Math.NET Numerics
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// <copyright file="SparseMatrix.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
//
// 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,
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using MathNet.Numerics.LinearAlgebra.Storage;
using MathNet.Numerics.Providers.LinearAlgebra;
namespace MathNet.Numerics.LinearAlgebra.Double
{
/// <summary>
/// A Matrix with sparse storage, intended for very large matrices where most of the cells are zero.
/// The underlying storage scheme is 3-array compressed-sparse-row (CSR) Format.
/// <a href="http://en.wikipedia.org/wiki/Sparse_matrix#Compressed_sparse_row_.28CSR_or_CRS.29">Wikipedia - CSR</a>.
/// </summary>
[Serializable]
[DebuggerDisplay("SparseMatrix {RowCount}x{ColumnCount}-Double {NonZerosCount}-NonZero")]
public class SparseMatrix : Matrix
{
readonly SparseCompressedRowMatrixStorage<double> _storage;
/// <summary>
/// Gets the number of non zero elements in the matrix.
/// </summary>
/// <value>The number of non zero elements.</value>
public int NonZerosCount => _storage.ValueCount;
/// <summary>
/// Create a new sparse 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.
/// </summary>
public SparseMatrix(SparseCompressedRowMatrixStorage<double> storage)
: base(storage)
{
_storage = storage;
}
/// <summary>
/// Create a new square sparse 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.
/// </summary>
/// <exception cref="ArgumentException">If the order is less than one.</exception>
public SparseMatrix(int order)
: this(order, order)
{
}
/// <summary>
/// Create a new sparse 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.
/// </summary>
/// <exception cref="ArgumentException">If the row or column count is less than one.</exception>
public SparseMatrix(int rows, int columns)
: this(new SparseCompressedRowMatrixStorage<double>(rows, columns))
{
}
/// <summary>
/// Create a new sparse 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.
/// </summary>
public static SparseMatrix OfMatrix(Matrix<double> matrix)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfMatrix(matrix.Storage));
}
/// <summary>
/// Create a new sparse 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.
/// </summary>
public static SparseMatrix OfArray(double[,] array)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfArray(array));
}
/// <summary>
/// Create a new sparse matrix 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 matrix will be independent from the enumerable.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfIndexed(int rows, int columns, IEnumerable<Tuple<int, int, double>> enumerable)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfIndexedEnumerable(rows, columns, enumerable));
}
/// <summary>
/// Create a new sparse matrix as a copy of the given enumerable.
/// The enumerable is assumed to be in row-major order (row by row).
/// This new matrix will be independent from the enumerable.
/// A new memory block will be allocated for storing the vector.
/// </summary>
/// <seealso href="http://en.wikipedia.org/wiki/Row-major_order"/>
public static SparseMatrix OfRowMajor(int rows, int columns, IEnumerable<double> rowMajor)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfRowMajorEnumerable(rows, columns, rowMajor));
}
/// <summary>
/// Create a new sparse matrix with the given number of rows and columns as a copy of the given array.
/// The array is assumed to be in column-major order (column by column).
/// This new matrix will be independent from the provided array.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
/// <seealso href="http://en.wikipedia.org/wiki/Row-major_order"/>
public static SparseMatrix OfColumnMajor(int rows, int columns, IList<double> columnMajor)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfColumnMajorList(rows, columns, columnMajor));
}
/// <summary>
/// Create a new sparse matrix as a copy of the given enumerable of enumerable columns.
/// Each enumerable in the master enumerable specifies a column.
/// This new matrix will be independent from the enumerables.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfColumns(IEnumerable<IEnumerable<double>> data)
{
return OfColumnArrays(data.Select(v => v.ToArray()).ToArray());
}
/// <summary>
/// Create a new sparse matrix as a copy of the given enumerable of enumerable columns.
/// Each enumerable in the master enumerable specifies a column.
/// This new matrix will be independent from the enumerables.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfColumns(int rows, int columns, IEnumerable<IEnumerable<double>> data)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfColumnEnumerables(rows, columns, data));
}
/// <summary>
/// Create a new sparse matrix as a copy of the given column arrays.
/// This new matrix will be independent from the arrays.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfColumnArrays(params double[][] columns)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfColumnArrays(columns));
}
/// <summary>
/// Create a new sparse matrix as a copy of the given column arrays.
/// This new matrix will be independent from the arrays.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfColumnArrays(IEnumerable<double[]> columns)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfColumnArrays((columns as double[][]) ?? columns.ToArray()));
}
/// <summary>
/// Create a new sparse matrix as a copy of the given column vectors.
/// This new matrix will be independent from the vectors.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfColumnVectors(params Vector<double>[] columns)
{
var storage = new VectorStorage<double>[columns.Length];
for (int i = 0; i < columns.Length; i++)
{
storage[i] = columns[i].Storage;
}
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfColumnVectors(storage));
}
/// <summary>
/// Create a new sparse matrix as a copy of the given column vectors.
/// This new matrix will be independent from the vectors.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfColumnVectors(IEnumerable<Vector<double>> columns)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfColumnVectors(columns.Select(c => c.Storage).ToArray()));
}
/// <summary>
/// Create a new sparse matrix as a copy of the given enumerable of enumerable rows.
/// Each enumerable in the master enumerable specifies a row.
/// This new matrix will be independent from the enumerables.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfRows(IEnumerable<IEnumerable<double>> data)
{
return OfRowArrays(data.Select(v => v.ToArray()).ToArray());
}
/// <summary>
/// Create a new sparse matrix as a copy of the given enumerable of enumerable rows.
/// Each enumerable in the master enumerable specifies a row.
/// This new matrix will be independent from the enumerables.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfRows(int rows, int columns, IEnumerable<IEnumerable<double>> data)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfRowEnumerables(rows, columns, data));
}
/// <summary>
/// Create a new sparse matrix as a copy of the given row arrays.
/// This new matrix will be independent from the arrays.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfRowArrays(params double[][] rows)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfRowArrays(rows));
}
/// <summary>
/// Create a new sparse matrix as a copy of the given row arrays.
/// This new matrix will be independent from the arrays.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfRowArrays(IEnumerable<double[]> rows)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfRowArrays((rows as double[][]) ?? rows.ToArray()));
}
/// <summary>
/// Create a new sparse matrix as a copy of the given row vectors.
/// This new matrix will be independent from the vectors.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfRowVectors(params Vector<double>[] rows)
{
var storage = new VectorStorage<double>[rows.Length];
for (int i = 0; i < rows.Length; i++)
{
storage[i] = rows[i].Storage;
}
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfRowVectors(storage));
}
/// <summary>
/// Create a new sparse matrix as a copy of the given row vectors.
/// This new matrix will be independent from the vectors.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfRowVectors(IEnumerable<Vector<double>> rows)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfRowVectors(rows.Select(r => r.Storage).ToArray()));
}
/// <summary>
/// Create a new sparse matrix with the diagonal as a copy of the given vector.
/// This new matrix will be independent from the vector.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfDiagonalVector(Vector<double> diagonal)
{
var m = new SparseMatrix(diagonal.Count, diagonal.Count);
m.SetDiagonal(diagonal);
return m;
}
/// <summary>
/// Create a new sparse matrix with the diagonal as a copy of the given vector.
/// This new matrix will be independent from the vector.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfDiagonalVector(int rows, int columns, Vector<double> diagonal)
{
var m = new SparseMatrix(rows, columns);
m.SetDiagonal(diagonal);
return m;
}
/// <summary>
/// Create a new sparse matrix with the diagonal as a copy of the given array.
/// This new matrix will be independent from the array.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfDiagonalArray(double[] diagonal)
{
var m = new SparseMatrix(diagonal.Length, diagonal.Length);
m.SetDiagonal(diagonal);
return m;
}
/// <summary>
/// Create a new sparse matrix with the diagonal as a copy of the given array.
/// This new matrix will be independent from the array.
/// A new memory block will be allocated for storing the matrix.
/// </summary>
public static SparseMatrix OfDiagonalArray(int rows, int columns, double[] diagonal)
{
var m = new SparseMatrix(rows, columns);
m.SetDiagonal(diagonal);
return m;
}
/// <summary>
/// Create a new sparse matrix and initialize each value to the same provided value.
/// </summary>
public static SparseMatrix Create(int rows, int columns, double value)
{
if (value == 0d) return new SparseMatrix(rows, columns);
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfValue(rows, columns, value));
}
/// <summary>
/// Create a new sparse matrix and initialize each value using the provided init function.
/// </summary>
public static SparseMatrix Create(int rows, int columns, Func<int, int, double> init)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfInit(rows, columns, init));
}
/// <summary>
/// Create a new diagonal sparse matrix and initialize each diagonal value to the same provided value.
/// </summary>
public static SparseMatrix CreateDiagonal(int rows, int columns, double value)
{
if (value == 0d) return new SparseMatrix(rows, columns);
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfDiagonalInit(rows, columns, i => value));
}
/// <summary>
/// Create a new diagonal sparse matrix and initialize each diagonal value using the provided init function.
/// </summary>
public static SparseMatrix CreateDiagonal(int rows, int columns, Func<int, double> init)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfDiagonalInit(rows, columns, init));
}
/// <summary>
/// Create a new square sparse identity matrix where each diagonal value is set to One.
/// </summary>
public static SparseMatrix CreateIdentity(int order)
{
return new SparseMatrix(SparseCompressedRowMatrixStorage<double>.OfDiagonalInit(order, order, i => One));
}
/// <summary>
/// Returns a new matrix containing the lower triangle of this matrix.
/// </summary>
/// <returns>The lower triangle of this matrix.</returns>
public override Matrix<double> LowerTriangle()
{
var result = Build.SameAs(this);
LowerTriangleImpl(result);
return result;
}
/// <summary>
/// Puts the lower triangle of this matrix into the result matrix.
/// </summary>
/// <param name="result">Where to store the lower triangle.</param>
/// <exception cref="ArgumentNullException">If <paramref name="result"/> is <see langword="null" />.</exception>
/// <exception cref="ArgumentException">If the result matrix's dimensions are not the same as this matrix.</exception>
public override void LowerTriangle(Matrix<double> result)
{
if (result == null)
{
throw new ArgumentNullException(nameof(result));
}
if (result.RowCount != RowCount || result.ColumnCount != ColumnCount)
{
throw DimensionsDontMatch<ArgumentException>(this, result, "result");
}
if (ReferenceEquals(this, result))
{
var tmp = Build.SameAs(result);
LowerTriangle(tmp);
tmp.CopyTo(result);
}
else
{
result.Clear();
LowerTriangleImpl(result);
}
}
/// <summary>
/// Puts the lower triangle of this matrix into the result matrix.
/// </summary>
/// <param name="result">Where to store the lower triangle.</param>
private void LowerTriangleImpl(Matrix<double> result)
{
var rowPointers = _storage.RowPointers;
var columnIndices = _storage.ColumnIndices;
var values = _storage.Values;
for (var row = 0; row < result.RowCount; row++)
{
var endIndex = rowPointers[row + 1];
for (var j = rowPointers[row]; j < endIndex; j++)
{
if (row >= columnIndices[j])
{
result.At(row, columnIndices[j], values[j]);
}
}
}
}
/// <summary>
/// Returns a new matrix containing the upper triangle of this matrix.
/// </summary>
/// <returns>The upper triangle of this matrix.</returns>
public override Matrix<double> UpperTriangle()
{
var result = Build.SameAs(this);
UpperTriangleImpl(result);
return result;
}
/// <summary>
/// Puts the upper triangle of this matrix into the result matrix.
/// </summary>
/// <param name="result">Where to store the lower triangle.</param>
/// <exception cref="ArgumentNullException">If <paramref name="result"/> is <see langword="null" />.</exception>
/// <exception cref="ArgumentException">If the result matrix's dimensions are not the same as this matrix.</exception>
public override void UpperTriangle(Matrix<double> result)
{
if (result == null)
{
throw new ArgumentNullException(nameof(result));
}
if (result.RowCount != RowCount || result.ColumnCount != ColumnCount)
{
throw DimensionsDontMatch<ArgumentException>(this, result, "result");
}
if (ReferenceEquals(this, result))
{
var tmp = Build.SameAs(result);
UpperTriangle(tmp);
tmp.CopyTo(result);
}
else
{
result.Clear();
UpperTriangleImpl(result);
}
}
/// <summary>
/// Puts the upper triangle of this matrix into the result matrix.
/// </summary>
/// <param name="result">Where to store the lower triangle.</param>
private void UpperTriangleImpl(Matrix<double> result)
{
var rowPointers = _storage.RowPointers;
var columnIndices = _storage.ColumnIndices;
var values = _storage.Values;
for (var row = 0; row < result.RowCount; row++)
{
var endIndex = rowPointers[row + 1];
for (var j = rowPointers[row]; j < endIndex; j++)
{
if (row <= columnIndices[j])
{
result.At(row, columnIndices[j], values[j]);
}
}
}
}
/// <summary>
/// Returns a new matrix containing the lower triangle of this matrix. The new matrix
/// does not contain the diagonal elements of this matrix.
/// </summary>
/// <returns>The lower triangle of this matrix.</returns>
public override Matrix<double> StrictlyLowerTriangle()
{
var result = Build.SameAs(this);
StrictlyLowerTriangleImpl(result);
return result;
}
/// <summary>
/// Puts the strictly lower triangle of this matrix into the result matrix.
/// </summary>
/// <param name="result">Where to store the lower triangle.</param>
/// <exception cref="ArgumentNullException">If <paramref name="result"/> is <see langword="null" />.</exception>
/// <exception cref="ArgumentException">If the result matrix's dimensions are not the same as this matrix.</exception>
public override void StrictlyLowerTriangle(Matrix<double> result)
{
if (result == null)
{
throw new ArgumentNullException(nameof(result));
}
if (result.RowCount != RowCount || result.ColumnCount != ColumnCount)
{
throw DimensionsDontMatch<ArgumentException>(this, result, "result");
}
if (ReferenceEquals(this, result))
{
var tmp = Build.SameAs(result);
StrictlyLowerTriangle(tmp);
tmp.CopyTo(result);
}
else
{
result.Clear();
StrictlyLowerTriangleImpl(result);
}
}
/// <summary>
/// Puts the strictly lower triangle of this matrix into the result matrix.
/// </summary>
/// <param name="result">Where to store the lower triangle.</param>
private void StrictlyLowerTriangleImpl(Matrix<double> result)
{
var rowPointers = _storage.RowPointers;
var columnIndices = _storage.ColumnIndices;
var values = _storage.Values;
for (var row = 0; row < result.RowCount; row++)
{
var endIndex = rowPointers[row + 1];
for (var j = rowPointers[row]; j < endIndex; j++)
{
if (row > columnIndices[j])
{
result.At(row, columnIndices[j], values[j]);
}
}
}
}
/// <summary>
/// Returns a new matrix containing the upper triangle of this matrix. The new matrix
/// does not contain the diagonal elements of this matrix.
/// </summary>
/// <returns>The upper triangle of this matrix.</returns>
public override Matrix<double> StrictlyUpperTriangle()
{
var result = Build.SameAs(this);
StrictlyUpperTriangleImpl(result);
return result;
}
/// <summary>
/// Puts the strictly upper triangle of this matrix into the result matrix.
/// </summary>
/// <param name="result">Where to store the lower triangle.</param>
/// <exception cref="ArgumentNullException">If <paramref name="result"/> is <see langword="null" />.</exception>
/// <exception cref="ArgumentException">If the result matrix's dimensions are not the same as this matrix.</exception>
public override void StrictlyUpperTriangle(Matrix<double> result)
{
if (result == null)
{
throw new ArgumentNullException(nameof(result));
}
if (result.RowCount != RowCount || result.ColumnCount != ColumnCount)
{
throw DimensionsDontMatch<ArgumentException>(this, result, "result");
}
if (ReferenceEquals(this, result))
{
var tmp = Build.SameAs(result);
StrictlyUpperTriangle(tmp);
tmp.CopyTo(result);
}
else
{
result.Clear();
StrictlyUpperTriangleImpl(result);
}
}
/// <summary>
/// Puts the strictly upper triangle of this matrix into the result matrix.
/// </summary>
/// <param name="result">Where to store the lower triangle.</param>
private void StrictlyUpperTriangleImpl(Matrix<double> result)
{
var rowPointers = _storage.RowPointers;
var columnIndices = _storage.ColumnIndices;
var values = _storage.Values;
for (var row = 0; row < result.RowCount; row++)
{
var endIndex = rowPointers[row + 1];
for (var j = rowPointers[row]; j < endIndex; j++)
{
if (row < columnIndices[j])
{
result.At(row, columnIndices[j], values[j]);
}
}
}
}
/// <summary>
/// Negate each element of this matrix and place the results into the result matrix.
/// </summary>
/// <param name="result">The result of the negation.</param>
protected override void DoNegate(Matrix<double> result)
{
CopyTo(result);
DoMultiply(-1, result);
}
/// <summary>Calculates the induced infinity norm of this matrix.</summary>
/// <returns>The maximum absolute row sum of the matrix.</returns>
public override double InfinityNorm()
{
var rowPointers = _storage.RowPointers;
var values = _storage.Values;
var norm = 0d;
for (var i = 0; i < RowCount; i++)
{
var startIndex = rowPointers[i];
var endIndex = rowPointers[i + 1];
if (startIndex == endIndex)
{
// Begin and end are equal. There are no values in the row, Move to the next row
continue;
}
var s = 0d;
for (var j = startIndex; j < endIndex; j++)
{
s += Math.Abs(values[j]);
}
norm = Math.Max(norm, s);
}
return norm;
}
/// <summary>Calculates the entry-wise Frobenius norm of this matrix.</summary>
/// <returns>The square root of the sum of the squared values.</returns>
public override double FrobeniusNorm()
{
var aat = (SparseCompressedRowMatrixStorage<double>) (this*Transpose()).Storage;
var norm = 0d;
for (var i = 0; i < aat.RowCount; i++)
{
var startIndex = aat.RowPointers[i];
var endIndex = aat.RowPointers[i + 1];
if (startIndex == endIndex)
{
// Begin and end are equal. There are no values in the row, Move to the next row
continue;
}
for (var j = startIndex; j < endIndex; j++)
{
if (i == aat.ColumnIndices[j])
{
norm += Math.Abs(aat.Values[j]);
}
}
}
return Math.Sqrt(norm);
}
/// <summary>
/// Adds another matrix to this matrix.
/// </summary>
/// <param name="other">The matrix to add to this matrix.</param>
/// <param name="result">The matrix to store the result of the addition.</param>
/// <exception cref="ArgumentNullException">If the other matrix is <see langword="null"/>.</exception>
/// <exception cref="ArgumentOutOfRangeException">If the two matrices don't have the same dimensions.</exception>
protected override void DoAdd(Matrix<double> other, Matrix<double> result)
{
if (other is SparseMatrix sparseOther && result is SparseMatrix sparseResult)
{
if (ReferenceEquals(this, other))
{
if (!ReferenceEquals(this, result))
{
CopyTo(result);
}
LinearAlgebraControl.Provider.ScaleArray(2.0, sparseResult._storage.Values, sparseResult._storage.Values);
return;
}
SparseMatrix left;
if (ReferenceEquals(sparseOther, sparseResult))
{
left = this;
}
else if (ReferenceEquals(this, sparseResult))
{
left = sparseOther;
}
else
{
CopyTo(sparseResult);
left = sparseOther;
}
var leftStorage = left._storage;
for (var i = 0; i < leftStorage.RowCount; i++)
{
var endIndex = leftStorage.RowPointers[i + 1];
for (var j = leftStorage.RowPointers[i]; j < endIndex; j++)
{
var columnIndex = leftStorage.ColumnIndices[j];
var resVal = leftStorage.Values[j] + result.At(i, columnIndex);
result.At(i, columnIndex, resVal);
}
}
}
else
{
base.DoAdd(other, result);
}
}
/// <summary>
/// Subtracts another matrix from this matrix.
/// </summary>
/// <param name="other">The matrix to subtract to this matrix.</param>
/// <param name="result">The matrix to store the result of subtraction.</param>
/// <exception cref="ArgumentNullException">If the other matrix is <see langword="null"/>.</exception>
/// <exception cref="ArgumentOutOfRangeException">If the two matrices don't have the same dimensions.</exception>
protected override void DoSubtract(Matrix<double> other, Matrix<double> result)
{
if (other is SparseMatrix sparseOther && result is SparseMatrix sparseResult)
{
if (ReferenceEquals(this, other))
{
result.Clear();
return;
}
var otherStorage = sparseOther._storage;
if (ReferenceEquals(this, sparseResult))
{
for (var i = 0; i < otherStorage.RowCount; i++)
{
var endIndex = otherStorage.RowPointers[i + 1];
for (var j = otherStorage.RowPointers[i]; j < endIndex; j++)
{
var columnIndex = otherStorage.ColumnIndices[j];
var resVal = sparseResult.At(i, columnIndex) - otherStorage.Values[j];
result.At(i, columnIndex, resVal);
}
}
}
else
{
if (!ReferenceEquals(sparseOther, sparseResult))
{
sparseOther.CopyTo(sparseResult);
}
sparseResult.Negate(sparseResult);
var rowPointers = _storage.RowPointers;
var columnIndices = _storage.ColumnIndices;
var values = _storage.Values;
for (var i = 0; i < RowCount; i++)
{
var endIndex = rowPointers[i + 1];
for (var j = rowPointers[i]; j < endIndex; j++)
{
var columnIndex = columnIndices[j];
var resVal = sparseResult.At(i, columnIndex) + values[j];
result.At(i, columnIndex, resVal);
}
}
}
}
else
{
base.DoSubtract(other, result);
}
}
/// <summary>
/// Multiplies each element of the matrix by a scalar and places results into the result matrix.
/// </summary>
/// <param name="scalar">The scalar to multiply the matrix with.</param>
/// <param name="result">The matrix to store the result of the multiplication.</param>
protected override void DoMultiply(double scalar, Matrix<double> result)
{
if (scalar == 1.0)
{
CopyTo(result);
return;
}
if (scalar == 0.0 || NonZerosCount == 0)
{
result.Clear();
return;
}
if (result is SparseMatrix sparseResult)
{
if (!ReferenceEquals(this, result))
{
CopyTo(sparseResult);
}
LinearAlgebraControl.Provider.ScaleArray(scalar, sparseResult._storage.Values, sparseResult._storage.Values);
}
else
{
result.Clear();
var rowPointers = _storage.RowPointers;
var columnIndices = _storage.ColumnIndices;
var values = _storage.Values;
for (var row = 0; row < RowCount; row++)
{
var start = rowPointers[row];
var end = rowPointers[row + 1];
if (start == end)
{
continue;
}
for (var index = start; index < end; index++)
{
var column = columnIndices[index];
result.At(row, column, values[index] * scalar);
}
}
}
}
/// <summary>
/// Multiplies this matrix with another matrix and places the results into the result matrix.
/// </summary>
/// <param name="other">The matrix to multiply with.</param>
/// <param name="result">The result of the multiplication.</param>
protected override void DoMultiply(Matrix<double> other, Matrix<double> result)
{
var sparseOther = other as SparseMatrix;
var sparseResult = result as SparseMatrix;
if (sparseOther != null && sparseResult != null)
{
DoMultiplySparse(sparseOther, sparseResult);
return;
}
if (other.Storage is DiagonalMatrixStorage<double> diagonalOther && sparseResult != null)
{
var diagonal = diagonalOther.Data;
if (other.ColumnCount == other.RowCount)
{
Storage.MapIndexedTo(result.Storage, (i, j, x) => x*diagonal[j], Zeros.AllowSkip, ExistingData.Clear);
}
else
{
result.Storage.Clear();
Storage.MapSubMatrixIndexedTo(result.Storage, (i, j, x) => x*diagonal[j], 0, 0, RowCount, 0, 0, Math.Min(ColumnCount, other.ColumnCount), Zeros.AllowSkip, ExistingData.AssumeZeros);
}
return;
}
result.Clear();
var rowPointers = _storage.RowPointers;
var columnIndices = _storage.ColumnIndices;
var values = _storage.Values;
if (other.Storage is DenseColumnMajorMatrixStorage<double> denseOther)
{
// in this case we can directly address the underlying data-array
for (var row = 0; row < RowCount; row++)
{
var startIndex = rowPointers[row];
var endIndex = rowPointers[row + 1];
if (startIndex == endIndex)
{
continue;
}
for (var column = 0; column < other.ColumnCount; column++)
{
int otherColumnStartPosition = column * other.RowCount;
var sum = 0d;
for (var index = startIndex; index < endIndex; index++)
{
sum += values[index] * denseOther.Data[otherColumnStartPosition + columnIndices[index]];
}
result.At(row, column, sum);
}
}
return;
}
var columnVector = new DenseVector(other.RowCount);
for (var row = 0; row < RowCount; row++)
{
var startIndex = rowPointers[row];
var endIndex = rowPointers[row + 1];
if (startIndex == endIndex)
{
continue;
}
for (var column = 0; column < other.ColumnCount; column++)
{
// Multiply row of matrix A on column of matrix B
other.Column(column, columnVector);
var sum = 0d;
for (var index = startIndex; index < endIndex; index++)
{
sum += values[index] * columnVector[columnIndices[index]];
}
result.At(row, column, sum);
}
}
}
void DoMultiplySparse(SparseMatrix other, SparseMatrix result)
{
result.Clear();
var ax = _storage.Values;
var ap = _storage.RowPointers;
var ai = _storage.ColumnIndices;
var bx = other._storage.Values;
var bp = other._storage.RowPointers;
var bi = other._storage.ColumnIndices;
int rows = RowCount;
int cols = other.ColumnCount;
int[] cp = result._storage.RowPointers;
var marker = new int[cols];
for (int ib = 0; ib < cols; ib++)
{
marker[ib] = -1;
}
int count = 0;
for (int i = 0; i < rows; i++)
{
// For each row of A
for (int j = ap[i]; j < ap[i + 1]; j++)
{
// Row number to be added
int a = ai[j];
for (int k = bp[a]; k < bp[a + 1]; k++)
{
int b = bi[k];
if (marker[b] != i)
{
marker[b] = i;
count++;
}
}
}
// Record non-zero count.
cp[i + 1] = count;
}
var ci = new int[count];
var cx = new double[count];
for (int ib = 0; ib < cols; ib++)
{
marker[ib] = -1;
}
count = 0;
for (int i = 0; i < rows; i++)
{
int rowStart = cp[i];
for (int j = ap[i]; j < ap[i + 1]; j++)
{
int a = ai[j];
double aEntry = ax[j];
for (int k = bp[a]; k < bp[a + 1]; k++)
{
int b = bi[k];
double bEntry = bx[k];
if (marker[b] < rowStart)
{
marker[b] = count;
ci[marker[b]] = b;
cx[marker[b]] = aEntry * bEntry;
count++;
}
else
{
cx[marker[b]] += aEntry * bEntry;
}
}
}
}
result._storage.Values = cx;
result._storage.ColumnIndices = ci;
result._storage.Normalize();
}
/// <summary>
/// Multiplies this matrix with a vector and places the results into the result vector.
/// </summary>
/// <param name="rightSide">The vector to multiply with.</param>
/// <param name="result">The result of the multiplication.</param>
protected override void DoMultiply(Vector<double> rightSide, Vector<double> result)
{
var rowPointers = _storage.RowPointers;
var columnIndices = _storage.ColumnIndices;
var values = _storage.Values;
for (var row = 0; row < RowCount; row++)
{
var startIndex = rowPointers[row];
var endIndex = rowPointers[row + 1];
if (startIndex == endIndex)
{
continue;
}
var sum = 0d;
for (var index = startIndex; index < endIndex; index++)
{
sum += values[index] * rightSide[columnIndices[index]];
}
result[row] = sum;
}
}
/// <summary>
/// Multiplies this matrix with transpose of another matrix and places the results into the result matrix.
/// </summary>
/// <param name="other">The matrix to multiply with.</param>
/// <param name="result">The result of the multiplication.</param>
protected override void DoTransposeAndMultiply(Matrix<double> other, Matrix<double> result)
{
if (other is SparseMatrix otherSparse && result is SparseMatrix resultSparse)
{
resultSparse.Clear();
var rowPointers = _storage.RowPointers;
var values = _storage.Values;
var otherStorage = otherSparse._storage;
for (var j = 0; j < RowCount; j++)
{
var startIndexOther = otherStorage.RowPointers[j];
var endIndexOther = otherStorage.RowPointers[j + 1];
if (startIndexOther == endIndexOther)
{
continue;
}
for (var i = 0; i < RowCount; i++)
{
var startIndexThis = rowPointers[i];
var endIndexThis = rowPointers[i + 1];
if (startIndexThis == endIndexThis)
{
continue;
}
var sum = 0d;
for (var index = startIndexOther; index < endIndexOther; index++)
{
var ind = _storage.FindItem(i, otherStorage.ColumnIndices[index]);
if (ind >= 0)
{
sum += otherStorage.Values[index] * values[ind];
}
}
resultSparse._storage.At(i, j, sum + result.At(i, j));
}
}
}
else
{
base.DoTransposeAndMultiply(other, result);
}
}
/// <summary>
/// Multiplies the transpose of this matrix with a vector and places the results into the result vector.
/// </summary>
/// <param name="rightSide">The vector to multiply with.</param>
/// <param name="result">The result of the multiplication.</param>
protected override void DoTransposeThisAndMultiply(Vector<double> rightSide, Vector<double> result)
{
var rowPointers = _storage.RowPointers;
var columnIndices = _storage.ColumnIndices;
var values = _storage.Values;
for (var row = 0; row < RowCount; row++)
{
var startIndex = rowPointers[row];
var endIndex = rowPointers[row + 1];
if (startIndex == endIndex)
{
continue;
}
var rightSideValue = rightSide[row];
for (var index = startIndex; index < endIndex; index++)
{
result[columnIndices[index]] += values[index] * rightSideValue;
}
}
}
/// <summary>
/// Pointwise multiplies this matrix with another matrix and stores the result into the result matrix.
/// </summary>
/// <param name="other">The matrix to pointwise multiply with this one.</param>
/// <param name="result">The matrix to store the result of the pointwise multiplication.</param>
protected override void DoPointwiseMultiply(Matrix<double> other, Matrix<double> result)
{
result.Clear();
var rowPointers = _storage.RowPointers;
var columnIndices = _storage.ColumnIndices;
var values = _storage.Values;
for (var i = 0; i < RowCount; i++)
{
var endIndex = rowPointers[i + 1];
for (var j = rowPointers[i]; j < endIndex; j++)
{
var resVal = values[j]*other.At(i, columnIndices[j]);
if (resVal != 0d)
{
result.At(i, columnIndices[j], resVal);
}
}
}
}
/// <summary>
/// Pointwise divide this matrix by another matrix and stores the result into the result matrix.
/// </summary>
/// <param name="divisor">The matrix to pointwise divide this one by.</param>
/// <param name="result">The matrix to store the result of the pointwise division.</param>
protected override void DoPointwiseDivide(Matrix<double> divisor, Matrix<double> result)
{
result.Clear();
var rowPointers = _storage.RowPointers;
var columnIndices = _storage.ColumnIndices;
var values = _storage.Values;
for (var i = 0; i < RowCount; i++)
{
var endIndex = rowPointers[i + 1];
for (var j = rowPointers[i]; j < endIndex; j++)
{
if (values[j] != 0d)
{
result.At(i, columnIndices[j], values[j]/divisor.At(i, columnIndices[j]));
}
}
}
}
public override void KroneckerProduct(Matrix<double> other, Matrix<double> result)
{
if (other == null)
{
throw new ArgumentNullException(nameof(other));
}
if (result == null)
{
throw new ArgumentNullException(nameof(result));
}
if (result.RowCount != (RowCount*other.RowCount) || result.ColumnCount != (ColumnCount*other.ColumnCount))
{
throw DimensionsDontMatch<ArgumentOutOfRangeException>(this, other, result);
}
var rowPointers = _storage.RowPointers;
var columnIndices = _storage.ColumnIndices;
var values = _storage.Values;
for (var i = 0; i < RowCount; i++)
{
var endIndex = rowPointers[i + 1];
for (var j = rowPointers[i]; j < endIndex; j++)
{
if (values[j] != 0d)
{
result.SetSubMatrix(i*other.RowCount, other.RowCount, columnIndices[j]*other.ColumnCount, other.ColumnCount, values[j]*other);
}
}
}
}
/// <summary>
/// Computes the canonical modulus, where the result has the sign of the divisor,
/// for the given divisor each element of the matrix.
/// </summary>
/// <param name="divisor">The scalar denominator to use.</param>
/// <param name="result">Matrix to store the results in.</param>
protected override void DoModulus(double divisor, Matrix<double> result)
{
if (result is SparseMatrix sparseResult)
{
if (!ReferenceEquals(this, result))
{
CopyTo(result);
}
var resultStorage = sparseResult._storage;
for (var index = 0; index < resultStorage.Values.Length; index++)
{
resultStorage.Values[index] = Euclid.Modulus(resultStorage.Values[index], divisor);
}
}
else
{
base.DoModulus(divisor, result);
}
}
/// <summary>
/// Computes the remainder (% operator), where the result has the sign of the dividend,
/// for the given divisor each element of the matrix.
/// </summary>
/// <param name="divisor">The scalar denominator to use.</param>
/// <param name="result">Matrix to store the results in.</param>
protected override void DoRemainder(double divisor, Matrix<double> result)
{
if (result is SparseMatrix sparseResult)
{
if (!ReferenceEquals(this, result))
{
CopyTo(result);
}
var resultStorage = sparseResult._storage;
for (var index = 0; index < resultStorage.Values.Length; index++)
{
resultStorage.Values[index] %= divisor;
}
}
else
{
base.DoRemainder(divisor, result);
}
}
/// <summary>
/// Evaluates whether this matrix is symmetric.
/// </summary>
public override bool IsSymmetric()
{
if (RowCount != ColumnCount)
{
return false;
}
var rowPointers = _storage.RowPointers;
var columnIndices = _storage.ColumnIndices;
var values = _storage.Values;
for (var row = 0; row < RowCount; row++)
{
var start = rowPointers[row];
var end = rowPointers[row + 1];
if (start == end)
{
continue;
}
for (var index = start; index < end; index++)
{
var column = columnIndices[index];
if (!values[index].Equals(At(column, row)))
{
return false;
}
}
}
return true;
}
/// <summary>
/// Adds two matrices together and returns the results.
/// </summary>
/// <remarks>This operator will allocate new memory for the result. It will
/// choose the representation of either <paramref name="leftSide"/> or <paramref name="rightSide"/> depending on which
/// is denser.</remarks>
/// <param name="leftSide">The left matrix to add.</param>
/// <param name="rightSide">The right matrix to add.</param>
/// <returns>The result of the addition.</returns>
/// <exception cref="ArgumentOutOfRangeException">If <paramref name="leftSide"/> and <paramref name="rightSide"/> don't have the same dimensions.</exception>
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> or <paramref name="rightSide"/> is <see langword="null" />.</exception>
public static SparseMatrix operator +(SparseMatrix leftSide, SparseMatrix rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException(nameof(rightSide));
}
if (leftSide == null)
{
throw new ArgumentNullException(nameof(leftSide));
}
if (leftSide.RowCount != rightSide.RowCount || leftSide.ColumnCount != rightSide.ColumnCount)
{
throw DimensionsDontMatch<ArgumentOutOfRangeException>(leftSide, rightSide);
}
return (SparseMatrix)leftSide.Add(rightSide);
}
/// <summary>
/// Returns a <strong>Matrix</strong> containing the same values of <paramref name="rightSide"/>.
/// </summary>
/// <param name="rightSide">The matrix to get the values from.</param>
/// <returns>A matrix containing a the same values as <paramref name="rightSide"/>.</returns>
/// <exception cref="ArgumentNullException">If <paramref name="rightSide"/> is <see langword="null" />.</exception>
public static SparseMatrix operator +(SparseMatrix rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException(nameof(rightSide));
}
return (SparseMatrix)rightSide.Clone();
}
/// <summary>
/// Subtracts two matrices together and returns the results.
/// </summary>
/// <remarks>This operator will allocate new memory for the result. It will
/// choose the representation of either <paramref name="leftSide"/> or <paramref name="rightSide"/> depending on which
/// is denser.</remarks>
/// <param name="leftSide">The left matrix to subtract.</param>
/// <param name="rightSide">The right matrix to subtract.</param>
/// <returns>The result of the addition.</returns>
/// <exception cref="ArgumentOutOfRangeException">If <paramref name="leftSide"/> and <paramref name="rightSide"/> don't have the same dimensions.</exception>
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> or <paramref name="rightSide"/> is <see langword="null" />.</exception>
public static SparseMatrix operator -(SparseMatrix leftSide, SparseMatrix rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException(nameof(rightSide));
}
if (leftSide == null)
{
throw new ArgumentNullException(nameof(leftSide));
}
if (leftSide.RowCount != rightSide.RowCount || leftSide.ColumnCount != rightSide.ColumnCount)
{
throw DimensionsDontMatch<ArgumentException>(leftSide, rightSide);
}
return (SparseMatrix)leftSide.Subtract(rightSide);
}
/// <summary>
/// Negates each element of the matrix.
/// </summary>
/// <param name="rightSide">The matrix to negate.</param>
/// <returns>A matrix containing the negated values.</returns>
/// <exception cref="ArgumentNullException">If <paramref name="rightSide"/> is <see langword="null" />.</exception>
public static SparseMatrix operator -(SparseMatrix rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException(nameof(rightSide));
}
return (SparseMatrix)rightSide.Negate();
}
/// <summary>
/// Multiplies a <strong>Matrix</strong> by a constant and returns the result.
/// </summary>
/// <param name="leftSide">The matrix to multiply.</param>
/// <param name="rightSide">The constant to multiply the matrix by.</param>
/// <returns>The result of the multiplication.</returns>
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> is <see langword="null" />.</exception>
public static SparseMatrix operator *(SparseMatrix leftSide, double rightSide)
{
if (leftSide == null)
{
throw new ArgumentNullException(nameof(leftSide));
}
return (SparseMatrix)leftSide.Multiply(rightSide);
}
/// <summary>
/// Multiplies a <strong>Matrix</strong> by a constant and returns the result.
/// </summary>
/// <param name="leftSide">The matrix to multiply.</param>
/// <param name="rightSide">The constant to multiply the matrix by.</param>
/// <returns>The result of the multiplication.</returns>
/// <exception cref="ArgumentNullException">If <paramref name="rightSide"/> is <see langword="null" />.</exception>
public static SparseMatrix operator *(double leftSide, SparseMatrix rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException(nameof(rightSide));
}
return (SparseMatrix)rightSide.Multiply(leftSide);
}
/// <summary>
/// Multiplies two matrices.
/// </summary>
/// <remarks>This operator will allocate new memory for the result. It will
/// choose the representation of either <paramref name="leftSide"/> or <paramref name="rightSide"/> depending on which
/// is denser.</remarks>
/// <param name="leftSide">The left matrix to multiply.</param>
/// <param name="rightSide">The right matrix to multiply.</param>
/// <returns>The result of multiplication.</returns>
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> or <paramref name="rightSide"/> is <see langword="null" />.</exception>
/// <exception cref="ArgumentException">If the dimensions of <paramref name="leftSide"/> or <paramref name="rightSide"/> don't conform.</exception>
public static SparseMatrix operator *(SparseMatrix leftSide, SparseMatrix rightSide)
{
if (leftSide == null)
{
throw new ArgumentNullException(nameof(leftSide));
}
if (rightSide == null)
{
throw new ArgumentNullException(nameof(rightSide));
}
if (leftSide.ColumnCount != rightSide.RowCount)
{
throw DimensionsDontMatch<ArgumentException>(leftSide, rightSide);
}
return (SparseMatrix)leftSide.Multiply(rightSide);
}
/// <summary>
/// Multiplies a <strong>Matrix</strong> and a Vector.
/// </summary>
/// <param name="leftSide">The matrix to multiply.</param>
/// <param name="rightSide">The vector to multiply.</param>
/// <returns>The result of multiplication.</returns>
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> or <paramref name="rightSide"/> is <see langword="null" />.</exception>
public static SparseVector operator *(SparseMatrix leftSide, SparseVector rightSide)
{
if (leftSide == null)
{
throw new ArgumentNullException(nameof(leftSide));
}
return (SparseVector)leftSide.Multiply(rightSide);
}
/// <summary>
/// Multiplies a Vector and a <strong>Matrix</strong>.
/// </summary>
/// <param name="leftSide">The vector to multiply.</param>
/// <param name="rightSide">The matrix to multiply.</param>
/// <returns>The result of multiplication.</returns>
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> or <paramref name="rightSide"/> is <see langword="null" />.</exception>
public static SparseVector operator *(SparseVector leftSide, SparseMatrix rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException(nameof(rightSide));
}
return (SparseVector)rightSide.LeftMultiply(leftSide);
}
/// <summary>
/// Multiplies a <strong>Matrix</strong> by a constant and returns the result.
/// </summary>
/// <param name="leftSide">The matrix to multiply.</param>
/// <param name="rightSide">The constant to multiply the matrix by.</param>
/// <returns>The result of the multiplication.</returns>
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> is <see langword="null" />.</exception>
public static SparseMatrix operator %(SparseMatrix leftSide, double rightSide)
{
if (leftSide == null)
{
throw new ArgumentNullException(nameof(leftSide));
}
return (SparseMatrix)leftSide.Remainder(rightSide);
}
public override string ToTypeString()
{
return FormattableString.Invariant($"SparseMatrix {RowCount}x{ColumnCount}-Double {NonZerosCount / (RowCount * (double) ColumnCount):P2} Filled");
}
}
}