// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // http://mathnetnumerics.codeplex.com // // Copyright (c) 2009-2013 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // using System; using MathNet.Numerics.LinearAlgebra.Complex.Factorization; using MathNet.Numerics.LinearAlgebra.Factorization; using MathNet.Numerics.LinearAlgebra.Storage; using MathNet.Numerics.Properties; namespace MathNet.Numerics.LinearAlgebra.Complex { #if NOSYSNUMERICS using Complex = Numerics.Complex; #else using Complex = System.Numerics.Complex; #endif /// /// Complex version of the class. /// [Serializable] public abstract class Matrix : Matrix { /// /// Initializes a new instance of the Matrix class. /// protected Matrix(MatrixStorage storage) : base(storage) { } /// Calculates the L1 norm. /// The L1 norm of the matrix. public override double L1Norm() { var norm = 0d; for (var j = 0; j < ColumnCount; j++) { var s = 0d; for (var i = 0; i < RowCount; i++) { s += At(i, j).Magnitude; } norm = Math.Max(norm, s); } return norm; } /// Calculates the infinity norm of this matrix. /// The infinity norm of this matrix. public override double InfinityNorm() { var norm = 0d; for (var i = 0; i < RowCount; i++) { var s = 0d; for (var j = 0; j < ColumnCount; j++) { s += At(i, j).Magnitude; } norm = Math.Max(norm, s); } return norm; } /// Calculates the Frobenius norm of this matrix. /// The Frobenius norm of this matrix. public override double FrobeniusNorm() { var transpose = ConjugateTranspose(); var aat = this * transpose; var norm = 0d; for (var i = 0; i < RowCount; i++) { norm += aat.At(i, i).Magnitude; } return Math.Sqrt(norm); } /// /// Returns the conjugate transpose of this matrix. /// /// The conjugate transpose of this matrix. public override Matrix ConjugateTranspose() { var ret = CreateMatrix(ColumnCount, RowCount); for (var j = 0; j < ColumnCount; j++) { for (var i = 0; i < RowCount; i++) { ret.At(j, i, At(i, j).Conjugate()); } } return ret; } /// /// Add a scalar to each element of the matrix and stores the result in the result vector. /// /// The scalar to add. /// The matrix to store the result of the addition. protected override void DoAdd(Complex scalar, Matrix result) { for (var i = 0; i < RowCount; i++) { for (var j = 0; j < ColumnCount; j++) { result.At(i, j, At(i, j) + scalar); } } } /// /// Adds another matrix to this matrix. /// /// The matrix to add to this matrix. /// The matrix to store the result of the addition. /// If the other matrix is . /// If the two matrices don't have the same dimensions. protected override void DoAdd(Matrix other, Matrix result) { for (var i = 0; i < RowCount; i++) { for (var j = 0; j < ColumnCount; j++) { result.At(i, j, At(i, j) + other.At(i, j)); } } } /// /// Subtracts a scalar from each element of the vector and stores the result in the result vector. /// /// The scalar to subtract. /// The matrix to store the result of the subtraction. protected override void DoSubtract(Complex scalar, Matrix result) { for (var i = 0; i < RowCount; i++) { for (var j = 0; j < ColumnCount; j++) { result.At(i, j, At(i, j) - scalar); } } } /// /// Subtracts another matrix from this matrix. /// /// The matrix to subtract to this matrix. /// The matrix to store the result of subtraction. /// If the other matrix is . /// If the two matrices don't have the same dimensions. protected override void DoSubtract(Matrix other, Matrix result) { for (var i = 0; i < RowCount; i++) { for (var j = 0; j < ColumnCount; j++) { result.At(i, j, At(i, j) - other.At(i, j)); } } } /// /// Multiplies each element of the matrix by a scalar and places results into the result matrix. /// /// The scalar to multiply the matrix with. /// The matrix to store the result of the multiplication. protected override void DoMultiply(Complex scalar, Matrix result) { for (var i = 0; i < RowCount; i++) { for (var j = 0; j < ColumnCount; j++) { result.At(i, j, At(i, j) * scalar); } } } /// /// Multiplies this matrix with a vector and places the results into the result vector. /// /// The vector to multiply with. /// The result of the multiplication. protected override void DoMultiply(Vector rightSide, Vector result) { for (var i = 0; i < RowCount; i++) { var s = Complex.Zero; for (var j = 0; j != ColumnCount; j++) { s += At(i, j) * rightSide[j]; } result[i] = s; } } /// /// Multiplies this matrix with another matrix and places the results into the result matrix. /// /// The matrix to multiply with. /// The result of the multiplication. protected override void DoMultiply(Matrix other, Matrix result) { for (var j = 0; j < RowCount; j++) { for (var i = 0; i != other.ColumnCount; i++) { var s = Complex.Zero; for (var l = 0; l < ColumnCount; l++) { s += At(j, l) * other.At(l, i); } result.At(j, i, s); } } } /// /// Divides each element of the matrix by a scalar and places results into the result matrix. /// /// The scalar to divide the matrix with. /// The matrix to store the result of the division. protected override void DoDivide(Complex divisor, Matrix result) { DoMultiply(1.0 / divisor, result); } /// /// Divides a scalar by each element of the matrix and stores the result in the result matrix. /// /// The scalar to add. /// The matrix to store the result of the division. protected override void DoDivideByThis(Complex dividend, Matrix result) { for (var i = 0; i < RowCount; i++) { for (var j = 0; j < ColumnCount; j++) { result.At(i, j, dividend / At(i, j)); } } } /// /// Multiplies this matrix with transpose of another matrix and places the results into the result matrix. /// /// The matrix to multiply with. /// The result of the multiplication. protected override void DoTransposeAndMultiply(Matrix other, Matrix result) { for (var j = 0; j < other.RowCount; j++) { for (var i = 0; i < RowCount; i++) { var s = Complex.Zero; for (var l = 0; l < ColumnCount; l++) { s += At(i, l) * other.At(j, l); } result.At(i, j, s); } } } /// /// Multiplies the transpose of this matrix with another matrix and places the results into the result matrix. /// /// The matrix to multiply with. /// The result of the multiplication. protected override void DoTransposeThisAndMultiply(Matrix other, Matrix result) { for (var j = 0; j < other.ColumnCount; j++) { for (var i = 0; i < ColumnCount; i++) { var s = Complex.Zero; for (var l = 0; l < RowCount; l++) { s += At(l, i) * other.At(l, j); } result.At(i, j, s); } } } /// /// Multiplies the transpose of this matrix with a vector and places the results into the result vector. /// /// The vector to multiply with. /// The result of the multiplication. protected override void DoTransposeThisAndMultiply(Vector rightSide, Vector result) { for (var i = 0; i < ColumnCount; i++) { var s = Complex.Zero; for (var j = 0; j != RowCount; j++) { s += At(j, i) * rightSide[j]; } result[i] = s; } } /// /// Negate each element of this matrix and place the results into the result matrix. /// /// The result of the negation. protected override void DoNegate(Matrix result) { for (var i = 0; i < RowCount; i++) { for (var j = 0; j != ColumnCount; j++) { result.At(i, j, -At(i, j)); } } } /// /// Complex conjugates each element of this matrix and place the results into the result matrix. /// /// The result of the conjugation. protected override void DoConjugate(Matrix result) { for (var i = 0; i < RowCount; i++) { for (var j = 0; j != ColumnCount; j++) { result.At(i, j, At(i, j).Conjugate()); } } } /// /// Pointwise multiplies this matrix with another matrix and stores the result into the result matrix. /// /// The matrix to pointwise multiply with this one. /// The matrix to store the result of the pointwise multiplication. protected override void DoPointwiseMultiply(Matrix other, Matrix result) { for (var j = 0; j < ColumnCount; j++) { for (var i = 0; i < RowCount; i++) { result.At(i, j, At(i, j) * other.At(i, j)); } } } /// /// Pointwise divide this matrix by another matrix and stores the result into the result matrix. /// /// The matrix to pointwise divide this one by. /// The matrix to store the result of the pointwise division. protected override void DoPointwiseDivide(Matrix divisor, Matrix result) { for (var j = 0; j < ColumnCount; j++) { for (var i = 0; i < RowCount; i++) { result.At(i, j, At(i, j) / divisor.At(i, j)); } } } /// /// Pointwise modulus this matrix with another matrix and stores the result into the result matrix. /// /// The pointwise denominator matrix to use /// The result of the modulus. protected override void DoPointwiseModulus(Matrix divisor, Matrix result) { throw new NotSupportedException(); } /// /// Computes the modulus for each element of the matrix. /// /// The scalar denominator to use. /// Matrix to store the results in. protected override void DoModulus(Complex divisor, Matrix result) { throw new NotSupportedException(); } /// /// Computes the modulus for each element of the matrix. /// /// The scalar numerator to use. /// Matrix to store the results in. protected override void DoModulusByThis(Complex dividend, Matrix result) { throw new NotSupportedException(); } /// /// Computes the trace of this matrix. /// /// The trace of this matrix /// If the matrix is not square public override Complex Trace() { if (RowCount != ColumnCount) { throw new ArgumentException(Resources.ArgumentMatrixSquare); } var sum = Complex.Zero; for (var i = 0; i < RowCount; i++) { sum += At(i, i); } return sum; } public override Cholesky Cholesky() { return UserCholesky.Create(this); } public override LU LU() { return UserLU.Create(this); } public override QR QR(QRMethod method = QRMethod.Thin) { return UserQR.Create(this, method); } public override GramSchmidt GramSchmidt() { return UserGramSchmidt.Create(this); } public override Svd Svd(bool computeVectors = true) { return UserSvd.Create(this, computeVectors); } public override Evd Evd() { return UserEvd.Create(this); } } }