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