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@ -3,9 +3,9 @@ |
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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//
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// Copyright (c) 2009-2013 Math.NET
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//
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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@ -14,10 +14,10 @@ |
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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//
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//
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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//
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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@ -195,7 +195,7 @@ namespace MathNet.Numerics.Providers.LinearAlgebra |
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} |
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/// <summary>
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/// Does a point wise add of two arrays <c>z = x + y</c>. This can be used
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/// Does a point wise add of two arrays <c>z = x + y</c>. This can be used
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/// to add vectors or matrices.
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/// </summary>
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/// <param name="x">The array x.</param>
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@ -246,7 +246,7 @@ namespace MathNet.Numerics.Providers.LinearAlgebra |
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} |
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/// <summary>
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/// Does a point wise subtraction of two arrays <c>z = x - y</c>. This can be used
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/// Does a point wise subtraction of two arrays <c>z = x - y</c>. This can be used
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/// to subtract vectors or matrices.
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/// </summary>
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/// <param name="x">The array x.</param>
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@ -426,26 +426,33 @@ namespace MathNet.Numerics.Providers.LinearAlgebra |
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return norm1; |
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case Norm.LargestAbsoluteValue: |
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var normMax = 0d; |
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for (var i = 0; i < rows; i++) |
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for (var j = 0; j < columns; j++) |
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{ |
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for (var j = 0; j < columns; j++) |
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for (var i = 0; i < rows; i++) |
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{ |
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normMax = Math.Max(Math.Abs(matrix[(j * rows) + i]), normMax); |
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} |
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} |
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return normMax; |
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case Norm.InfinityNorm: |
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var normInf = 0d; |
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for (var i = 0; i < rows; i++) |
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var r = new double[rows]; |
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for (var j = 0; j < columns; j++) |
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{ |
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var s = 0d; |
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for (var j = 0; j < columns; j++) |
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for (var i = 0; i < rows; i++) |
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{ |
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s += Math.Abs(matrix[(j*rows) + i]); |
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r[i] += Math.Abs(matrix[(j * rows) + i]); |
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} |
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} |
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// TODO: reuse
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var max = r[0]; |
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for (int i = 0; i < r.Length; i++) |
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{ |
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if (r[i] > max) |
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{ |
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max = r[i]; |
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} |
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normInf = Math.Max(normInf, s); |
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} |
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return normInf; |
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return max; |
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case Norm.FrobeniusNorm: |
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var aat = new float[rows*rows]; |
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MatrixMultiplyWithUpdate(Transpose.DontTranspose, Transpose.Transpose, 1.0f, matrix, rows, columns, matrix, rows, columns, 0.0f, aat); |
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@ -554,7 +561,7 @@ namespace MathNet.Numerics.Providers.LinearAlgebra |
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{ |
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int m; // The number of rows of matrix op(A) and of the matrix C.
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int n; // The number of columns of matrix op(B) and of the matrix C.
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int k; // The number of columns of matrix op(A) and the rows of the matrix op(B).
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int k; // The number of columns of matrix op(A) and the rows of the matrix op(B).
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// First check some basic requirement on the parameters of the matrix multiplication.
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if (a == null) |
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@ -1405,7 +1412,7 @@ namespace MathNet.Numerics.Providers.LinearAlgebra |
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/// it is overwritten with the R matrix of the QR factorization. </param>
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/// <param name="rowsR">The number of rows in the A matrix.</param>
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/// <param name="columnsR">The number of columns in the A matrix.</param>
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/// <param name="q">On exit, A M by M matrix that holds the Q matrix of the
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/// <param name="q">On exit, A M by M matrix that holds the Q matrix of the
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/// QR factorization.</param>
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/// <param name="tau">A min(m,n) vector. On exit, contains additional information
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/// to be used by the QR solve routine.</param>
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@ -1588,7 +1595,7 @@ namespace MathNet.Numerics.Providers.LinearAlgebra |
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ComputeQR(work, i, a, i, rowsA, i + 1, columnsA, Control.NumberOfParallelWorkerThreads); |
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} |
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//copy R
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//copy R
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for (var j = 0; j < columnsA; j++) |
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{ |
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var rIndex = j*columnsA; |
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@ -2436,7 +2443,7 @@ namespace MathNet.Numerics.Providers.LinearAlgebra |
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throw new NonConvergenceException(); |
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} |
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// This section of the program inspects for negligible elements in the s and e arrays,
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// This section of the program inspects for negligible elements in the s and e arrays,
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// on completion the variables kase and l are set as follows:
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// kase = 1: if mS[m] and e[l-1] are negligible and l < m
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// kase = 2: if mS[l] is negligible and l < m
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@ -2702,7 +2709,7 @@ namespace MathNet.Numerics.Providers.LinearAlgebra |
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if (computeVectors) |
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{ |
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// Finally transpose "v" to get "vt" matrix
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// Finally transpose "v" to get "vt" matrix
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for (i = 0; i < columnsA; i++) |
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{ |
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for (j = 0; j < columnsA; j++) |
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@ -2723,7 +2730,7 @@ namespace MathNet.Numerics.Providers.LinearAlgebra |
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} |
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/// <summary>
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/// Given the Cartesian coordinates (da, db) of a point p, these function return the parameters da, db, c, and s
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/// Given the Cartesian coordinates (da, db) of a point p, these function return the parameters da, db, c, and s
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/// associated with the Givens rotation that zeros the y-coordinate of the point.
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/// </summary>
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/// <param name="da">Provides the x-coordinate of the point p. On exit contains the parameter r associated with the Givens rotation</param>
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Christoph Ruegg
13 years ago