LA: align CreateIdentity with the other static create functions

src/Examples/LinearAlgebra/MatrixInitialization.cs

@@ -78,7 +78,7 @@ namespace Examples.LinearAlgebraExamples
             var matrix5 = new DenseMatrix(2, 3, new[] { 1.0, 4.0, 2.0, 5.0, 3.0, 6.0 });
 
             // 5. Initialize a square matrix with all zero's except for ones on the diagonal. Identity matrix (http://en.wikipedia.org/wiki/Identity_matrix).
-            var matrixI = DenseMatrix.Identity(5);
+            var matrixI = DenseMatrix.CreateIdentity(5);
 
             // Format matrix output to console
             var formatProvider = (CultureInfo)CultureInfo.InvariantCulture.Clone();

src/Examples/LinearAlgebra/MatrixRowColumnOperations.cs

@@ -119,7 +119,7 @@ namespace Examples.LinearAlgebraExamples
             Console.WriteLine();
 
             // 6. Set submatrix values
-            matrix.SetSubMatrix(1, 3, 1, 3, DenseMatrix.Identity(3));
+            matrix.SetSubMatrix(1, 3, 1, 3, DenseMatrix.CreateIdentity(3));
             Console.WriteLine(@"6. Set submatrix values");
             Console.WriteLine(matrix.ToString("#0.00\t", formatProvider));
             Console.WriteLine();

src/Numerics/LinearAlgebra/Builder.cs

@@ -70,7 +70,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double
 
         public override Matrix<double> Random(int rows, int columns, IContinuousDistribution distribution)
         {
-            return DenseMatrix.CreateRandom(rows, columns, distribution);
+            return Dense(rows, columns, (i, j) => distribution.Sample());
         }
 
         public override IIterationStopCriterium<double>[] IterativeSolverStopCriteria(int maxIterations = 1000)
@@ -109,7 +109,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double
 
         public override Vector<double> Random(int length, IContinuousDistribution distribution)
         {
-            return new DenseVector(DenseVectorStorage<double>.OfInit(length, i => distribution.Sample()));
+            return Dense(length, i => distribution.Sample());
         }
     }
 }
@@ -147,7 +147,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single
 
         public override Matrix<float> Random(int rows, int columns, IContinuousDistribution distribution)
         {
-            return DenseMatrix.CreateRandom(rows, columns, distribution);
+            return Dense(rows, columns, (i, j) => (float) distribution.Sample());
         }
 
         public override IIterationStopCriterium<float>[] IterativeSolverStopCriteria(int maxIterations = 1000)
@@ -186,7 +186,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single
 
         public override Vector<float> Random(int length, IContinuousDistribution distribution)
         {
-            return new DenseVector(DenseVectorStorage<float>.OfInit(length, i => (float)distribution.Sample()));
+            return Dense(length, i => (float) distribution.Sample());
         }
     }
 }
@@ -230,7 +230,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
 
         public override Matrix<Complex> Random(int rows, int columns, IContinuousDistribution distribution)
         {
-            return DenseMatrix.CreateRandom(rows, columns, distribution);
+            return Dense(rows, columns, (i, j) => new Complex(distribution.Sample(), distribution.Sample()));
         }
 
         public override IIterationStopCriterium<Complex>[] IterativeSolverStopCriteria(int maxIterations = 1000)
@@ -269,7 +269,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
 
         public override Vector<Complex> Random(int length, IContinuousDistribution distribution)
         {
-            return new DenseVector(DenseVectorStorage<Complex>.OfInit(length, i => new Complex(distribution.Sample(), distribution.Sample())));
+            return Dense(length, i => new Complex(distribution.Sample(), distribution.Sample()));
         }
     }
 }
@@ -307,7 +307,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
 
         public override Matrix<Numerics.Complex32> Random(int rows, int columns, IContinuousDistribution distribution)
         {
-            return DenseMatrix.CreateRandom(rows, columns, distribution);
+            return Dense(rows, columns, (i, j) => new Numerics.Complex32((float) distribution.Sample(), (float) distribution.Sample()));
         }
 
         public override IIterationStopCriterium<Numerics.Complex32>[] IterativeSolverStopCriteria(int maxIterations = 1000)
@@ -346,7 +346,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
 
         public override Vector<Numerics.Complex32> Random(int length, IContinuousDistribution distribution)
         {
-            return new DenseVector(DenseVectorStorage<Numerics.Complex32>.OfInit(length, i => new Numerics.Complex32((float)distribution.Sample(), (float)distribution.Sample())));
+            return Dense(length, i => new Numerics.Complex32((float) distribution.Sample(), (float) distribution.Sample()));
         }
     }
 }

src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs

@@ -381,6 +381,14 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
             return new DenseMatrix(DenseColumnMajorMatrixStorage<Complex>.OfDiagonalInit(rows, columns, init));
         }
 
+        /// <summary>
+        /// Create a new square sparse identity matrix where each diagonal value is set to One.
+        /// </summary>
+        public static DenseMatrix CreateIdentity(int order)
+        {
+            return new DenseMatrix(DenseColumnMajorMatrixStorage<Complex>.OfDiagonalInit(order, order, i => One));
+        }
+
         /// <summary>
         /// Create a new dense matrix with values sampled from the provided random distribution.
         /// </summary>
@@ -439,29 +447,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
             return Control.LinearAlgebraProvider.MatrixNorm(Norm.InfinityNorm, _rowCount, _columnCount, _values);
         }
 
-        #region Static constructors for special matrices.
-
-        /// <summary>
-        /// Initializes a square <see cref="DenseMatrix"/> with all zero's except for ones on the diagonal.
-        /// </summary>
-        /// <param name="order">the size of the square matrix.</param>
-        /// <returns>A dense identity matrix.</returns>
-        /// <exception cref="ArgumentException">
-        /// If <paramref name="order"/> is less than one.
-        /// </exception>
-        public static DenseMatrix Identity(int order)
-        {
-            var m = new DenseMatrix(order);
-            for (var i = 0; i < order; i++)
-            {
-                m._values[(i * order) + i] = 1.0;
-            }
-
-            return m;
-        }
-
-        #endregion
-
         /// <summary>
         /// Multiplies each element of the matrix by a scalar and places results into the result matrix.
         /// </summary>

src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs

@@ -177,6 +177,14 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
             return new DiagonalMatrix(DiagonalMatrixStorage<Complex>.OfInit(rows, columns, init));
         }
 
+        /// <summary>
+        /// Create a new square sparse identity matrix where each diagonal value is set to One.
+        /// </summary>
+        public static DiagonalMatrix CreateIdentity(int order)
+        {
+            return new DiagonalMatrix(DiagonalMatrixStorage<Complex>.OfInit(order, order, i => One));
+        }
+
         /// <summary>
         /// Create a new diagonal matrix with diagonal values sampled from the provided random distribution.
         /// </summary>
@@ -186,8 +194,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
                 i => new Complex(distribution.Sample(), distribution.Sample())));
         }
 
-        #region Elementary operations
-
         /// <summary>
         /// Adds another matrix to this matrix.
         /// </summary>
@@ -635,8 +641,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
             return result;
         }
 
-        #endregion
-
         /// <summary>
         /// Returns the transpose of this matrix.
         /// </summary>
@@ -998,28 +1002,5 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
                 return true;
             }
         }
-
-        #region Static constructors for special matrices.
-
-        /// <summary>
-        /// Initializes a square <see cref="DiagonalMatrix"/> with all zero's except for ones on the diagonal.
-        /// </summary>
-        /// <param name="order">the size of the square matrix.</param>
-        /// <returns>A diagonal identity matrix.</returns>
-        /// <exception cref="ArgumentException">
-        /// If <paramref name="order"/> is less than one.
-        /// </exception>
-        public static DiagonalMatrix Identity(int order)
-        {
-            var m = new DiagonalMatrix(order);
-            for (var i = 0; i < order; i++)
-            {
-                m._data[i] = 1.0;
-            }
-
-            return m;
-        }
-
-        #endregion
     }
 }

src/Numerics/LinearAlgebra/Complex/Factorization/DenseEvd.cs

@@ -74,7 +74,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
             var order = matrix.RowCount;
 
             // Initialize matrices for eigenvalues and eigenvectors
-            var eigenVectors = DenseMatrix.Identity(order);
+            var eigenVectors = DenseMatrix.CreateIdentity(order);
             var blockDiagonal = new DenseMatrix(order);
             var eigenValues = new DenseVector(order);
 

src/Numerics/LinearAlgebra/Complex/Factorization/UserEvd.cs

@@ -74,7 +74,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
             var order = matrix.RowCount;
 
             // Initialize matricies for eigenvalues and eigenvectors
-            var eigenVectors = DenseMatrix.Identity(order);
+            var eigenVectors = DenseMatrix.CreateIdentity(order);
             var blockDiagonal = matrix.CreateMatrix(order, order);
             var eigenValues = new DenseVector(order);
 

src/Numerics/LinearAlgebra/Complex/SparseMatrix.cs

@@ -368,6 +368,14 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
             return new SparseMatrix(SparseCompressedRowMatrixStorage<Complex>.OfDiagonalInit(rows, columns, init));
         }
 
+        /// <summary>
+        /// Create a new square sparse identity matrix where each diagonal value is set to One.
+        /// </summary>
+        public static SparseMatrix CreateIdentity(int order)
+        {
+            return new SparseMatrix(SparseCompressedRowMatrixStorage<Complex>.OfDiagonalInit(order, order, i => One));
+        }
+
         /// <summary>
         /// Returns a new matrix containing the lower triangle of this matrix.
         /// </summary>
@@ -726,36 +734,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
             return norm;
         }
 
-        #region Static constructors for special matrices.
-        /// <summary>
-        /// Initializes a square <see cref="SparseMatrix"/> with all zero's except for ones on the diagonal.
-        /// </summary>
-        /// <param name="order">the size of the square matrix.</param>
-        /// <returns>Identity <c>SparseMatrix</c></returns>
-        /// <exception cref="ArgumentException">
-        /// If <paramref name="order"/> is less than one.
-        /// </exception>
-        public static SparseMatrix Identity(int order)
-        {
-            var storage = new SparseCompressedRowMatrixStorage<Complex>(order, order)
-                {
-                    Values = new Complex[order],
-                    ColumnIndices = new int[order]
-                };
-
-            for (var i = 0; i < order; i++)
-            {
-                storage.Values[i] = 1d;
-                storage.ColumnIndices[i] = i;
-                storage.RowPointers[i] = i;
-            }
-
-            storage.RowPointers[order] = order;
-
-            return new SparseMatrix(storage);
-        }
-        #endregion
-
         /// <summary>
         /// Adds another matrix to this matrix.
         /// </summary>

src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs

@@ -376,6 +376,14 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
             return new DenseMatrix(DenseColumnMajorMatrixStorage<Complex32>.OfDiagonalInit(rows, columns, init));
         }
 
+        /// <summary>
+        /// Create a new square sparse identity matrix where each diagonal value is set to One.
+        /// </summary>
+        public static DenseMatrix CreateIdentity(int order)
+        {
+            return new DenseMatrix(DenseColumnMajorMatrixStorage<Complex32>.OfDiagonalInit(order, order, i => One));
+        }
+
         /// <summary>
         /// Create a new dense matrix with values sampled from the provided random distribution.
         /// </summary>
@@ -434,29 +442,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
             return Control.LinearAlgebraProvider.MatrixNorm(Norm.InfinityNorm, _rowCount, _columnCount, _values);
         }
 
-        #region Static constructors for special matrices.
-
-        /// <summary>
-        /// Initializes a square <see cref="DenseMatrix"/> with all zero's except for ones on the diagonal.
-        /// </summary>
-        /// <param name="order">the size of the square matrix.</param>
-        /// <returns>A dense identity matrix.</returns>
-        /// <exception cref="ArgumentException">
-        /// If <paramref name="order"/> is less than one.
-        /// </exception>
-        public static DenseMatrix Identity(int order)
-        {
-            var m = new DenseMatrix(order);
-            for (var i = 0; i < order; i++)
-            {
-                m._values[(i * order) + i] = 1.0f;
-            }
-
-            return m;
-        }
-
-        #endregion
-
         /// <summary>
         /// Multiplies each element of the matrix by a scalar and places results into the result matrix.
         /// </summary>

src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs

@@ -172,6 +172,14 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
             return new DiagonalMatrix(DiagonalMatrixStorage<Complex32>.OfInit(rows, columns, init));
         }
 
+        /// <summary>
+        /// Create a new square sparse identity matrix where each diagonal value is set to One.
+        /// </summary>
+        public static DiagonalMatrix CreateIdentity(int order)
+        {
+            return new DiagonalMatrix(DiagonalMatrixStorage<Complex32>.OfInit(order, order, i => One));
+        }
+
         /// <summary>
         /// Create a new diagonal matrix with diagonal values sampled from the provided random distribution.
         /// </summary>
@@ -181,8 +189,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
                 i => new Complex32((float) distribution.Sample(), (float) distribution.Sample())));
         }
 
-        #region Elementary operations
-
         /// <summary>
         /// Adds another matrix to this matrix.
         /// </summary>
@@ -630,8 +636,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
             return result;
         }
 
-        #endregion
-
         /// <summary>
         /// Returns the transpose of this matrix.
         /// </summary>
@@ -993,28 +997,5 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
                 return true;
             }
         }
-
-        #region Static constructors for special matrices.
-
-        /// <summary>
-        /// Initializes a square <see cref="DiagonalMatrix"/> with all zero's except for ones on the diagonal.
-        /// </summary>
-        /// <param name="order">the size of the square matrix.</param>
-        /// <returns>A diagonal identity matrix.</returns>
-        /// <exception cref="ArgumentException">
-        /// If <paramref name="order"/> is less than one.
-        /// </exception>
-        public static DiagonalMatrix Identity(int order)
-        {
-            var m = new DiagonalMatrix(order);
-            for (var i = 0; i < order; i++)
-            {
-                m._data[i] = 1.0f;
-            }
-
-            return m;
-        }
-
-        #endregion
     }
 }

src/Numerics/LinearAlgebra/Complex32/Factorization/DenseEvd.cs

@@ -75,7 +75,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
             var order = matrix.RowCount;
 
             // Initialize matrices for eigenvalues and eigenvectors
-            var eigenVectors = DenseMatrix.Identity(order);
+            var eigenVectors = DenseMatrix.CreateIdentity(order);
             var blockDiagonal = new DenseMatrix(order);
             var eigenValues = new LinearAlgebra.Complex.DenseVector(order);
 

src/Numerics/LinearAlgebra/Complex32/Factorization/UserEvd.cs

@@ -73,7 +73,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
             var order = matrix.RowCount;
 
             // Initialize matricies for eigenvalues and eigenvectors
-            var eigenVectors = DenseMatrix.Identity(order);
+            var eigenVectors = DenseMatrix.CreateIdentity(order);
             var blockDiagonal = matrix.CreateMatrix(order, order);
             var eigenValues = new LinearAlgebra.Complex.DenseVector(order);
 

src/Numerics/LinearAlgebra/Complex32/SparseMatrix.cs

@@ -363,6 +363,14 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
             return new SparseMatrix(SparseCompressedRowMatrixStorage<Complex32>.OfDiagonalInit(rows, columns, init));
         }
 
+        /// <summary>
+        /// Create a new square sparse identity matrix where each diagonal value is set to One.
+        /// </summary>
+        public static SparseMatrix CreateIdentity(int order)
+        {
+            return new SparseMatrix(SparseCompressedRowMatrixStorage<Complex32>.OfDiagonalInit(order, order, i => One));
+        }
+
         /// <summary>
         /// Returns a new matrix containing the lower triangle of this matrix.
         /// </summary>
@@ -721,36 +729,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
             return norm;
         }
 
-        #region Static constructors for special matrices.
-        /// <summary>
-        /// Initializes a square <see cref="SparseMatrix"/> with all zero's except for ones on the diagonal.
-        /// </summary>
-        /// <param name="order">the size of the square matrix.</param>
-        /// <returns>Identity <c>SparseMatrix</c></returns>
-        /// <exception cref="ArgumentException">
-        /// If <paramref name="order"/> is less than one.
-        /// </exception>
-        public static SparseMatrix Identity(int order)
-        {
-            var storage = new SparseCompressedRowMatrixStorage<Complex32>(order, order)
-                {
-                    Values = new Complex32[order],
-                    ColumnIndices = new int[order]
-                };
-
-            for (var i = 0; i < order; i++)
-            {
-                storage.Values[i] = 1f;
-                storage.ColumnIndices[i] = i;
-                storage.RowPointers[i] = i;
-            }
-
-            storage.RowPointers[order] = order;
-
-            return new SparseMatrix(storage);
-        }
-        #endregion
-
         /// <summary>
         /// Adds another matrix to this matrix.
         /// </summary>

src/Numerics/LinearAlgebra/Double/DenseMatrix.cs

@@ -374,6 +374,14 @@ namespace MathNet.Numerics.LinearAlgebra.Double
             return new DenseMatrix(DenseColumnMajorMatrixStorage<double>.OfDiagonalInit(rows, columns, init));
         }
 
+        /// <summary>
+        /// Create a new square sparse identity matrix where each diagonal value is set to One.
+        /// </summary>
+        public static DenseMatrix CreateIdentity(int order)
+        {
+            return new DenseMatrix(DenseColumnMajorMatrixStorage<double>.OfDiagonalInit(order, order, i => One));
+        }
+
         /// <summary>
         /// Create a new dense matrix with values sampled from the provided random distribution.
         /// </summary>
@@ -431,29 +439,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double
             return Control.LinearAlgebraProvider.MatrixNorm(Norm.InfinityNorm, _rowCount, _columnCount, _values);
         }
 
-        #region Static constructors for special matrices.
-
-        /// <summary>
-        /// Initializes a square <see cref="DenseMatrix"/> with all zero's except for ones on the diagonal.
-        /// </summary>
-        /// <param name="order">the size of the square matrix.</param>
-        /// <returns>A dense identity matrix.</returns>
-        /// <exception cref="ArgumentException">
-        /// If <paramref name="order"/> is less than one.
-        /// </exception>
-        public static DenseMatrix Identity(int order)
-        {
-            var m = new DenseMatrix(order);
-            for (var i = 0; i < order; i++)
-            {
-                m._values[(i * order) + i] = 1.0;
-            }
-
-            return m;
-        }
-
-        #endregion
-
         /// <summary>
         /// Add a scalar to each element of the matrix and stores the result in the result vector.
         /// </summary>

src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs

@@ -171,6 +171,14 @@ namespace MathNet.Numerics.LinearAlgebra.Double
             return new DiagonalMatrix(DiagonalMatrixStorage<double>.OfInit(rows, columns, init));
         }
 
+        /// <summary>
+        /// Create a new square sparse identity matrix where each diagonal value is set to One.
+        /// </summary>
+        public static DiagonalMatrix CreateIdentity(int order)
+        {
+            return new DiagonalMatrix(DiagonalMatrixStorage<double>.OfInit(order, order, i => One));
+        }
+
         /// <summary>
         /// Create a new diagonal matrix with diagonal values sampled from the provided random distribution.
         /// </summary>
@@ -180,8 +188,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double
                 i => distribution.Sample()));
         }
 
-        #region Elementary operations
-
         /// <summary>
         /// Adds another matrix to this matrix.
         /// </summary>
@@ -624,8 +630,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double
             return result;
         }
 
-        #endregion
-
         /// <summary>
         /// Returns the transpose of this matrix.
         /// </summary>
@@ -1035,28 +1039,5 @@ namespace MathNet.Numerics.LinearAlgebra.Double
                     }
                 });
         }
-
-        #region Static constructors for special matrices.
-
-        /// <summary>
-        /// Initializes a square <see cref="DiagonalMatrix"/> with all zero's except for ones on the diagonal.
-        /// </summary>
-        /// <param name="order">the size of the square matrix.</param>
-        /// <returns>A diagonal identity matrix.</returns>
-        /// <exception cref="ArgumentException">
-        /// If <paramref name="order"/> is less than one.
-        /// </exception>
-        public static DiagonalMatrix Identity(int order)
-        {
-            var m = new DiagonalMatrix(order);
-            for (var i = 0; i < order; i++)
-            {
-                m._data[i] = 1.0;
-            }
-
-            return m;
-        }
-
-        #endregion
     }
 }

src/Numerics/LinearAlgebra/Double/SparseMatrix.cs

@@ -361,6 +361,14 @@ namespace MathNet.Numerics.LinearAlgebra.Double
             return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfDiagonalInit(rows, columns, init));
         }
 
+        /// <summary>
+        /// Create a new square sparse identity matrix where each diagonal value is set to One.
+        /// </summary>
+        public static SparseMatrix CreateIdentity(int order)
+        {
+            return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfDiagonalInit(order, order, i => One));
+        }
+
         /// <summary>
         /// Returns a new matrix containing the lower triangle of this matrix.
         /// </summary>
@@ -721,36 +729,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double
             return norm;
         }
 
-        #region Static constructors for special matrices.
-        /// <summary>
-        /// Initializes a square <see cref="SparseMatrix"/> with all zero's except for ones on the diagonal.
-        /// </summary>
-        /// <param name="order">the size of the square matrix.</param>
-        /// <returns>Identity <c>SparseMatrix</c></returns>
-        /// <exception cref="ArgumentException">
-        /// If <paramref name="order"/> is less than one.
-        /// </exception>
-        public static SparseMatrix Identity(int order)
-        {
-            var storage = new SparseCompressedRowMatrixStorage<double>(order, order)
-                {
-                    Values = new double[order],
-                    ColumnIndices = new int[order]
-                };
-
-            for (var i = 0; i < order; i++)
-            {
-                storage.Values[i] = 1d;
-                storage.ColumnIndices[i] = i;
-                storage.RowPointers[i] = i;
-            }
-
-            storage.RowPointers[order] = order;
-
-            return new SparseMatrix(storage);
-        }
-        #endregion
-
         /// <summary>
         /// Adds another matrix to this matrix.
         /// </summary>

src/Numerics/LinearAlgebra/Single/DenseMatrix.cs

@@ -374,6 +374,14 @@ namespace MathNet.Numerics.LinearAlgebra.Single
             return new DenseMatrix(DenseColumnMajorMatrixStorage<float>.OfDiagonalInit(rows, columns, init));
         }
 
+        /// <summary>
+        /// Create a new square sparse identity matrix where each diagonal value is set to One.
+        /// </summary>
+        public static DenseMatrix CreateIdentity(int order)
+        {
+            return new DenseMatrix(DenseColumnMajorMatrixStorage<float>.OfDiagonalInit(order, order, i => One));
+        }
+
         /// <summary>
         /// Create a new dense matrix with values sampled from the provided random distribution.
         /// </summary>
@@ -431,29 +439,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single
             return Control.LinearAlgebraProvider.MatrixNorm(Norm.InfinityNorm, _rowCount, _columnCount, _values);
         }
 
-        #region Static constructors for special matrices.
-
-        /// <summary>
-        /// Initializes a square <see cref="DenseMatrix"/> with all zero's except for ones on the diagonal.
-        /// </summary>
-        /// <param name="order">the size of the square matrix.</param>
-        /// <returns>A dense identity matrix.</returns>
-        /// <exception cref="ArgumentException">
-        /// If <paramref name="order"/> is less than one.
-        /// </exception>
-        public static DenseMatrix Identity(int order)
-        {
-            var m = new DenseMatrix(order);
-            for (var i = 0; i < order; i++)
-            {
-                m._values[(i * order) + i] = 1.0f;
-            }
-
-            return m;
-        }
-
-        #endregion
-
         /// <summary>
         /// Add a scalar to each element of the matrix and stores the result in the result vector.
         /// </summary>

src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs

@@ -171,6 +171,14 @@ namespace MathNet.Numerics.LinearAlgebra.Single
             return new DiagonalMatrix(DiagonalMatrixStorage<float>.OfInit(rows, columns, init));
         }
 
+        /// <summary>
+        /// Create a new square sparse identity matrix where each diagonal value is set to One.
+        /// </summary>
+        public static DiagonalMatrix CreateIdentity(int order)
+        {
+            return new DiagonalMatrix(DiagonalMatrixStorage<float>.OfInit(order, order, i => One));
+        }
+
         /// <summary>
         /// Create a new diagonal matrix with diagonal values sampled from the provided random distribution.
         /// </summary>
@@ -180,8 +188,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single
                 i => (float) distribution.Sample()));
         }
 
-        #region Elementary operations
-
         /// <summary>
         /// Adds another matrix to this matrix.
         /// </summary>
@@ -624,8 +630,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single
             return result;
         }
 
-        #endregion
-
         /// <summary>
         /// Returns the transpose of this matrix.
         /// </summary>
@@ -1035,28 +1039,5 @@ namespace MathNet.Numerics.LinearAlgebra.Single
                     }
                 });
         }
-
-        #region Static constructors for special matrices.
-
-        /// <summary>
-        /// Initializes a square <see cref="DiagonalMatrix"/> with all zero's except for ones on the diagonal.
-        /// </summary>
-        /// <param name="order">the size of the square matrix.</param>
-        /// <returns>A diagonal identity matrix.</returns>
-        /// <exception cref="ArgumentException">
-        /// If <paramref name="order"/> is less than one.
-        /// </exception>
-        public static DiagonalMatrix Identity(int order)
-        {
-            var m = new DiagonalMatrix(order);
-            for (var i = 0; i < order; i++)
-            {
-                m._data[i] = 1.0f;
-            }
-
-            return m;
-        }
-
-        #endregion
     }
 }

src/Numerics/LinearAlgebra/Single/SparseMatrix.cs

@@ -361,6 +361,14 @@ namespace MathNet.Numerics.LinearAlgebra.Single
             return new SparseMatrix(SparseCompressedRowMatrixStorage<float>.OfDiagonalInit(rows, columns, init));
         }
 
+        /// <summary>
+        /// Create a new square sparse identity matrix where each diagonal value is set to One.
+        /// </summary>
+        public static SparseMatrix CreateIdentity(int order)
+        {
+            return new SparseMatrix(SparseCompressedRowMatrixStorage<float>.OfDiagonalInit(order, order, i => One));
+        }
+
         /// <summary>
         /// Returns a new matrix containing the lower triangle of this matrix.
         /// </summary>
@@ -727,36 +735,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single
             return norm;
         }
 
-        #region Static constructors for special matrices.
-        /// <summary>
-        /// Initializes a square <see cref="SparseMatrix"/> with all zero's except for ones on the diagonal.
-        /// </summary>
-        /// <param name="order">the size of the square matrix.</param>
-        /// <returns>Identity <c>SparseMatrix</c></returns>
-        /// <exception cref="ArgumentException">
-        /// If <paramref name="order"/> is less than one.
-        /// </exception>
-        public static SparseMatrix Identity(int order)
-        {
-            var storage = new SparseCompressedRowMatrixStorage<float>(order, order)
-                {
-                    Values = new float[order],
-                    ColumnIndices = new int[order]
-                };
-
-            for (var i = 0; i < order; i++)
-            {
-                storage.Values[i] = 1f;
-                storage.ColumnIndices[i] = i;
-                storage.RowPointers[i] = i;
-            }
-
-            storage.RowPointers[order] = order;
-
-            return new SparseMatrix(storage);
-        }
-        #endregion
-
         /// <summary>
         /// Adds another matrix to this matrix.
         /// </summary>

src/Numerics/LinearAlgebra/Storage/SparseCompressedRowMatrixStorage.cs

@@ -429,12 +429,13 @@ namespace MathNet.Numerics.LinearAlgebra.Storage
 
         public static SparseCompressedRowMatrixStorage<T> OfDiagonalInit(int rows, int columns, Func<int, T> init)
         {
+            int diagonalLength = Math.Min(rows, columns);
             var storage = new SparseCompressedRowMatrixStorage<T>(rows, columns);
             var rowPointers = storage.RowPointers;
-            var columnIndices = new List<int>();
-            var values = new List<T>();
+            var columnIndices = new List<int>(diagonalLength);
+            var values = new List<T>(diagonalLength);
 
-            for (int i = 0; i < Math.Min(rows, columns); i++)
+            for (int i = 0; i < diagonalLength; i++)
             {
                 rowPointers[i] = values.Count;
                 var x = init(i);

src/UnitTests/LinearAlgebraTests/Complex/DenseMatrixTests.cs

@@ -173,7 +173,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
         [Test]
         public void CanCreateIdentity()
         {
-            var matrix = DenseMatrix.Identity(5);
+            var matrix = DenseMatrix.CreateIdentity(5);
             for (var i = 0; i < matrix.RowCount; i++)
             {
                 for (var j = 0; j < matrix.ColumnCount; j++)
@@ -191,7 +191,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
         [TestCase(-1)]
         public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
         {
-            Assert.Throws<ArgumentOutOfRangeException>(() => DenseMatrix.Identity(order));
+            Assert.Throws<ArgumentOutOfRangeException>(() => DenseMatrix.CreateIdentity(order));
         }
     }
 }

src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs

@@ -182,7 +182,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
         [Test]
         public void CanCreateIdentity()
         {
-            var matrix = DiagonalMatrix.Identity(5);
+            var matrix = DiagonalMatrix.CreateIdentity(5);
             for (var i = 0; i < matrix.RowCount; i++)
             {
                 for (var j = 0; j < matrix.ColumnCount; j++)
@@ -200,7 +200,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
         [TestCase(-1)]
         public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
         {
-            Assert.Throws<ArgumentOutOfRangeException>(() => DiagonalMatrix.Identity(order));
+            Assert.Throws<ArgumentOutOfRangeException>(() => DiagonalMatrix.CreateIdentity(order));
         }
 
         /// <summary>

src/UnitTests/LinearAlgebraTests/Complex/Factorization/CholeskyTests.cs

@@ -46,7 +46,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorC = matrixI.Cholesky().Factor;
 
             Assert.AreEqual(matrixI.RowCount, factorC.RowCount);
@@ -67,7 +67,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [Test]
         public void CholeskyFailsWithDiagonalNonPositiveDefiniteMatrix()
         {
-            var matrixI = DenseMatrix.Identity(8);
+            var matrixI = DenseMatrix.CreateIdentity(8);
             matrixI[3, 3] = -4.0;
             Assert.Throws<ArgumentException>(() => matrixI.Cholesky());
         }
@@ -91,7 +91,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorC = matrixI.Cholesky();
             Assert.AreEqual(Complex.One, factorC.Determinant);
             Assert.AreEqual(Complex.Zero, factorC.DeterminantLn);

src/UnitTests/LinearAlgebraTests/Complex/Factorization/EvdTests.cs

@@ -1,4 +1,4 @@
-// <copyright file="EvdTests.cs" company="Math.NET">
+// <copyright file="EvdTests.cs" company="Math.NET">
 // Math.NET Numerics, part of the Math.NET Project
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
@@ -45,7 +45,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorEvd = matrixI.Evd();
             var eigenValues = factorEvd.EigenValues;
             var eigenVectors = factorEvd.EigenVectors;
@@ -184,7 +184,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorEvd = matrixI.Evd();
             Assert.AreEqual(Complex.One, factorEvd.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Complex/Factorization/GramSchmidtTests.cs

@@ -56,7 +56,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorGramSchmidt = matrixI.GramSchmidt();
             var q = factorGramSchmidt.Q;
             var r = factorGramSchmidt.R;
@@ -104,7 +104,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorGramSchmidt = matrixI.GramSchmidt();
             Assert.AreEqual(Complex.One, factorGramSchmidt.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Complex/Factorization/LUTests.cs

@@ -46,7 +46,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorLU = matrixI.LU();
 
             // Check lower triangular part.
@@ -93,7 +93,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var lu = matrixI.LU();
             Assert.AreEqual(Complex.One, lu.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Complex/Factorization/QRTests.cs

@@ -57,7 +57,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorQR = matrixI.QR();
             var r = factorQR.R;
 
@@ -89,7 +89,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentityUsingThinQR(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorQR = matrixI.QR(QRMethod.Thin);
             var r = factorQR.R;
 
@@ -121,7 +121,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorQR = matrixI.QR();
             Assert.AreEqual(Complex.One, factorQR.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Complex/Factorization/SvdTests.cs

@@ -46,7 +46,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorSvd = matrixI.Svd();
             var u = factorSvd.U;
             var vt = factorSvd.VT;

src/UnitTests/LinearAlgebraTests/Complex/Solvers/Iterative/BiCgStabTest.cs

@@ -87,7 +87,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => Complex.One);
@@ -128,7 +128,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply(new Complex(Math.PI, Math.PI), matrix);

src/UnitTests/LinearAlgebraTests/Complex/Solvers/Iterative/GpBiCgTest.cs

@@ -87,7 +87,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => 1);
@@ -128,7 +128,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply(Math.PI, matrix);

src/UnitTests/LinearAlgebraTests/Complex/Solvers/Iterative/MlkBiCgStabTest.cs

@@ -87,7 +87,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => 1);
@@ -128,7 +128,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply(Math.PI, matrix);

src/UnitTests/LinearAlgebraTests/Complex/Solvers/Iterative/TFQMRTest.cs

@@ -87,7 +87,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => 1);
@@ -128,7 +128,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply(Math.PI, matrix);

src/UnitTests/LinearAlgebraTests/Complex/SparseMatrixTests.cs

@@ -158,7 +158,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
         [Test]
         public void CanCreateIdentity()
         {
-            var matrix = SparseMatrix.Identity(5);
+            var matrix = SparseMatrix.CreateIdentity(5);
             for (var i = 0; i < matrix.RowCount; i++)
             {
                 for (var j = 0; j < matrix.ColumnCount; j++)
@@ -176,7 +176,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
         [TestCase(-1)]
         public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
         {
-            Assert.Throws<ArgumentOutOfRangeException>(() => SparseMatrix.Identity(order));
+            Assert.Throws<ArgumentOutOfRangeException>(() => SparseMatrix.CreateIdentity(order));
         }
 
         /// <summary>

src/UnitTests/LinearAlgebraTests/Complex32/DenseMatrixTests.cs

@@ -173,7 +173,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32
         [Test]
         public void CanCreateIdentity()
         {
-            var matrix = DenseMatrix.Identity(5);
+            var matrix = DenseMatrix.CreateIdentity(5);
             for (var i = 0; i < matrix.RowCount; i++)
             {
                 for (var j = 0; j < matrix.ColumnCount; j++)
@@ -191,7 +191,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32
         [TestCase(-1)]
         public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
         {
-            Assert.Throws<ArgumentOutOfRangeException>(() => DenseMatrix.Identity(order));
+            Assert.Throws<ArgumentOutOfRangeException>(() => DenseMatrix.CreateIdentity(order));
         }
     }
 }

src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs

@@ -182,7 +182,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32
         [Test]
         public void CanCreateIdentity()
         {
-            var matrix = DiagonalMatrix.Identity(5);
+            var matrix = DiagonalMatrix.CreateIdentity(5);
             for (var i = 0; i < matrix.RowCount; i++)
             {
                 for (var j = 0; j < matrix.ColumnCount; j++)
@@ -200,7 +200,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32
         [TestCase(-1)]
         public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
         {
-            Assert.Throws<ArgumentOutOfRangeException>(() => DiagonalMatrix.Identity(order));
+            Assert.Throws<ArgumentOutOfRangeException>(() => DiagonalMatrix.CreateIdentity(order));
         }
 
         /// <summary>

src/UnitTests/LinearAlgebraTests/Complex32/Factorization/CholeskyTests.cs

@@ -45,7 +45,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorC = matrixI.Cholesky().Factor;
 
             Assert.AreEqual(matrixI.RowCount, factorC.RowCount);
@@ -66,7 +66,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [Test]
         public void CholeskyFailsWithDiagonalNonPositiveDefiniteMatrix()
         {
-            var matrixI = DenseMatrix.Identity(10);
+            var matrixI = DenseMatrix.CreateIdentity(10);
             matrixI[3, 3] = -4.0f;
             Assert.Throws<ArgumentException>(() => matrixI.Cholesky());
         }
@@ -90,7 +90,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorC = matrixI.Cholesky();
             Assert.AreEqual(Complex32.One, factorC.Determinant);
             Assert.AreEqual(Complex32.Zero, factorC.DeterminantLn);

src/UnitTests/LinearAlgebraTests/Complex32/Factorization/EvdTests.cs

@@ -1,4 +1,4 @@
-// <copyright file="EvdTests.cs" company="Math.NET">
+// <copyright file="EvdTests.cs" company="Math.NET">
 // Math.NET Numerics, part of the Math.NET Project
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
@@ -46,7 +46,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorEvd = matrixI.Evd();
             var eigenValues = factorEvd.EigenValues;
             var eigenVectors = factorEvd.EigenVectors;
@@ -181,7 +181,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorEvd = matrixI.Evd();
             Assert.AreEqual(Complex32.One, factorEvd.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Complex32/Factorization/GramSchmidtTests.cs

@@ -56,7 +56,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorGramSchmidt = matrixI.GramSchmidt();
             var q = factorGramSchmidt.Q;
             var r = factorGramSchmidt.R;
@@ -104,7 +104,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorGramSchmidt = matrixI.GramSchmidt();
             Assert.AreEqual(Complex32.One, factorGramSchmidt.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Complex32/Factorization/LUTests.cs

@@ -46,7 +46,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorLU = matrixI.LU();
 
             // Check lower triangular part.
@@ -93,7 +93,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var lu = matrixI.LU();
             Assert.AreEqual(Complex32.One, lu.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Complex32/Factorization/QRTests.cs

@@ -57,7 +57,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorQR = matrixI.QR();
             var r = factorQR.R;
 
@@ -89,7 +89,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentityUsingThinQR(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorQR = matrixI.QR(QRMethod.Thin);
             var r = factorQR.R;
 
@@ -122,7 +122,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorQR = matrixI.QR();
             Assert.AreEqual(Complex32.One, factorQR.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Complex32/Factorization/SvdTests.cs

@@ -46,7 +46,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorSvd = matrixI.Svd();
             var u = factorSvd.U;
             var vt = factorSvd.VT;

src/UnitTests/LinearAlgebraTests/Complex32/Solvers/Iterative/BiCgStabTest.cs

@@ -87,7 +87,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => Complex32.One);
@@ -128,7 +128,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply(new Complex32((float) Math.PI, (float) Math.PI), matrix);

src/UnitTests/LinearAlgebraTests/Complex32/Solvers/Iterative/GpBiCgTest.cs

@@ -87,7 +87,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => 1);
@@ -128,7 +128,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply((float) Math.PI, matrix);

src/UnitTests/LinearAlgebraTests/Complex32/Solvers/Iterative/MlkBiCgStabTest.cs

@@ -87,7 +87,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => 1);
@@ -128,7 +128,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply((float) Math.PI, matrix);

src/UnitTests/LinearAlgebraTests/Complex32/Solvers/Iterative/TFQMRTest.cs

@@ -87,7 +87,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => 1);
@@ -128,7 +128,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply((float) Math.PI, matrix);

src/UnitTests/LinearAlgebraTests/Complex32/SparseMatrixTests.cs

@@ -158,7 +158,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32
         [Test]
         public void CanCreateIdentity()
         {
-            var matrix = SparseMatrix.Identity(5);
+            var matrix = SparseMatrix.CreateIdentity(5);
             for (var i = 0; i < matrix.RowCount; i++)
             {
                 for (var j = 0; j < matrix.ColumnCount; j++)
@@ -176,7 +176,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32
         [TestCase(-1)]
         public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
         {
-            Assert.Throws<ArgumentOutOfRangeException>(() => SparseMatrix.Identity(order));
+            Assert.Throws<ArgumentOutOfRangeException>(() => SparseMatrix.CreateIdentity(order));
         }
 
         /// <summary>

src/UnitTests/LinearAlgebraTests/Double/DenseMatrixTests.cs

@@ -171,7 +171,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
         [Test]
         public void CanCreateIdentity()
         {
-            var matrix = DenseMatrix.Identity(5);
+            var matrix = DenseMatrix.CreateIdentity(5);
             for (var i = 0; i < matrix.RowCount; i++)
             {
                 for (var j = 0; j < matrix.ColumnCount; j++)
@@ -189,7 +189,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
         [TestCase(-1)]
         public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
         {
-            Assert.Throws<ArgumentOutOfRangeException>(() => DenseMatrix.Identity(order));
+            Assert.Throws<ArgumentOutOfRangeException>(() => DenseMatrix.CreateIdentity(order));
         }
     }
 }

src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs

@@ -180,7 +180,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
         [Test]
         public void CanCreateIdentity()
         {
-            var matrix = DiagonalMatrix.Identity(5);
+            var matrix = DiagonalMatrix.CreateIdentity(5);
             for (var i = 0; i < matrix.RowCount; i++)
             {
                 for (var j = 0; j < matrix.ColumnCount; j++)
@@ -198,7 +198,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
         [TestCase(-1)]
         public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
         {
-            Assert.Throws<ArgumentOutOfRangeException>(() => DiagonalMatrix.Identity(order));
+            Assert.Throws<ArgumentOutOfRangeException>(() => DiagonalMatrix.CreateIdentity(order));
         }
 
         /// <summary>
@@ -405,7 +405,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
         [Test]
         public void DiagonalDenseMatrixMultiplication_IssueCP5706()
         {
-            Matrix<double> diagonal = DiagonalMatrix.Identity(3);
+            Matrix<double> diagonal = DiagonalMatrix.CreateIdentity(3);
             Matrix<double> dense = DenseMatrix.OfArray(new double[,] {{1, 2, 3}, {1, 2, 3}, {1, 2, 3}});
             var test = diagonal*dense;
             var test2 = dense*diagonal;

src/UnitTests/LinearAlgebraTests/Double/Factorization/CholeskyTests.cs

@@ -44,7 +44,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorC = matrixI.Cholesky().Factor;
 
             Assert.AreEqual(matrixI.RowCount, factorC.RowCount);
@@ -65,7 +65,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [Test]
         public void CholeskyFailsWithDiagonalNonPositiveDefiniteMatrix()
         {
-            var matrixI = DenseMatrix.Identity(10);
+            var matrixI = DenseMatrix.CreateIdentity(10);
             matrixI[3, 3] = -4.0;
             Assert.Throws<ArgumentException>(() => matrixI.Cholesky());
         }
@@ -89,7 +89,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorC = matrixI.Cholesky();
             Assert.AreEqual(1.0, factorC.Determinant);
             Assert.AreEqual(0.0, factorC.DeterminantLn);

src/UnitTests/LinearAlgebraTests/Double/Factorization/EvdTests.cs

@@ -1,4 +1,4 @@
-// <copyright file="EvdTests.cs" company="Math.NET">
+// <copyright file="EvdTests.cs" company="Math.NET">
 // Math.NET Numerics, part of the Math.NET Project
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
@@ -45,7 +45,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorEvd = matrixI.Evd();
             var eigenValues = factorEvd.EigenValues;
             var eigenVectors = factorEvd.EigenVectors;
@@ -185,7 +185,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorEvd = matrixI.Evd();
             Assert.AreEqual(1.0, factorEvd.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Double/Factorization/GramSchmidtTests.cs

@@ -54,7 +54,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorGramSchmidt = matrixI.GramSchmidt();
             var q = factorGramSchmidt.Q;
             var r = factorGramSchmidt.R;
@@ -102,7 +102,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorGramSchmidt = matrixI.GramSchmidt();
             Assert.AreEqual(1.0, factorGramSchmidt.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Double/Factorization/LUTests.cs

@@ -44,7 +44,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorLU = matrixI.LU();
 
             // Check lower triangular part.
@@ -91,7 +91,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var lu = matrixI.LU();
             Assert.AreEqual(1.0, lu.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Double/Factorization/QRTests.cs

@@ -55,7 +55,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorQR = matrixI.QR();
             var r = factorQR.R;
 
@@ -87,7 +87,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentityUsingThinQR(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorQR = matrixI.QR(QRMethod.Thin);
             var r = factorQR.R;
 
@@ -119,7 +119,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorQR = matrixI.QR();
             Assert.AreEqual(1.0, factorQR.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Double/Factorization/SvdTests.cs

@@ -44,7 +44,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorSvd = matrixI.Svd();
             var u = factorSvd.U;
             var vt = factorSvd.VT;

src/UnitTests/LinearAlgebraTests/Double/Solvers/Iterative/BiCgStabTest.cs

@@ -85,7 +85,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => 1);
@@ -126,7 +126,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply(Math.PI, matrix);

src/UnitTests/LinearAlgebraTests/Double/Solvers/Iterative/GpBiCgTest.cs

@@ -85,7 +85,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => 1);
@@ -126,7 +126,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply(Math.PI, matrix);

src/UnitTests/LinearAlgebraTests/Double/Solvers/Iterative/MlkBiCgStabTest.cs

@@ -85,7 +85,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => 1);
@@ -126,7 +126,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply(Math.PI, matrix);

src/UnitTests/LinearAlgebraTests/Double/Solvers/Iterative/TFQMRTest.cs

@@ -85,7 +85,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => 1);
@@ -126,7 +126,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply(Math.PI, matrix);

src/UnitTests/LinearAlgebraTests/Double/SparseMatrixTests.cs

@@ -156,7 +156,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
         [Test]
         public void CanCreateIdentity()
         {
-            var matrix = SparseMatrix.Identity(5);
+            var matrix = SparseMatrix.CreateIdentity(5);
             for (var i = 0; i < matrix.RowCount; i++)
             {
                 for (var j = 0; j < matrix.ColumnCount; j++)
@@ -174,7 +174,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
         [TestCase(-1)]
         public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
         {
-            Assert.Throws<ArgumentOutOfRangeException>(() => SparseMatrix.Identity(order));
+            Assert.Throws<ArgumentOutOfRangeException>(() => SparseMatrix.CreateIdentity(order));
         }
 
         /// <summary>

src/UnitTests/LinearAlgebraTests/Single/DenseMatrixTests.cs

@@ -171,7 +171,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single
         [Test]
         public void CanCreateIdentity()
         {
-            var matrix = DenseMatrix.Identity(5);
+            var matrix = DenseMatrix.CreateIdentity(5);
             for (var i = 0; i < matrix.RowCount; i++)
             {
                 for (var j = 0; j < matrix.ColumnCount; j++)
@@ -189,7 +189,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single
         [TestCase(-1)]
         public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
         {
-            Assert.Throws<ArgumentOutOfRangeException>(() => DenseMatrix.Identity(order));
+            Assert.Throws<ArgumentOutOfRangeException>(() => DenseMatrix.CreateIdentity(order));
         }
     }
 }

src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs

@@ -180,7 +180,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single
         [Test]
         public void CanCreateIdentity()
         {
-            var matrix = DiagonalMatrix.Identity(5);
+            var matrix = DiagonalMatrix.CreateIdentity(5);
             for (var i = 0; i < matrix.RowCount; i++)
             {
                 for (var j = 0; j < matrix.ColumnCount; j++)
@@ -198,7 +198,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single
         [TestCase(-1)]
         public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
         {
-            Assert.Throws<ArgumentOutOfRangeException>(() => DiagonalMatrix.Identity(order));
+            Assert.Throws<ArgumentOutOfRangeException>(() => DiagonalMatrix.CreateIdentity(order));
         }
 
         /// <summary>

src/UnitTests/LinearAlgebraTests/Single/Factorization/CholeskyTests.cs

@@ -44,7 +44,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorC = matrixI.Cholesky().Factor;
 
             Assert.AreEqual(matrixI.RowCount, factorC.RowCount);
@@ -65,7 +65,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [Test]
         public void CholeskyFailsWithDiagonalNonPositiveDefiniteMatrix()
         {
-            var matrixI = DenseMatrix.Identity(10);
+            var matrixI = DenseMatrix.CreateIdentity(10);
             matrixI[3, 3] = -4.0f;
             Assert.Throws<ArgumentException>(() => matrixI.Cholesky());
         }
@@ -89,7 +89,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorC = matrixI.Cholesky();
             Assert.AreEqual(1.0, factorC.Determinant);
             Assert.AreEqual(0.0, factorC.DeterminantLn);

src/UnitTests/LinearAlgebraTests/Single/Factorization/EvdTests.cs

@@ -1,4 +1,4 @@
-// <copyright file="EvdTests.cs" company="Math.NET">
+// <copyright file="EvdTests.cs" company="Math.NET">
 // Math.NET Numerics, part of the Math.NET Project
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
@@ -45,7 +45,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorEvd = matrixI.Evd();
             var eigenValues = factorEvd.EigenValues;
             var eigenVectors = factorEvd.EigenVectors;
@@ -174,7 +174,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorEvd = matrixI.Evd();
             Assert.AreEqual(1.0, factorEvd.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Single/Factorization/GramSchmidtTests.cs

@@ -54,7 +54,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorGramSchmidt = matrixI.GramSchmidt();
             var q = factorGramSchmidt.Q;
             var r = factorGramSchmidt.R;
@@ -102,7 +102,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorGramSchmidt = matrixI.GramSchmidt();
             Assert.AreEqual(1.0, factorGramSchmidt.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Single/Factorization/LUTests.cs

@@ -44,7 +44,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorLU = matrixI.LU();
 
             // Check lower triangular part.
@@ -91,7 +91,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var lu = matrixI.LU();
             Assert.AreEqual(1.0, lu.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Single/Factorization/QRTests.cs

@@ -55,7 +55,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorQR = matrixI.QR();
             var r = factorQR.R;
 
@@ -87,7 +87,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentityUsingThinQR(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorQR = matrixI.QR(QRMethod.Thin);
             var r = factorQR.R;
 
@@ -120,7 +120,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [TestCase(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorQR = matrixI.QR();
             Assert.AreEqual(1.0, factorQR.Determinant);
         }

src/UnitTests/LinearAlgebraTests/Single/Factorization/SvdTests.cs

@@ -44,7 +44,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [TestCase(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var matrixI = DenseMatrix.Identity(order);
+            var matrixI = DenseMatrix.CreateIdentity(order);
             var factorSvd = matrixI.Svd();
             var u = factorSvd.U;
             var vt = factorSvd.VT;

src/UnitTests/LinearAlgebraTests/Single/Solvers/Iterative/BiCgStabTest.cs

@@ -85,7 +85,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => 1);
@@ -126,7 +126,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply((float) Math.PI, matrix);

src/UnitTests/LinearAlgebraTests/Single/Solvers/Iterative/GpBiCgTest.cs

@@ -85,7 +85,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => 1);
@@ -126,7 +126,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply((float) Math.PI, matrix);

src/UnitTests/LinearAlgebraTests/Single/Solvers/Iterative/MlkBiCgStabTest.cs

@@ -86,7 +86,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => 1);
@@ -127,7 +127,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply((float) Math.PI, matrix);

src/UnitTests/LinearAlgebraTests/Single/Solvers/Iterative/TFQMRTest.cs

@@ -85,7 +85,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
         public void SolveUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Create the y vector
             var y = DenseVector.Create(matrix.RowCount, i => 1);
@@ -126,7 +126,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
         public void SolveScaledUnitMatrixAndBackMultiply()
         {
             // Create the identity matrix
-            var matrix = SparseMatrix.Identity(100);
+            var matrix = SparseMatrix.CreateIdentity(100);
 
             // Scale it with a funny number
             matrix.Multiply((float) Math.PI, matrix);

src/UnitTests/LinearAlgebraTests/Single/SparseMatrixTests.cs

@@ -156,7 +156,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single
         [Test]
         public void CanCreateIdentity()
         {
-            var matrix = SparseMatrix.Identity(5);
+            var matrix = SparseMatrix.CreateIdentity(5);
             for (var i = 0; i < matrix.RowCount; i++)
             {
                 for (var j = 0; j < matrix.ColumnCount; j++)
@@ -174,7 +174,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single
         [TestCase(-1)]
         public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
         {
-            Assert.Throws<ArgumentOutOfRangeException>(() => SparseMatrix.Identity(order));
+            Assert.Throws<ArgumentOutOfRangeException>(() => SparseMatrix.CreateIdentity(order));
         }
 
         /// <summary>