matrix: finished added native multiplication and some other minor fixes

build/build.proj

@@ -50,11 +50,10 @@
   </Target>
   
   <Target Name="CSharpCompile">
-    <MSBuild Projects="../src/Numerics/Numerics.csproj" Properties="Configuration=$(Config);Optimize=$(Optimize)" />
     <MSBuild Projects="../src/UnitTests/UnitTests.csproj" Properties="Configuration=$(Config);Optimize=$(Optimize)" />
   </Target>
   
-  <Target Name="CSharpTest" >
+  <Target Name="CSharpTest" DependsOnTargets="CSharpCompile">
  		<Gallio.MSBuildTasks.Gallio ContinueOnError="False" IgnoreFailures="False" Files="../src/UnitTests/bin/Debug/MathNet.Numerics.UnitTests.dll"/>
   </Target>
   

src/NativeWrappers/ATLAS/ATLASWrapper.vcproj

@@ -115,7 +115,7 @@
 				Name="VCCLCompilerTool"
 				Optimization="2"
 				EnableIntrinsicFunctions="true"
-				AdditionalIncludeDirectories=""C:\source\mathnet-marcus\src\NativeWrappers\Common";"C:\source\mathnet-marcus\src\NativeWrappers\ATLAS";C:\cygwin\tmp\ATLAS\include"
+				AdditionalIncludeDirectories=""C:\source\mathnet-marcus\src\NativeWrappers\Common";"C:\source\mathnet-marcus\src\NativeWrappers\ATLAS";"C:\source\mathnet-marcus\src\NativeWrappers\ATLAS\include""
 				PreprocessorDefinitions="_WINDOWS"
 				RuntimeLibrary="0"
 				EnableFunctionLevelLinking="true"
@@ -136,7 +136,7 @@
 				Name="VCLinkerTool"
 				AdditionalDependencies="libcblas.a libatlas.a liblapack.a"
 				OutputFile="$(OutDir)\MathNET.Numerics.ATLAS.dll"
-				AdditionalLibraryDirectories="C:\cygwin\tmp\ATLAS\parallel\lib"
+				AdditionalLibraryDirectories=""C:\source\mathnet-marcus\src\NativeWrappers\ATLAS\lib""
 				GenerateDebugInformation="true"
 				OptimizeReferences="2"
 				EnableCOMDATFolding="2"

src/NativeWrappers/Common/blas.c

@@ -53,28 +53,28 @@ DLLEXPORT Complex16 z_dot_product(const int n, const Complex16 x[], const Comple
 	return ret;
 }
 
-DLLEXPORT void s_matrix_multiply(CBLAS_TRANSPOSE transA, CBLAS_TRANSPOSE transB, const int m, const int n, const int k, const float alpha, const float x[], const float y[], const float beta, float c[]){
+DLLEXPORT void s_matrix_multiply(const enum CBLAS_TRANSPOSE transA, const enum CBLAS_TRANSPOSE transB, const int m, const int n, const int k, const float alpha, const float x[], const float y[], const float beta, float c[]){
 	int lda = transA == CblasNoTrans ? m : k;
 	int ldb = transB == CblasNoTrans ? k : n;
 
 	cblas_sgemm(CblasColMajor, transA, transB, m, n, k, alpha, x, lda, y, ldb, beta, c, m);
 }
 
-DLLEXPORT void d_matrix_multiply(CBLAS_TRANSPOSE transA, CBLAS_TRANSPOSE transB, const int m, const int n, const int k, const double alpha, const double x[], const double y[], const double beta, double c[]){
+DLLEXPORT void d_matrix_multiply(const enum CBLAS_TRANSPOSE transA, const enum CBLAS_TRANSPOSE transB, const int m, const int n, const int k, const double alpha, const double x[], const double y[], const double beta, double c[]){
 	int lda = transA == CblasNoTrans ? m : k;
 	int ldb = transB == CblasNoTrans ? k : n;
 
 	cblas_dgemm(CblasColMajor, transA, transB, m, n, k, alpha, x, lda, y, ldb, beta, c, m);
 }
 
-DLLEXPORT void c_matrix_multiply(CBLAS_TRANSPOSE transA, CBLAS_TRANSPOSE transB, const int m, const int n, const int k, const Complex8 alpha, const Complex8 x[], const Complex8 y[], const Complex8 beta, Complex8 c[]){
+DLLEXPORT void c_matrix_multiply(const enum CBLAS_TRANSPOSE transA, const enum CBLAS_TRANSPOSE transB, const int m, const int n, const int k, const Complex8 alpha, const Complex8 x[], const Complex8 y[], const Complex8 beta, Complex8 c[]){
 	int lda = transA == CblasNoTrans ? m : k;
 	int ldb = transB == CblasNoTrans ? k : n;
 
 	cblas_cgemm(CblasColMajor, transA, transB, m, n, k, &alpha, x, lda, y, ldb, &beta, c, m);
 }
 
-DLLEXPORT void z_matrix_multiply(CBLAS_TRANSPOSE transA, CBLAS_TRANSPOSE transB, const int m, const int n, const int k, const Complex16 alpha, const Complex16 x[], const Complex16 y[], const Complex16 beta, Complex16 c[]){
+DLLEXPORT void z_matrix_multiply(const enum CBLAS_TRANSPOSE transA, const enum CBLAS_TRANSPOSE transB, const int m, const int n, const int k, const Complex16 alpha, const Complex16 x[], const Complex16 y[], const Complex16 beta, Complex16 c[]){
 	int lda = transA == CblasNoTrans ? m : k;
 	int ldb = transB == CblasNoTrans ? k : n;
 

src/NativeWrappers/MKL/MKLWrapper.vcproj

@@ -194,7 +194,7 @@
 				Name="VCCLCompilerTool"
 				Optimization="2"
 				EnableIntrinsicFunctions="true"
-				AdditionalIncludeDirectories=""C:\source\mathnet-marcus\src\NativeWrappers\Common";"C:\source\mathnet-marcus\src\NativeWrappers\MKL";"C:\Program Files (x86)\Intel\Compiler\11.1\046\mkl\include""
+				AdditionalIncludeDirectories=""C:\Program Files (x86)\Intel\Compiler\11.1\060\mkl\include";"C:\source\mathnet-marcus\src\NativeWrappers\Common";"C:\source\mathnet-marcus\src\NativeWrappers\MKL""
 				PreprocessorDefinitions="_WINDOWS"
 				RuntimeLibrary="0"
 				EnableFunctionLevelLinking="true"
@@ -215,7 +215,7 @@
 				Name="VCLinkerTool"
 				AdditionalDependencies="mkl_intel_c.lib mkl_intel_thread.lib mkl_core.lib libiomp5md.lib"
 				OutputFile="$(OutDir)\MathNET.Numerics.MKL.dll"
-				AdditionalLibraryDirectories=""C:\Program Files (x86)\Intel\Compiler\11.1\046\lib\ia32";"C:\Program Files (x86)\Intel\Compiler\11.1\046\mkl\ia32\lib""
+				AdditionalLibraryDirectories=""C:\Program Files (x86)\Intel\Compiler\11.1\060\lib\ia32";"C:\Program Files (x86)\Intel\Compiler\11.1\060\mkl\ia32\lib""
 				GenerateDebugInformation="true"
 				OptimizeReferences="2"
 				EnableCOMDATFolding="2"
@@ -272,7 +272,7 @@
 				Name="VCCLCompilerTool"
 				Optimization="2"
 				EnableIntrinsicFunctions="true"
-				AdditionalIncludeDirectories=""C:\source\mathnet-marcus\src\NativeWrappers\Common";"C:\source\mathnet-marcus\src\NativeWrappers\MKL";"C:\Program Files (x86)\Intel\Compiler\11.1\046\mkl\include""
+				AdditionalIncludeDirectories=""C:\source\mathnet-marcus\src\NativeWrappers\Common";"C:\source\mathnet-marcus\src\NativeWrappers\MKL";"C:\Program Files (x86)\Intel\Compiler\11.1\060\mkl\include""
 				PreprocessorDefinitions="_WINDOWS"
 				RuntimeLibrary="0"
 				EnableFunctionLevelLinking="true"
@@ -293,7 +293,7 @@
 				Name="VCLinkerTool"
 				AdditionalDependencies="mkl_intel_lp64.lib mkl_intel_thread.lib mkl_core.lib libiomp5md.lib"
 				OutputFile="$(OutDir)\MathNET.Numerics.MKL.dll"
-				AdditionalLibraryDirectories=""C:\Program Files (x86)\Intel\Compiler\11.1\046\lib\intel64";"C:\Program Files (x86)\Intel\Compiler\11.1\046\mkl\em64t\lib""
+				AdditionalLibraryDirectories=""C:\Program Files (x86)\Intel\Compiler\11.1\060\lib\intel64";"C:\Program Files (x86)\Intel\Compiler\11.1\060\mkl\em64t\lib""
 				GenerateDebugInformation="true"
 				OptimizeReferences="2"
 				EnableCOMDATFolding="2"

src/Numerics/Algorithms/LinearAlgebra/Atlas/AtlasLinearAlgebraProvider.cs

@@ -24,7 +24,7 @@
 
 /* This file is automatically generated - do not modify it. 
    Change NativeLinearAlgebraProvider.include instead.
-   Last generated on: 2/19/2010 4:32:24 PM
+   Last generated on: 3/1/2010 11:25:28 AM
 */
 namespace MathNet.Numerics.Algorithms.LinearAlgebra.Atlas
 {
@@ -287,7 +287,36 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Atlas
         public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, double alpha, double[] a, 
 			int aRows, int aColumns, double[] b, int bRows, int bColumns, double beta, double[] c)
         {
-            throw new NotImplementedException();
+            if (a == null)
+            {
+                throw new ArgumentNullException("a");
+            }
+
+            if (b == null)
+            {
+                throw new ArgumentNullException("b");
+            }
+
+            if (c == null)
+            {
+                throw new ArgumentNullException("c");
+            }
+
+            var m = transposeA == Transpose.DontTranspose ? aRows : aColumns;
+            var n = transposeB == Transpose.DontTranspose ? bColumns : bRows;
+            var k = transposeA == Transpose.DontTranspose ? aColumns : aRows;
+
+            if( c.Length != aRows * bColumns)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);   
+            }
+
+            if (aColumns != bRows)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            SafeNativeMethods.d_matrix_multiply(transposeA, transposeB, m, n, k, alpha, a, b, beta, c);
         }
 
         /// <summary>
@@ -854,7 +883,36 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Atlas
         public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, float alpha, float[] a, 
 			int aRows, int aColumns, float[] b, int bRows, int bColumns, float beta, float[] c)
         {
-            throw new NotImplementedException();
+            if (a == null)
+            {
+                throw new ArgumentNullException("a");
+            }
+
+            if (b == null)
+            {
+                throw new ArgumentNullException("b");
+            }
+
+            if (c == null)
+            {
+                throw new ArgumentNullException("c");
+            }
+
+            var m = transposeA == Transpose.DontTranspose ? aRows : aColumns;
+            var n = transposeB == Transpose.DontTranspose ? bColumns : bRows;
+            var k = transposeA == Transpose.DontTranspose ? aColumns : aRows;
+
+            if( c.Length != aRows * bColumns)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);   
+            }
+
+            if (aColumns != bRows)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            SafeNativeMethods.s_matrix_multiply(transposeA, transposeB, m, n, k, alpha, a, b, beta, c);
         }
 
         /// <summary>
@@ -1421,7 +1479,36 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Atlas
         public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, Complex alpha, Complex[] a, 
 			int aRows, int aColumns, Complex[] b, int bRows, int bColumns, Complex beta, Complex[] c)
         {
-            throw new NotImplementedException();
+            if (a == null)
+            {
+                throw new ArgumentNullException("a");
+            }
+
+            if (b == null)
+            {
+                throw new ArgumentNullException("b");
+            }
+
+            if (c == null)
+            {
+                throw new ArgumentNullException("c");
+            }
+
+            var m = transposeA == Transpose.DontTranspose ? aRows : aColumns;
+            var n = transposeB == Transpose.DontTranspose ? bColumns : bRows;
+            var k = transposeA == Transpose.DontTranspose ? aColumns : aRows;
+
+            if( c.Length != aRows * bColumns)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);   
+            }
+
+            if (aColumns != bRows)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            SafeNativeMethods.z_matrix_multiply(transposeA, transposeB, m, n, k, ref alpha, a, b, ref beta, c);
         }
 
         /// <summary>
@@ -1988,7 +2075,36 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Atlas
         public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, Complex32 alpha, Complex32[] a, 
 			int aRows, int aColumns, Complex32[] b, int bRows, int bColumns, Complex32 beta, Complex32[] c)
         {
-            throw new NotImplementedException();
+            if (a == null)
+            {
+                throw new ArgumentNullException("a");
+            }
+
+            if (b == null)
+            {
+                throw new ArgumentNullException("b");
+            }
+
+            if (c == null)
+            {
+                throw new ArgumentNullException("c");
+            }
+
+            var m = transposeA == Transpose.DontTranspose ? aRows : aColumns;
+            var n = transposeB == Transpose.DontTranspose ? bColumns : bRows;
+            var k = transposeA == Transpose.DontTranspose ? aColumns : aRows;
+
+            if( c.Length != aRows * bColumns)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);   
+            }
+
+            if (aColumns != bRows)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            SafeNativeMethods.c_matrix_multiply(transposeA, transposeB, m, n, k, ref alpha, a, b, ref beta, c);
         }
 
         /// <summary>

src/Numerics/Algorithms/LinearAlgebra/Mkl/MklLinearAlgebraProvider.cs

@@ -24,7 +24,7 @@
 
 /* This file is automatically generated - do not modify it. 
    Change NativeLinearAlgebraProvider.include instead.
-   Last generated on: 2/19/2010 4:32:27 PM
+   Last generated on: 3/1/2010 11:24:47 AM
 */
 namespace MathNet.Numerics.Algorithms.LinearAlgebra.Mkl
 {
@@ -286,7 +286,36 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Mkl
         public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, double alpha, double[] a, 
 			int aRows, int aColumns, double[] b, int bRows, int bColumns, double beta, double[] c)
         {
-            throw new NotImplementedException();
+            if (a == null)
+            {
+                throw new ArgumentNullException("a");
+            }
+
+            if (b == null)
+            {
+                throw new ArgumentNullException("b");
+            }
+
+            if (c == null)
+            {
+                throw new ArgumentNullException("c");
+            }
+
+            var m = transposeA == Transpose.DontTranspose ? aRows : aColumns;
+            var n = transposeB == Transpose.DontTranspose ? bColumns : bRows;
+            var k = transposeA == Transpose.DontTranspose ? aColumns : aRows;
+
+            if( c.Length != aRows * bColumns)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);   
+            }
+
+            if (aColumns != bRows)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            SafeNativeMethods.d_matrix_multiply(transposeA, transposeB, m, n, k, alpha, a, b, beta, c);
         }
 
         /// <summary>
@@ -853,7 +882,36 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Mkl
         public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, float alpha, float[] a, 
 			int aRows, int aColumns, float[] b, int bRows, int bColumns, float beta, float[] c)
         {
-            throw new NotImplementedException();
+            if (a == null)
+            {
+                throw new ArgumentNullException("a");
+            }
+
+            if (b == null)
+            {
+                throw new ArgumentNullException("b");
+            }
+
+            if (c == null)
+            {
+                throw new ArgumentNullException("c");
+            }
+
+            var m = transposeA == Transpose.DontTranspose ? aRows : aColumns;
+            var n = transposeB == Transpose.DontTranspose ? bColumns : bRows;
+            var k = transposeA == Transpose.DontTranspose ? aColumns : aRows;
+
+            if( c.Length != aRows * bColumns)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);   
+            }
+
+            if (aColumns != bRows)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            SafeNativeMethods.s_matrix_multiply(transposeA, transposeB, m, n, k, alpha, a, b, beta, c);
         }
 
         /// <summary>
@@ -1420,7 +1478,36 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Mkl
         public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, Complex alpha, Complex[] a, 
 			int aRows, int aColumns, Complex[] b, int bRows, int bColumns, Complex beta, Complex[] c)
         {
-            throw new NotImplementedException();
+            if (a == null)
+            {
+                throw new ArgumentNullException("a");
+            }
+
+            if (b == null)
+            {
+                throw new ArgumentNullException("b");
+            }
+
+            if (c == null)
+            {
+                throw new ArgumentNullException("c");
+            }
+
+            var m = transposeA == Transpose.DontTranspose ? aRows : aColumns;
+            var n = transposeB == Transpose.DontTranspose ? bColumns : bRows;
+            var k = transposeA == Transpose.DontTranspose ? aColumns : aRows;
+
+            if( c.Length != aRows * bColumns)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);   
+            }
+
+            if (aColumns != bRows)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            SafeNativeMethods.z_matrix_multiply(transposeA, transposeB, m, n, k, ref alpha, a, b, ref beta, c);
         }
 
         /// <summary>
@@ -1987,7 +2074,36 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Mkl
         public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, Complex32 alpha, Complex32[] a, 
 			int aRows, int aColumns, Complex32[] b, int bRows, int bColumns, Complex32 beta, Complex32[] c)
         {
-            throw new NotImplementedException();
+            if (a == null)
+            {
+                throw new ArgumentNullException("a");
+            }
+
+            if (b == null)
+            {
+                throw new ArgumentNullException("b");
+            }
+
+            if (c == null)
+            {
+                throw new ArgumentNullException("c");
+            }
+
+            var m = transposeA == Transpose.DontTranspose ? aRows : aColumns;
+            var n = transposeB == Transpose.DontTranspose ? bColumns : bRows;
+            var k = transposeA == Transpose.DontTranspose ? aColumns : aRows;
+
+            if( c.Length != aRows * bColumns)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);   
+            }
+
+            if (aColumns != bRows)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            SafeNativeMethods.c_matrix_multiply(transposeA, transposeB, m, n, k, ref alpha, a, b, ref beta, c);
         }
 
         /// <summary>

src/Numerics/Algorithms/LinearAlgebra/NativeAlgebraProvider.include

@@ -301,7 +301,36 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.<#=library#>
         public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, double alpha, double[] a, 
 			int aRows, int aColumns, double[] b, int bRows, int bColumns, double beta, double[] c)
         {
-            throw new NotImplementedException();
+            if (a == null)
+            {
+                throw new ArgumentNullException("a");
+            }
+
+            if (b == null)
+            {
+                throw new ArgumentNullException("b");
+            }
+
+            if (c == null)
+            {
+                throw new ArgumentNullException("c");
+            }
+
+            var m = transposeA == Transpose.DontTranspose ? aRows : aColumns;
+            var n = transposeB == Transpose.DontTranspose ? bColumns : bRows;
+            var k = transposeA == Transpose.DontTranspose ? aColumns : aRows;
+
+            if( c.Length != aRows * bColumns)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);   
+            }
+
+            if (aColumns != bRows)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            SafeNativeMethods.d_matrix_multiply(transposeA, transposeB, m, n, k, alpha, a, b, beta, c);
         }
 
         /// <summary>
@@ -880,7 +909,36 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.<#=library#>
         public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, float alpha, float[] a, 
 			int aRows, int aColumns, float[] b, int bRows, int bColumns, float beta, float[] c)
         {
-            throw new NotImplementedException();
+            if (a == null)
+            {
+                throw new ArgumentNullException("a");
+            }
+
+            if (b == null)
+            {
+                throw new ArgumentNullException("b");
+            }
+
+            if (c == null)
+            {
+                throw new ArgumentNullException("c");
+            }
+
+            var m = transposeA == Transpose.DontTranspose ? aRows : aColumns;
+            var n = transposeB == Transpose.DontTranspose ? bColumns : bRows;
+            var k = transposeA == Transpose.DontTranspose ? aColumns : aRows;
+
+            if( c.Length != aRows * bColumns)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);   
+            }
+
+            if (aColumns != bRows)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            SafeNativeMethods.s_matrix_multiply(transposeA, transposeB, m, n, k, alpha, a, b, beta, c);
         }
 
         /// <summary>
@@ -1459,7 +1517,36 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.<#=library#>
         public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, Complex alpha, Complex[] a, 
 			int aRows, int aColumns, Complex[] b, int bRows, int bColumns, Complex beta, Complex[] c)
         {
-            throw new NotImplementedException();
+            if (a == null)
+            {
+                throw new ArgumentNullException("a");
+            }
+
+            if (b == null)
+            {
+                throw new ArgumentNullException("b");
+            }
+
+            if (c == null)
+            {
+                throw new ArgumentNullException("c");
+            }
+
+            var m = transposeA == Transpose.DontTranspose ? aRows : aColumns;
+            var n = transposeB == Transpose.DontTranspose ? bColumns : bRows;
+            var k = transposeA == Transpose.DontTranspose ? aColumns : aRows;
+
+            if( c.Length != aRows * bColumns)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);   
+            }
+
+            if (aColumns != bRows)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            SafeNativeMethods.z_matrix_multiply(transposeA, transposeB, m, n, k, ref alpha, a, b, ref beta, c);
         }
 
         /// <summary>
@@ -2038,7 +2125,36 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.<#=library#>
         public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, Complex32 alpha, Complex32[] a, 
 			int aRows, int aColumns, Complex32[] b, int bRows, int bColumns, Complex32 beta, Complex32[] c)
         {
-            throw new NotImplementedException();
+            if (a == null)
+            {
+                throw new ArgumentNullException("a");
+            }
+
+            if (b == null)
+            {
+                throw new ArgumentNullException("b");
+            }
+
+            if (c == null)
+            {
+                throw new ArgumentNullException("c");
+            }
+
+            var m = transposeA == Transpose.DontTranspose ? aRows : aColumns;
+            var n = transposeB == Transpose.DontTranspose ? bColumns : bRows;
+            var k = transposeA == Transpose.DontTranspose ? aColumns : aRows;
+
+            if( c.Length != aRows * bColumns)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);   
+            }
+
+            if (aColumns != bRows)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            SafeNativeMethods.c_matrix_multiply(transposeA, transposeB, m, n, k, ref alpha, a, b, ref beta, c);
         }
 
         /// <summary>

src/Numerics/LinearAlgebra/Double/DenseMatrix.cs

@@ -78,7 +78,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double
             : base(rows, columns)
         {
             Data = new double[rows * columns];
-            for (int i = 0; i < Data.Length; i++)
+            for (var i = 0; i < Data.Length; i++)
             {
                 Data[i] = value;
             }
@@ -105,12 +105,14 @@ namespace MathNet.Numerics.LinearAlgebra.Double
         public DenseMatrix(double[,] array)
             : base(array.GetLength(0), array.GetLength(1))
         {
-            Data = new double[array.GetLength(0) * array.GetLength(1)];
-            for (int i = 0; i < array.GetLength(0); i++)
+            var rows = array.GetLength(0);
+            var columns = array.GetLength(1);
+            Data = new double[rows * columns];
+            for (var i = 0; i < rows; i++)
             {
-                for (int j = 0; j < array.GetLength(1); j++)
+                for (var j = 0; j < columns; j++)
                 {
-                    At(i, j, array[i, j]);
+                    Data[(j * rows) + i] = array[i, j];
                 }
             }
         }
@@ -119,14 +121,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double
         /// Gets the matrix's data.
         /// </summary>
         /// <value>The matrix's data.</value>
-        internal double[] Data
-        {
-            get;
-            private set;
-        }
+        internal double[] Data { get; private set; }
 
         /// <summary>
-        /// Creates a <strong>DenseMatrix</strong> for the given number of rows and columns.
+        /// Creates a <c>DenseMatrix</c> for the given number of rows and columns.
         /// </summary>
         /// <param name="numberOfRows">
         /// The number of rows.
@@ -135,7 +133,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double
         /// The number of columns.
         /// </param>
         /// <returns>
-        /// A <strong>DenseMatrix</strong> with the given dimensions.
+        /// A <c>DenseMatrix</c> with the given dimensions.
         /// </returns>
         public override Matrix CreateMatrix(int numberOfRows, int numberOfColumns)
         {
@@ -197,6 +195,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double
         }
 
         #region Elementary operations
+
         /// <summary>
         /// Adds another matrix to this matrix. The result will be written into this matrix.
         /// </summary>
@@ -205,7 +204,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double
         /// <exception cref="ArgumentOutOfRangeException">If the two matrices don't have the same dimensions.</exception>
         public override void Add(Matrix other)
         {
-            DenseMatrix m = other as DenseMatrix;
+            var m = other as DenseMatrix;
             if (m == null)
             {
                 base.Add(other);
@@ -245,7 +244,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double
         /// <exception cref="ArgumentOutOfRangeException">If the two matrices don't have the same dimensions.</exception>
         public override void Subtract(Matrix other)
         {
-            DenseMatrix m = other as DenseMatrix;
+            var m = other as DenseMatrix;
             if (m == null)
             {
                 base.Subtract(other);
@@ -273,7 +272,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double
             {
                 throw new ArgumentOutOfRangeException(Resources.ArgumentMatrixDimensions);
             }
-            
+
             Control.LinearAlgebraProvider.SubtractArrays(Data, other.Data, Data);
         }
 
@@ -295,7 +294,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double
         /// <exception cref="ArgumentNullException">If the result matrix is <see langword="null" />.</exception>
         /// <exception cref="ArgumentException">If <strong>this.Columns != other.Rows</strong>.</exception>
         /// <exception cref="ArgumentException">If the result matrix's dimensions are not the this.Rows x other.Columns.</exception>
-        public void Multiply(DenseMatrix other, DenseMatrix result)
+        public override void Multiply(Matrix other, Matrix result)
         {
             if (other == null)
             {
@@ -317,20 +316,34 @@ namespace MathNet.Numerics.LinearAlgebra.Double
                 throw new ArgumentException(Resources.ArgumentMatrixDimensions);
             }
 
-            Control.LinearAlgebraProvider.MatrixMultiply(this.Data, this.RowCount, this.ColumnCount, other.Data, other.RowCount, other.ColumnCount, result.Data);
+            var m = other as DenseMatrix;
+            var r = result as DenseMatrix;
+
+            if (m == null || r == null)
+            {
+                base.Multiply(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.MatrixMultiply(
+                    Data,
+                    RowCount,
+                    ColumnCount,
+                    m.Data,
+                    m.RowCount,
+                    m.ColumnCount,
+                    r.Data);
+            }
         }
 
         /// <summary>
         /// Multiplies this matrix with another matrix and returns the result.
         /// </summary>
-        /// <remarks>This operator will allocate new memory for the result. It will
-        /// choose the representation of either <paramref name="leftSide"/> or <paramref name="rightSide"/> depending on which
-        /// is denser.</remarks>
         /// <param name="other">The matrix to multiply with.</param>
         /// <exception cref="ArgumentException">If <strong>this.Columns != other.Rows</strong>.</exception>        
         /// <exception cref="ArgumentNullException">If the other matrix is <see langword="null" />.</exception>
         /// <returns>The result of multiplication.</returns>
-        public Matrix Multiply(DenseMatrix other)
+        public override Matrix Multiply(Matrix other)
         {
             if (other == null)
             {
@@ -342,8 +355,14 @@ namespace MathNet.Numerics.LinearAlgebra.Double
                 throw new ArgumentException(Resources.ArgumentMatrixDimensions);
             }
 
-            DenseMatrix result = (DenseMatrix)CreateMatrix(RowCount, other.ColumnCount);
-            this.Multiply(other, result);
+            var m = other as DenseMatrix;
+            if (m == null)
+            {
+                return base.Multiply(other);
+            }
+
+            var result = (DenseMatrix)CreateMatrix(RowCount, other.ColumnCount);
+            Multiply(other, result);
             return result;
         }
 
@@ -374,6 +393,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double
 
             return (DenseMatrix)leftSide.Multiply(rightSide);
         }
+
         #endregion
     }
-}
+}

src/Numerics/LinearAlgebra/Double/Matrix.Arithmetic.cs

@@ -348,9 +348,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double
         /// <summary>
         /// Multiplies this matrix with another matrix and returns the result.
         /// </summary>
-        /// <remarks>This operator will allocate new memory for the result. It will
-        /// choose the representation of either <paramref name="leftSide"/> or <paramref name="rightSide"/> depending on which
-        /// is denser.</remarks>
         /// <param name="other">The matrix to multiply with.</param>
         /// <exception cref="ArgumentException">If <strong>this.Columns != other.Rows</strong>.</exception>        
         /// <exception cref="ArgumentNullException">If the other matrix is <see langword="null" />.</exception>

src/UnitTests/LinearAlgebraTests/Double/LinearAlgebraProviderTests.cs

@@ -6,7 +6,7 @@
     using MbUnit.Framework;
 
     [TestFixture]
-    public abstract class LinearAlgebraProviderTests
+    public abstract class LinearAlgebraProviderTests : MatrixLoader
     {
         protected ILinearAlgebraProvider<double> Provider{ get; set;}
 
@@ -109,17 +109,60 @@
 
         }
 
-        [Test, Ignore]
-        public void CanMatrixMultiply(double[] x, int xRows, int xColumns, double[] y, int yRows, int yColumns, double[] result)
+        [Test, MultipleAsserts]
+        [Row("Singular3x3", "Square3x3")]
+        [Row("Singular4x4", "Square4x4")]
+        [Row("Wide2x3", "Square3x3")]
+        [Row("Wide2x3", "Tall3x2")]
+        [Row("Tall3x2", "Wide2x3")]
+        public void CanMatrixMultiply(string nameX, string nameY)
         {
+            var x = (DenseMatrix)testMatrices[nameX];
+            var y = (DenseMatrix)testMatrices[nameY];
+            var c = (DenseMatrix)CreateMatrix(x.RowCount, y.ColumnCount);
 
+            Provider.MatrixMultiply(x.Data, x.RowCount, x.ColumnCount, y.Data, y.RowCount, y.ColumnCount, c.Data);
+
+            for (int i = 0; i < c.RowCount; i++)
+            {
+                for (int j = 0; j < c.ColumnCount; j++)
+                {
+                    AssertHelpers.AlmostEqual(x.GetRow(i) * y.GetColumn(j), c[i, j], 15);
+                }
+            }
         }
 
-        [Test, Ignore]
-        public void CanMatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, double alpha, double[] a,
-            int aRows, int aColumns, double[] b, int bRows, int bColumns, double beta, double[] c)
+        [Test, MultipleAsserts]
+        [Row("Singular3x3", "Square3x3")]
+        [Row("Singular4x4", "Square4x4")]
+        [Row("Wide2x3", "Square3x3")]
+        [Row("Wide2x3", "Tall3x2")]
+        [Row("Tall3x2", "Wide2x3")]
+        public void CanMatrixMultiplyWithUpdate(string nameX, string nameY)
         {
+            var x = (DenseMatrix)testMatrices[nameX];
+            var y = (DenseMatrix)testMatrices[nameY];
+            var c = (DenseMatrix)CreateMatrix(x.RowCount, y.ColumnCount);
 
+            Provider.MatrixMultiplyWithUpdate(Transpose.DontTranspose, Transpose.DontTranspose, 2.0, x.Data, x.RowCount, x.ColumnCount, y.Data, y.RowCount, y.ColumnCount, 1.0, c.Data);
+
+            for (int i = 0; i < c.RowCount; i++)
+            {
+                for (int j = 0; j < c.ColumnCount; j++)
+                {
+                    AssertHelpers.AlmostEqual(2 * (x.GetRow(i) * y.GetColumn(j)), c[i, j], 15);
+                }
+            }
+
+            Provider.MatrixMultiplyWithUpdate(Transpose.DontTranspose, Transpose.DontTranspose, 2.0, x.Data, x.RowCount, x.ColumnCount, y.Data, y.RowCount, y.ColumnCount, 1.0, c.Data);
+
+            for (int i = 0; i < c.RowCount; i++)
+            {
+                for (int j = 0; j < c.ColumnCount; j++)
+                {
+                    AssertHelpers.AlmostEqual(4 * (x.GetRow(i) * y.GetColumn(j)), c[i, j], 15);
+                }
+            }
         }
 
         [Test, Ignore]
@@ -269,5 +312,25 @@
         {
 
         }
+
+        protected override Matrix CreateMatrix(int rows, int columns)
+        {
+            return new DenseMatrix(rows, columns);
+        }
+
+        protected override Matrix CreateMatrix(double[,] data)
+        {
+            return new DenseMatrix(data);
+        }
+
+        protected override Vector CreateVector(int size)
+        {
+            return new DenseVector(size);
+        }
+
+        protected override Vector CreateVector(double[] data)
+        {
+            return new DenseVector(data);
+        }
     }
 }

src/UnitTests/LinearAlgebraTests/Double/MatrixTests.cs

@@ -7,34 +7,8 @@ using MbUnit.Framework;
 namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
 {
     [TestFixture]
-    public abstract partial class MatrixTests
+    public abstract partial class MatrixTests : MatrixLoader
     {
-        protected Dictionary<string, double[,]> testData2D;
-        protected Dictionary<string, Matrix> testMatrices;
-
-        protected abstract Matrix CreateMatrix(int rows, int columns);
-        protected abstract Matrix CreateMatrix(double[,] data);
-        protected abstract Vector CreateVector(int size);
-        protected abstract Vector CreateVector(double[] data);
-
-        [SetUp]
-        public void SetupMatrices()
-        {
-            testData2D = new Dictionary<string, double[,]>();
-            testData2D.Add("Singular3x3", new double[,] { { 1, 1, 2 }, { 1, 1, 2 }, { 1, 1, 2 } });
-            testData2D.Add("Square3x3", new double[,] { { -1.1, -2.2, -3.3 }, { 0, 1.1, 2.2 }, { -4.4, 5.5, 6.6 } });
-            testData2D.Add("Square4x4", new double[,] { { -1.1, -2.2, -3.3, -4.4 }, { 0, 1.1, 2.2, 3.3 }, { 1.0, 2.1, 6.2, 4.3 }, { -4.4, 5.5, 6.6, -7.7 } });
-            testData2D.Add("Singular4x4", new double[,] { { -1.1, -2.2, -3.3, -4.4 }, { -1.1, -2.2, -3.3, -4.4 }, { -1.1, -2.2, -3.3, -4.4 }, { -1.1, -2.2, -3.3, -4.4 } });
-            testData2D.Add("Tall3x2", new double[,] { { -1.1, -2.2 }, { 0, 1.1 }, { -4.4, 5.5 } });
-            testData2D.Add("Wide2x3", new double[,] { { -1.1, -2.2, -3.3 }, { 0, 1.1, 2.2 } });
-
-            testMatrices = new Dictionary<string, Matrix>();
-            foreach(var name in testData2D.Keys)
-            {
-                testMatrices.Add(name, CreateMatrix(testData2D[name]));
-            }
-        }
-
         [Test]
         [Row("Singular3x3")]
         [Row("Square3x3")]

src/UnitTests/UnitTests.csproj

@@ -90,6 +90,7 @@
     <Compile Include="InterpolationTests\InterpolationFunctionalContract.cs" />
     <Compile Include="InterpolationTests\InterpolationInfrastructureContract.cs" />
     <Compile Include="InterpolationTests\InterpolationFunctionalTest.cs" />
+    <Compile Include="LinearAlgebraTests\Double\MatrixLoader.cs" />
     <Compile Include="LinearAlgebraTests\Double\MatrixTests.Arithmetic.cs" />
     <Compile Include="LinearAlgebraTests\Double\LinearAlgebraProviderTests.cs" />
     <Compile Include="LinearAlgebraTests\Double\ManagedLinearAlgebraProviderTests.cs" />