. ### Probability Distributions @@ -97,6 +104,9 @@ Changes as of now: - Reworked `Fit` class, supporting more simple scenarios. - New `.LinearRegression` namespace with more options. - Better support for simple regression in multiple dimensions. +- Goodness of Fit: R, RSquared *~Ethar Alali* +- Weighted polynomial and multi-dim fitting. +- Use more efficient LA routines *~Thomas Ibel* ### Build & Packages @@ -108,7 +118,7 @@ Changes as of now: ### Misc -- New distance functions in `Distance`: euclidean, manhattan, chebychev distance of arrays or generic vectors. SAD, MAE, SSD, MSE metrics. Hamming distance. +- New distance functions in `Distance`: euclidean, manhattan, chebychev distance of arrays or generic vectors. SAD, MAE, SSD, MSE metrics. Pearson's, Canberra and Minkowski distance. Hamming distance. - Interpolation: return tuple instead of out parameter - Integration: simplification of the double-exponential transformation api design. - More robust complex Asin/Acos for large real numbers. From fa1c97abbcc777969e08b98ef80d0b31344be2c5 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Wed, 4 Dec 2013 22:02:36 +0100 Subject: [PATCH 029/109] LA: more sensible choice of return storage type, with tests #146 --- src/Numerics/LinearAlgebra/Builder.cs | 12 +- .../LinearAlgebra/Matrix.Arithmetic.cs | 14 +- src/Numerics/LinearAlgebra/Matrix.cs | 2 +- .../LinearAlgebra/Vector.Arithmetic.cs | 10 +- .../Complex/ReturnTypeTests.cs | 226 ++++++++++++++++++ .../Complex32/ReturnTypeTests.cs | 222 +++++++++++++++++ .../Double/ReturnTypeTests.cs | 220 +++++++++++++++++ .../Single/ReturnTypeTests.cs | 220 +++++++++++++++++ src/UnitTests/UnitTests.csproj | 4 + 9 files changed, 915 insertions(+), 15 deletions(-) create mode 100644 src/UnitTests/LinearAlgebraTests/Complex/ReturnTypeTests.cs create mode 100644 src/UnitTests/LinearAlgebraTests/Complex32/ReturnTypeTests.cs create mode 100644 src/UnitTests/LinearAlgebraTests/Double/ReturnTypeTests.cs create mode 100644 src/UnitTests/LinearAlgebraTests/Single/ReturnTypeTests.cs diff --git a/src/Numerics/LinearAlgebra/Builder.cs b/src/Numerics/LinearAlgebra/Builder.cs index 615c6552..955ede5d 100644 --- a/src/Numerics/LinearAlgebra/Builder.cs +++ b/src/Numerics/LinearAlgebra/Builder.cs @@ -395,7 +395,7 @@ namespace MathNet.Numerics.LinearAlgebra { var storage = example.Storage; if (storage is DenseColumnMajorMatrixStorage) return Dense(rows, columns); - if (!fullyMutable && storage is DiagonalMatrixStorage) return Diagonal(rows, columns); + if (storage is DiagonalMatrixStorage) return fullyMutable ? Sparse(rows, columns) : Diagonal(rows, columns); if (storage is SparseCompressedRowMatrixStorage) return Sparse(rows, columns); return Dense(rows, columns); } @@ -424,7 +424,7 @@ namespace MathNet.Numerics.LinearAlgebra var storage1 = example.Storage; var storage2 = otherExample.Storage; if (storage1 is DenseColumnMajorMatrixStorage || storage2 is DenseColumnMajorMatrixStorage) return Dense(rows, columns); - if (!fullyMutable && storage1 is DiagonalMatrixStorage && storage2 is DiagonalMatrixStorage) return Diagonal(rows, columns); + if (storage1 is DiagonalMatrixStorage && storage2 is DiagonalMatrixStorage) return fullyMutable ? Sparse(rows, columns) : Diagonal(rows, columns); if (storage1 is SparseCompressedRowMatrixStorage || storage2 is SparseCompressedRowMatrixStorage) return Sparse(rows, columns); return Dense(rows, columns); } @@ -1331,6 +1331,14 @@ namespace MathNet.Numerics.LinearAlgebra return example.Storage.IsDense || otherExample.Storage.IsDense ? Dense(example.Count) : Sparse(example.Count); } + /// + /// Create a new vector with a type that can represent and is closest to both provided samples. + /// + public Vector SameAs(Matrix matrix, Vector vector, int length) + { + return matrix.Storage.IsDense || vector.Storage.IsDense ? Dense(length) : Sparse(length); + } + /// /// Create a new dense vector with values sampled from the provided random distribution. /// diff --git a/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs b/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs index 7d4f31a2..b6e3b44d 100644 --- a/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs +++ b/src/Numerics/LinearAlgebra/Matrix.Arithmetic.cs @@ -531,7 +531,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, rightSide, "rightSide"); } - var ret = Vector.Build.SameAs(this, RowCount); + var ret = Vector.Build.SameAs(this, rightSide, RowCount); DoMultiply(rightSide, ret); return ret; } @@ -580,7 +580,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, leftSide, "leftSide"); } - var ret = Vector.Build.SameAs(this, ColumnCount); + var ret = Vector.Build.SameAs(this, leftSide, ColumnCount); DoLeftMultiply(leftSide, ret); return ret; } @@ -727,7 +727,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, rightSide, "rightSide"); } - var result = Vector.Build.SameAs(this, ColumnCount); + var result = Vector.Build.SameAs(this, rightSide, ColumnCount); DoTransposeThisAndMultiply(rightSide, result); return result; } @@ -926,7 +926,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, other, "other"); } - var result = Build.SameAs(this); + var result = Build.SameAs(this, other); DoPointwiseMultiply(other, result); return result; } @@ -961,7 +961,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, divisor); } - var result = Build.SameAs(this); + var result = Build.SameAs(this, divisor); DoPointwiseDivide(divisor, result); return result; } @@ -996,7 +996,7 @@ namespace MathNet.Numerics.LinearAlgebra throw DimensionsDontMatch(this, divisor); } - var result = Build.SameAs(this); + var result = Build.SameAs(this, divisor); DoPointwiseModulus(divisor, result); return result; } @@ -1074,7 +1074,7 @@ namespace MathNet.Numerics.LinearAlgebra /// The kronecker product of the two matrices. public Matrix KroneckerProduct(Matrix other) { - var result = Build.SameAs(this, RowCount*other.RowCount, ColumnCount*other.ColumnCount); + var result = Build.SameAs(this, other, RowCount*other.RowCount, ColumnCount*other.ColumnCount); KroneckerProduct(other, result); return result; } diff --git a/src/Numerics/LinearAlgebra/Matrix.cs b/src/Numerics/LinearAlgebra/Matrix.cs index 543799bf..b349f593 100644 --- a/src/Numerics/LinearAlgebra/Matrix.cs +++ b/src/Numerics/LinearAlgebra/Matrix.cs @@ -1176,7 +1176,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentNullException("lower"); } - var result = Build.SameAs(this, lower, RowCount + lower.RowCount, ColumnCount + lower.ColumnCount); + var result = Build.SameAs(this, lower, RowCount + lower.RowCount, ColumnCount + lower.ColumnCount, RowCount != ColumnCount); Storage.CopySubMatrixToUnchecked(result.Storage, 0, 0, RowCount, 0, 0, ColumnCount); lower.Storage.CopySubMatrixToUnchecked(result.Storage, 0, RowCount, lower.RowCount, 0, ColumnCount, lower.ColumnCount); return result; diff --git a/src/Numerics/LinearAlgebra/Vector.Arithmetic.cs b/src/Numerics/LinearAlgebra/Vector.Arithmetic.cs index 53f6859a..5f3f5531 100644 --- a/src/Numerics/LinearAlgebra/Vector.Arithmetic.cs +++ b/src/Numerics/LinearAlgebra/Vector.Arithmetic.cs @@ -218,7 +218,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentException(Resources.ArgumentVectorsSameLength, "other"); } - var result = Build.SameAs(this); + var result = Build.SameAs(this, other); DoAdd(other, result); return result; } @@ -346,7 +346,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentException(Resources.ArgumentVectorsSameLength, "other"); } - var result = Build.SameAs(this); + var result = Build.SameAs(this, other); DoSubtract(other, result); return result; } @@ -606,7 +606,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentException(Resources.ArgumentVectorsSameLength, "other"); } - var result = Build.SameAs(this); + var result = Build.SameAs(this, other); DoPointwiseMultiply(other, result); return result; } @@ -646,7 +646,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentException(Resources.ArgumentVectorsSameLength, "divisor"); } - var result = Build.SameAs(this); + var result = Build.SameAs(this, divisor); DoPointwiseDivide(divisor, result); return result; } @@ -686,7 +686,7 @@ namespace MathNet.Numerics.LinearAlgebra throw new ArgumentException(Resources.ArgumentVectorsSameLength, "divisor"); } - var result = Build.SameAs(this); + var result = Build.SameAs(this, divisor); DoPointwiseModulus(divisor, result); return result; } diff --git a/src/UnitTests/LinearAlgebraTests/Complex/ReturnTypeTests.cs b/src/UnitTests/LinearAlgebraTests/Complex/ReturnTypeTests.cs new file mode 100644 index 00000000..17cf89f9 --- /dev/null +++ b/src/UnitTests/LinearAlgebraTests/Complex/ReturnTypeTests.cs @@ -0,0 +1,226 @@ +using MathNet.Numerics.LinearAlgebra; +using MathNet.Numerics.LinearAlgebra.Complex; +using NUnit.Framework; + +namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex +{ +#if NOSYSNUMERICS + using Complex = Numerics.Complex; +#else + using Complex = System.Numerics.Complex; +#endif + + [TestFixture] + public class ReturnTypeTests + { + readonly Vector _vectorDense = Vector.Build.Dense(3); + readonly Vector _vectorSparse = Vector.Build.Sparse(3); + readonly Matrix _matrixDense = Matrix.Build.Dense(3, 3); + readonly Matrix _matrixSparse = Matrix.Build.Sparse(3, 3); + readonly Matrix _matrixDiagonal = Matrix.Build.Diagonal(3, 3); + + [Test] + public void VerifyExamples() + { + Assert.That(_vectorDense, Is.TypeOf()); + Assert.That(_vectorSparse, Is.TypeOf()); + Assert.That(_matrixDense, Is.TypeOf()); + Assert.That(_matrixSparse, Is.TypeOf()); + Assert.That(_matrixDiagonal, Is.TypeOf()); + } + + [Test] + public void Negate() + { + Assert.That(_vectorDense.Negate(), Is.InstanceOf()); + Assert.That(_vectorSparse.Negate(), Is.InstanceOf()); + Assert.That(_matrixDense.Negate(), Is.InstanceOf()); + Assert.That(_matrixSparse.Negate(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Negate(), Is.InstanceOf()); + } + + [Test] + public void Conjugate() + { + Assert.That(_vectorDense.Conjugate(), Is.InstanceOf()); + Assert.That(_vectorSparse.Conjugate(), Is.InstanceOf()); + Assert.That(_matrixDense.Conjugate(), Is.InstanceOf()); + Assert.That(_matrixSparse.Conjugate(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Conjugate(), Is.InstanceOf()); + } + + [Test] + public void Transpose() + { + Assert.That(_matrixDense.Transpose(), Is.InstanceOf()); + Assert.That(_matrixSparse.Transpose(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Transpose(), Is.InstanceOf()); + } + + [Test] + public void ConjugateTranspose() + { + Assert.That(_matrixDense.ConjugateTranspose(), Is.InstanceOf()); + Assert.That(_matrixSparse.ConjugateTranspose(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.ConjugateTranspose(), Is.InstanceOf()); + } + + [Test] + public void Add() + { + Assert.That(_vectorDense + _vectorDense, Is.InstanceOf()); + Assert.That(_vectorDense + _vectorSparse, Is.InstanceOf()); + Assert.That(_vectorSparse + _vectorDense, Is.InstanceOf()); + Assert.That(_vectorSparse + _vectorSparse, Is.InstanceOf()); + Assert.That(_matrixDense + _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDense + _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDense + _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixSparse + _matrixDense, Is.InstanceOf()); + Assert.That(_matrixSparse + _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixSparse + _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixDiagonal + _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal + _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal + _matrixDiagonal, Is.InstanceOf()); + } + + [Test] + public void Subtract() + { + Assert.That(_vectorDense - _vectorDense, Is.InstanceOf()); + Assert.That(_vectorDense - _vectorSparse, Is.InstanceOf()); + Assert.That(_vectorSparse - _vectorDense, Is.InstanceOf()); + Assert.That(_vectorSparse - _vectorSparse, Is.InstanceOf()); + Assert.That(_matrixDense - _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDense - _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDense - _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixSparse - _matrixDense, Is.InstanceOf()); + Assert.That(_matrixSparse - _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixSparse - _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixDiagonal - _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal - _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal - _matrixDiagonal, Is.InstanceOf()); + } + + [Test] + public void PointwiseMultiply() + { + Assert.That(_vectorDense.PointwiseMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_vectorDense.PointwiseMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_vectorSparse.PointwiseMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_vectorSparse.PointwiseMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_matrixDense.PointwiseMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.PointwiseMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.PointwiseMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.PointwiseMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.PointwiseMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.PointwiseMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.PointwiseMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.PointwiseMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.PointwiseMultiply(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void MatrixMultiply() + { + Assert.That(_matrixDense*_matrixDense, Is.InstanceOf()); + Assert.That(_matrixDense*_matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDense*_matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixSparse*_matrixDense, Is.InstanceOf()); + Assert.That(_matrixSparse*_matrixSparse, Is.InstanceOf()); + Assert.That(_matrixSparse*_matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_matrixDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_matrixDiagonal, Is.InstanceOf()); + + Assert.That(_matrixDense.TransposeThisAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeThisAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeThisAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_matrixDiagonal), Is.InstanceOf()); + + Assert.That(_matrixDense.TransposeAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeAndMultiply(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void MatrixVectorMultiply() + { + Assert.That(_matrixDense*_vectorDense, Is.InstanceOf()); + Assert.That(_matrixDense*_vectorSparse, Is.InstanceOf()); + Assert.That(_matrixSparse*_vectorDense, Is.InstanceOf()); + Assert.That(_matrixSparse*_vectorSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_vectorDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_vectorSparse, Is.InstanceOf()); + + Assert.That(_vectorDense*_matrixDense, Is.InstanceOf()); + Assert.That(_vectorSparse*_matrixDense, Is.InstanceOf()); + Assert.That(_vectorDense*_matrixSparse, Is.InstanceOf()); + Assert.That(_vectorSparse*_matrixSparse, Is.InstanceOf()); + Assert.That(_vectorDense*_matrixDiagonal, Is.InstanceOf()); + Assert.That(_vectorSparse*_matrixDiagonal, Is.InstanceOf()); + + Assert.That(_matrixDense.TransposeThisAndMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeThisAndMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_vectorSparse), Is.InstanceOf()); + } + + [Test] + public void Append() + { + Assert.That(_matrixDense.Append(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.Append(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.Append(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.Append(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.Append(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.Append(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Append(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Append(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Append(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void Stack() + { + Assert.That(_matrixDense.Stack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.Stack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.Stack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.Stack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.Stack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.Stack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Stack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Stack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Stack(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void DiagonalStack() + { + Assert.That(_matrixDense.DiagonalStack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.DiagonalStack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.DiagonalStack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.DiagonalStack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.DiagonalStack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.DiagonalStack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + + // Special Case + Assert.That(Matrix.Build.DiagonalIdentity(2, 4).DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + } + } +} diff --git a/src/UnitTests/LinearAlgebraTests/Complex32/ReturnTypeTests.cs b/src/UnitTests/LinearAlgebraTests/Complex32/ReturnTypeTests.cs new file mode 100644 index 00000000..264c6ef7 --- /dev/null +++ b/src/UnitTests/LinearAlgebraTests/Complex32/ReturnTypeTests.cs @@ -0,0 +1,222 @@ +using MathNet.Numerics.LinearAlgebra; +using MathNet.Numerics.LinearAlgebra.Complex32; +using NUnit.Framework; + +namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32 +{ + using Numerics; + + [TestFixture] + public class ReturnTypeTests + { + readonly Vector _vectorDense = Vector.Build.Dense(3); + readonly Vector _vectorSparse = Vector.Build.Sparse(3); + readonly Matrix _matrixDense = Matrix.Build.Dense(3, 3); + readonly Matrix _matrixSparse = Matrix.Build.Sparse(3, 3); + readonly Matrix _matrixDiagonal = Matrix.Build.Diagonal(3, 3); + + [Test] + public void VerifyExamples() + { + Assert.That(_vectorDense, Is.TypeOf()); + Assert.That(_vectorSparse, Is.TypeOf()); + Assert.That(_matrixDense, Is.TypeOf()); + Assert.That(_matrixSparse, Is.TypeOf()); + Assert.That(_matrixDiagonal, Is.TypeOf()); + } + + [Test] + public void Negate() + { + Assert.That(_vectorDense.Negate(), Is.InstanceOf()); + Assert.That(_vectorSparse.Negate(), Is.InstanceOf()); + Assert.That(_matrixDense.Negate(), Is.InstanceOf()); + Assert.That(_matrixSparse.Negate(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Negate(), Is.InstanceOf()); + } + + [Test] + public void Conjugate() + { + Assert.That(_vectorDense.Conjugate(), Is.InstanceOf()); + Assert.That(_vectorSparse.Conjugate(), Is.InstanceOf()); + Assert.That(_matrixDense.Conjugate(), Is.InstanceOf()); + Assert.That(_matrixSparse.Conjugate(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Conjugate(), Is.InstanceOf()); + } + + [Test] + public void Transpose() + { + Assert.That(_matrixDense.Transpose(), Is.InstanceOf()); + Assert.That(_matrixSparse.Transpose(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Transpose(), Is.InstanceOf()); + } + + [Test] + public void ConjugateTranspose() + { + Assert.That(_matrixDense.ConjugateTranspose(), Is.InstanceOf()); + Assert.That(_matrixSparse.ConjugateTranspose(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.ConjugateTranspose(), Is.InstanceOf()); + } + + [Test] + public void Add() + { + Assert.That(_vectorDense + _vectorDense, Is.InstanceOf()); + Assert.That(_vectorDense + _vectorSparse, Is.InstanceOf()); + Assert.That(_vectorSparse + _vectorDense, Is.InstanceOf()); + Assert.That(_vectorSparse + _vectorSparse, Is.InstanceOf()); + Assert.That(_matrixDense + _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDense + _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDense + _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixSparse + _matrixDense, Is.InstanceOf()); + Assert.That(_matrixSparse + _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixSparse + _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixDiagonal + _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal + _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal + _matrixDiagonal, Is.InstanceOf()); + } + + [Test] + public void Subtract() + { + Assert.That(_vectorDense - _vectorDense, Is.InstanceOf()); + Assert.That(_vectorDense - _vectorSparse, Is.InstanceOf()); + Assert.That(_vectorSparse - _vectorDense, Is.InstanceOf()); + Assert.That(_vectorSparse - _vectorSparse, Is.InstanceOf()); + Assert.That(_matrixDense - _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDense - _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDense - _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixSparse - _matrixDense, Is.InstanceOf()); + Assert.That(_matrixSparse - _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixSparse - _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixDiagonal - _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal - _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal - _matrixDiagonal, Is.InstanceOf()); + } + + [Test] + public void PointwiseMultiply() + { + Assert.That(_vectorDense.PointwiseMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_vectorDense.PointwiseMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_vectorSparse.PointwiseMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_vectorSparse.PointwiseMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_matrixDense.PointwiseMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.PointwiseMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.PointwiseMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.PointwiseMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.PointwiseMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.PointwiseMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.PointwiseMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.PointwiseMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.PointwiseMultiply(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void MatrixMultiply() + { + Assert.That(_matrixDense*_matrixDense, Is.InstanceOf()); + Assert.That(_matrixDense*_matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDense*_matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixSparse*_matrixDense, Is.InstanceOf()); + Assert.That(_matrixSparse*_matrixSparse, Is.InstanceOf()); + Assert.That(_matrixSparse*_matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_matrixDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_matrixDiagonal, Is.InstanceOf()); + + Assert.That(_matrixDense.TransposeThisAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeThisAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeThisAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_matrixDiagonal), Is.InstanceOf()); + + Assert.That(_matrixDense.TransposeAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeAndMultiply(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void MatrixVectorMultiply() + { + Assert.That(_matrixDense*_vectorDense, Is.InstanceOf()); + Assert.That(_matrixDense*_vectorSparse, Is.InstanceOf()); + Assert.That(_matrixSparse*_vectorDense, Is.InstanceOf()); + Assert.That(_matrixSparse*_vectorSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_vectorDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_vectorSparse, Is.InstanceOf()); + + Assert.That(_vectorDense*_matrixDense, Is.InstanceOf()); + Assert.That(_vectorSparse*_matrixDense, Is.InstanceOf()); + Assert.That(_vectorDense*_matrixSparse, Is.InstanceOf()); + Assert.That(_vectorSparse*_matrixSparse, Is.InstanceOf()); + Assert.That(_vectorDense*_matrixDiagonal, Is.InstanceOf()); + Assert.That(_vectorSparse*_matrixDiagonal, Is.InstanceOf()); + + Assert.That(_matrixDense.TransposeThisAndMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeThisAndMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_vectorSparse), Is.InstanceOf()); + } + + [Test] + public void Append() + { + Assert.That(_matrixDense.Append(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.Append(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.Append(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.Append(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.Append(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.Append(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Append(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Append(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Append(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void Stack() + { + Assert.That(_matrixDense.Stack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.Stack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.Stack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.Stack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.Stack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.Stack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Stack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Stack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Stack(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void DiagonalStack() + { + Assert.That(_matrixDense.DiagonalStack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.DiagonalStack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.DiagonalStack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.DiagonalStack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.DiagonalStack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.DiagonalStack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + + // Special Case + Assert.That(Matrix.Build.DiagonalIdentity(2, 4).DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + } + } +} diff --git a/src/UnitTests/LinearAlgebraTests/Double/ReturnTypeTests.cs b/src/UnitTests/LinearAlgebraTests/Double/ReturnTypeTests.cs new file mode 100644 index 00000000..482c4ce4 --- /dev/null +++ b/src/UnitTests/LinearAlgebraTests/Double/ReturnTypeTests.cs @@ -0,0 +1,220 @@ +using MathNet.Numerics.LinearAlgebra; +using MathNet.Numerics.LinearAlgebra.Double; +using NUnit.Framework; + +namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double +{ + [TestFixture] + public class ReturnTypeTests + { + readonly Vector _vectorDense = Vector.Build.Dense(3); + readonly Vector _vectorSparse = Vector.Build.Sparse(3); + readonly Matrix _matrixDense = Matrix.Build.Dense(3, 3); + readonly Matrix _matrixSparse = Matrix.Build.Sparse(3, 3); + readonly Matrix _matrixDiagonal = Matrix.Build.Diagonal(3, 3); + + [Test] + public void VerifyExamples() + { + Assert.That(_vectorDense, Is.TypeOf()); + Assert.That(_vectorSparse, Is.TypeOf()); + Assert.That(_matrixDense, Is.TypeOf()); + Assert.That(_matrixSparse, Is.TypeOf()); + Assert.That(_matrixDiagonal, Is.TypeOf()); + } + + [Test] + public void Negate() + { + Assert.That(_vectorDense.Negate(), Is.InstanceOf()); + Assert.That(_vectorSparse.Negate(), Is.InstanceOf()); + Assert.That(_matrixDense.Negate(), Is.InstanceOf()); + Assert.That(_matrixSparse.Negate(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Negate(), Is.InstanceOf()); + } + + [Test] + public void Conjugate() + { + Assert.That(_vectorDense.Conjugate(), Is.InstanceOf()); + Assert.That(_vectorSparse.Conjugate(), Is.InstanceOf()); + Assert.That(_matrixDense.Conjugate(), Is.InstanceOf()); + Assert.That(_matrixSparse.Conjugate(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Conjugate(), Is.InstanceOf()); + } + + [Test] + public void Transpose() + { + Assert.That(_matrixDense.Transpose(), Is.InstanceOf()); + Assert.That(_matrixSparse.Transpose(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Transpose(), Is.InstanceOf()); + } + + [Test] + public void ConjugateTranspose() + { + Assert.That(_matrixDense.ConjugateTranspose(), Is.InstanceOf()); + Assert.That(_matrixSparse.ConjugateTranspose(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.ConjugateTranspose(), Is.InstanceOf()); + } + + [Test] + public void Add() + { + Assert.That(_vectorDense + _vectorDense, Is.InstanceOf()); + Assert.That(_vectorDense + _vectorSparse, Is.InstanceOf()); + Assert.That(_vectorSparse + _vectorDense, Is.InstanceOf()); + Assert.That(_vectorSparse + _vectorSparse, Is.InstanceOf()); + Assert.That(_matrixDense + _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDense + _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDense + _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixSparse + _matrixDense, Is.InstanceOf()); + Assert.That(_matrixSparse + _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixSparse + _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixDiagonal + _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal + _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal + _matrixDiagonal, Is.InstanceOf()); + } + + [Test] + public void Subtract() + { + Assert.That(_vectorDense - _vectorDense, Is.InstanceOf()); + Assert.That(_vectorDense - _vectorSparse, Is.InstanceOf()); + Assert.That(_vectorSparse - _vectorDense, Is.InstanceOf()); + Assert.That(_vectorSparse - _vectorSparse, Is.InstanceOf()); + Assert.That(_matrixDense - _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDense - _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDense - _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixSparse - _matrixDense, Is.InstanceOf()); + Assert.That(_matrixSparse - _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixSparse - _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixDiagonal - _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal - _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal - _matrixDiagonal, Is.InstanceOf()); + } + + [Test] + public void PointwiseMultiply() + { + Assert.That(_vectorDense.PointwiseMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_vectorDense.PointwiseMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_vectorSparse.PointwiseMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_vectorSparse.PointwiseMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_matrixDense.PointwiseMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.PointwiseMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.PointwiseMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.PointwiseMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.PointwiseMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.PointwiseMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.PointwiseMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.PointwiseMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.PointwiseMultiply(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void MatrixMultiply() + { + Assert.That(_matrixDense*_matrixDense, Is.InstanceOf()); + Assert.That(_matrixDense*_matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDense*_matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixSparse*_matrixDense, Is.InstanceOf()); + Assert.That(_matrixSparse*_matrixSparse, Is.InstanceOf()); + Assert.That(_matrixSparse*_matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_matrixDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_matrixDiagonal, Is.InstanceOf()); + + Assert.That(_matrixDense.TransposeThisAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeThisAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeThisAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_matrixDiagonal), Is.InstanceOf()); + + Assert.That(_matrixDense.TransposeAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeAndMultiply(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void MatrixVectorMultiply() + { + Assert.That(_matrixDense*_vectorDense, Is.InstanceOf()); + Assert.That(_matrixDense*_vectorSparse, Is.InstanceOf()); + Assert.That(_matrixSparse*_vectorDense, Is.InstanceOf()); + Assert.That(_matrixSparse*_vectorSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_vectorDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_vectorSparse, Is.InstanceOf()); + + Assert.That(_vectorDense*_matrixDense, Is.InstanceOf()); + Assert.That(_vectorSparse*_matrixDense, Is.InstanceOf()); + Assert.That(_vectorDense*_matrixSparse, Is.InstanceOf()); + Assert.That(_vectorSparse*_matrixSparse, Is.InstanceOf()); + Assert.That(_vectorDense*_matrixDiagonal, Is.InstanceOf()); + Assert.That(_vectorSparse*_matrixDiagonal, Is.InstanceOf()); + + Assert.That(_matrixDense.TransposeThisAndMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeThisAndMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_vectorSparse), Is.InstanceOf()); + } + + [Test] + public void Append() + { + Assert.That(_matrixDense.Append(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.Append(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.Append(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.Append(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.Append(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.Append(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Append(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Append(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Append(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void Stack() + { + Assert.That(_matrixDense.Stack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.Stack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.Stack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.Stack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.Stack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.Stack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Stack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Stack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Stack(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void DiagonalStack() + { + Assert.That(_matrixDense.DiagonalStack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.DiagonalStack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.DiagonalStack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.DiagonalStack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.DiagonalStack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.DiagonalStack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + + // Special Case + Assert.That(Matrix.Build.DiagonalIdentity(2, 4).DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + } + } +} diff --git a/src/UnitTests/LinearAlgebraTests/Single/ReturnTypeTests.cs b/src/UnitTests/LinearAlgebraTests/Single/ReturnTypeTests.cs new file mode 100644 index 00000000..e43c668a --- /dev/null +++ b/src/UnitTests/LinearAlgebraTests/Single/ReturnTypeTests.cs @@ -0,0 +1,220 @@ +using MathNet.Numerics.LinearAlgebra; +using MathNet.Numerics.LinearAlgebra.Single; +using NUnit.Framework; + +namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single +{ + [TestFixture] + public class ReturnTypeTests + { + readonly Vector _vectorDense = Vector.Build.Dense(3); + readonly Vector _vectorSparse = Vector.Build.Sparse(3); + readonly Matrix _matrixDense = Matrix.Build.Dense(3, 3); + readonly Matrix _matrixSparse = Matrix.Build.Sparse(3, 3); + readonly Matrix _matrixDiagonal = Matrix.Build.Diagonal(3, 3); + + [Test] + public void VerifyExamples() + { + Assert.That(_vectorDense, Is.TypeOf()); + Assert.That(_vectorSparse, Is.TypeOf()); + Assert.That(_matrixDense, Is.TypeOf()); + Assert.That(_matrixSparse, Is.TypeOf()); + Assert.That(_matrixDiagonal, Is.TypeOf()); + } + + [Test] + public void Negate() + { + Assert.That(_vectorDense.Negate(), Is.InstanceOf()); + Assert.That(_vectorSparse.Negate(), Is.InstanceOf()); + Assert.That(_matrixDense.Negate(), Is.InstanceOf()); + Assert.That(_matrixSparse.Negate(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Negate(), Is.InstanceOf()); + } + + [Test] + public void Conjugate() + { + Assert.That(_vectorDense.Conjugate(), Is.InstanceOf()); + Assert.That(_vectorSparse.Conjugate(), Is.InstanceOf()); + Assert.That(_matrixDense.Conjugate(), Is.InstanceOf()); + Assert.That(_matrixSparse.Conjugate(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Conjugate(), Is.InstanceOf()); + } + + [Test] + public void Transpose() + { + Assert.That(_matrixDense.Transpose(), Is.InstanceOf()); + Assert.That(_matrixSparse.Transpose(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Transpose(), Is.InstanceOf()); + } + + [Test] + public void ConjugateTranspose() + { + Assert.That(_matrixDense.ConjugateTranspose(), Is.InstanceOf()); + Assert.That(_matrixSparse.ConjugateTranspose(), Is.InstanceOf()); + Assert.That(_matrixDiagonal.ConjugateTranspose(), Is.InstanceOf()); + } + + [Test] + public void Add() + { + Assert.That(_vectorDense + _vectorDense, Is.InstanceOf()); + Assert.That(_vectorDense + _vectorSparse, Is.InstanceOf()); + Assert.That(_vectorSparse + _vectorDense, Is.InstanceOf()); + Assert.That(_vectorSparse + _vectorSparse, Is.InstanceOf()); + Assert.That(_matrixDense + _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDense + _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDense + _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixSparse + _matrixDense, Is.InstanceOf()); + Assert.That(_matrixSparse + _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixSparse + _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixDiagonal + _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal + _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal + _matrixDiagonal, Is.InstanceOf()); + } + + [Test] + public void Subtract() + { + Assert.That(_vectorDense - _vectorDense, Is.InstanceOf()); + Assert.That(_vectorDense - _vectorSparse, Is.InstanceOf()); + Assert.That(_vectorSparse - _vectorDense, Is.InstanceOf()); + Assert.That(_vectorSparse - _vectorSparse, Is.InstanceOf()); + Assert.That(_matrixDense - _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDense - _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDense - _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixSparse - _matrixDense, Is.InstanceOf()); + Assert.That(_matrixSparse - _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixSparse - _matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixDiagonal - _matrixDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal - _matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal - _matrixDiagonal, Is.InstanceOf()); + } + + [Test] + public void PointwiseMultiply() + { + Assert.That(_vectorDense.PointwiseMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_vectorDense.PointwiseMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_vectorSparse.PointwiseMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_vectorSparse.PointwiseMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_matrixDense.PointwiseMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.PointwiseMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.PointwiseMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.PointwiseMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.PointwiseMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.PointwiseMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.PointwiseMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.PointwiseMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.PointwiseMultiply(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void MatrixMultiply() + { + Assert.That(_matrixDense*_matrixDense, Is.InstanceOf()); + Assert.That(_matrixDense*_matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDense*_matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixSparse*_matrixDense, Is.InstanceOf()); + Assert.That(_matrixSparse*_matrixSparse, Is.InstanceOf()); + Assert.That(_matrixSparse*_matrixDiagonal, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_matrixDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_matrixSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_matrixDiagonal, Is.InstanceOf()); + + Assert.That(_matrixDense.TransposeThisAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeThisAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeThisAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_matrixDiagonal), Is.InstanceOf()); + + Assert.That(_matrixDense.TransposeAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeAndMultiply(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeAndMultiply(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeAndMultiply(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeAndMultiply(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void MatrixVectorMultiply() + { + Assert.That(_matrixDense*_vectorDense, Is.InstanceOf()); + Assert.That(_matrixDense*_vectorSparse, Is.InstanceOf()); + Assert.That(_matrixSparse*_vectorDense, Is.InstanceOf()); + Assert.That(_matrixSparse*_vectorSparse, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_vectorDense, Is.InstanceOf()); + Assert.That(_matrixDiagonal*_vectorSparse, Is.InstanceOf()); + + Assert.That(_vectorDense*_matrixDense, Is.InstanceOf()); + Assert.That(_vectorSparse*_matrixDense, Is.InstanceOf()); + Assert.That(_vectorDense*_matrixSparse, Is.InstanceOf()); + Assert.That(_vectorSparse*_matrixSparse, Is.InstanceOf()); + Assert.That(_vectorDense*_matrixDiagonal, Is.InstanceOf()); + Assert.That(_vectorSparse*_matrixDiagonal, Is.InstanceOf()); + + Assert.That(_matrixDense.TransposeThisAndMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_matrixDense.TransposeThisAndMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_matrixSparse.TransposeThisAndMultiply(_vectorSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_vectorDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.TransposeThisAndMultiply(_vectorSparse), Is.InstanceOf()); + } + + [Test] + public void Append() + { + Assert.That(_matrixDense.Append(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.Append(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.Append(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.Append(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.Append(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.Append(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Append(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Append(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Append(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void Stack() + { + Assert.That(_matrixDense.Stack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.Stack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.Stack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.Stack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.Stack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.Stack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Stack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Stack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.Stack(_matrixDiagonal), Is.InstanceOf()); + } + + [Test] + public void DiagonalStack() + { + Assert.That(_matrixDense.DiagonalStack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDense.DiagonalStack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDense.DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixSparse.DiagonalStack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixSparse.DiagonalStack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixSparse.DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + Assert.That(_matrixDiagonal.DiagonalStack(_matrixDense), Is.InstanceOf()); + Assert.That(_matrixDiagonal.DiagonalStack(_matrixSparse), Is.InstanceOf()); + Assert.That(_matrixDiagonal.DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + + // Special Case + Assert.That(Matrix.Build.DiagonalIdentity(2, 4).DiagonalStack(_matrixDiagonal), Is.InstanceOf()); + } + } +} diff --git a/src/UnitTests/UnitTests.csproj b/src/UnitTests/UnitTests.csproj index e0868287..fd6ba3bd 100644 --- a/src/UnitTests/UnitTests.csproj +++ b/src/UnitTests/UnitTests.csproj @@ -174,6 +174,7 @@ + @@ -222,6 +223,7 @@ + @@ -250,6 +252,7 @@ + @@ -320,6 +323,7 @@ + From 26b30e590af13ffbaceea03ed33867f4483782a0 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Thu, 5 Dec 2013 00:00:26 +0100 Subject: [PATCH 030/109] Inline docs --- .../Complex/Solvers/MILU0Preconditioner.cs | 1 + .../Complex32/Solvers/MILU0Preconditioner.cs | 1 + .../Double/Solvers/MILU0Preconditioner.cs | 1 + .../Single/Solvers/MILU0Preconditioner.cs | 1 + .../LinearRegression/MultipleRegression.cs | 6 +++--- .../LinearRegression/WeightedRegression.cs | 19 ++++++++++++++++--- src/Numerics/Precision.Equality.cs | 1 + 7 files changed, 24 insertions(+), 6 deletions(-) diff --git a/src/Numerics/LinearAlgebra/Complex/Solvers/MILU0Preconditioner.cs b/src/Numerics/LinearAlgebra/Complex/Solvers/MILU0Preconditioner.cs index bc6970f9..bdfef1c7 100644 --- a/src/Numerics/LinearAlgebra/Complex/Solvers/MILU0Preconditioner.cs +++ b/src/Numerics/LinearAlgebra/Complex/Solvers/MILU0Preconditioner.cs @@ -170,6 +170,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers /// Matrix values in MSR format (output). /// Row pointers and column indices (output). /// Pointer to diagonal elements (output). + /// True if the modified/MILU algorithm should be used (recommended) /// Returns 0 on success or k > 0 if a zero pivot was encountered at step k. private int Compute(int n, Complex[] a, int[] ja, int[] ia, Complex[] alu, int[] jlu, int[] ju, bool modified) { diff --git a/src/Numerics/LinearAlgebra/Complex32/Solvers/MILU0Preconditioner.cs b/src/Numerics/LinearAlgebra/Complex32/Solvers/MILU0Preconditioner.cs index bfba1c97..bfabc36d 100644 --- a/src/Numerics/LinearAlgebra/Complex32/Solvers/MILU0Preconditioner.cs +++ b/src/Numerics/LinearAlgebra/Complex32/Solvers/MILU0Preconditioner.cs @@ -165,6 +165,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers /// Matrix values in MSR format (output). /// Row pointers and column indices (output). /// Pointer to diagonal elements (output). + /// True if the modified/MILU algorithm should be used (recommended) /// Returns 0 on success or k > 0 if a zero pivot was encountered at step k. private int Compute(int n, Complex32[] a, int[] ja, int[] ia, Complex32[] alu, int[] jlu, int[] ju, bool modified) { diff --git a/src/Numerics/LinearAlgebra/Double/Solvers/MILU0Preconditioner.cs b/src/Numerics/LinearAlgebra/Double/Solvers/MILU0Preconditioner.cs index a127d284..5f9683af 100644 --- a/src/Numerics/LinearAlgebra/Double/Solvers/MILU0Preconditioner.cs +++ b/src/Numerics/LinearAlgebra/Double/Solvers/MILU0Preconditioner.cs @@ -163,6 +163,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers /// Matrix values in MSR format (output). /// Row pointers and column indices (output). /// Pointer to diagonal elements (output). + /// True if the modified/MILU algorithm should be used (recommended) /// Returns 0 on success or k > 0 if a zero pivot was encountered at step k. private int Compute(int n, double[] a, int[] ja, int[] ia, double[] alu, int[] jlu, int[] ju, bool modified) { diff --git a/src/Numerics/LinearAlgebra/Single/Solvers/MILU0Preconditioner.cs b/src/Numerics/LinearAlgebra/Single/Solvers/MILU0Preconditioner.cs index c81d1bfd..2e26e4dd 100644 --- a/src/Numerics/LinearAlgebra/Single/Solvers/MILU0Preconditioner.cs +++ b/src/Numerics/LinearAlgebra/Single/Solvers/MILU0Preconditioner.cs @@ -163,6 +163,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers /// Matrix values in MSR format (output). /// Row pointers and column indices (output). /// Pointer to diagonal elements (output). + /// True if the modified/MILU algorithm should be used (recommended) /// Returns 0 on success or k > 0 if a zero pivot was encountered at step k. private int Compute(int n, float[] a, int[] ja, int[] ia, float[] alu, int[] jlu, int[] ju, bool modified) { diff --git a/src/Numerics/LinearRegression/MultipleRegression.cs b/src/Numerics/LinearRegression/MultipleRegression.cs index f33419d3..819ce7a9 100644 --- a/src/Numerics/LinearRegression/MultipleRegression.cs +++ b/src/Numerics/LinearRegression/MultipleRegression.cs @@ -53,7 +53,7 @@ namespace MathNet.Numerics.LinearRegression /// Uses the cholesky decomposition of the normal equations. /// /// Predictor matrix X - /// Response vector Y + /// Response matrix Y /// Best fitting vector for model parameters β public static Matrix NormalEquations(Matrix x, Matrix y) where T : struct, IEquatable, IFormattable { @@ -109,7 +109,7 @@ namespace MathNet.Numerics.LinearRegression /// Uses an orthogonal decomposition and is therefore more numerically stable than the normal equations but also slower. /// /// Predictor matrix X - /// Response vector Y + /// Response matrix Y /// Best fitting vector for model parameters β public static Matrix QR(Matrix x, Matrix y) where T : struct, IEquatable, IFormattable { @@ -164,7 +164,7 @@ namespace MathNet.Numerics.LinearRegression /// Uses a singular value decomposition and is therefore more numerically stable (especially if ill-conditioned) than the normal equations or QR but also slower. /// /// Predictor matrix X - /// Response vector Y + /// Response matrix Y /// Best fitting vector for model parameters β public static Matrix Svd(Matrix x, Matrix y) where T : struct, IEquatable, IFormattable { diff --git a/src/Numerics/LinearRegression/WeightedRegression.cs b/src/Numerics/LinearRegression/WeightedRegression.cs index 9d7ec732..0271e874 100644 --- a/src/Numerics/LinearRegression/WeightedRegression.cs +++ b/src/Numerics/LinearRegression/WeightedRegression.cs @@ -31,7 +31,6 @@ using System; using System.Collections.Generic; using MathNet.Numerics.LinearAlgebra; -using MathNet.Numerics.LinearAlgebra.Storage; namespace MathNet.Numerics.LinearRegression { @@ -40,6 +39,9 @@ namespace MathNet.Numerics.LinearRegression /// /// Weighted Linear Regression using normal equations. /// + /// Predictor matrix X + /// Response vector Y + /// Weight matrix W, usually diagonal with an entry for each predictor (row). public static Vector Weighted(Matrix x, Vector y, Matrix w) where T : struct, IEquatable, IFormattable { return x.TransposeThisAndMultiply(w*x).Cholesky().Solve(x.TransposeThisAndMultiply(w*y)); @@ -48,6 +50,9 @@ namespace MathNet.Numerics.LinearRegression /// /// Weighted Linear Regression using normal equations. /// + /// Predictor matrix X + /// Response matrix Y + /// Weight matrix W, usually diagonal with an entry for each predictor (row). public static Matrix Weighted(Matrix x, Matrix y, Matrix w) where T : struct, IEquatable, IFormattable { return x.TransposeThisAndMultiply(w*x).Cholesky().Solve(x.TransposeThisAndMultiply(w*y)); @@ -56,6 +61,9 @@ namespace MathNet.Numerics.LinearRegression /// /// Weighted Linear Regression using normal equations. /// + /// Predictor matrix X + /// Response vector Y + /// Weight matrix W, usually diagonal with an entry for each predictor (row). /// True if an intercept should be added as first artificial perdictor value. Default = false. public static T[] Weighted(T[][] x, T[] y, T[] w, bool intercept = false) where T : struct, IEquatable, IFormattable { @@ -72,16 +80,19 @@ namespace MathNet.Numerics.LinearRegression /// /// Weighted Linear Regression using normal equations. /// + /// List of sample vectors (predictor) together with their response. + /// List of weights, one for each sample. /// True if an intercept should be added as first artificial perdictor value. Default = false. - public static T[] Weighted(IEnumerable> samples, T[] w, bool intercept = false) where T : struct, IEquatable, IFormattable + public static T[] Weighted(IEnumerable> samples, T[] weights, bool intercept = false) where T : struct, IEquatable, IFormattable { var xy = samples.UnpackSinglePass(); - return Weighted(xy.Item1, xy.Item2, w, intercept); + return Weighted(xy.Item1, xy.Item2, weights, intercept); } /// /// Locally-Weighted Linear Regression using normal equations. /// + [Obsolete("Warning: This function is here to stay but its signature will likely change.")] public static Vector Local(Matrix x, Vector y, Vector t, double radius, Func kernel) where T : struct, IEquatable, IFormattable { // TODO: Weird kernel definition @@ -96,6 +107,7 @@ namespace MathNet.Numerics.LinearRegression /// /// Locally-Weighted Linear Regression using normal equations. /// + [Obsolete("Warning: This function is here to stay but its signature will likely change.")] public static Matrix Local(Matrix x, Matrix y, Vector t, double radius, Func kernel) where T : struct, IEquatable, IFormattable { // TODO: Weird kernel definition @@ -107,6 +119,7 @@ namespace MathNet.Numerics.LinearRegression return Weighted(x, y, w); } + [Obsolete("Warning: This function is here to stay but will likely be refactored and/or moved to another place.")] public static double GaussianKernel(double normalizedDistance) { return Math.Exp(-0.5*normalizedDistance*normalizedDistance); diff --git a/src/Numerics/Precision.Equality.cs b/src/Numerics/Precision.Equality.cs index e36945bf..870ac5cc 100644 --- a/src/Numerics/Precision.Equality.cs +++ b/src/Numerics/Precision.Equality.cs @@ -397,6 +397,7 @@ namespace MathNet.Numerics /// The norm of the first value (can be negative). /// The norm of the second value (can be negative). /// The norm of the difference of the two values (can be negative). + /// The number of decimal places. /// Thrown if is smaller than zero. public static bool AlmostEqualNormRelative(this double a, double b, double diff, int decimalPlaces) { From 7c6d83464f509b12150d06df2ff943a9ef17dd19 Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Thu, 5 Dec 2013 01:38:40 +0100 Subject: [PATCH 031/109] Build: .Net 3.5 variant of Numerics project in portable solution --- MathNet.Numerics.Portable.sln | 8 ++ packages/.gitattributes | 1 - .../TaskParallelLibrary.1.0.2856.0.nupkg | Bin 0 -> 1736532 bytes .../TaskParallelLibrary.1.0.2856.0.nuspec | 24 ++++ .../lib/Net35/System.Threading.chm | Bin 0 -> 1542346 bytes .../lib/Net35/System.Threading.dll | Bin 0 -> 387408 bytes .../lib/Net35/redist.txt | 11 ++ packages/repositories.config | 11 +- src/Numerics/Compatibility.cs | 91 ++++++++++++++ src/Numerics/Complex64.cs | 6 +- src/Numerics/Numerics-Net35.csproj | 111 ++++++++++++++++++ src/Numerics/Numerics.csproj | 2 +- src/Numerics/PortableAttributes.cs | 28 ----- src/Numerics/Properties/Resources.Designer.cs | 2 +- src/Numerics/Random/SystemCrypto.cs | 2 + src/Numerics/Threading/CommonParallel.cs | 16 +-- src/Numerics/packages.config | 4 + 17 files changed, 272 insertions(+), 45 deletions(-) create mode 100644 packages/TaskParallelLibrary.1.0.2856.0/TaskParallelLibrary.1.0.2856.0.nupkg create mode 100644 packages/TaskParallelLibrary.1.0.2856.0/TaskParallelLibrary.1.0.2856.0.nuspec create mode 100644 packages/TaskParallelLibrary.1.0.2856.0/lib/Net35/System.Threading.chm create mode 100644 packages/TaskParallelLibrary.1.0.2856.0/lib/Net35/System.Threading.dll create mode 100644 packages/TaskParallelLibrary.1.0.2856.0/lib/Net35/redist.txt create mode 100644 src/Numerics/Compatibility.cs create mode 100644 src/Numerics/Numerics-Net35.csproj delete mode 100644 src/Numerics/PortableAttributes.cs create mode 100644 src/Numerics/packages.config diff --git a/MathNet.Numerics.Portable.sln b/MathNet.Numerics.Portable.sln index 7a4ad61d..258bde7a 100644 --- a/MathNet.Numerics.Portable.sln +++ b/MathNet.Numerics.Portable.sln @@ -48,6 +48,8 @@ Project("{F2A71F9B-5D33-465A-A702-920D77279786}") = "FSharpUnitTests-Portable47" EndProject Project("{F2A71F9B-5D33-465A-A702-920D77279786}") = "FSharpUnitTests-Portable136", "src\FSharpUnitTests\FSharpUnitTests-Portable136.fsproj", "{1A8315AC-BCDA-4294-B994-FDC4FED45BEE}" EndProject +Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Numerics-Net35", "src\Numerics\Numerics-Net35.csproj", "{E54E712D-EB6B-4FBF-B29A-6BB95E719BAC}" +EndProject Global GlobalSection(SolutionConfigurationPlatforms) = preSolution Debug|Any CPU = Debug|Any CPU @@ -129,6 +131,12 @@ Global {1A8315AC-BCDA-4294-B994-FDC4FED45BEE}.Release|Any CPU.ActiveCfg = Release|Any CPU {1A8315AC-BCDA-4294-B994-FDC4FED45BEE}.Release|Any CPU.Build.0 = Release|Any CPU {1A8315AC-BCDA-4294-B994-FDC4FED45BEE}.Release-Signed|Any CPU.ActiveCfg = Release|Any CPU + {E54E712D-EB6B-4FBF-B29A-6BB95E719BAC}.Debug|Any CPU.ActiveCfg = Debug|Any CPU + {E54E712D-EB6B-4FBF-B29A-6BB95E719BAC}.Debug|Any CPU.Build.0 = Debug|Any CPU + {E54E712D-EB6B-4FBF-B29A-6BB95E719BAC}.Release|Any CPU.ActiveCfg = Release|Any CPU + {E54E712D-EB6B-4FBF-B29A-6BB95E719BAC}.Release|Any CPU.Build.0 = Release|Any CPU + {E54E712D-EB6B-4FBF-B29A-6BB95E719BAC}.Release-Signed|Any CPU.ActiveCfg = Release-Signed|Any CPU + {E54E712D-EB6B-4FBF-B29A-6BB95E719BAC}.Release-Signed|Any CPU.Build.0 = Release-Signed|Any CPU EndGlobalSection GlobalSection(SolutionProperties) = preSolution HideSolutionNode = FALSE diff --git a/packages/.gitattributes b/packages/.gitattributes index 374c9471..06a58639 100644 --- a/packages/.gitattributes +++ b/packages/.gitattributes @@ -1,3 +1,2 @@ repositories.config text * -text - diff --git a/packages/TaskParallelLibrary.1.0.2856.0/TaskParallelLibrary.1.0.2856.0.nupkg b/packages/TaskParallelLibrary.1.0.2856.0/TaskParallelLibrary.1.0.2856.0.nupkg new file mode 100644 index 0000000000000000000000000000000000000000..bacb7313cec78d5a614b6ed3651fe930bc1b6353 GIT binary patch literal 1736532 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