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.
 
 
 

1436 lines
51 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) 2009-2010 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>
namespace MathNet.Numerics.LinearAlgebra.Double
{
using System;
using System.Collections.Generic;
using System.Globalization;
using Distributions;
using NumberTheory;
using Properties;
using Threading;
/// <summary>
/// A vector using dense storage.
/// </summary>
public class DenseVector : Vector
{
/// <summary>
/// Initializes a new instance of the <see cref="DenseVector"/> class with a given size.
/// </summary>
/// <param name="size">
/// the size of the vector.
/// </param>
/// <exception cref="ArgumentException">
/// If <paramref name="size"/> is less than one.
/// </exception>
public DenseVector(int size)
: base(size)
{
Data = new double[size];
}
/// <summary>
/// Initializes a new instance of the <see cref="DenseVector"/> class with a given size
/// and each element set to the given value;
/// </summary>
/// <param name="size">
/// the size of the vector.
/// </param>
/// <param name="value">
/// the value to set each element to.
/// </param>
/// <exception cref="ArgumentException">
/// If <paramref name="size"/> is less than one.
/// </exception>
public DenseVector(int size, double value)
: this(size)
{
for (var index = 0; index < Data.Length; index++)
{
Data[index] = value;
}
}
/// <summary>
/// Initializes a new instance of the <see cref="DenseVector"/> class by
/// copying the values from another.
/// </summary>
/// <param name="other">
/// The vector to create the new vector from.
/// </param>
public DenseVector(Vector other)
: this(other.Count)
{
var vector = other as DenseVector;
if (vector == null)
{
CommonParallel.For(
0,
Data.Length,
index => this[index] = other[index]);
}
else
{
Buffer.BlockCopy(vector.Data, 0, Data, 0, Data.Length * Constants.SizeOfDouble);
}
}
/// <summary>
/// Initializes a new instance of the <see cref="DenseVector"/> class by
/// copying the values from another.
/// </summary>
/// <param name="other">
/// The vector to create the new vector from.
/// </param>
public DenseVector(DenseVector other)
: this(other.Count)
{
Buffer.BlockCopy(other.Data, 0, Data, 0, Data.Length * Constants.SizeOfDouble);
}
/// <summary>
/// Initializes a new instance of the <see cref="DenseVector"/> class for an array.
/// </summary>
/// <param name="array">The array to create this vector from.</param>
/// <remarks>The vector does not copy the array, but keeps a reference to it. Any
/// changes to the vector will also change the array.</remarks>
public DenseVector(double[] array) : base(array.Length)
{
Data = array;
}
/// <summary>
/// Gets the vector's internal data.
/// </summary>
/// <value>The vector's internal data.</value>
/// <remarks>Changing values in the array also changes the corresponding value in vector. Use with care.</remarks>
internal double[] Data
{
get;
private set;
}
/// <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 implicit operator double[](DenseVector vector)
{
if (vector == null)
{
throw new ArgumentNullException();
}
return vector.Data;
}
/// <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();
}
return new DenseVector(array);
}
/// <summary>
/// Create a matrix based on this vector in column form (one single column).
/// </summary>
/// <returns>This vector as a column matrix.</returns>
public override Matrix ToColumnMatrix()
{
var matrix = new DenseMatrix(Count, 1);
for (var i = 0; i < Data.Length; i++)
{
matrix[i, 0] = Data[i];
}
return matrix;
}
/// <summary>
/// Create a matrix based on this vector in row form (one single row).
/// </summary>
/// <returns>This vector as a row matrix.</returns>
public override Matrix ToRowMatrix()
{
var matrix = new DenseMatrix(1, Count);
for (var i = 0; i < Data.Length; i++)
{
matrix[0, i] = Data[i];
}
return matrix;
}
/// <summary>Gets or sets the value at the given <paramref name="index"/>.</summary>
/// <param name="index">The index of the value to get or set.</param>
/// <returns>The value of the vector at the given <paramref name="index"/>.</returns>
/// <exception cref="IndexOutOfRangeException">If <paramref name="index"/> is negative or
/// greater than the size of the vector.</exception>
public override double this[int index]
{
get
{
return Data[index];
}
set
{
Data[index] = value;
}
}
/// <summary>
/// Creates a matrix with the given dimensions using the same storage type
/// as this vector.
/// </summary>
/// <param name="rows">
/// The number of rows.
/// </param>
/// <param name="columns">
/// The number of columns.
/// </param>
/// <returns>
/// A matrix with the given dimensions.
/// </returns>
public override Matrix CreateMatrix(int rows, int columns)
{
return new DenseMatrix(rows, columns);
}
/// <summary>
/// Creates a <strong>Vector</strong> of the given size using the same storage type
/// as this vector.
/// </summary>
/// <param name="size">
/// The size of the <strong>Vector</strong> to create.
/// </param>
/// <returns>
/// The new <c>Vector</c>.
/// </returns>
public override Vector CreateVector(int size)
{
return new DenseVector(size);
}
/// <summary>
/// Copies the values of this vector into the target vector.
/// </summary>
/// <param name="target">
/// The vector to copy elements into.
/// </param>
/// <exception cref="ArgumentNullException">
/// If <paramref name="target"/> is <see langword="null"/>.
/// </exception>
/// <exception cref="ArgumentException">
/// If <paramref name="target"/> is not the same size as this vector.
/// </exception>
public override void CopyTo(Vector target)
{
if (target == null)
{
throw new ArgumentNullException("target");
}
if (Count != target.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "target");
}
if (ReferenceEquals(this, target))
{
return;
}
var otherVector = target as DenseVector;
if (otherVector == null)
{
CommonParallel.For(
0,
Data.Length,
index => target[index] = Data[index]);
}
else
{
Buffer.BlockCopy(Data, 0, otherVector.Data, 0, Data.Length * Constants.SizeOfDouble);
}
}
/// <summary>
/// Adds a scalar to each element of the vector.
/// </summary>
/// <param name="scalar">The scalar to add.</param>
/// <returns>A copy of the vector with the scalar added.</returns>
public override Vector Add(double scalar)
{
if (scalar == 0.0)
{
return this.Clone();
}
var copy = (DenseVector) this.Clone();
CommonParallel.For(
0,
Data.Length,
index => copy.Data[index] += scalar);
return copy;
}
/// <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>
/// <exception cref="ArgumentNullException">If the result vector is <see langword="null" />.</exception>
/// <exception cref="ArgumentException">If this vector and <paramref name="result"/> are not the same size.</exception>
public override void Add(double scalar, Vector result)
{
if (result == null)
{
throw new ArgumentNullException("result");
}
if (Count != result.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "result");
}
CopyTo(result);
result.Add(scalar);
}
/// <summary>
/// Adds another vector to this vector.
/// </summary>
/// <param name="other">The vector to add to this one.</param>
/// <returns>A new vector containing the sum of both vectors.</returns>
/// <exception cref="ArgumentNullException">If the other vector is <see langword="null" />.</exception>
/// <exception cref="ArgumentException">If this vector and <paramref name="other"/> are not the same size.</exception>
public override Vector Add(Vector other)
{
if (other == null)
{
throw new ArgumentNullException("other");
}
if (Count != other.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "other");
}
var denseVector = other as DenseVector;
if (denseVector == null)
{
return base.Add(other);
}
else
{
var copy = (DenseVector)this.Clone();
Control.LinearAlgebraProvider.AddVectorToScaledVector(copy.Data, 1.0, denseVector.Data);
return copy;
}
}
/// <summary>
/// Adds another vector to this vector and stores the result into the result vector.
/// </summary>
/// <param name="other">The vector to add to this one.</param>
/// <param name="result">The vector to store the result of the addition.</param>
/// <exception cref="ArgumentNullException">If the other vector is <see langword="null" />.</exception>
/// <exception cref="ArgumentNullException">If the result vector is <see langword="null" />.</exception>
/// <exception cref="ArgumentException">If this vector and <paramref name="other"/> are not the same size.</exception>
/// <exception cref="ArgumentException">If this vector and <paramref name="result"/> are not the same size.</exception>
public override void Add(Vector other, Vector result)
{
if (result == null)
{
throw new ArgumentNullException("result");
}
if (Count != other.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "other");
}
if (Count != result.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "result");
}
if (ReferenceEquals(this, result) || ReferenceEquals(other, result))
{
var tmp = result.CreateVector(result.Count);
Add(other, tmp);
tmp.CopyTo(result);
}
else
{
CopyTo(result);
result.Add(other);
}
}
/// <summary>
/// Returns a <strong>Vector</strong> containing the same values of <paramref name="rightSide"/>.
/// </summary>
/// <remarks>This method is included for completeness.</remarks>
/// <param name="rightSide">The vector to get the values from.</param>
/// <returns>A vector containing a the same values as <paramref name="rightSide"/>.</returns>
/// <exception cref="ArgumentNullException">If <paramref name="rightSide"/> is <see langword="null" />.</exception>
public static Vector operator +(DenseVector rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException("rightSide");
}
return rightSide.Plus();
}
/// <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 Vector 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");
}
var ret = leftSide.Clone();
ret.Add(rightSide);
return ret;
}
/// <summary>
/// Subtracts a scalar from each element of the vector.
/// </summary>
/// <param name="scalar">The scalar to subtract.</param>
/// <returns>A new vector containing the subtraction of this vector and the scalar.</returns>
public override Vector Subtract(double scalar)
{
if (scalar == 0.0)
{
return this.Clone();
}
var copy = (DenseVector)this.Clone();
CommonParallel.For(
0,
Data.Length,
index => copy.Data[index] -= scalar);
return copy;
}
/// <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>
/// <exception cref="ArgumentNullException">If the result vector is <see langword="null"/>.</exception>
/// <exception cref="ArgumentException">If this vector and <paramref name="result"/> are not the same size.</exception>
public override void Subtract(double scalar, Vector result)
{
if (result == null)
{
throw new ArgumentNullException("result");
}
if (Count != result.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "result");
}
CopyTo(result);
result.Subtract(scalar);
}
/// <summary>
/// Subtracts another vector from this vector.
/// </summary>
/// <param name="other">The vector to subtract from this one.</param>
/// <returns>A new vector containing the subtraction of the the two vectors.</returns>
/// <exception cref="ArgumentNullException">If the other vector is <see langword="null"/>.</exception>
/// <exception cref="ArgumentException">If this vector and <paramref name="other"/> are not the same size.</exception>
public override Vector Subtract(Vector other)
{
if (other == null)
{
throw new ArgumentNullException("other");
}
if (Count != other.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "other");
}
var denseVector = other as DenseVector;
if (denseVector == null)
{
return base.Subtract(other);
}
else
{
var copy = (DenseVector)this.Clone();
Control.LinearAlgebraProvider.AddVectorToScaledVector(copy.Data, -1.0, denseVector.Data);
return copy;
}
}
/// <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>
/// <exception cref="ArgumentNullException">If the other vector is <see langword="null"/>.</exception>
/// <exception cref="ArgumentNullException">If the result vector is <see langword="null"/>.</exception>
/// <exception cref="ArgumentException">If this vector and <paramref name="other"/> are not the same size.</exception>
/// <exception cref="ArgumentException">If this vector and <paramref name="result"/> are not the same size.</exception>
public override void Subtract(Vector other, Vector result)
{
if (result == null)
{
throw new ArgumentNullException("result");
}
if (Count != other.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "other");
}
if (Count != result.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "result");
}
if (ReferenceEquals(this, result) || ReferenceEquals(other, result))
{
var tmp = result.CreateVector(result.Count);
Subtract(other, tmp);
tmp.CopyTo(result);
}
else
{
CopyTo(result);
result.Subtract(other);
}
}
/// <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 Vector operator -(DenseVector rightSide)
{
if (rightSide == null)
{
throw new ArgumentNullException("rightSide");
}
return 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 Vector 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");
}
var ret = leftSide.Clone();
ret.Subtract(rightSide);
return ret;
}
/// <summary>
/// Returns a negated vector.
/// </summary>
/// <returns>The negated vector.</returns>
/// <remarks>Added as an alternative to the unary negation operator.</remarks>
public override Vector Negate()
{
var result = new DenseVector(Count);
CommonParallel.For(
0,
Data.Length,
index => result[index] = -Data[index]);
return result;
}
/// <summary>
/// Multiplies a scalar to each element of the vector.
/// </summary>
/// <param name="scalar">The scalar to multiply.</param>
/// <returns>A new vector that is the multiplication of the vector and the scalar.</returns>
public override Vector Multiply(double scalar)
{
if (scalar == 1.0)
{
return this.Clone();
}
var copy = (DenseVector)this.Clone();
Control.LinearAlgebraProvider.ScaleArray(scalar, copy.Data);
return copy;
}
/// <summary>
/// Computes the dot product between this vector and another vector.
/// </summary>
/// <param name="other">The other vector to add.</param>
/// <returns>The result of the addition.</returns>
/// <exception cref="ArgumentException">If <paramref name="other"/> is not of the same size.</exception>
/// <exception cref="ArgumentNullException">If <paramref name="other"/> is <see langword="null" />.</exception>
public override double DotProduct(Vector other)
{
if (other == null)
{
throw new ArgumentNullException("other");
}
if (Count != other.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "other");
}
var denseVector = other as DenseVector;
if (denseVector == null)
{
return base.DotProduct(other);
}
return Control.LinearAlgebraProvider.DotProduct(Data, denseVector.Data);
}
/// <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");
}
var ret = (DenseVector)leftSide.Clone();
ret.Multiply(rightSide);
return ret;
}
/// <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");
}
var ret = (DenseVector)rightSide.Clone();
ret.Multiply(leftSide);
return ret;
}
/// <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 (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 Control.LinearAlgebraProvider.DotProduct(leftSide.Data, rightSide.Data);
}
/// <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");
}
var ret = (DenseVector)leftSide.Clone();
ret.Multiply(1.0 / rightSide);
return ret;
}
/// <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(Data[index]);
for (var i = 1; i < Count; i++)
{
var test = Math.Abs(Data[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(Data[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(Data[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(Data[index]);
for (var i = 1; i < Count; i++)
{
var test = Math.Abs(Data[i]);
if (test > max)
{
index = i;
max = test;
}
}
return index;
}
/// <summary>
/// Creates a vector containing specified elements.
/// </summary>
/// <param name="index">The first element to begin copying from.</param>
/// <param name="length">The number of elements to copy.</param>
/// <returns>A vector containing a copy of the specified elements.</returns>
/// <exception cref="ArgumentOutOfRangeException"><list><item>If <paramref name="index"/> is not positive or
/// greater than or equal to the size of the vector.</item>
/// <item>If <paramref name="index"/> + <paramref name="length"/> is greater than or equal to the size of the vector.</item>
/// </list></exception>
/// <exception cref="ArgumentException">If <paramref name="length"/> is not positive.</exception>
public override Vector SubVector(int index, int length)
{
if (index < 0 || index >= Count)
{
throw new ArgumentOutOfRangeException("index");
}
if (length <= 0)
{
throw new ArgumentOutOfRangeException("length");
}
if (index + length > Count)
{
throw new ArgumentOutOfRangeException("length");
}
var result = new DenseVector(length);
CommonParallel.For(
index,
index + length,
i => result.Data[i - index] = Data[i]);
return result;
}
/// <summary>
/// Set the values of this vector to the given values.
/// </summary>
/// <param name="values">The array containing the values to use.</param>
/// <exception cref="ArgumentNullException">If <paramref name="values"/> is <see langword="null" />.</exception>
/// <exception cref="ArgumentException">If <paramref name="values"/> is not the same size as this vector.</exception>
public override void SetValues(double[] values)
{
if (values == null)
{
throw new ArgumentNullException("values");
}
if (values.Length != Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "values");
}
CommonParallel.For(
0,
values.Length,
i => Data[i] = values[i]);
}
/// <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 = Data[0];
for (var i = 1; i < Count; i++)
{
if (max < Data[i])
{
index = i;
max = Data[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 = Data[0];
for (var i = 1; i < Count; i++)
{
if (min > Data[i])
{
index = i;
min = Data[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()
{
double result = 0;
for (var i = 0; i < Count; i++)
{
result += Data[i];
}
return result;
}
/// <summary>
/// Computes the sum of the absolute value of the vector's elements.
/// </summary>
/// <returns>The sum of the absolute value of the vector's elements.</returns>
public override double SumMagnitudes()
{
double result = 0;
for (var i = 0; i < Count; i++)
{
result += Math.Abs(Data[i]);
}
return result;
}
/// <summary>
/// Pointwise multiplies this vector with another vector.
/// </summary>
/// <param name="other">The vector to pointwise multiply with this one.</param>
/// <returns>A new vector which is the pointwise multiplication of the two vectors.</returns>
/// <exception cref="ArgumentNullException">If the other vector is <see langword="null" />.</exception>
/// <exception cref="ArgumentException">If this vector and <paramref name="other"/> are not the same size.</exception>
public override Vector PointwiseMultiply(Vector other)
{
if (other == null)
{
throw new ArgumentNullException("other");
}
if (Count != other.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "other");
}
var denseVector = other as DenseVector;
if (denseVector == null)
{
return base.PointwiseMultiply(other);
}
else
{
var copy = (DenseVector)this.Clone();
CommonParallel.For(
0,
Count,
index => copy[index] *= other[index]);
return copy;
}
}
/// <summary>
/// Pointwise multiplies this vector with another vector and stores the result into the result vector.
/// </summary>
/// <param name="other">The vector to pointwise multiply with this one.</param>
/// <param name="result">The vector to store the result of the pointwise multiplication.</param>
/// <exception cref="ArgumentNullException">If the other vector is <see langword="null" />.</exception>
/// <exception cref="ArgumentNullException">If the result vector is <see langword="null" />.</exception>
/// <exception cref="ArgumentException">If this vector and <paramref name="other"/> are not the same size.</exception>
/// <exception cref="ArgumentException">If this vector and <paramref name="result"/> are not the same size.</exception>
public override void PointwiseMultiply(Vector other, Vector result)
{
if (result == null)
{
throw new ArgumentNullException("result");
}
if (other == null)
{
throw new ArgumentNullException("other");
}
if (Count != other.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "other");
}
if (Count != result.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "result");
}
if (ReferenceEquals(this, result) || ReferenceEquals(other, result))
{
var tmp = result.CreateVector(result.Count);
PointwiseMultiply(other, tmp);
tmp.CopyTo(result);
}
else
{
CopyTo(result);
result.PointwiseMultiply(other);
}
}
/// <summary>
/// Pointwise divide this vector with another vector.
/// </summary>
/// <param name="other">The vector to pointwise divide this one by.</param>
/// <returns>A new vector which is the pointwise division of the two vectors.</returns>
/// <exception cref="ArgumentNullException">If the other vector is <see langword="null" />.</exception>
/// <exception cref="ArgumentException">If this vector and <paramref name="other"/> are not the same size.</exception>
public override Vector PointwiseDivide(Vector other)
{
if (other == null)
{
throw new ArgumentNullException("other");
}
if (Count != other.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "other");
}
var denseVector = other as DenseVector;
if (denseVector == null)
{
return base.PointwiseMultiply(other);
}
else
{
var copy = (DenseVector)this.Clone();
CommonParallel.For(
0,
Count,
index => copy[index] /= other[index]);
return copy;
}
}
/// <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>
/// <exception cref="ArgumentNullException">If the other vector is <see langword="null" />.</exception>
/// <exception cref="ArgumentNullException">If the result vector is <see langword="null" />.</exception>
/// <exception cref="ArgumentException">If this vector and <paramref name="other"/> are not the same size.</exception>
/// <exception cref="ArgumentException">If this vector and <paramref name="result"/> are not the same size.</exception>
public override void PointwiseDivide(Vector other, Vector result)
{
if (result == null)
{
throw new ArgumentNullException("result");
}
if (other == null)
{
throw new ArgumentNullException("other");
}
if (Count != other.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "other");
}
if (Count != result.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "result");
}
if (ReferenceEquals(this, result) || ReferenceEquals(other, result))
{
var tmp = result.CreateVector(result.Count);
PointwiseDivide(other, tmp);
tmp.CopyTo(result);
}
else
{
CopyTo(result);
result.PointwiseDivide(other);
}
}
/// <summary>
/// Outer product of two vectors
/// </summary>
/// <param name="u">First vector</param>
/// <param name="v">Second vector</param>
/// <returns>Matrix M[i,j] = u[i]*v[j] </returns>
/// <exception cref="ArgumentNullException">If the u vector is <see langword="null" />.</exception>
/// <exception cref="ArgumentNullException">If the v vector is <see langword="null" />.</exception>
public static DenseMatrix OuterProduct(DenseVector u, DenseVector v)
{
if (u == null)
{
throw new ArgumentNullException("u");
}
if (v == null)
{
throw new ArgumentNullException("v");
}
var matrix = new DenseMatrix(u.Count, v.Count);
CommonParallel.For(
0,
u.Count,
i =>
{
for (var j = 0; j < v.Count; j++)
{
matrix.At(i, j, u.Data[i] * v.Data[j]);
}
});
return matrix;
}
/// <summary>
/// Generates a vector with random elements
/// </summary>
/// <param name="length">Number of elements in the vector.</param>
/// <param name="randomDistribution">Continuous Random Distribution or Source</param>
/// <returns>
/// A vector with n-random elements distributed according
/// to the specified random distribution.
/// </returns>
/// <exception cref="ArgumentNullException">If the n vector is non positive<see langword="null" />.</exception>
public override Vector Random(int length, IContinuousDistribution randomDistribution)
{
if (length < 1)
{
throw new ArgumentException(Resources.ArgumentMustBePositive, "length");
}
var v = (DenseVector)CreateVector(length);
for (var index = 0; index < v.Data.Length; index++)
{
v.Data[index] = randomDistribution.Sample();
}
return v;
}
/// <summary>
/// Generates a vector with random elements
/// </summary>
/// <param name="length">Number of elements in the vector.</param>
/// <param name="randomDistribution">Continuous Random Distribution or Source</param>
/// <returns>
/// A vector with n-random elements distributed according
/// to the specified random distribution.
/// </returns>
/// <exception cref="ArgumentNullException">If the n vector is non positive<see langword="null" />.</exception>
public override Vector Random(int length, IDiscreteDistribution randomDistribution)
{
if (length < 1)
{
throw new ArgumentException(Resources.ArgumentMustBePositive, "length");
}
var v = (DenseVector)CreateVector(length);
for (var index = 0; index < v.Data.Length; index++)
{
v.Data[index] = randomDistribution.Sample();
}
return v;
}
/// <summary>
/// Tensor Product (Dyadic) of this and another vector.
/// </summary>
/// <param name="v">The vector to operate on.</param>
/// <returns>
/// Matrix M[i,j] = this[i] * v[j].
/// </returns>
/// <seealso cref="OuterProduct"/>
public Matrix TensorMultiply(DenseVector v)
{
return OuterProduct(this, v);
}
#region Vector Norms
/// <summary>
/// Computes the p-Norm.
/// </summary>
/// <param name="p">The p value.</param>
/// <returns>Scalar <c>ret = (sum(abs(this[i])^p))^(1/p)</c></returns>
public override double Norm(double p)
{
if (p < 0.0)
{
throw new ArgumentOutOfRangeException("p");
}
else if (1.0 == p)
{
return CommonParallel.Aggregate(
0,
Count,
index => Math.Abs(Data[index]));
}
else if (2.0 == p)
{
var sum = 0.0;
for (var i = 0; i < Data.Length; i++)
{
sum = SpecialFunctions.Hypotenuse(sum, Data[i]);
}
return sum;
}
else if (Double.IsPositiveInfinity(p))
{
return CommonParallel.Select(
0,
Count,
(index, localData) => localData = Math.Max(localData, Math.Abs(Data[index])),
Math.Max);
}
else
{
var sum = CommonParallel.Aggregate(
0,
Count,
index => Math.Pow(Math.Abs(Data[index]), p));
return Math.Pow(sum, 1.0 / p);
}
}
#endregion
#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>
public static DenseVector Parse(string value)
{
return Parse(value, null);
}
/// <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)
{
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();
}
// keywords
var textInfo = formatProvider.GetTextInfo();
var keywords = new[] { textInfo.ListSeparator };
// lexing
var tokens = new LinkedList<string>();
GlobalizationHelper.Tokenize(tokens.AddFirst(value), keywords, 0);
var token = tokens.First;
if (token == null || tokens.Count.IsEven())
{
throw new FormatException();
}
// parsing
var data = new double[(tokens.Count + 1) >> 1];
for (var i = 0; i < data.Length; i++)
{
if (token == null || token.Value == textInfo.ListSeparator)
{
throw new FormatException();
}
data[i] = Double.Parse(token.Value, NumberStyles.Any, formatProvider);
token = token.Next;
if (token != null)
{
token = token.Next;
}
}
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
/// <summary>
/// Resets all values to zero.
/// </summary>
public override void Clear()
{
Array.Clear(Data, 0, Data.Length);
}
}
}