Math.NET Numerics
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// <copyright file="Matrix.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) 2009-2015 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;
using MathNet.Numerics.LinearAlgebra.Complex.Factorization;
using MathNet.Numerics.LinearAlgebra.Factorization;
using MathNet.Numerics.LinearAlgebra.Storage;
using MathNet.Numerics.Properties;
namespace MathNet.Numerics.LinearAlgebra.Complex
{
#if NOSYSNUMERICS
using Complex = Numerics.Complex;
#else
using Complex = System.Numerics.Complex;
#endif
/// <summary>
/// <c>Complex</c> version of the <see cref="Matrix{T}"/> class.
/// </summary>
[Serializable]
public abstract class Matrix : Matrix<Complex>
{
/// <summary>
/// Initializes a new instance of the Matrix class.
/// </summary>
protected Matrix(MatrixStorage<Complex> storage)
: base(storage)
{
}
/// <summary>
/// Set all values whose absolute value is smaller than the threshold to zero.
/// </summary>
public override void CoerceZero(double threshold)
{
MapInplace(x => x.Magnitude < threshold ? Complex.Zero : x, Zeros.AllowSkip);
}
/// <summary>
/// Returns the conjugate transpose of this matrix.
/// </summary>
/// <returns>The conjugate transpose of this matrix.</returns>
public sealed override Matrix<Complex> ConjugateTranspose()
{
var ret = Transpose();
ret.MapInplace(c => c.Conjugate(), Zeros.AllowSkip);
return ret;
}
/// <summary>
/// Puts the conjugate transpose of this matrix into the result matrix.
/// </summary>
public sealed override void ConjugateTranspose(Matrix<Complex> result)
{
Transpose(result);
result.MapInplace(c => c.Conjugate(), Zeros.AllowSkip);
}
/// <summary>
/// Complex conjugates each element of this matrix and place the results into the result matrix.
/// </summary>
/// <param name="result">The result of the conjugation.</param>
protected override void DoConjugate(Matrix<Complex> result)
{
Map(Complex.Conjugate, result, Zeros.AllowSkip);
}
/// <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<Complex> result)
{
Map(Complex.Negate, result, Zeros.AllowSkip);
}
/// <summary>
/// Add a scalar to each element of the matrix and stores the result in the result vector.
/// </summary>
/// <param name="scalar">The scalar to add.</param>
/// <param name="result">The matrix to store the result of the addition.</param>
protected override void DoAdd(Complex scalar, Matrix<Complex> result)
{
Map(x => x + scalar, result, Zeros.Include);
}
/// <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<Complex> other, Matrix<Complex> result)
{
Map2(Complex.Add, other, result, Zeros.AllowSkip);
}
/// <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 matrix to store the result of the subtraction.</param>
protected override void DoSubtract(Complex scalar, Matrix<Complex> result)
{
Map(x => x - scalar, result, Zeros.Include);
}
/// <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<Complex> other, Matrix<Complex> result)
{
Map2(Complex.Subtract, other, result, Zeros.AllowSkip);
}
/// <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(Complex scalar, Matrix<Complex> result)
{
Map(x => x*scalar, result, Zeros.AllowSkip);
}
/// <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<Complex> rightSide, Vector<Complex> result)
{
for (var i = 0; i < RowCount; i++)
{
var s = Complex.Zero;
for (var j = 0; j < ColumnCount; j++)
{
s += At(i, j)*rightSide[j];
}
result[i] = s;
}
}
/// <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<Complex> other, Matrix<Complex> result)
{
for (var i = 0; i < RowCount; i++)
{
for (var j = 0; j != other.ColumnCount; j++)
{
var s = Complex.Zero;
for (var k = 0; k < ColumnCount; k++)
{
s += At(i, k)*other.At(k, j);
}
result.At(i, j, s);
}
}
}
/// <summary>
/// Divides each element of the matrix by a scalar and places results into the result matrix.
/// </summary>
/// <param name="divisor">The scalar to divide the matrix with.</param>
/// <param name="result">The matrix to store the result of the division.</param>
protected override void DoDivide(Complex divisor, Matrix<Complex> result)
{
Map(x => x/divisor, result, divisor.IsZero() ? Zeros.Include : Zeros.AllowSkip);
}
/// <summary>
/// Divides a scalar by each element of the matrix and stores the result in the result matrix.
/// </summary>
/// <param name="dividend">The scalar to divide by each element of the matrix.</param>
/// <param name="result">The matrix to store the result of the division.</param>
protected override void DoDivideByThis(Complex dividend, Matrix<Complex> result)
{
Map(x => dividend/x, result, Zeros.Include);
}
/// <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<Complex> other, Matrix<Complex> result)
{
for (var j = 0; j < other.RowCount; j++)
{
for (var i = 0; i < RowCount; i++)
{
var s = Complex.Zero;
for (var k = 0; k < ColumnCount; k++)
{
s += At(i, k)*other.At(j, k);
}
result.At(i, j, s);
}
}
}
/// <summary>
/// Multiplies this matrix with the conjugate 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 DoConjugateTransposeAndMultiply(Matrix<Complex> other, Matrix<Complex> result)
{
for (var j = 0; j < other.RowCount; j++)
{
for (var i = 0; i < RowCount; i++)
{
var s = Complex.Zero;
for (var k = 0; k < ColumnCount; k++)
{
s += At(i, k)*other.At(j, k).Conjugate();
}
result.At(i, j, s);
}
}
}
/// <summary>
/// Multiplies the transpose of 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 DoTransposeThisAndMultiply(Matrix<Complex> other, Matrix<Complex> result)
{
for (var j = 0; j < other.ColumnCount; j++)
{
for (var i = 0; i < ColumnCount; i++)
{
var s = Complex.Zero;
for (var k = 0; k < RowCount; k++)
{
s += At(k, i)*other.At(k, j);
}
result.At(i, j, s);
}
}
}
/// <summary>
/// Multiplies the transpose of 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 DoConjugateTransposeThisAndMultiply(Matrix<Complex> other, Matrix<Complex> result)
{
for (var j = 0; j < other.ColumnCount; j++)
{
for (var i = 0; i < ColumnCount; i++)
{
var s = Complex.Zero;
for (var k = 0; k < RowCount; k++)
{
s += At(k, i).Conjugate()*other.At(k, j);
}
result.At(i, j, s);
}
}
}
/// <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<Complex> rightSide, Vector<Complex> result)
{
for (var j = 0; j < ColumnCount; j++)
{
var s = Complex.Zero;
for (var i = 0; i < RowCount; i++)
{
s += At(i, j)*rightSide[i];
}
result[j] = s;
}
}
/// <summary>
/// Multiplies the conjugate 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 DoConjugateTransposeThisAndMultiply(Vector<Complex> rightSide, Vector<Complex> result)
{
for (var j = 0; j < ColumnCount; j++)
{
var s = Complex.Zero;
for (var i = 0; i < RowCount; i++)
{
s += At(i, j).Conjugate()*rightSide[i];
}
result[j] = s;
}
}
/// <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<Complex> other, Matrix<Complex> result)
{
Map2(Complex.Multiply, other, result, Zeros.AllowSkip);
}
/// <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<Complex> divisor, Matrix<Complex> result)
{
Map2(Complex.Divide, divisor, result, Zeros.Include);
}
/// <summary>
/// Pointwise raise this matrix to an exponent and store the result into the result matrix.
/// </summary>
/// <param name="exponent">The exponent to raise this matrix values to.</param>
/// <param name="result">The matrix to store the result of the pointwise power.</param>
protected override void DoPointwisePower(Complex exponent, Matrix<Complex> result)
{
Map(x => x.Power(exponent), result, Zeros.Include);
}
/// <summary>
/// Pointwise raise this matrix to an exponent and store the result into the result matrix.
/// </summary>
/// <param name="exponent">The exponent to raise this matrix values to.</param>
/// <param name="result">The vector to store the result of the pointwise power.</param>
protected override void DoPointwisePower(Matrix<Complex> exponent, Matrix<Complex> result)
{
Map2(Complex.Pow, result, Zeros.Include);
}
/// <summary>
/// Pointwise canonical modulus, where the result has the sign of the divisor,
/// of this matrix with another matrix and stores the result into the result matrix.
/// </summary>
/// <param name="divisor">The pointwise denominator matrix to use</param>
/// <param name="result">The result of the modulus.</param>
protected sealed override void DoPointwiseModulus(Matrix<Complex> divisor, Matrix<Complex> result)
{
throw new NotSupportedException();
}
/// <summary>
/// Pointwise remainder (% operator), where the result has the sign of the dividend,
/// of this matrix with another matrix and stores the result into the result matrix.
/// </summary>
/// <param name="divisor">The pointwise denominator matrix to use</param>
/// <param name="result">The result of the modulus.</param>
protected sealed override void DoPointwiseRemainder(Matrix<Complex> divisor, Matrix<Complex> result)
{
throw new NotSupportedException();
}
/// <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 sealed override void DoModulus(Complex divisor, Matrix<Complex> result)
{
throw new NotSupportedException();
}
/// <summary>
/// Computes the canonical modulus, where the result has the sign of the divisor,
/// for the given dividend for each element of the matrix.
/// </summary>
/// <param name="dividend">The scalar numerator to use.</param>
/// <param name="result">A vector to store the results in.</param>
protected sealed override void DoModulusByThis(Complex dividend, Matrix<Complex> result)
{
throw new NotSupportedException();
}
/// <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 sealed override void DoRemainder(Complex divisor, Matrix<Complex> result)
{
throw new NotSupportedException();
}
/// <summary>
/// Computes the remainder (% operator), where the result has the sign of the dividend,
/// for the given dividend for each element of the matrix.
/// </summary>
/// <param name="dividend">The scalar numerator to use.</param>
/// <param name="result">A vector to store the results in.</param>
protected sealed override void DoRemainderByThis(Complex dividend, Matrix<Complex> result)
{
throw new NotSupportedException();
}
/// <summary>
/// Pointwise applies the exponential function to each value and stores the result into the result matrix.
/// </summary>
/// <param name="result">The matrix to store the result.</param>
protected override void DoPointwiseExp(Matrix<Complex> result)
{
Map(Complex.Exp, result, Zeros.Include);
}
/// <summary>
/// Pointwise applies the natural logarithm function to each value and stores the result into the result matrix.
/// </summary>
/// <param name="result">The matrix to store the result.</param>
protected override void DoPointwiseLog(Matrix<Complex> result)
{
Map(Complex.Log, result, Zeros.Include);
}
protected override void DoPointwiseAbs(Matrix<Complex> result)
{
Map(x => (Complex)Complex.Abs(x), result, Zeros.AllowSkip);
}
protected override void DoPointwiseAcos(Matrix<Complex> result)
{
Map(Complex.Acos, result, Zeros.Include);
}
protected override void DoPointwiseAsin(Matrix<Complex> result)
{
Map(Complex.Asin, result, Zeros.AllowSkip);
}
protected override void DoPointwiseAtan(Matrix<Complex> result)
{
Map(Complex.Atan, result, Zeros.AllowSkip);
}
protected override void DoPointwiseAtan2(Matrix<Complex> other, Matrix<Complex> result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseCeiling(Matrix<Complex> result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseCos(Matrix<Complex> result)
{
Map(Complex.Cos, result, Zeros.Include);
}
protected override void DoPointwiseCosh(Matrix<Complex> result)
{
Map(Complex.Cosh, result, Zeros.Include);
}
protected override void DoPointwiseFloor(Matrix<Complex> result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseLog10(Matrix<Complex> result)
{
Map(Complex.Log10, result, Zeros.Include);
}
protected override void DoPointwiseRound(Matrix<Complex> result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseSign(Matrix<Complex> result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseSin(Matrix<Complex> result)
{
Map(Complex.Sin, result, Zeros.AllowSkip);
}
protected override void DoPointwiseSinh(Matrix<Complex> result)
{
Map(Complex.Sinh, result, Zeros.AllowSkip);
}
protected override void DoPointwiseSqrt(Matrix<Complex> result)
{
Map(Complex.Sqrt, result, Zeros.AllowSkip);
}
protected override void DoPointwiseTan(Matrix<Complex> result)
{
Map(Complex.Tan, result, Zeros.AllowSkip);
}
protected override void DoPointwiseTanh(Matrix<Complex> result)
{
Map(Complex.Tanh, result, Zeros.AllowSkip);
}
/// <summary>
/// Computes the Moore-Penrose Pseudo-Inverse of this matrix.
/// </summary>
public override Matrix<Complex> PseudoInverse()
{
var svd = Svd(true);
var w = svd.W;
var s = svd.S;
double tolerance = Math.Max(RowCount, ColumnCount) * svd.L2Norm * Precision.DoublePrecision;
for (int i = 0; i < s.Count; i++)
{
s[i] = s[i].Magnitude < tolerance ? 0 : 1/s[i];
}
w.SetDiagonal(s);
return (svd.U * w * svd.VT).Transpose();
}
/// <summary>
/// Computes the trace of this matrix.
/// </summary>
/// <returns>The trace of this matrix</returns>
/// <exception cref="ArgumentException">If the matrix is not square</exception>
public override Complex Trace()
{
if (RowCount != ColumnCount)
{
throw new ArgumentException(Resources.ArgumentMatrixSquare);
}
var sum = Complex.Zero;
for (var i = 0; i < RowCount; i++)
{
sum += At(i, i);
}
return sum;
}
protected override void DoPointwiseMinimum(Complex scalar, Matrix<Complex> result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseMaximum(Complex scalar, Matrix<Complex> result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseAbsoluteMinimum(Complex scalar, Matrix<Complex> result)
{
double absolute = scalar.Magnitude;
Map(x => Math.Min(absolute, x.Magnitude), result, Zeros.AllowSkip);
}
protected override void DoPointwiseAbsoluteMaximum(Complex scalar, Matrix<Complex> result)
{
double absolute = scalar.Magnitude;
Map(x => Math.Max(absolute, x.Magnitude), result, Zeros.Include);
}
protected override void DoPointwiseMinimum(Matrix<Complex> other, Matrix<Complex> result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseMaximum(Matrix<Complex> other, Matrix<Complex> result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseAbsoluteMinimum(Matrix<Complex> other, Matrix<Complex> result)
{
Map2((x, y) => Math.Min(x.Magnitude, y.Magnitude), other, result, Zeros.AllowSkip);
}
protected override void DoPointwiseAbsoluteMaximum(Matrix<Complex> other, Matrix<Complex> result)
{
Map2((x, y) => Math.Max(x.Magnitude, y.Magnitude), other, result, Zeros.AllowSkip);
}
/// <summary>Calculates the induced L1 norm of this matrix.</summary>
/// <returns>The maximum absolute column sum of the matrix.</returns>
public override double L1Norm()
{
var norm = 0d;
for (var j = 0; j < ColumnCount; j++)
{
var s = 0d;
for (var i = 0; i < RowCount; i++)
{
s += At(i, j).Magnitude;
}
norm = Math.Max(norm, s);
}
return norm;
}
/// <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 norm = 0d;
for (var i = 0; i < RowCount; i++)
{
var s = 0d;
for (var j = 0; j < ColumnCount; j++)
{
s += At(i, j).Magnitude;
}
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 transpose = ConjugateTranspose();
var aat = this*transpose;
var norm = 0d;
for (var i = 0; i < RowCount; i++)
{
norm += aat.At(i, i).Magnitude;
}
return Math.Sqrt(norm);
}
/// <summary>
/// Calculates the p-norms of all row vectors.
/// Typical values for p are 1.0 (L1, Manhattan norm), 2.0 (L2, Euclidean norm) and positive infinity (infinity norm)
/// </summary>
public override Vector<double> RowNorms(double norm)
{
if (norm <= 0.0)
{
throw new ArgumentOutOfRangeException("norm", Resources.ArgumentMustBePositive);
}
var ret = new double[RowCount];
if (norm == 2.0)
{
Storage.FoldByRowUnchecked(ret, (s, x) => s + x.MagnitudeSquared(), (x, c) => Math.Sqrt(x), ret, Zeros.AllowSkip);
}
else if (norm == 1.0)
{
Storage.FoldByRowUnchecked(ret, (s, x) => s + x.Magnitude, (x, c) => x, ret, Zeros.AllowSkip);
}
else if (double.IsPositiveInfinity(norm))
{
Storage.FoldByRowUnchecked(ret, (s, x) => Math.Max(s, x.Magnitude), (x, c) => x, ret, Zeros.AllowSkip);
}
else
{
double invnorm = 1.0/norm;
Storage.FoldByRowUnchecked(ret, (s, x) => s + Math.Pow(x.Magnitude, norm), (x, c) => Math.Pow(x, invnorm), ret, Zeros.AllowSkip);
}
return Vector<double>.Build.Dense(ret);
}
/// <summary>
/// Calculates the p-norms of all column vectors.
/// Typical values for p are 1.0 (L1, Manhattan norm), 2.0 (L2, Euclidean norm) and positive infinity (infinity norm)
/// </summary>
public override Vector<double> ColumnNorms(double norm)
{
if (norm <= 0.0)
{
throw new ArgumentOutOfRangeException("norm", Resources.ArgumentMustBePositive);
}
var ret = new double[ColumnCount];
if (norm == 2.0)
{
Storage.FoldByColumnUnchecked(ret, (s, x) => s + x.MagnitudeSquared(), (x, c) => Math.Sqrt(x), ret, Zeros.AllowSkip);
}
else if (norm == 1.0)
{
Storage.FoldByColumnUnchecked(ret, (s, x) => s + x.Magnitude, (x, c) => x, ret, Zeros.AllowSkip);
}
else if (double.IsPositiveInfinity(norm))
{
Storage.FoldByColumnUnchecked(ret, (s, x) => Math.Max(s, x.Magnitude), (x, c) => x, ret, Zeros.AllowSkip);
}
else
{
double invnorm = 1.0/norm;
Storage.FoldByColumnUnchecked(ret, (s, x) => s + Math.Pow(x.Magnitude, norm), (x, c) => Math.Pow(x, invnorm), ret, Zeros.AllowSkip);
}
return Vector<double>.Build.Dense(ret);
}
/// <summary>
/// Normalizes all row vectors to a unit p-norm.
/// Typical values for p are 1.0 (L1, Manhattan norm), 2.0 (L2, Euclidean norm) and positive infinity (infinity norm)
/// </summary>
public sealed override Matrix<Complex> NormalizeRows(double norm)
{
var norminv = ((DenseVectorStorage<double>)RowNorms(norm).Storage).Data;
for (int i = 0; i < norminv.Length; i++)
{
norminv[i] = norminv[i] == 0d ? 1d : 1d/norminv[i];
}
var result = Build.SameAs(this, RowCount, ColumnCount);
Storage.MapIndexedTo(result.Storage, (i, j, x) => norminv[i]*x, Zeros.AllowSkip, ExistingData.AssumeZeros);
return result;
}
/// <summary>
/// Normalizes all column vectors to a unit p-norm.
/// Typical values for p are 1.0 (L1, Manhattan norm), 2.0 (L2, Euclidean norm) and positive infinity (infinity norm)
/// </summary>
public sealed override Matrix<Complex> NormalizeColumns(double norm)
{
var norminv = ((DenseVectorStorage<double>)ColumnNorms(norm).Storage).Data;
for (int i = 0; i < norminv.Length; i++)
{
norminv[i] = norminv[i] == 0d ? 1d : 1d/norminv[i];
}
var result = Build.SameAs(this, RowCount, ColumnCount);
Storage.MapIndexedTo(result.Storage, (i, j, x) => norminv[j]*x, Zeros.AllowSkip, ExistingData.AssumeZeros);
return result;
}
/// <summary>
/// Calculates the value sum of each row vector.
/// </summary>
public override Vector<Complex> RowSums()
{
var ret = new Complex[RowCount];
Storage.FoldByRowUnchecked(ret, (s, x) => s + x, (x, c) => x, ret, Zeros.AllowSkip);
return Vector<Complex>.Build.Dense(ret);
}
/// <summary>
/// Calculates the absolute value sum of each row vector.
/// </summary>
public override Vector<Complex> RowAbsoluteSums()
{
var ret = new Complex[RowCount];
Storage.FoldByRowUnchecked(ret, (s, x) => s + x.Magnitude, (x, c) => x, ret, Zeros.AllowSkip);
return Vector<Complex>.Build.Dense(ret);
}
/// <summary>
/// Calculates the value sum of each column vector.
/// </summary>
public override Vector<Complex> ColumnSums()
{
var ret = new Complex[ColumnCount];
Storage.FoldByColumnUnchecked(ret, (s, x) => s + x, (x, c) => x, ret, Zeros.AllowSkip);
return Vector<Complex>.Build.Dense(ret);
}
/// <summary>
/// Calculates the absolute value sum of each column vector.
/// </summary>
public override Vector<Complex> ColumnAbsoluteSums()
{
var ret = new Complex[ColumnCount];
Storage.FoldByColumnUnchecked(ret, (s, x) => s + x.Magnitude, (x, c) => x, ret, Zeros.AllowSkip);
return Vector<Complex>.Build.Dense(ret);
}
/// <summary>
/// Evaluates whether this matrix is Hermitian (conjugate symmetric).
/// </summary>
public override bool IsHermitian()
{
if (RowCount != ColumnCount)
{
return false;
}
for (var k = 0; k < RowCount; k++)
{
if (!At(k, k).IsReal())
{
return false;
}
}
for (var row = 0; row < RowCount; row++)
{
for (var column = row + 1; column < ColumnCount; column++)
{
if (!At(row, column).Equals(At(column, row).Conjugate()))
{
return false;
}
}
}
return true;
}
public override Cholesky<Complex> Cholesky()
{
return UserCholesky.Create(this);
}
public override LU<Complex> LU()
{
return UserLU.Create(this);
}
public override QR<Complex> QR(QRMethod method = QRMethod.Thin)
{
return UserQR.Create(this, method);
}
public override GramSchmidt<Complex> GramSchmidt()
{
return UserGramSchmidt.Create(this);
}
public override Svd<Complex> Svd(bool computeVectors = true)
{
return UserSvd.Create(this, computeVectors);
}
public override Evd<Complex> Evd(Symmetricity symmetricity = Symmetricity.Unknown)
{
return UserEvd.Create(this, symmetricity);
}
}
}