LA: Parallelize functional map/mapi where trivial

src/Numerics/LinearAlgebra/Storage/DenseColumnMajorMatrixStorage.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Threading;
 
 namespace MathNet.Numerics.LinearAlgebra.Storage
 {
@@ -369,10 +370,13 @@ namespace MathNet.Numerics.LinearAlgebra.Storage
 
         public override void MapInplace(Func<T, T> f, bool forceMapZeros = false)
         {
-            for (int i = 0; i < Data.Length; i++)
-            {
-                Data[i] = f(Data[i]);
-            }
+            CommonParallel.For(0, Data.Length, 4096, (a, b) =>
+                {
+                    for (int i = a; i < b; i++)
+                    {
+                        Data[i] = f(Data[i]);
+                    }
+                });
         }
 
         public override void MapIndexedInplace(Func<int, int, T, T> f, bool forceMapZeros = false)

src/Numerics/LinearAlgebra/Storage/DenseVectorStorage.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Threading;
 
 namespace MathNet.Numerics.LinearAlgebra.Storage
 {
@@ -107,10 +108,13 @@ namespace MathNet.Numerics.LinearAlgebra.Storage
             }
 
             var data = new T[length];
-            for (int i = 0; i < data.Length; i++)
-            {
-                data[i] = init(i);
-            }
+            CommonParallel.For(0, data.Length, 4096, (a, b) =>
+                {
+                    for (int i = a; i < b; i++)
+                    {
+                        data[i] = init(i);
+                    }
+                });
             return new DenseVectorStorage<T>(length, data);
         }
 
@@ -296,18 +300,24 @@ namespace MathNet.Numerics.LinearAlgebra.Storage
 
         public override void MapInplace(Func<T, T> f, bool forceMapZeros = false)
         {
-            for (int i = 0; i < Data.Length; i++)
-            {
-                Data[i] = f(Data[i]);
-            }
+            CommonParallel.For(0, Data.Length, 4096, (a, b) =>
+                {
+                    for (int i = a; i < b; i++)
+                    {
+                        Data[i] = f(Data[i]);
+                    }
+                });
         }
 
         public override void MapIndexedInplace(Func<int, T, T> f, bool forceMapZeros = false)
         {
-            for (int i = 0; i < Data.Length; i++)
-            {
-                Data[i] = f(i, Data[i]);
-            }
+            CommonParallel.For(0, Data.Length, 4096, (a, b) =>
+                {
+                    for (int i = a; i < b; i++)
+                    {
+                        Data[i] = f(i, Data[i]);
+                    }
+                });
         }
     }
 }

src/Numerics/LinearAlgebra/Storage/DiagonalMatrixStorage.cs

@@ -32,6 +32,7 @@ using System;
 using System.Collections.Generic;
 using System.Linq;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Threading;
 
 namespace MathNet.Numerics.LinearAlgebra.Storage
 {
@@ -532,20 +533,26 @@ namespace MathNet.Numerics.LinearAlgebra.Storage
         {
             // we deliberately ignore forceMapZeros since we would not actually
             // support any non-zero results outside of the diagonal anyway
-            for (int i = 0; i < Data.Length; i++)
-            {
-                Data[i] = f(Data[i]);
-            }
+            CommonParallel.For(0, Data.Length, 4096, (a, b) =>
+                {
+                    for (int i = a; i < b; i++)
+                    {
+                        Data[i] = f(Data[i]);
+                    }
+                });
         }
 
         public override void MapIndexedInplace(Func<int, int, T, T> f, bool forceMapZeros = false)
         {
             // we deliberately ignore forceMapZeros since we would not actually
             // support any non-zero results outside of the diagonal anyway
-            for (int i = 0; i < Data.Length; i++)
-            {
-                Data[i] = f(i, i, Data[i]);
-            }
+            CommonParallel.For(0, Data.Length, 4096, (a, b) =>
+                {
+                    for (int i = a; i < b; i++)
+                    {
+                        Data[i] = f(i, i, Data[i]);
+                    }
+                });
         }
     }
 }

src/Numerics/LinearAlgebra/Storage/SparseCompressedRowMatrixStorage.cs

@@ -30,6 +30,7 @@
 
 using System;
 using System.Collections.Generic;
+using System.Linq;
 using MathNet.Numerics.Properties;
 
 namespace MathNet.Numerics.LinearAlgebra.Storage
@@ -454,10 +455,11 @@ namespace MathNet.Numerics.LinearAlgebra.Storage
             for (int row = 0; row < rows; row++)
             {
                 rowPointers[row] = index;
-                if (trows[row] != null)
+                var trow = trows[row];
+                if (trow != null)
                 {
-                    // TODO: Don't we need to sort here!?
-                    foreach (var item in trows[row])
+                    trow.Sort();
+                    foreach (var item in trow)
                     {
                         values.Add(item.Item2);
                         columnIndices.Add(item.Item1);
@@ -547,9 +549,11 @@ namespace MathNet.Numerics.LinearAlgebra.Storage
             for (int row = 0; row < rows; row++)
             {
                 rowPointers[row] = index;
-                if (trows[row] != null)
+                var trow = trows[row];
+                if (trow != null)
                 {
-                    foreach (var item in trows[row])
+                    trow.Sort();
+                    foreach (var item in trow)
                     {
                         values.Add(item.Item2);
                         columnIndices.Add(item.Item1);