//
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// http://numerics.mathdotnet.com
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//
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namespace MathNet.Numerics.LinearAlgebra.Complex
{
using Algorithms.LinearAlgebra;
using Distributions;
using Generic;
using Properties;
using Storage;
using System;
using System.Diagnostics;
using System.Numerics;
///
/// A Matrix class with dense storage. The underlying storage is a one dimensional array in column-major order.
///
[Serializable]
[DebuggerDisplay("DenseMatrix {RowCount}x{ColumnCount}-Complex")]
public class DenseMatrix : Matrix
{
///
/// Number of rows.
///
/// Using this instead of the RowCount property to speed up calculating
/// a matrix index in the data array.
readonly int _rowCount;
///
/// Number of columns.
///
/// Using this instead of the ColumnCount property to speed up calculating
/// a matrix index in the data array.
readonly int _columnCount;
///
/// Gets the matrix's data.
///
/// The matrix's data.
readonly Complex[] _values;
///
/// Create a new dense matrix straight from an initialized matrix storage instance.
/// The storage is used directly without copying.
/// Intended for advanced scenarios where you're working directly with
/// storage for performance or interop reasons.
///
public DenseMatrix(DenseColumnMajorMatrixStorage storage)
: base(storage)
{
_rowCount = storage.RowCount;
_columnCount = storage.ColumnCount;
_values = storage.Data;
}
///
/// Create a new square dense matrix with the given number of rows and columns.
/// All cells of the matrix will be initialized to zero.
/// Zero-length matrices are not supported.
///
/// If the order is less than one.
public DenseMatrix(int order)
: this(new DenseColumnMajorMatrixStorage(order, order))
{
}
///
/// Create a new dense matrix with the given number of rows and columns.
/// All cells of the matrix will be initialized to zero.
/// Zero-length matrices are not supported.
///
/// If the row or column count is less than one.
public DenseMatrix(int rows, int columns)
: this(new DenseColumnMajorMatrixStorage(rows, columns))
{
}
///
/// Create a new dense matrix with the given number of rows and columns.
/// All cells of the matrix will be initialized to the provided value.
/// Zero-length matrices are not supported.
///
/// If the row or column count is less than one.
public DenseMatrix(int rows, int columns, Complex value)
: this(rows, columns)
{
for (var i = 0; i < _values.Length; i++)
{
_values[i] = value;
}
}
///
/// Create a new dense matrix with the given number of rows and columns directly binding to a raw array.
/// The array is assumed to be in column-major order and is used directly without copying.
/// Very efficient, but changes to the array and the matrix will affect each other.
///
///
public DenseMatrix(int rows, int columns, Complex[] storage)
: this(new DenseColumnMajorMatrixStorage(rows, columns, storage))
{
}
///
/// Create a new dense matrix as a copy of the given two-dimensional array.
/// This new matrix will be independent from the provided array.
/// A new memory block will be allocated for storing the matrix.
///
public DenseMatrix(Complex[,] array)
: this(array.GetLength(0), array.GetLength(1))
{
for (var i = 0; i < _rowCount; i++)
{
for (var j = 0; j < _columnCount; j++)
{
_values[(j * _rowCount) + i] = array[i, j];
}
}
}
///
/// Create a new dense matrix as a copy of the given other matrix.
/// This new matrix will be independent from the other matrix.
/// A new memory block will be allocated for storing the matrix.
///
public DenseMatrix(Matrix matrix)
: this(matrix.RowCount, matrix.ColumnCount)
{
matrix.Storage.CopyToUnchecked(Storage, skipClearing: true);
}
///
/// Create a new dense matrix with values sampled from the provided random distribution.
///
public static DenseMatrix CreateRandom(int rows, int columns, IContinuousDistribution distribution)
{
var storage = new DenseColumnMajorMatrixStorage(rows, columns);
for (var i = 0; i < storage.Data.Length; i++)
{
storage.Data[i] = new Complex(distribution.Sample(), distribution.Sample());
}
return new DenseMatrix(storage);
}
///
/// Gets the matrix's data.
///
/// The matrix's data.
[Obsolete("Use Values instead. Scheduled for removal in v3.0.")]
public Complex[] Data
{
get { return _values; }
}
///
/// Gets the matrix's data.
///
/// The matrix's data.
public Complex[] Values
{
get { return _values; }
}
///
/// Creates a DenseMatrix for the given number of rows and columns.
///
/// The number of rows.
/// The number of columns.
/// True if all fields must be mutable (e.g. not a diagonal matrix).
///
/// A DenseMatrix with the given dimensions.
///
public override Matrix CreateMatrix(int numberOfRows, int numberOfColumns, bool fullyMutable = false)
{
return new DenseMatrix(numberOfRows, numberOfColumns);
}
///
/// Creates a with a the given dimension.
///
/// The size of the vector.
/// True if all fields must be mutable.
///
/// A with the given dimension.
///
public override Vector CreateVector(int size, bool fullyMutable = false)
{
return new DenseVector(size);
}
///
/// Returns the transpose of this matrix.
///
/// The transpose of this matrix.
public override Matrix Transpose()
{
var ret = new DenseMatrix(_columnCount, _rowCount);
for (var j = 0; j < _columnCount; j++)
{
var index = j * _rowCount;
for (var i = 0; i < _rowCount; i++)
{
ret._values[(i * _columnCount) + j] = _values[index + i];
}
}
return ret;
}
/// Calculates the L1 norm.
/// The L1 norm of the matrix.
public override Complex L1Norm()
{
return Control.LinearAlgebraProvider.MatrixNorm(Norm.OneNorm, _rowCount, _columnCount, _values);
}
/// Calculates the Frobenius norm of this matrix.
/// The Frobenius norm of this matrix.
public override Complex FrobeniusNorm()
{
return Control.LinearAlgebraProvider.MatrixNorm(Norm.FrobeniusNorm, _rowCount, _columnCount, _values);
}
/// Calculates the infinity norm of this matrix.
/// The infinity norm of this matrix.
public override Complex InfinityNorm()
{
return Control.LinearAlgebraProvider.MatrixNorm(Norm.InfinityNorm, _rowCount, _columnCount, _values);
}
#region Static constructors for special matrices.
///
/// Initializes a square with all zero's except for ones on the diagonal.
///
/// the size of the square matrix.
/// A dense identity matrix.
///
/// If is less than one.
///
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
///
/// 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)
{
var denseResult = result as DenseMatrix;
if (denseResult == null)
{
base.DoMultiply(scalar, result);
}
else
{
Control.LinearAlgebraProvider.ScaleArray(scalar, _values, denseResult._values);
}
}
///
/// 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)
{
var denseRight = rightSide as DenseVector;
var denseResult = result as DenseVector;
if (denseRight == null || denseResult == null)
{
base.DoMultiply(rightSide, result);
}
else
{
Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate(
Algorithms.LinearAlgebra.Transpose.DontTranspose,
Algorithms.LinearAlgebra.Transpose.DontTranspose,
1.0,
_values,
_rowCount,
_columnCount,
denseRight.Values,
denseRight.Count,
1,
0.0,
denseResult.Values);
}
}
///
/// 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)
{
var denseOther = other as DenseMatrix;
var denseResult = result as DenseMatrix;
if (denseOther == null || denseResult == null)
{
base.DoMultiply(other, result);
}
else
{
Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate(
Algorithms.LinearAlgebra.Transpose.DontTranspose,
Algorithms.LinearAlgebra.Transpose.DontTranspose,
1.0,
_values,
_rowCount,
_columnCount,
denseOther._values,
denseOther._rowCount,
denseOther._columnCount,
0.0,
denseResult._values);
}
}
///
/// 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)
{
var denseOther = other as DenseMatrix;
var denseResult = result as DenseMatrix;
if (denseOther == null || denseResult == null)
{
base.DoTransposeAndMultiply(other, result);
}
else
{
Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate(
Algorithms.LinearAlgebra.Transpose.DontTranspose,
Algorithms.LinearAlgebra.Transpose.Transpose,
1.0,
_values,
_rowCount,
_columnCount,
denseOther._values,
denseOther._rowCount,
denseOther._columnCount,
0.0,
denseResult._values);
}
}
///
/// 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)
{
var denseRight = rightSide as DenseVector;
var denseResult = result as DenseVector;
if (denseRight == null || denseResult == null)
{
base.DoTransposeThisAndMultiply(rightSide, result);
}
else
{
Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate(
Algorithms.LinearAlgebra.Transpose.Transpose,
Algorithms.LinearAlgebra.Transpose.DontTranspose,
1.0,
_values,
_rowCount,
_columnCount,
denseRight.Values,
denseRight.Count,
1,
0.0,
denseResult.Values);
}
}
///
/// 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)
{
var denseOther = other as DenseMatrix;
var denseResult = result as DenseMatrix;
if (denseOther == null || denseResult == null)
{
base.DoTransposeThisAndMultiply(other, result);
}
else
{
Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate(
Algorithms.LinearAlgebra.Transpose.Transpose,
Algorithms.LinearAlgebra.Transpose.DontTranspose,
1.0,
_values,
_rowCount,
_columnCount,
denseOther._values,
denseOther._rowCount,
denseOther._columnCount,
0.0,
denseResult._values);
}
}
///
/// 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)
{
var denseResult = result as DenseMatrix;
if (denseResult == null)
{
base.DoNegate(result);
}
else
{
Control.LinearAlgebraProvider.ScaleArray(-1, _values, denseResult._values);
}
}
///
/// 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)
{
var denseOther = other as DenseMatrix;
var denseResult = result as DenseMatrix;
if (denseOther == null || denseResult == null)
{
base.DoPointwiseMultiply(other, result);
}
else
{
Control.LinearAlgebraProvider.PointWiseMultiplyArrays(_values, denseOther._values, denseResult._values);
}
}
///
/// 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 other, Matrix result)
{
var denseOther = other as DenseMatrix;
var denseResult = result as DenseMatrix;
if (denseOther == null || denseResult == null)
{
base.DoPointwiseDivide(other, result);
}
else
{
Control.LinearAlgebraProvider.PointWiseDivideArrays(_values, denseOther._values, denseResult._values);
}
}
///
/// Adds another matrix to this matrix.
///
/// The matrix to add to this matrix.
/// The matrix to store the result of add
/// If the other matrix is .
/// If the two matrices don't have the same dimensions.
protected override void DoAdd(Matrix other, Matrix result)
{
var denseOther = other as DenseMatrix;
var denseResult = result as DenseMatrix;
if (denseOther == null || denseResult == null)
{
base.DoAdd(other, result);
}
else
{
Control.LinearAlgebraProvider.AddArrays(_values, denseOther._values, denseResult._values);
}
}
///
/// Subtracts another matrix from this matrix.
///
/// The matrix to subtract.
/// The matrix to store the result of the subtraction.
protected override void DoSubtract(Matrix other, Matrix result)
{
var denseOther = other as DenseMatrix;
var denseResult = result as DenseMatrix;
if (denseOther == null || denseResult == null)
{
base.DoSubtract(other, result);
}
else
{
Control.LinearAlgebraProvider.SubtractArrays(_values, denseOther._values, denseResult._values);
}
}
///
/// Returns the conjugate transpose of this matrix.
///
/// The conjugate transpose of this matrix.
public override Matrix ConjugateTranspose()
{
var ret = new DenseMatrix(_columnCount, _rowCount);
for (var j = 0; j < _columnCount; j++)
{
var index = j * _rowCount;
for (var i = 0; i < _rowCount; i++)
{
ret._values[(i * _columnCount) + j] = _values[index + i].Conjugate();
}
}
return ret;
}
///
/// 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 += _values[(i * _rowCount) + i];
}
return sum;
}
///
/// Adds two matrices together and returns the results.
///
/// This operator will allocate new memory for the result. It will
/// choose the representation of either or depending on which
/// is denser.
/// The left matrix to add.
/// The right matrix to add.
/// The result of the addition.
/// If and don't have the same dimensions.
/// If or is .
public static DenseMatrix operator +(DenseMatrix leftSide, DenseMatrix rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException("rightSide");
}
if (leftSide == null)
{
throw new ArgumentNullException("leftSide");
}
if (leftSide._rowCount != rightSide._rowCount || leftSide._columnCount != rightSide._columnCount)
{
throw DimensionsDontMatch(leftSide, rightSide);
}
return (DenseMatrix)leftSide.Add(rightSide);
}
///
/// Returns a Matrix containing the same values of .
///
/// The matrix to get the values from.
/// A matrix containing a the same values as .
/// If is .
public static DenseMatrix operator +(DenseMatrix rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException("rightSide");
}
return (DenseMatrix)rightSide.Clone();
}
///
/// Subtracts two matrices together and returns the results.
///
/// This operator will allocate new memory for the result. It will
/// choose the representation of either or depending on which
/// is denser.
/// The left matrix to subtract.
/// The right matrix to subtract.
/// The result of the addition.
/// If and don't have the same dimensions.
/// If or is .
public static DenseMatrix operator -(DenseMatrix leftSide, DenseMatrix rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException("rightSide");
}
if (leftSide == null)
{
throw new ArgumentNullException("leftSide");
}
if (leftSide._rowCount != rightSide._rowCount || leftSide._columnCount != rightSide._columnCount)
{
throw DimensionsDontMatch(leftSide, rightSide);
}
return (DenseMatrix)leftSide.Subtract(rightSide);
}
///
/// Negates each element of the matrix.
///
/// The matrix to negate.
/// A matrix containing the negated values.
/// If is .
public static DenseMatrix operator -(DenseMatrix rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException("rightSide");
}
return (DenseMatrix)rightSide.Negate();
}
///
/// Multiplies a Matrix by a constant and returns the result.
///
/// The matrix to multiply.
/// The constant to multiply the matrix by.
/// The result of the multiplication.
/// If is .
public static DenseMatrix operator *(DenseMatrix leftSide, Complex rightSide)
{
if (leftSide == null)
{
throw new ArgumentNullException("leftSide");
}
return (DenseMatrix)leftSide.Multiply(rightSide);
}
///
/// Multiplies a Matrix by a constant and returns the result.
///
/// The matrix to multiply.
/// The constant to multiply the matrix by.
/// The result of the multiplication.
/// If is .
public static DenseMatrix operator *(Complex leftSide, DenseMatrix rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException("rightSide");
}
return (DenseMatrix)rightSide.Multiply(leftSide);
}
///
/// Multiplies two matrices.
///
/// This operator will allocate new memory for the result. It will
/// choose the representation of either or depending on which
/// is denser.
/// The left matrix to multiply.
/// The right matrix to multiply.
/// The result of multiplication.
/// If or is .
/// If the dimensions of or don't conform.
public static DenseMatrix operator *(DenseMatrix leftSide, DenseMatrix rightSide)
{
if (leftSide == null)
{
throw new ArgumentNullException("leftSide");
}
if (rightSide == null)
{
throw new ArgumentNullException("rightSide");
}
if (leftSide._columnCount != rightSide._rowCount)
{
throw DimensionsDontMatch(leftSide, rightSide);
}
return (DenseMatrix)leftSide.Multiply(rightSide);
}
///
/// Multiplies a Matrix and a Vector.
///
/// The matrix to multiply.
/// The vector to multiply.
/// The result of multiplication.
/// If or is .
public static DenseVector operator *(DenseMatrix leftSide, DenseVector rightSide)
{
if (leftSide == null)
{
throw new ArgumentNullException("leftSide");
}
return (DenseVector)leftSide.Multiply(rightSide);
}
///
/// Multiplies a Vector and a Matrix.
///
/// The vector to multiply.
/// The matrix to multiply.
/// The result of multiplication.
/// If or is .
public static DenseVector operator *(DenseVector leftSide, DenseMatrix rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException("rightSide");
}
return (DenseVector)rightSide.LeftMultiply(leftSide);
}
///
/// Multiplies a Matrix by a constant and returns the result.
///
/// The matrix to multiply.
/// The constant to multiply the matrix by.
/// The result of the multiplication.
/// If is .
public static DenseMatrix operator %(DenseMatrix leftSide, Complex rightSide)
{
if (leftSide == null)
{
throw new ArgumentNullException("leftSide");
}
return (DenseMatrix)leftSide.Modulus(rightSide);
}
}
}