Math.NET Numerics
You can not select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
 
 
 

843 lines
31 KiB

// <copyright file="DenseVector.cs" company="Math.NET">
// 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.
// </copyright>
using MathNet.Numerics.Distributions;
using MathNet.Numerics.LinearAlgebra.Storage;
using MathNet.Numerics.Properties;
using MathNet.Numerics.Threading;
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Globalization;
using System.Linq;
namespace MathNet.Numerics.LinearAlgebra.Double
{
/// <summary>
/// A vector using dense storage.
/// </summary>
[Serializable]
[DebuggerDisplay("DenseVector {Count}-Double")]
public class DenseVector : Vector
{
/// <summary>
/// Number of elements
/// </summary>
readonly int _length;
/// <summary>
/// Gets the vector's data.
/// </summary>
readonly double[] _values;
/// <summary>
/// Create a new dense vector straight from an initialized vector 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.
/// </summary>
public DenseVector(DenseVectorStorage<double> storage)
: base(storage)
{
_length = storage.Length;
_values = storage.Data;
}
/// <summary>
/// Create a new dense vector with the given length.
/// All cells of the vector will be initialized to zero.
/// Zero-length vectors are not supported.
/// </summary>
/// <exception cref="ArgumentException">If length is less than one.</exception>
public DenseVector(int length)
: this(new DenseVectorStorage<double>(length))
{
}
/// <summary>
/// Create a new dense vector directly binding to a raw array.
/// The array is used directly without copying.
/// Very efficient, but changes to the array and the vector will affect each other.
/// </summary>
public DenseVector(double[] storage)
: this(new DenseVectorStorage<double>(storage.Length, storage))
{
}
/// <summary>
/// Create a new dense vector as a copy of the given other vector.
/// This new vector will be independent from the other vector.
/// A new memory block will be allocated for storing the vector.
/// </summary>
public static DenseVector OfVector(Vector<double> vector)
{
return new DenseVector(DenseVectorStorage<double>.OfVector(vector.Storage));
}
/// <summary>
/// Create a new dense vector as a copy of the given array.
/// This new vector will be independent from the array.
/// A new memory block will be allocated for storing the vector.
/// </summary>
public static DenseVector OfArray(double[] array)
{
return new DenseVector(DenseVectorStorage<double>.OfVector(new DenseVectorStorage<double>(array.Length, array)));
}
/// <summary>
/// Create a new dense vector as a copy of the given enumerable.
/// This new vector will be independent from the enumerable.
/// A new memory block will be allocated for storing the vector.
/// </summary>
public static DenseVector OfEnumerable(IEnumerable<double> enumerable)
{
return new DenseVector(DenseVectorStorage<double>.OfEnumerable(enumerable));
}
/// <summary>
/// Create a new dense vector as a copy of the given indexed enumerable.
/// Keys must be provided at most once, zero is assumed if a key is omitted.
/// This new vector will be independent from the enumerable.
/// A new memory block will be allocated for storing the vector.
/// </summary>
public static DenseVector OfIndexedEnumerable(int length, IEnumerable<Tuple<int,double>> enumerable)
{
return new DenseVector(DenseVectorStorage<double>.OfIndexedEnumerable(length, enumerable));
}
/// <summary>
/// Create a new dense vector and initialize each value using the provided value.
/// </summary>
public static DenseVector Create(int length, double value)
{
if (value == 0d) return new DenseVector(length);
return new DenseVector(DenseVectorStorage<double>.OfInit(length, i => value));
}
/// <summary>
/// Create a new dense vector and initialize each value using the provided init function.
/// </summary>
public static DenseVector Create(int length, Func<int, double> init)
{
return new DenseVector(DenseVectorStorage<double>.OfInit(length, init));
}
/// <summary>
/// Create a new dense vector with values sampled from the provided random distribution.
/// </summary>
public static DenseVector CreateRandom(int length, IContinuousDistribution distribution)
{
return new DenseVector(DenseVectorStorage<double>.OfInit(length,
i => distribution.Sample()));
}
/// <summary>
/// Gets the vector's data.
/// </summary>
/// <value>The vector's data.</value>
public double[] Values
{
get { return _values; }
}
/// <summary>
/// Returns a reference to the internal data structure.
/// </summary>
/// <param name="vector">The <c>DenseVector</c> whose internal data we are
/// returning.</param>
/// <returns>
/// A reference to the internal date of the given vector.
/// </returns>
public static explicit operator double[](DenseVector vector)
{
if (vector == null)
{
throw new ArgumentNullException("vector");
}
return vector.Values;
}
/// <summary>
/// Returns a vector bound directly to a reference of the provided array.
/// </summary>
/// <param name="array">The array to bind to the <c>DenseVector</c> object.</param>
/// <returns>
/// A <c>DenseVector</c> whose values are bound to the given array.
/// </returns>
public static implicit operator DenseVector(double[] array)
{
if (array == null)
{
throw new ArgumentNullException("array");
}
return new DenseVector(array);
}
/// <summary>
/// Adds a scalar to each element of the vector and stores the result in the result vector.
/// </summary>
/// <param name="scalar">The scalar to add.</param>
/// <param name="result">The vector to store the result of the addition.</param>
protected override void DoAdd(double scalar, Vector<double> result)
{
var dense = result as DenseVector;
if (dense == null)
{
base.DoAdd(scalar, result);
}
else
{
CommonParallel.For(0, _values.Length, 4096, (a, b) =>
{
for (int i = a; i < b; i++)
{
dense._values[i] = _values[i] + scalar;
}
});
}
}
/// <summary>
/// Adds two <strong>Vectors</strong> together and returns the results.
/// </summary>
/// <param name="leftSide">One of the vectors to add.</param>
/// <param name="rightSide">The other vector to add.</param>
/// <returns>The result of the addition.</returns>
/// <exception cref="ArgumentException">If <paramref name="leftSide"/> and <paramref name="rightSide"/> are not the same size.</exception>
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> or <paramref name="rightSide"/> is <see langword="null" />.</exception>
public static DenseVector operator +(DenseVector leftSide, DenseVector rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException("rightSide");
}
if (leftSide == null)
{
throw new ArgumentNullException("leftSide");
}
if (leftSide.Count != rightSide.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "rightSide");
}
return (DenseVector)leftSide.Add(rightSide);
}
/// <summary>
/// Subtracts a scalar from each element of the vector and stores the result in the result vector.
/// </summary>
/// <param name="scalar">The scalar to subtract.</param>
/// <param name="result">The vector to store the result of the subtraction.</param>
protected override void DoSubtract(double scalar, Vector<double> result)
{
var dense = result as DenseVector;
if (dense == null)
{
base.DoSubtract(scalar, result);
}
else
{
CommonParallel.For(0, _values.Length, 4096, (a, b) =>
{
for (int i = a; i < b; i++)
{
dense._values[i] = _values[i] - scalar;
}
});
}
}
/// <summary>
/// Subtracts another vector to this vector and stores the result into the result vector.
/// </summary>
/// <param name="other">The vector to subtract from this one.</param>
/// <param name="result">The vector to store the result of the subtraction.</param>
protected override void DoSubtract(Vector<double> other, Vector<double> result)
{
var otherDense = other as DenseVector;
var resultDense = result as DenseVector;
if (otherDense == null || resultDense == null)
{
base.DoSubtract(other, result);
}
else
{
Control.LinearAlgebraProvider.SubtractArrays(_values, otherDense._values, resultDense._values);
}
}
/// <summary>
/// Returns a <strong>Vector</strong> containing the negated values of <paramref name="rightSide"/>.
/// </summary>
/// <param name="rightSide">The vector to get the values from.</param>
/// <returns>A vector containing the negated values as <paramref name="rightSide"/>.</returns>
/// <exception cref="ArgumentNullException">If <paramref name="rightSide"/> is <see langword="null" />.</exception>
public static DenseVector operator -(DenseVector rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException("rightSide");
}
return (DenseVector)rightSide.Negate();
}
/// <summary>
/// Subtracts two <strong>Vectors</strong> and returns the results.
/// </summary>
/// <param name="leftSide">The vector to subtract from.</param>
/// <param name="rightSide">The vector to subtract.</param>
/// <returns>The result of the subtraction.</returns>
/// <exception cref="ArgumentException">If <paramref name="leftSide"/> and <paramref name="rightSide"/> are not the same size.</exception>
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> or <paramref name="rightSide"/> is <see langword="null" />.</exception>
public static DenseVector operator -(DenseVector leftSide, DenseVector rightSide)
{
if (leftSide == null)
{
throw new ArgumentNullException("leftSide");
}
return (DenseVector)leftSide.Subtract(rightSide);
}
/// <summary>
/// Negates vector and saves result to <paramref name="result"/>
/// </summary>
/// <param name="result">Target vector</param>
protected override void DoNegate(Vector<double> result)
{
var denseResult = result as DenseVector;
if (denseResult == null)
{
base.DoNegate(result);
return;
}
Control.LinearAlgebraProvider.ScaleArray(-1.0d, _values, denseResult.Values);
}
/// <summary>
/// Multiplies a scalar to each element of the vector and stores the result in the result vector.
/// </summary>
/// <param name="scalar">The scalar to multiply.</param>
/// <param name="result">The vector to store the result of the multiplication.</param>
/// <remarks></remarks>
protected override void DoMultiply(double scalar, Vector<double> result)
{
var denseResult = result as DenseVector;
if (denseResult == null)
{
base.DoMultiply(scalar, result);
return;
}
Control.LinearAlgebraProvider.ScaleArray(scalar, _values, denseResult.Values);
}
/// <summary>
/// Computes the dot product between this vector and another vector.
/// </summary>
/// <param name="other">The other vector.</param>
/// <returns>The sum of a[i]*b[i] for all i.</returns>
protected override double DoDotProduct(Vector<double> other)
{
var denseVector = other as DenseVector;
return denseVector == null
? base.DoDotProduct(other)
: Control.LinearAlgebraProvider.DotProduct(_values, denseVector.Values);
}
/// <summary>
/// Multiplies a vector with a scalar.
/// </summary>
/// <param name="leftSide">The vector to scale.</param>
/// <param name="rightSide">The scalar value.</param>
/// <returns>The result of the multiplication.</returns>
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> is <see langword="null" />.</exception>
public static DenseVector operator *(DenseVector leftSide, double rightSide)
{
if (leftSide == null)
{
throw new ArgumentNullException("leftSide");
}
return (DenseVector)leftSide.Multiply(rightSide);
}
/// <summary>
/// Multiplies a vector with a scalar.
/// </summary>
/// <param name="leftSide">The scalar value.</param>
/// <param name="rightSide">The vector to scale.</param>
/// <returns>The result of the multiplication.</returns>
/// <exception cref="ArgumentNullException">If <paramref name="rightSide"/> is <see langword="null" />.</exception>
public static DenseVector operator *(double leftSide, DenseVector rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException("rightSide");
}
return (DenseVector)rightSide.Multiply(leftSide);
}
/// <summary>
/// Computes the dot product between two <strong>Vectors</strong>.
/// </summary>
/// <param name="leftSide">The left row vector.</param>
/// <param name="rightSide">The right column vector.</param>
/// <returns>The dot product between the two vectors.</returns>
/// <exception cref="ArgumentException">If <paramref name="leftSide"/> and <paramref name="rightSide"/> are not the same size.</exception>
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> or <paramref name="rightSide"/> is <see langword="null" />.</exception>
public static double operator *(DenseVector leftSide, DenseVector rightSide)
{
if (leftSide == null)
{
throw new ArgumentNullException("leftSide");
}
return leftSide.DotProduct(rightSide);
}
/// <summary>
/// Divides a vector with a scalar.
/// </summary>
/// <param name="leftSide">The vector to divide.</param>
/// <param name="rightSide">The scalar value.</param>
/// <returns>The result of the division.</returns>
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> is <see langword="null" />.</exception>
public static DenseVector operator /(DenseVector leftSide, double rightSide)
{
if (leftSide == null)
{
throw new ArgumentNullException("leftSide");
}
return (DenseVector)leftSide.Divide(rightSide);
}
/// <summary>
/// Computes the canonical modulus, where the result has the sign of the divisor,
/// for each element of the vector for the given divisor.
/// </summary>
/// <param name="divisor">The divisor to use.</param>
/// <param name="result">A vector to store the results in.</param>
protected override void DoModulus(double divisor, Vector<double> result)
{
var dense = result as DenseVector;
if (dense == null)
{
base.DoModulus(divisor, result);
}
else
{
CommonParallel.For(0, _length, 4096, (a, b) =>
{
for (int i = a; i < b; i++)
{
dense._values[i] = Euclid.Modulus(_values[i], divisor);
}
});
}
}
/// <summary>
/// Computes the remainder (% operator), where the result has the sign of the dividend,
/// for each element of the vector for the given divisor.
/// </summary>
/// <param name="divisor">The divisor to use.</param>
/// <param name="result">A vector to store the results in.</param>
protected override void DoRemainder(double divisor, Vector<double> result)
{
var dense = result as DenseVector;
if (dense == null)
{
base.DoRemainder(divisor, result);
}
else
{
CommonParallel.For(0, _length, 4096, (a, b) =>
{
for (int i = a; i < b; i++)
{
dense._values[i] = _values[i]%divisor;
}
});
}
}
/// <summary>
/// Computes the remainder (% operator), where the result has the sign of the dividend,
/// of each element of the vector of the given divisor.
/// </summary>
/// <param name="leftSide">The vector whose elements we want to compute the remainder of.</param>
/// <param name="rightSide">The divisor to use,</param>
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> is <see langword="null" />.</exception>
public static DenseVector operator %(DenseVector leftSide, double rightSide)
{
if (leftSide == null)
{
throw new ArgumentNullException("leftSide");
}
return (DenseVector)leftSide.Remainder(rightSide);
}
/// <summary>
/// Returns the index of the absolute minimum element.
/// </summary>
/// <returns>The index of absolute minimum element.</returns>
public override int AbsoluteMinimumIndex()
{
var index = 0;
var min = Math.Abs(_values[index]);
for (var i = 1; i < _length; i++)
{
var test = Math.Abs(_values[i]);
if (test < min)
{
index = i;
min = test;
}
}
return index;
}
/// <summary>
/// Returns the value of the absolute minimum element.
/// </summary>
/// <returns>The value of the absolute minimum element.</returns>
public override double AbsoluteMinimum()
{
return Math.Abs(_values[AbsoluteMinimumIndex()]);
}
/// <summary>
/// Returns the value of the absolute maximum element.
/// </summary>
/// <returns>The value of the absolute maximum element.</returns>
public override double AbsoluteMaximum()
{
return Math.Abs(_values[AbsoluteMaximumIndex()]);
}
/// <summary>
/// Returns the index of the absolute maximum element.
/// </summary>
/// <returns>The index of absolute maximum element.</returns>
public override int AbsoluteMaximumIndex()
{
var index = 0;
var max = Math.Abs(_values[index]);
for (var i = 1; i < _length; i++)
{
var test = Math.Abs(_values[i]);
if (test > max)
{
index = i;
max = test;
}
}
return index;
}
/// <summary>
/// Returns the index of the absolute maximum element.
/// </summary>
/// <returns>The index of absolute maximum element.</returns>
public override int MaximumIndex()
{
var index = 0;
var max = _values[0];
for (var i = 1; i < _length; i++)
{
if (max < _values[i])
{
index = i;
max = _values[i];
}
}
return index;
}
/// <summary>
/// Returns the index of the minimum element.
/// </summary>
/// <returns>The index of minimum element.</returns>
public override int MinimumIndex()
{
var index = 0;
var min = _values[0];
for (var i = 1; i < _length; i++)
{
if (min > _values[i])
{
index = i;
min = _values[i];
}
}
return index;
}
/// <summary>
/// Computes the sum of the vector's elements.
/// </summary>
/// <returns>The sum of the vector's elements.</returns>
public override double Sum()
{
var sum = 0.0;
for (var index = 0; index < _length; index++)
{
sum += _values[index];
}
return sum;
}
/// <summary>
/// Calculates the L1 norm of the vector, also known as Manhattan norm.
/// </summary>
/// <returns>The sum of the absolute values.</returns>
public override double L1Norm()
{
var sum = 0d;
for (var index = 0; index < _length; index++)
{
sum += Math.Abs(_values[index]);
}
return sum;
}
/// <summary>
/// Calculates the L2 norm of the vector, also known as Euclidean norm.
/// </summary>
/// <returns>The square root of the sum of the squared values.</returns>
public override double L2Norm()
{
// TODO: native provider
return _values.Aggregate(0d, SpecialFunctions.Hypotenuse);
}
/// <summary>
/// Calculates the infinity norm of the vector.
/// </summary>
/// <returns>The maximum absolute value.</returns>
public override double InfinityNorm()
{
return CommonParallel.Aggregate(_values, (i, v) => Math.Abs(v), Math.Max, 0d);
}
/// <summary>
/// Computes the p-Norm.
/// </summary>
/// <param name="p">The p value.</param>
/// <returns>Scalar <c>ret = ( ∑|this[i]|^p )^(1/p)</c></returns>
public override double Norm(double p)
{
if (p < 0d) throw new ArgumentOutOfRangeException("p");
if (p == 1d) return L1Norm();
if (p == 2d) return L2Norm();
if (double.IsPositiveInfinity(p)) return InfinityNorm();
var sum = 0d;
for (var index = 0; index < _length; index++)
{
sum += Math.Pow(Math.Abs(_values[index]), p);
}
return Math.Pow(sum, 1.0 / p);
}
/// <summary>
/// Pointwise divide this vector with another vector and stores the result into the result vector.
/// </summary>
/// <param name="other">The vector to pointwise divide this one by.</param>
/// <param name="result">The vector to store the result of the pointwise division.</param>
protected override void DoPointwiseMultiply(Vector<double> other, Vector<double> result)
{
var denseOther = other as DenseVector;
var denseResult = result as DenseVector;
if (denseOther == null || denseResult == null)
{
base.DoPointwiseMultiply(other, result);
}
else
{
Control.LinearAlgebraProvider.PointWiseMultiplyArrays(_values, denseOther._values, denseResult._values);
}
}
/// <summary>
/// Pointwise divide this vector with another vector and stores the result into the result vector.
/// </summary>
/// <param name="divisor">The vector to pointwise divide this one by.</param>
/// <param name="result">The vector to store the result of the pointwise division.</param>
/// <remarks></remarks>
protected override void DoPointwiseDivide(Vector<double> divisor, Vector<double> result)
{
var denseOther = divisor as DenseVector;
var denseResult = result as DenseVector;
if (denseOther == null || denseResult == null)
{
base.DoPointwiseDivide(divisor, result);
}
else
{
Control.LinearAlgebraProvider.PointWiseDivideArrays(_values, denseOther._values, denseResult._values);
}
}
#region Parse Functions
/// <summary>
/// Creates a double dense vector based on a string. The string can be in the following formats (without the
/// quotes): 'n', 'n,n,..', '(n,n,..)', '[n,n,...]', where n is a double.
/// </summary>
/// <returns>
/// A double dense vector containing the values specified by the given string.
/// </returns>
/// <param name="value">
/// the string to parse.
/// </param>
/// <param name="formatProvider">
/// An <see cref="IFormatProvider"/> that supplies culture-specific formatting information.
/// </param>
public static DenseVector Parse(string value, IFormatProvider formatProvider = null)
{
if (value == null)
{
throw new ArgumentNullException("value");
}
value = value.Trim();
if (value.Length == 0)
{
throw new FormatException();
}
// strip out parens
if (value.StartsWith("(", StringComparison.Ordinal))
{
if (!value.EndsWith(")", StringComparison.Ordinal))
{
throw new FormatException();
}
value = value.Substring(1, value.Length - 2).Trim();
}
if (value.StartsWith("[", StringComparison.Ordinal))
{
if (!value.EndsWith("]", StringComparison.Ordinal))
{
throw new FormatException();
}
value = value.Substring(1, value.Length - 2).Trim();
}
// parsing
var tokens = value.Split(new[] {formatProvider.GetTextInfo().ListSeparator, " ", "\t"}, StringSplitOptions.RemoveEmptyEntries);
var data = tokens.Select(t => double.Parse(t, NumberStyles.Any, formatProvider)).ToArray();
if (data.Length == 0) throw new FormatException();
return new DenseVector(data);
}
/// <summary>
/// Converts the string representation of a real dense vector to double-precision dense vector equivalent.
/// A return value indicates whether the conversion succeeded or failed.
/// </summary>
/// <param name="value">
/// A string containing a real vector to convert.
/// </param>
/// <param name="result">
/// The parsed value.
/// </param>
/// <returns>
/// If the conversion succeeds, the result will contain a complex number equivalent to value.
/// Otherwise the result will be <c>null</c>.
/// </returns>
public static bool TryParse(string value, out DenseVector result)
{
return TryParse(value, null, out result);
}
/// <summary>
/// Converts the string representation of a real dense vector to double-precision dense vector equivalent.
/// A return value indicates whether the conversion succeeded or failed.
/// </summary>
/// <param name="value">
/// A string containing a real vector to convert.
/// </param>
/// <param name="formatProvider">
/// An <see cref="IFormatProvider"/> that supplies culture-specific formatting information about value.
/// </param>
/// <param name="result">
/// The parsed value.
/// </param>
/// <returns>
/// If the conversion succeeds, the result will contain a complex number equivalent to value.
/// Otherwise the result will be <c>null</c>.
/// </returns>
public static bool TryParse(string value, IFormatProvider formatProvider, out DenseVector result)
{
bool ret;
try
{
result = Parse(value, formatProvider);
ret = true;
}
catch (ArgumentNullException)
{
result = null;
ret = false;
}
catch (FormatException)
{
result = null;
ret = false;
}
return ret;
}
#endregion
}
}