csharpfftfsharpintegrationinterpolationlinear-algebramathdifferentiationmatrixnumericsrandomregressionstatisticsmathnet
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.
142 lines
6.7 KiB
142 lines
6.7 KiB
// <copyright file="MatrixLoader.cs" company="Math.NET">
|
|
// Math.NET Numerics, part of the Math.NET Project
|
|
// http://numerics.mathdotnet.com
|
|
// http://github.com/mathnet/mathnet-numerics
|
|
// http://mathnetnumerics.codeplex.com
|
|
//
|
|
// Copyright (c) 2009-2013 Math.NET
|
|
//
|
|
// Permission is hereby granted, free of charge, to any person
|
|
// obtaining a copy of this software and associated documentation
|
|
// files (the "Software"), to deal in the Software without
|
|
// restriction, including without limitation the rights to use,
|
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|
// copies of the Software, and to permit persons to whom the
|
|
// Software is furnished to do so, subject to the following
|
|
// conditions:
|
|
//
|
|
// The above copyright notice and this permission notice shall be
|
|
// included in all copies or substantial portions of the Software.
|
|
//
|
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
|
// OTHER DEALINGS IN THE SOFTWARE.
|
|
// </copyright>
|
|
|
|
using System.Collections.Generic;
|
|
using MathNet.Numerics.Distributions;
|
|
using MathNet.Numerics.LinearAlgebra;
|
|
using MathNet.Numerics.LinearAlgebra.Complex;
|
|
using MathNet.Numerics.Random;
|
|
using NUnit.Framework;
|
|
|
|
namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
|
|
{
|
|
using System.Numerics;
|
|
|
|
/// <summary>
|
|
/// Base class for matrix tests.
|
|
/// </summary>
|
|
public abstract class MatrixLoader
|
|
{
|
|
/// <summary>
|
|
/// Gets or sets test matrices values to use.
|
|
/// </summary>
|
|
protected Dictionary<string, Complex[,]> TestData2D { get; set; }
|
|
|
|
/// <summary>
|
|
/// Gets or sets test matrices instances to use.
|
|
/// </summary>
|
|
protected Dictionary<string, Matrix<Complex>> TestMatrices { get; set; }
|
|
|
|
/// <summary>
|
|
/// Creates a matrix for the given number of rows and columns.
|
|
/// </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>
|
|
protected abstract Matrix<Complex> CreateMatrix(int rows, int columns);
|
|
|
|
/// <summary>
|
|
/// Creates a matrix from a 2D array.
|
|
/// </summary>
|
|
/// <param name="data">The 2D array to create this matrix from.</param>
|
|
/// <returns>A matrix with the given values.</returns>
|
|
protected abstract Matrix<Complex> CreateMatrix(Complex[,] data);
|
|
|
|
/// <summary>
|
|
/// Creates a vector of the given size.
|
|
/// </summary>
|
|
/// <param name="size">The size of the vector to create.
|
|
/// </param>
|
|
/// <returns>The new vector. </returns>
|
|
protected abstract Vector<Complex> CreateVector(int size);
|
|
|
|
/// <summary>
|
|
/// Creates a vector from an array.
|
|
/// </summary>
|
|
/// <param name="data">The array to create this vector from.</param>
|
|
/// <returns>The new vector. </returns>
|
|
protected abstract Vector<Complex> CreateVector(Complex[] data);
|
|
|
|
/// <summary>
|
|
/// Setup test matrices.
|
|
/// </summary>
|
|
[SetUp]
|
|
public virtual void SetupMatrices()
|
|
{
|
|
TestData2D = new Dictionary<string, Complex[,]>
|
|
{
|
|
{"Singular3x3", new[,] {{new Complex(1.0, 1), new Complex(1.0, 1), new Complex(2.0, 1)}, {new Complex(1.0, 1), new Complex(1.0, 1), new Complex(2.0, 1)}, {new Complex(1.0, 1), new Complex(1.0, 1), new Complex(2.0, 1)}}},
|
|
{"Square3x3", new[,] {{new Complex(-1.1, 1), new Complex(-2.2, 1), new Complex(-3.3, 1)}, {Complex.Zero, new Complex(1.1, 1), new Complex(2.2, 1)}, {new Complex(-4.4, 1), new Complex(5.5, 1), new Complex(6.6, 1)}}},
|
|
{"Square4x4", new[,] {{new Complex(-1.1, 1), new Complex(-2.2, 1), new Complex(-3.3, 1), new Complex(-4.4, 1)}, {Complex.Zero, new Complex(1.1, 1), new Complex(2.2, 1), new Complex(3.3, 1)}, {new Complex(1.0, 1), new Complex(2.1, 1), new Complex(6.2, 1), new Complex(4.3, 1)}, {new Complex(-4.4, 1), new Complex(5.5, 1), new Complex(6.6, 1), new Complex(-7.7, 1)}}},
|
|
{"Singular4x4", new[,] {{new Complex(-1.1, 1), new Complex(-2.2, 1), new Complex(-3.3, 1), new Complex(-4.4, 1)}, {new Complex(-1.1, 1), new Complex(-2.2, 1), new Complex(-3.3, 1), new Complex(-4.4, 1)}, {new Complex(-1.1, 1), new Complex(-2.2, 1), new Complex(-3.3, 1), new Complex(-4.4, 1)}, {new Complex(-1.1, 1), new Complex(-2.2, 1), new Complex(-3.3, 1), new Complex(-4.4, 1)}}},
|
|
{"Tall3x2", new[,] {{new Complex(-1.1, 1), new Complex(-2.2, 1)}, {Complex.Zero, new Complex(1.1, 1)}, {new Complex(-4.4, 1), new Complex(5.5, 1)}}},
|
|
{"Wide2x3", new[,] {{new Complex(-1.1, 1), new Complex(-2.2, 1), new Complex(-3.3, 1)}, {Complex.Zero, new Complex(1.1, 1), new Complex(2.2, 1)}}},
|
|
{"Symmetric3x3", new[,] {{Complex.One, 2.0, 3.0}, {2.0, 2.0, 0.0}, {3.0, 0.0, 3.0}}}
|
|
};
|
|
|
|
TestMatrices = new Dictionary<string, Matrix<Complex>>();
|
|
foreach (var name in TestData2D.Keys)
|
|
{
|
|
TestMatrices.Add(name, CreateMatrix(TestData2D[name]));
|
|
}
|
|
}
|
|
|
|
public static Matrix<Complex> GenerateRandomDenseMatrix(int row, int col)
|
|
{
|
|
return DenseMatrix.CreateRandom(row, col, new Normal(new MersenneTwister(1)));
|
|
}
|
|
|
|
public static Matrix<Complex> GenerateRandomPositiveDefiniteHermitianDenseMatrix(int order)
|
|
{
|
|
var a = DenseMatrix.CreateRandom(order, order, new Normal(new MersenneTwister(1)));
|
|
return a.ConjugateTranspose()*a;
|
|
}
|
|
|
|
public static Vector<Complex> GenerateRandomDenseVector(int order)
|
|
{
|
|
return DenseVector.CreateRandom(order, new Normal(new MersenneTwister(1)));
|
|
}
|
|
|
|
public static Matrix<Complex> GenerateRandomUserDefinedMatrix(int row, int col)
|
|
{
|
|
return new UserDefinedMatrix(GenerateRandomDenseMatrix(row, col).ToArray());
|
|
}
|
|
|
|
public static Matrix<Complex> GenerateRandomPositiveDefiniteHermitianUserDefinedMatrix(int order)
|
|
{
|
|
return new UserDefinedMatrix(GenerateRandomPositiveDefiniteHermitianDenseMatrix(order).ToArray());
|
|
}
|
|
|
|
public static Vector<Complex> GenerateRandomUserDefinedVector(int order)
|
|
{
|
|
return new UserDefinedVector(GenerateRandomDenseVector(order).ToArray());
|
|
}
|
|
}
|
|
}
|
|
|