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1806 lines
70 KiB
1806 lines
70 KiB
// <copyright file="SparseMatrix.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) 2009-2010 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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namespace MathNet.Numerics.LinearAlgebra.Complex
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{
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using System;
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using System.Collections.Generic;
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using System.Numerics;
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using Generic;
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using Properties;
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using Threading;
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/// <summary>
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/// A Matrix class with sparse storage. The underlying storage scheme is 3-array compressed-sparse-row (CSR) Format.
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/// <a href="http://en.wikipedia.org/wiki/Sparse_matrix#Compressed_sparse_row_.28CSR_or_CRS.29">Wikipedia - CSR</a>.
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/// </summary>
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public class SparseMatrix : Matrix
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{
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/// <summary>
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/// The array containing the row indices of the existing rows. Element "j" of the array gives the index of the
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/// element in the <see cref="_nonZeroValues"/> array that is first non-zero element in a row "j"
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/// </summary>
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private readonly int[] _rowIndex = new int[0];
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/// <summary>
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/// Array that contains the non-zero elements of matrix. Values of the non-zero elements of matrix are mapped into the values
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/// array using the row-major storage mapping described in a compressed sparse row (CSR) format.
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/// </summary>
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private Complex[] _nonZeroValues = new Complex[0];
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/// <summary>
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/// Gets the number of non zero elements in the matrix.
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/// </summary>
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/// <value>The number of non zero elements.</value>
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public int NonZerosCount
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{
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get;
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private set;
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}
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/// <summary>
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/// An array containing the column indices of the non-zero values. Element "I" of the array
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/// is the number of the column in matrix that contains the I-th value in the <see cref="_nonZeroValues"/> array.
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/// </summary>
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private int[] _columnIndices = new int[0];
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/// <summary>
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/// Initializes a new instance of the <see cref="SparseMatrix"/> class.
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/// </summary>
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/// <param name="rows">
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/// The number of rows.
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/// </param>
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/// <param name="columns">
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/// The number of columns.
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/// </param>
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public SparseMatrix(int rows, int columns)
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: base(rows, columns)
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{
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_rowIndex = new int[rows];
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="SparseMatrix"/> class. This matrix is square with a given size.
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/// </summary>
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/// <param name="order">the size of the square matrix.</param>
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/// <exception cref="ArgumentException">
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/// If <paramref name="order"/> is less than one.
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/// </exception>
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public SparseMatrix(int order)
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: this(order, order)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="SparseMatrix"/> class with all entries set to a particular value.
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/// </summary>
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/// <param name="rows">
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/// The number of rows.
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/// </param>
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/// <param name="columns">
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/// The number of columns.
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/// </param>
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/// <param name="value">The value which we assign to each element of the matrix.</param>
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public SparseMatrix(int rows, int columns, Complex value)
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: this(rows, columns)
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{
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if (value == 0.0)
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{
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return;
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}
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NonZerosCount = rows * columns;
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_nonZeroValues = new Complex[NonZerosCount];
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_columnIndices = new int[NonZerosCount];
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for (int i = 0, j = 0; i < _nonZeroValues.Length; i++, j++)
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{
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// Reset column position to "0"
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if (j == columns)
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{
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j = 0;
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}
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_nonZeroValues[i] = value;
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_columnIndices[i] = j;
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}
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// Set proper row pointers
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for (var i = 0; i < _rowIndex.Length; i++)
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{
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_rowIndex[i] = ((i + 1) * columns) - columns;
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}
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="SparseMatrix"/> class from a one dimensional array.
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/// </summary>
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/// <param name="rows">The number of rows.</param>
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/// <param name="columns">The number of columns.</param>
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/// <param name="array">The one dimensional array to create this matrix from. This array should store the matrix in column-major order. see: http://en.wikipedia.org/wiki/Column-major_order </param>
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/// <exception cref="ArgumentOutOfRangeException">If <paramref name="array"/> length is less than <paramref name="rows"/> * <paramref name="columns"/>.
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/// </exception>
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public SparseMatrix(int rows, int columns, Complex[] array)
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: this(rows, columns)
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{
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if (rows * columns > array.Length)
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{
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throw new ArgumentOutOfRangeException(Resources.ArgumentMatrixDimensions);
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}
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for (var i = 0; i < rows; i++)
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{
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for (var j = 0; j < columns; j++)
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{
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SetValueAt(i, j, array[i + (j * rows)]);
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}
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}
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="SparseMatrix"/> class from a 2D array.
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/// </summary>
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/// <param name="array">The 2D array to create this matrix from.</param>
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public SparseMatrix(Complex[,] array)
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: this(array.GetLength(0), array.GetLength(1))
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{
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var rows = array.GetLength(0);
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var columns = array.GetLength(1);
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for (var i = 0; i < rows; i++)
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{
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for (var j = 0; j < columns; j++)
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{
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SetValueAt(i, j, array[i, j]);
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}
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}
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="SparseMatrix"/> class, copying
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/// the values from the given matrix.
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/// </summary>
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/// <param name="matrix">The matrix to copy.</param>
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public SparseMatrix(Matrix<Complex> matrix)
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: this(matrix.RowCount, matrix.ColumnCount)
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{
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var sparseMatrix = matrix as SparseMatrix;
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var rows = matrix.RowCount;
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var columns = matrix.ColumnCount;
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if (sparseMatrix == null)
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{
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for (var i = 0; i < rows; i++)
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{
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for (var j = 0; j < columns; j++)
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{
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SetValueAt(i, j, matrix.At(i, j));
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}
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}
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}
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else
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{
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NonZerosCount = sparseMatrix.NonZerosCount;
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_rowIndex = new int[rows];
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_columnIndices = new int[NonZerosCount];
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_nonZeroValues = new Complex[NonZerosCount];
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Array.Copy(sparseMatrix._nonZeroValues, _nonZeroValues, NonZerosCount);
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Array.Copy(sparseMatrix._columnIndices, _columnIndices, NonZerosCount);
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Array.Copy(sparseMatrix._rowIndex, _rowIndex, rows);
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}
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}
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/// <summary>
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/// Creates a <c>SparseMatrix</c> for the given number of rows and columns.
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/// </summary>
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/// <param name="numberOfRows">
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/// The number of rows.
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/// </param>
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/// <param name="numberOfColumns">
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/// The number of columns.
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/// </param>
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/// <returns>
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/// A <c>SparseMatrix</c> with the given dimensions.
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/// </returns>
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public override Matrix<Complex> CreateMatrix(int numberOfRows, int numberOfColumns)
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{
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return new SparseMatrix(numberOfRows, numberOfColumns);
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}
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/// <summary>
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/// Creates a <see cref="SparseVector"/> with a the given dimension.
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/// </summary>
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/// <param name="size">The size of the vector.</param>
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/// <returns>
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/// A <see cref="SparseVector"/> with the given dimension.
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/// </returns>
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public override Vector<Complex> CreateVector(int size)
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{
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return new SparseVector(size);
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}
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/// <summary>
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/// Returns a new matrix containing the lower triangle of this matrix.
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/// </summary>
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/// <returns>The lower triangle of this matrix.</returns>
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public override Matrix<Complex> LowerTriangle()
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{
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var result = CreateMatrix(RowCount, ColumnCount);
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LowerTriangleImpl(result);
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return result;
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}
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/// <summary>
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/// Puts the lower triangle of this matrix into the result matrix.
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/// </summary>
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/// <param name="result">Where to store the lower triangle.</param>
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/// <exception cref="ArgumentNullException">If <paramref name="result"/> is <see langword="null" />.</exception>
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/// <exception cref="ArgumentException">If the result matrix's dimensions are not the same as this matrix.</exception>
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public override void LowerTriangle(Matrix<Complex> result)
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{
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if (result == null)
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{
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throw new ArgumentNullException("result");
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}
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if (result.RowCount != RowCount || result.ColumnCount != ColumnCount)
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{
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throw new ArgumentException(Resources.ArgumentMatrixDimensions, "result");
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}
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if (ReferenceEquals(this, result))
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{
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var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount);
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LowerTriangle(tmp);
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tmp.CopyTo(result);
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}
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else
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{
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result.Clear();
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LowerTriangleImpl(result);
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}
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}
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/// <summary>
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/// Puts the lower triangle of this matrix into the result matrix.
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/// </summary>
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/// <param name="result">Where to store the lower triangle.</param>
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private void LowerTriangleImpl(Matrix<Complex> result)
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{
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for (var row = 0; row < result.RowCount; row++)
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{
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var startIndex = _rowIndex[row];
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var endIndex = row < _rowIndex.Length - 1 ? _rowIndex[row + 1] : NonZerosCount;
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for (var j = startIndex; j < endIndex; j++)
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{
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if (row >= _columnIndices[j])
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{
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result.At(row, _columnIndices[j], _nonZeroValues[j]);
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}
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}
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}
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}
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/// <summary>
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/// Returns a new matrix containing the upper triangle of this matrix.
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/// </summary>
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/// <returns>The upper triangle of this matrix.</returns>
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public override Matrix<Complex> UpperTriangle()
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{
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var result = CreateMatrix(RowCount, ColumnCount);
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UpperTriangleImpl(result);
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return result;
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}
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/// <summary>
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/// Puts the upper triangle of this matrix into the result matrix.
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/// </summary>
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/// <param name="result">Where to store the lower triangle.</param>
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/// <exception cref="ArgumentNullException">If <paramref name="result"/> is <see langword="null" />.</exception>
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/// <exception cref="ArgumentException">If the result matrix's dimensions are not the same as this matrix.</exception>
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public override void UpperTriangle(Matrix<Complex> result)
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{
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if (result == null)
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{
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throw new ArgumentNullException("result");
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}
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if (result.RowCount != RowCount || result.ColumnCount != ColumnCount)
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{
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throw new ArgumentException(Resources.ArgumentMatrixDimensions, "result");
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}
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if (ReferenceEquals(this, result))
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{
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var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount);
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UpperTriangle(tmp);
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tmp.CopyTo(result);
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}
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else
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{
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result.Clear();
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UpperTriangleImpl(result);
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}
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}
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/// <summary>
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/// Puts the upper triangle of this matrix into the result matrix.
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/// </summary>
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/// <param name="result">Where to store the lower triangle.</param>
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private void UpperTriangleImpl(Matrix<Complex> result)
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{
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for (var row = 0; row < result.RowCount; row++)
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{
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var startIndex = _rowIndex[row];
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var endIndex = row < _rowIndex.Length - 1 ? _rowIndex[row + 1] : NonZerosCount;
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for (var j = startIndex; j < endIndex; j++)
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{
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if (row <= _columnIndices[j])
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{
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result.At(row, _columnIndices[j], _nonZeroValues[j]);
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}
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}
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}
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}
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/// <summary>
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/// Creates a matrix that contains the values from the requested sub-matrix.
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/// </summary>
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/// <param name="rowIndex">The row to start copying from.</param>
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/// <param name="rowLength">The number of rows to copy. Must be positive.</param>
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/// <param name="columnIndex">The column to start copying from.</param>
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/// <param name="columnLength">The number of columns to copy. Must be positive.</param>
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/// <returns>The requested sub-matrix.</returns>
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/// <exception cref="ArgumentOutOfRangeException">If: <list><item><paramref name="rowIndex"/> is
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/// negative, or greater than or equal to the number of rows.</item>
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/// <item><paramref name="columnIndex"/> is negative, or greater than or equal to the number
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/// of columns.</item>
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/// <item><c>(columnIndex + columnLength) >= Columns</c></item>
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/// <item><c>(rowIndex + rowLength) >= Rows</c></item></list></exception>
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/// <exception cref="ArgumentException">If <paramref name="rowLength"/> or <paramref name="columnLength"/>
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/// is not positive.</exception>
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public override Matrix<Complex> SubMatrix(int rowIndex, int rowLength, int columnIndex, int columnLength)
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{
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if (rowIndex >= RowCount || rowIndex < 0)
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{
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throw new ArgumentOutOfRangeException("rowIndex");
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}
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if (columnIndex >= ColumnCount || columnIndex < 0)
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{
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throw new ArgumentOutOfRangeException("columnIndex");
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}
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if (rowLength < 1)
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{
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throw new ArgumentException(Resources.ArgumentMustBePositive, "rowLength");
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}
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if (columnLength < 1)
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{
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throw new ArgumentException(Resources.ArgumentMustBePositive, "columnLength");
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}
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var colMax = columnIndex + columnLength;
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var rowMax = rowIndex + rowLength;
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if (rowMax > RowCount)
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{
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throw new ArgumentOutOfRangeException("rowLength");
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}
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if (colMax > ColumnCount)
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{
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throw new ArgumentOutOfRangeException("columnLength");
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}
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var result = (SparseMatrix)CreateMatrix(rowLength, columnLength);
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for (int i = rowIndex, row = 0; i < rowMax; i++, row++)
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{
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var startIndex = _rowIndex[i];
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var endIndex = row < _rowIndex.Length - 1 ? _rowIndex[i + 1] : NonZerosCount;
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for (int j = startIndex; j < endIndex; j++)
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{
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// check if the column index is in the range
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if ((_columnIndices[j] >= columnIndex) && (_columnIndices[j] < columnIndex + columnLength))
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{
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var column = _columnIndices[j] - columnIndex;
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result.SetValueAt(row, column, _nonZeroValues[j]);
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}
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}
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}
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return result;
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}
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/// <summary>
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/// Returns a new matrix containing the lower triangle of this matrix. The new matrix
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/// does not contain the diagonal elements of this matrix.
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/// </summary>
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/// <returns>The lower triangle of this matrix.</returns>
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public override Matrix<Complex> StrictlyLowerTriangle()
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{
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var result = CreateMatrix(RowCount, ColumnCount);
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StrictlyLowerTriangleImpl(result);
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return result;
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}
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/// <summary>
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/// Puts the strictly lower triangle of this matrix into the result matrix.
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/// </summary>
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/// <param name="result">Where to store the lower triangle.</param>
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/// <exception cref="ArgumentNullException">If <paramref name="result"/> is <see langword="null" />.</exception>
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/// <exception cref="ArgumentException">If the result matrix's dimensions are not the same as this matrix.</exception>
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public override void StrictlyLowerTriangle(Matrix<Complex> result)
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{
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if (result == null)
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{
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throw new ArgumentNullException("result");
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}
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if (result.RowCount != RowCount || result.ColumnCount != ColumnCount)
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{
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throw new ArgumentException(Resources.ArgumentMatrixDimensions, "result");
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}
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if (ReferenceEquals(this, result))
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{
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var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount);
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StrictlyLowerTriangle(tmp);
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tmp.CopyTo(result);
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}
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else
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{
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result.Clear();
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StrictlyLowerTriangleImpl(result);
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}
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}
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/// <summary>
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/// Puts the strictly lower triangle of this matrix into the result matrix.
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/// </summary>
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/// <param name="result">Where to store the lower triangle.</param>
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private void StrictlyLowerTriangleImpl(Matrix<Complex> result)
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{
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for (var row = 0; row < result.RowCount; row++)
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{
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var startIndex = _rowIndex[row];
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var endIndex = row < _rowIndex.Length - 1 ? _rowIndex[row + 1] : NonZerosCount;
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for (var j = startIndex; j < endIndex; j++)
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{
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if (row > _columnIndices[j])
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{
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result.At(row, _columnIndices[j], _nonZeroValues[j]);
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}
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|
}
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|
}
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}
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|
/// <summary>
|
|
/// Returns a new matrix containing the upper triangle of this matrix. The new matrix
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/// does not contain the diagonal elements of this matrix.
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|
/// </summary>
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|
/// <returns>The upper triangle of this matrix.</returns>
|
|
public override Matrix<Complex> StrictlyUpperTriangle()
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|
{
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var result = CreateMatrix(RowCount, ColumnCount);
|
|
StrictlyUpperTriangleImpl(result);
|
|
return result;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Puts the strictly upper triangle of this matrix into the result matrix.
|
|
/// </summary>
|
|
/// <param name="result">Where to store the lower triangle.</param>
|
|
/// <exception cref="ArgumentNullException">If <paramref name="result"/> is <see langword="null" />.</exception>
|
|
/// <exception cref="ArgumentException">If the result matrix's dimensions are not the same as this matrix.</exception>
|
|
public override void StrictlyUpperTriangle(Matrix<Complex> result)
|
|
{
|
|
if (result == null)
|
|
{
|
|
throw new ArgumentNullException("result");
|
|
}
|
|
|
|
if (result.RowCount != RowCount || result.ColumnCount != ColumnCount)
|
|
{
|
|
throw new ArgumentException(Resources.ArgumentMatrixDimensions, "result");
|
|
}
|
|
|
|
if (ReferenceEquals(this, result))
|
|
{
|
|
var tmp = result.CreateMatrix(result.RowCount, result.ColumnCount);
|
|
StrictlyUpperTriangle(tmp);
|
|
tmp.CopyTo(result);
|
|
}
|
|
else
|
|
{
|
|
result.Clear();
|
|
StrictlyUpperTriangleImpl(result);
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Puts the strictly upper triangle of this matrix into the result matrix.
|
|
/// </summary>
|
|
/// <param name="result">Where to store the lower triangle.</param>
|
|
private void StrictlyUpperTriangleImpl(Matrix<Complex> result)
|
|
{
|
|
for (var row = 0; row < result.RowCount; row++)
|
|
{
|
|
var startIndex = _rowIndex[row];
|
|
var endIndex = row < _rowIndex.Length - 1 ? _rowIndex[row + 1] : NonZerosCount;
|
|
for (var j = startIndex; j < endIndex; j++)
|
|
{
|
|
if (row < _columnIndices[j])
|
|
{
|
|
result.At(row, _columnIndices[j], _nonZeroValues[j]);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns the matrix's elements as an array with the data laid out column-wise.
|
|
/// </summary>
|
|
/// <example><pre>
|
|
/// 1, 2, 3
|
|
/// 4, 5, 6 will be returned as 1, 4, 7, 2, 5, 8, 3, 6, 9
|
|
/// 7, 8, 9
|
|
/// </pre></example>
|
|
/// <returns>An array containing the matrix's elements.</returns>
|
|
public override Complex[] ToColumnWiseArray()
|
|
{
|
|
var ret = new Complex[RowCount * ColumnCount];
|
|
for (var j = 0; j < ColumnCount; j++)
|
|
{
|
|
for (var i = 0; i < RowCount; i++)
|
|
{
|
|
var index = FindItem(i, j);
|
|
ret[(j * RowCount) + i] = index >= 0 ? _nonZeroValues[index] : 0.0;
|
|
}
|
|
}
|
|
|
|
return ret;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Retrieves the requested element without range checking.
|
|
/// </summary>
|
|
/// <param name="row">
|
|
/// The row of the element.
|
|
/// </param>
|
|
/// <param name="column">
|
|
/// The column of the element.
|
|
/// </param>
|
|
/// <returns>
|
|
/// The requested element.
|
|
/// </returns>
|
|
public override Complex At(int row, int column)
|
|
{
|
|
var index = FindItem(row, column);
|
|
return index >= 0 ? _nonZeroValues[index] : 0.0;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the value of the given element.
|
|
/// </summary>
|
|
/// <param name="row">
|
|
/// The row of the element.
|
|
/// </param>
|
|
/// <param name="column">
|
|
/// The column of the element.
|
|
/// </param>
|
|
/// <param name="value">
|
|
/// The value to set the element to.
|
|
/// </param>
|
|
public override void At(int row, int column, Complex value)
|
|
{
|
|
SetValueAt(row, column, value);
|
|
}
|
|
|
|
#region Internal methods - CRS storage implementation
|
|
/// <summary>
|
|
/// Created this method because we cannot call "virtual At" in constructor of the class, but we need to do it
|
|
/// </summary>
|
|
/// <param name="row"> The row of the element. </param>
|
|
/// <param name="column"> The column of the element. </param>
|
|
/// <param name="value"> The value to set the element to. </param>
|
|
/// <remarks>WARNING: This method is not thread safe. Use "lock" with it and be sure to avoid deadlocks</remarks>
|
|
private void SetValueAt(int row, int column, Complex value)
|
|
{
|
|
var index = FindItem(row, column);
|
|
if (index >= 0)
|
|
{
|
|
// Non-zero item found in matrix
|
|
if (value == 0.0)
|
|
{
|
|
// Delete existing item
|
|
DeleteItemByIndex(index, row);
|
|
}
|
|
else
|
|
{
|
|
// Update item
|
|
_nonZeroValues[index] = value;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
// Item not found. Add new value
|
|
if (value == 0.0)
|
|
{
|
|
return;
|
|
}
|
|
|
|
index = ~index;
|
|
|
|
// Check if the storage needs to be increased
|
|
if ((NonZerosCount == _nonZeroValues.Length) && (NonZerosCount < (RowCount * ColumnCount)))
|
|
{
|
|
// Value array is completely full so we increase the size
|
|
// Determine the increase in size. We will not grow beyond the size of the matrix
|
|
var size = Math.Min(_nonZeroValues.Length + GrowthSize(), RowCount * ColumnCount);
|
|
Array.Resize(ref _nonZeroValues, size);
|
|
Array.Resize(ref _columnIndices, size);
|
|
}
|
|
|
|
// Move all values (with an position larger than index) in the value array to the next position
|
|
// move all values (with an position larger than index) in the columIndices array to the next position
|
|
for (var i = NonZerosCount - 1; i > index - 1; i--)
|
|
{
|
|
_nonZeroValues[i + 1] = _nonZeroValues[i];
|
|
_columnIndices[i + 1] = _columnIndices[i];
|
|
}
|
|
|
|
// Add the value and the column index
|
|
_nonZeroValues[index] = value;
|
|
_columnIndices[index] = column;
|
|
|
|
// increase the number of non-zero numbers by one
|
|
NonZerosCount += 1;
|
|
|
|
// add 1 to all the row indices for rows bigger than rowIndex
|
|
// so that they point to the correct part of the value array again.
|
|
for (var i = row + 1; i < _rowIndex.Length; i++)
|
|
{
|
|
_rowIndex[i] += 1;
|
|
}
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Delete value from internal storage
|
|
/// </summary>
|
|
/// <param name="itemIndex">Index of value in nonZeroValues array</param>
|
|
/// <param name="row">Row number of matrix</param>
|
|
/// <remarks>WARNING: This method is not thread safe. Use "lock" with it and be sure to avoid deadlocks</remarks>
|
|
private void DeleteItemByIndex(int itemIndex, int row)
|
|
{
|
|
// Move all values (with an position larger than index) in the value array to the previous position
|
|
// move all values (with an position larger than index) in the columIndices array to the previous position
|
|
for (var i = itemIndex + 1; i < NonZerosCount; i++)
|
|
{
|
|
_nonZeroValues[i - 1] = _nonZeroValues[i];
|
|
_columnIndices[i - 1] = _columnIndices[i];
|
|
}
|
|
|
|
// Decrease value in Row
|
|
for (var i = row + 1; i < _rowIndex.Length; i++)
|
|
{
|
|
_rowIndex[i] -= 1;
|
|
}
|
|
|
|
NonZerosCount -= 1;
|
|
|
|
// Check if the storage needs to be shrink. This is reasonable to do if
|
|
// there are a lot of non-zero elements and storage is two times bigger
|
|
if ((NonZerosCount > 1024) && (NonZerosCount < _nonZeroValues.Length / 2))
|
|
{
|
|
Array.Resize(ref _nonZeroValues, NonZerosCount);
|
|
Array.Resize(ref _columnIndices, NonZerosCount);
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Find item Index in nonZeroValues array
|
|
/// </summary>
|
|
/// <param name="row">Matrix row index</param>
|
|
/// <param name="column">Matrix column index</param>
|
|
/// <returns>Item index</returns>
|
|
/// <remarks>WARNING: This method is not thread safe. Use "lock" with it and be sure to avoid deadlocks</remarks>
|
|
private int FindItem(int row, int column)
|
|
{
|
|
// Determin bounds in columnIndices array where this item should be searched (using rowIndex)
|
|
var startIndex = _rowIndex[row];
|
|
var endIndex = row < _rowIndex.Length - 1 ? _rowIndex[row + 1] : NonZerosCount;
|
|
return Array.BinarySearch(_columnIndices, startIndex, endIndex - startIndex, column);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Calculates the amount with which to grow the storage array's if they need to be
|
|
/// increased in size.
|
|
/// </summary>
|
|
/// <returns>The amount grown.</returns>
|
|
private int GrowthSize()
|
|
{
|
|
int delta;
|
|
if (_nonZeroValues.Length > 1024)
|
|
{
|
|
delta = _nonZeroValues.Length / 4;
|
|
}
|
|
else
|
|
{
|
|
if (_nonZeroValues.Length > 256)
|
|
{
|
|
delta = 512;
|
|
}
|
|
else
|
|
{
|
|
delta = _nonZeroValues.Length > 64 ? 128 : 32;
|
|
}
|
|
}
|
|
|
|
return delta;
|
|
}
|
|
#endregion
|
|
|
|
/// <summary>
|
|
/// Sets all values to zero.
|
|
/// </summary>
|
|
public override void Clear()
|
|
{
|
|
NonZerosCount = 0;
|
|
Array.Clear(_rowIndex, 0, _rowIndex.Length);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Copies the elements of this matrix to the given matrix.
|
|
/// </summary>
|
|
/// <param name="target">
|
|
/// The matrix to copy values into.
|
|
/// </param>
|
|
/// <exception cref="ArgumentNullException">
|
|
/// If target is <see langword="null"/>.
|
|
/// </exception>
|
|
/// <exception cref="ArgumentException">
|
|
/// If this and the target matrix do not have the same dimensions..
|
|
/// </exception>
|
|
public override void CopyTo(Matrix<Complex> target)
|
|
{
|
|
var sparseTarget = target as SparseMatrix;
|
|
|
|
if (sparseTarget == null)
|
|
{
|
|
base.CopyTo(target);
|
|
}
|
|
else
|
|
{
|
|
if (ReferenceEquals(this, target))
|
|
{
|
|
return;
|
|
}
|
|
|
|
if (RowCount != target.RowCount || ColumnCount != target.ColumnCount)
|
|
{
|
|
throw new ArgumentException(Resources.ArgumentMatrixDimensions, "target");
|
|
}
|
|
|
|
// Lets copy only needed data. Portion of needed data is determined by NonZerosCount value
|
|
sparseTarget._nonZeroValues = new Complex[NonZerosCount];
|
|
sparseTarget._columnIndices = new int[NonZerosCount];
|
|
sparseTarget.NonZerosCount = NonZerosCount;
|
|
|
|
Array.Copy(_nonZeroValues, sparseTarget._nonZeroValues, NonZerosCount);
|
|
Array.Copy(_columnIndices, sparseTarget._columnIndices, NonZerosCount);
|
|
Array.Copy(_rowIndex, sparseTarget._rowIndex, RowCount);
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a hash code for this instance.
|
|
/// </summary>
|
|
/// <returns>
|
|
/// A hash code for this instance, suitable for use in hashing algorithms and data structures like a hash table.
|
|
/// </returns>
|
|
public override int GetHashCode()
|
|
{
|
|
var hashNum = Math.Min(NonZerosCount, 25);
|
|
long hash = 0;
|
|
for (var i = 0; i < hashNum; i++)
|
|
{
|
|
#if SILVERLIGHT
|
|
hash ^= Precision.DoubleToInt64Bits(_nonZeroValues[i].Magnitude);
|
|
#else
|
|
hash ^= BitConverter.DoubleToInt64Bits(_nonZeroValues[i].Magnitude);
|
|
#endif
|
|
}
|
|
|
|
return BitConverter.ToInt32(BitConverter.GetBytes(hash), 4);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns the transpose of this matrix.
|
|
/// </summary>
|
|
/// <returns>The transpose of this matrix.</returns>
|
|
public override Matrix<Complex> Transpose()
|
|
{
|
|
var ret = new SparseMatrix(ColumnCount, RowCount)
|
|
{
|
|
_columnIndices = new int[NonZerosCount],
|
|
_nonZeroValues = new Complex[NonZerosCount]
|
|
};
|
|
|
|
// Do an 'inverse' CopyTo iterate over the rows
|
|
for (var i = 0; i < _rowIndex.Length; i++)
|
|
{
|
|
// Get the begin / end index for the current row
|
|
var startIndex = _rowIndex[i];
|
|
var endIndex = i < _rowIndex.Length - 1 ? _rowIndex[i + 1] : NonZerosCount;
|
|
|
|
// Get the values for the current row
|
|
if (startIndex == endIndex)
|
|
{
|
|
// Begin and end are equal. There are no values in the row, Move to the next row
|
|
continue;
|
|
}
|
|
|
|
for (var j = startIndex; j < endIndex; j++)
|
|
{
|
|
ret.SetValueAt(_columnIndices[j], i, _nonZeroValues[j]);
|
|
}
|
|
}
|
|
|
|
return ret;
|
|
}
|
|
|
|
/// <summary>Calculates the Frobenius norm of this matrix.</summary>
|
|
/// <returns>The Frobenius norm of this matrix.</returns>
|
|
public override Complex FrobeniusNorm()
|
|
{
|
|
var transpose = (SparseMatrix)Transpose();
|
|
var aat = this * transpose;
|
|
|
|
var norm = 0.0;
|
|
|
|
for (var i = 0; i < aat._rowIndex.Length; i++)
|
|
{
|
|
// Get the begin / end index for the current row
|
|
var startIndex = aat._rowIndex[i];
|
|
var endIndex = i < aat._rowIndex.Length - 1 ? aat._rowIndex[i + 1] : aat.NonZerosCount;
|
|
|
|
// Get the values for the current row
|
|
if (startIndex == endIndex)
|
|
{
|
|
// Begin and end are equal. There are no values in the row, Move to the next row
|
|
continue;
|
|
}
|
|
|
|
for (var j = startIndex; j < endIndex; j++)
|
|
{
|
|
if (i == aat._columnIndices[j])
|
|
{
|
|
norm += aat._nonZeroValues[j].Magnitude;
|
|
}
|
|
}
|
|
}
|
|
|
|
norm = Math.Sqrt(norm);
|
|
return norm;
|
|
}
|
|
|
|
/// <summary>Calculates the infinity norm of this matrix.</summary>
|
|
/// <returns>The infinity norm of this matrix.</returns>
|
|
public override Complex InfinityNorm()
|
|
{
|
|
var norm = 0.0;
|
|
for (var i = 0; i < _rowIndex.Length; i++)
|
|
{
|
|
// Get the begin / end index for the current row
|
|
var startIndex = _rowIndex[i];
|
|
var endIndex = i < _rowIndex.Length - 1 ? _rowIndex[i + 1] : NonZerosCount;
|
|
|
|
// Get the values for the current row
|
|
if (startIndex == endIndex)
|
|
{
|
|
// Begin and end are equal. There are no values in the row, Move to the next row
|
|
continue;
|
|
}
|
|
|
|
var s = 0.0;
|
|
for (var j = startIndex; j < endIndex; j++)
|
|
{
|
|
s += _nonZeroValues[j].Magnitude;
|
|
}
|
|
|
|
norm = Math.Max(norm, s);
|
|
}
|
|
|
|
return norm;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Copies the requested row elements into a new <see cref="Vector{T}"/>.
|
|
/// </summary>
|
|
/// <param name="rowIndex">The row to copy elements from.</param>
|
|
/// <param name="columnIndex">The column to start copying from.</param>
|
|
/// <param name="length">The number of elements to copy.</param>
|
|
/// <param name="result">The <see cref="Vector{T}"/> to copy the column into.</param>
|
|
/// <exception cref="ArgumentNullException">If the result <see cref="Vector{T}"/> is <see langword="null" />.</exception>
|
|
/// <exception cref="ArgumentOutOfRangeException">If <paramref name="rowIndex"/> is negative,
|
|
/// or greater than or equal to the number of columns.</exception>
|
|
/// <exception cref="ArgumentOutOfRangeException">If <paramref name="columnIndex"/> is negative,
|
|
/// or greater than or equal to the number of rows.</exception>
|
|
/// <exception cref="ArgumentOutOfRangeException">If <paramref name="columnIndex"/> + <paramref name="length"/>
|
|
/// is greater than or equal to the number of rows.</exception>
|
|
/// <exception cref="ArgumentException">If <paramref name="length"/> is not positive.</exception>
|
|
/// <exception cref="ArgumentOutOfRangeException">If <strong>result.Count < length</strong>.</exception>
|
|
public override void Row(int rowIndex, int columnIndex, int length, Vector<Complex> result)
|
|
{
|
|
if (result == null)
|
|
{
|
|
throw new ArgumentNullException("result");
|
|
}
|
|
|
|
if (rowIndex >= RowCount || rowIndex < 0)
|
|
{
|
|
throw new ArgumentOutOfRangeException("rowIndex");
|
|
}
|
|
|
|
if (columnIndex >= ColumnCount || columnIndex < 0)
|
|
{
|
|
throw new ArgumentOutOfRangeException("columnIndex");
|
|
}
|
|
|
|
if (columnIndex + length > ColumnCount)
|
|
{
|
|
throw new ArgumentOutOfRangeException("length");
|
|
}
|
|
|
|
if (length < 1)
|
|
{
|
|
throw new ArgumentException(Resources.ArgumentMustBePositive, "length");
|
|
}
|
|
|
|
if (result.Count < length)
|
|
{
|
|
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "result");
|
|
}
|
|
|
|
// Determine bounds in columnIndices array where this item should be searched (using rowIndex)
|
|
var startIndex = _rowIndex[rowIndex];
|
|
var endIndex = rowIndex < _rowIndex.Length - 1 ? _rowIndex[rowIndex + 1] : NonZerosCount;
|
|
|
|
if (startIndex == endIndex)
|
|
{
|
|
result.Clear();
|
|
}
|
|
else
|
|
{
|
|
// If there are non-zero elements use base class implementation
|
|
for (int i = columnIndex, j = 0; i < columnIndex + length; i++, j++)
|
|
{
|
|
// Copy code from At(row, column) to avoid unnecessary lock
|
|
var index = FindItem(rowIndex, i);
|
|
result[j] = index >= 0 ? _nonZeroValues[index] : 0.0;
|
|
}
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Diagonally stacks this matrix on top of the given matrix and places the combined matrix into the result matrix.
|
|
/// </summary>
|
|
/// <param name="lower">The lower, right matrix.</param>
|
|
/// <param name="result">The combined matrix</param>
|
|
/// <exception cref="ArgumentNullException">If lower is <see langword="null" />.</exception>
|
|
/// <exception cref="ArgumentNullException">If the result matrix is <see langword="null" />.</exception>
|
|
/// <exception cref="ArgumentException">If the result matrix's dimensions are not (Rows + lower.rows) x (Columns + lower.Columns).</exception>
|
|
public override void DiagonalStack(Matrix<Complex> lower, Matrix<Complex> result)
|
|
{
|
|
var lowerSparseMatrix = lower as SparseMatrix;
|
|
var resultSparseMatrix = result as SparseMatrix;
|
|
|
|
if ((lowerSparseMatrix == null) || (resultSparseMatrix == null))
|
|
{
|
|
base.DiagonalStack(lower, result);
|
|
}
|
|
else
|
|
{
|
|
if (resultSparseMatrix.RowCount != RowCount + lowerSparseMatrix.RowCount || resultSparseMatrix.ColumnCount != ColumnCount + lowerSparseMatrix.ColumnCount)
|
|
{
|
|
throw new ArgumentException(Resources.ArgumentMatrixDimensions, "result");
|
|
}
|
|
|
|
resultSparseMatrix.NonZerosCount = NonZerosCount + lowerSparseMatrix.NonZerosCount;
|
|
resultSparseMatrix._nonZeroValues = new Complex[resultSparseMatrix.NonZerosCount];
|
|
resultSparseMatrix._columnIndices = new int[resultSparseMatrix.NonZerosCount];
|
|
|
|
Array.Copy(_nonZeroValues, 0, resultSparseMatrix._nonZeroValues, 0, NonZerosCount);
|
|
Array.Copy(lowerSparseMatrix._nonZeroValues, 0, resultSparseMatrix._nonZeroValues, NonZerosCount, lowerSparseMatrix.NonZerosCount);
|
|
|
|
Array.Copy(_columnIndices, 0, resultSparseMatrix._columnIndices, 0, NonZerosCount);
|
|
Array.Copy(_rowIndex, 0, resultSparseMatrix._rowIndex, 0, RowCount);
|
|
|
|
// Copy and adjust lower column indices and rowIndex
|
|
for (int i = NonZerosCount, j = 0; i < resultSparseMatrix.NonZerosCount; i++, j++)
|
|
{
|
|
resultSparseMatrix._columnIndices[i] = lowerSparseMatrix._columnIndices[j] + ColumnCount;
|
|
}
|
|
|
|
for (int i = RowCount, j = 0; i < resultSparseMatrix.RowCount; i++, j++)
|
|
{
|
|
resultSparseMatrix._rowIndex[i] = lowerSparseMatrix._rowIndex[j] + NonZerosCount;
|
|
}
|
|
}
|
|
}
|
|
|
|
#region Static constructors for special matrices.
|
|
/// <summary>
|
|
/// Initializes a square <see cref="SparseMatrix"/> with all zero's except for ones on the diagonal.
|
|
/// </summary>
|
|
/// <param name="order">the size of the square matrix.</param>
|
|
/// <returns>Identity <c>SparseMatrix</c></returns>
|
|
/// <exception cref="ArgumentException">
|
|
/// If <paramref name="order"/> is less than one.
|
|
/// </exception>
|
|
public static SparseMatrix Identity(int order)
|
|
{
|
|
var m = new SparseMatrix(order)
|
|
{
|
|
NonZerosCount = order,
|
|
_nonZeroValues = new Complex[order],
|
|
_columnIndices = new int[order]
|
|
};
|
|
|
|
for (var i = 0; i < order; i++)
|
|
{
|
|
m._nonZeroValues[i] = 1.0;
|
|
m._columnIndices[i] = i;
|
|
m._rowIndex[i] = i;
|
|
}
|
|
|
|
return m;
|
|
}
|
|
#endregion
|
|
|
|
/// <summary>
|
|
/// Indicates whether the current object is equal to another object of the same type.
|
|
/// </summary>
|
|
/// <param name="other">
|
|
/// An object to compare with this object.
|
|
/// </param>
|
|
/// <returns>
|
|
/// <c>true</c> if the current object is equal to the <paramref name="other"/> parameter; otherwise, <c>false</c>.
|
|
/// </returns>
|
|
public override bool Equals(Matrix<Complex> other)
|
|
{
|
|
if (other == null)
|
|
{
|
|
return false;
|
|
}
|
|
|
|
if (ColumnCount != other.ColumnCount || RowCount != other.RowCount)
|
|
{
|
|
return false;
|
|
}
|
|
|
|
// Accept if the argument is the same object as this.
|
|
if (ReferenceEquals(this, other))
|
|
{
|
|
return true;
|
|
}
|
|
|
|
var sparseMatrix = other as SparseMatrix;
|
|
|
|
if (sparseMatrix == null)
|
|
{
|
|
return base.Equals(other);
|
|
}
|
|
|
|
if (NonZerosCount != sparseMatrix.NonZerosCount)
|
|
{
|
|
return false;
|
|
}
|
|
|
|
// If all else fails, perform element wise comparison.
|
|
for (var index = 0; index < NonZerosCount; index++)
|
|
{
|
|
if (!_nonZeroValues[index].AlmostEqual(sparseMatrix._nonZeroValues[index]) || _columnIndices[index] != sparseMatrix._columnIndices[index])
|
|
{
|
|
return false;
|
|
}
|
|
}
|
|
|
|
return true;
|
|
}
|
|
|
|
/// <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)
|
|
{
|
|
var sparseOther = other as SparseMatrix;
|
|
var sparseResult = result as SparseMatrix;
|
|
if (sparseOther == null || sparseResult == null)
|
|
{
|
|
base.DoAdd(other, result);
|
|
return;
|
|
}
|
|
|
|
if (ReferenceEquals(this, other))
|
|
{
|
|
if (!ReferenceEquals(this, result))
|
|
{
|
|
CopyTo(result);
|
|
}
|
|
|
|
Control.LinearAlgebraProvider.ScaleArray(2.0, _nonZeroValues, _nonZeroValues);
|
|
return;
|
|
}
|
|
|
|
SparseMatrix left;
|
|
|
|
if (ReferenceEquals(sparseOther, sparseResult))
|
|
{
|
|
left = this;
|
|
}
|
|
else if (ReferenceEquals(this, sparseResult))
|
|
{
|
|
left = sparseOther;
|
|
}
|
|
else
|
|
{
|
|
CopyTo(sparseResult);
|
|
left = sparseOther;
|
|
}
|
|
|
|
for (var i = 0; i < left.RowCount; i++)
|
|
{
|
|
// Get the begin / end index for the current row
|
|
var startIndex = left._rowIndex[i];
|
|
var endIndex = i < left._rowIndex.Length - 1 ? left._rowIndex[i + 1] : left.NonZerosCount;
|
|
|
|
for (var j = startIndex; j < endIndex; j++)
|
|
{
|
|
var columnIndex = left._columnIndices[j];
|
|
var resVal = left._nonZeroValues[j] + result.At(i, columnIndex);
|
|
result.At(i, columnIndex, resVal);
|
|
}
|
|
}
|
|
}
|
|
|
|
/// <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)
|
|
{
|
|
var sparseOther = other as SparseMatrix;
|
|
var sparseResult = result as SparseMatrix;
|
|
if (sparseOther == null || sparseResult == null)
|
|
{
|
|
base.DoSubtract(other, result);
|
|
return;
|
|
}
|
|
|
|
if (ReferenceEquals(this, other))
|
|
{
|
|
result.Clear();
|
|
return;
|
|
}
|
|
|
|
if (ReferenceEquals(this, sparseResult))
|
|
{
|
|
for (var i = 0; i < sparseOther.RowCount; i++)
|
|
{
|
|
// Get the begin / end index for the current row
|
|
var startIndex = sparseOther._rowIndex[i];
|
|
var endIndex = i < sparseOther._rowIndex.Length - 1 ? sparseOther._rowIndex[i + 1] : sparseOther.NonZerosCount;
|
|
|
|
for (var j = startIndex; j < endIndex; j++)
|
|
{
|
|
var columnIndex = sparseOther._columnIndices[j];
|
|
var resVal = sparseResult.At(i, columnIndex) - sparseOther._nonZeroValues[j];
|
|
result.At(i, columnIndex, resVal);
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (!ReferenceEquals(sparseOther, sparseResult))
|
|
{
|
|
sparseOther.CopyTo(sparseResult);
|
|
}
|
|
|
|
sparseResult.Negate(sparseResult);
|
|
|
|
for (var i = 0; i < RowCount; i++)
|
|
{
|
|
// Get the begin / end index for the current row
|
|
var startIndex = _rowIndex[i];
|
|
var endIndex = i < _rowIndex.Length - 1 ? _rowIndex[i + 1] : NonZerosCount;
|
|
|
|
for (var j = startIndex; j < endIndex; j++)
|
|
{
|
|
var columnIndex = _columnIndices[j];
|
|
var resVal = sparseResult.At(i, columnIndex) + _nonZeroValues[j];
|
|
result.At(i, columnIndex, resVal);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
/// <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)
|
|
{
|
|
if (scalar == 1.0)
|
|
{
|
|
CopyTo(result);
|
|
return;
|
|
}
|
|
|
|
if (scalar == 0.0 || NonZerosCount == 0)
|
|
{
|
|
result.Clear();
|
|
return;
|
|
}
|
|
|
|
var sparseResult = result as SparseMatrix;
|
|
if (sparseResult == null)
|
|
{
|
|
result.Clear();
|
|
|
|
for (var row = 0; row < RowCount; row++)
|
|
{
|
|
var start = _rowIndex[row];
|
|
var end = _rowIndex[row + 1];
|
|
|
|
if (start == end)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
for (var index = start; index < end; index++)
|
|
{
|
|
var column = _columnIndices[index];
|
|
result.At(row, column, _nonZeroValues[index] * scalar);
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (!ReferenceEquals(this, result))
|
|
{
|
|
CopyTo(sparseResult);
|
|
}
|
|
|
|
CommonParallel.For(0, NonZerosCount, index => sparseResult._nonZeroValues[index] *= scalar);
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Multiplies this matrix with another matrix and places the results into the result matrix.
|
|
/// </summary>
|
|
/// <param name="other">The matrix to multiply with.</param>
|
|
/// <param name="result">The result of the multiplication.</param>
|
|
protected override void DoMultiply(Matrix<Complex> other, Matrix<Complex> result)
|
|
{
|
|
var columnVector = new DenseVector(other.RowCount);
|
|
for (var row = 0; row < RowCount; row++)
|
|
{
|
|
// Get the begin / end index for the current row
|
|
var startIndex = _rowIndex[row];
|
|
var endIndex = row < _rowIndex.Length - 1 ? _rowIndex[row + 1] : NonZerosCount;
|
|
if (startIndex == endIndex)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
for (var column = 0; column < other.ColumnCount; column++)
|
|
{
|
|
// Multiply row of matrix A on column of matrix B
|
|
other.Column(column, columnVector);
|
|
|
|
var sum = Complex.Zero;
|
|
for (var index = startIndex; index < endIndex; index++)
|
|
{
|
|
sum += _nonZeroValues[index] * columnVector[_columnIndices[index]];
|
|
}
|
|
|
|
result.At(row, column, sum);
|
|
}
|
|
}
|
|
}
|
|
|
|
/// <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 row = 0; row < RowCount; row++)
|
|
{
|
|
// Get the begin / end index for the current row
|
|
var startIndex = _rowIndex[row];
|
|
var endIndex = row < _rowIndex.Length - 1 ? _rowIndex[row + 1] : NonZerosCount;
|
|
if (startIndex == endIndex)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
var sum = Complex.Zero;
|
|
for (var index = startIndex; index < endIndex; index++)
|
|
{
|
|
sum += _nonZeroValues[index] * rightSide[_columnIndices[index]];
|
|
}
|
|
|
|
result[row] = sum;
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Multiplies this matrix with transpose of another matrix and places the results into the result matrix.
|
|
/// </summary>
|
|
/// <param name="other">The matrix to multiply with.</param>
|
|
/// <param name="result">The result of the multiplication.</param>
|
|
protected override void DoTransposeAndMultiply(Matrix<Complex> other, Matrix<Complex> result)
|
|
{
|
|
var otherSparse = other as SparseMatrix;
|
|
var resultSparse = result as SparseMatrix;
|
|
|
|
if (otherSparse == null || resultSparse == null)
|
|
{
|
|
base.DoTransposeAndMultiply(other, result);
|
|
return;
|
|
}
|
|
|
|
resultSparse.Clear();
|
|
for (var j = 0; j < RowCount; j++)
|
|
{
|
|
// Get the begin / end index for the row
|
|
var startIndexOther = otherSparse._rowIndex[j];
|
|
var endIndexOther = j < otherSparse._rowIndex.Length - 1 ? otherSparse._rowIndex[j + 1] : otherSparse.NonZerosCount;
|
|
if (startIndexOther == endIndexOther)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
for (var i = 0; i < RowCount; i++)
|
|
{
|
|
// Multiply row of matrix A on row of matrix B
|
|
// Get the begin / end index for the row
|
|
var startIndexThis = _rowIndex[i];
|
|
var endIndexThis = i < _rowIndex.Length - 1 ? _rowIndex[i + 1] : NonZerosCount;
|
|
if (startIndexThis == endIndexThis)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
var sum = Complex.Zero;
|
|
for (var index = startIndexOther; index < endIndexOther; index++)
|
|
{
|
|
var ind = FindItem(i, otherSparse._columnIndices[index]);
|
|
if (ind >= 0)
|
|
{
|
|
sum += otherSparse._nonZeroValues[index] * _nonZeroValues[ind];
|
|
}
|
|
}
|
|
|
|
resultSparse.SetValueAt(i, j, sum + result.At(i, j));
|
|
}
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Negate each element of this matrix and place the results into the result matrix.
|
|
/// </summary>
|
|
/// <param name="result">The result of the negation.</param>
|
|
protected override void DoNegate(Matrix<Complex> result)
|
|
{
|
|
CopyTo(result);
|
|
DoMultiply(-1, result);
|
|
}
|
|
|
|
/// <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)
|
|
{
|
|
result.Clear();
|
|
|
|
for (var i = 0; i < other.RowCount; i++)
|
|
{
|
|
// Get the begin / end index for the current row
|
|
var startIndex = _rowIndex[i];
|
|
var endIndex = i < _rowIndex.Length - 1 ? _rowIndex[i + 1] : NonZerosCount;
|
|
|
|
for (var j = startIndex; j < endIndex; j++)
|
|
{
|
|
var resVal = _nonZeroValues[j] * other.At(i, _columnIndices[j]);
|
|
if (resVal != 0.0)
|
|
{
|
|
result.At(i, _columnIndices[j], resVal);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Pointwise divide this matrix by another matrix and stores the result into the result matrix.
|
|
/// </summary>
|
|
/// <param name="other">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> other, Matrix<Complex> result)
|
|
{
|
|
result.Clear();
|
|
|
|
for (var i = 0; i < other.RowCount; i++)
|
|
{
|
|
// Get the begin / end index for the current row
|
|
var startIndex = _rowIndex[i];
|
|
var endIndex = i < _rowIndex.Length - 1 ? _rowIndex[i + 1] : NonZerosCount;
|
|
|
|
for (var j = startIndex; j < endIndex; j++)
|
|
{
|
|
var resVal = _nonZeroValues[j] / other.At(i, _columnIndices[j]);
|
|
if (resVal != 0.0)
|
|
{
|
|
result.At(i, _columnIndices[j], resVal);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Iterates throw each element in the matrix (row-wise).
|
|
/// </summary>
|
|
/// <returns>The value at the current iteration along with its position (row, column, value).</returns>
|
|
public override IEnumerable<Tuple<int, int, Complex>> IndexedEnumerator()
|
|
{
|
|
for (var row = 0; row < RowCount - 1; row++)
|
|
{
|
|
var start = _rowIndex[row];
|
|
var end = _rowIndex[row + 1];
|
|
|
|
if (start == end)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
for (var index = start; index < end; index++)
|
|
{
|
|
yield return new Tuple<int, int, Complex>(row, _columnIndices[index], _nonZeroValues[index]);
|
|
}
|
|
}
|
|
|
|
var lastRow = _rowIndex.Length - 1;
|
|
|
|
if (_rowIndex[lastRow] < NonZerosCount)
|
|
{
|
|
for (var index = _rowIndex[lastRow]; index < NonZerosCount; index++)
|
|
{
|
|
yield return new Tuple<int, int, Complex>(lastRow, _columnIndices[index], _nonZeroValues[index]);
|
|
}
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets a value indicating whether this matrix is symmetric.
|
|
/// </summary>
|
|
public override bool IsSymmetric
|
|
{
|
|
get
|
|
{
|
|
if (RowCount != ColumnCount)
|
|
{
|
|
return false;
|
|
}
|
|
|
|
// todo: we might be able to speed this up by caching one half of the matrix
|
|
for (var row = 0; row < RowCount - 1; row++)
|
|
{
|
|
var start = _rowIndex[row];
|
|
var end = _rowIndex[row + 1];
|
|
|
|
if (start == end)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
if (!CheckIfOppositesAreEqual(start, end, row))
|
|
{
|
|
return false;
|
|
}
|
|
}
|
|
|
|
var lastRow = _rowIndex.Length - 1;
|
|
|
|
if (_rowIndex[lastRow] < NonZerosCount)
|
|
{
|
|
if (!CheckIfOppositesAreEqual(_rowIndex[lastRow], NonZerosCount, lastRow))
|
|
{
|
|
return false;
|
|
}
|
|
}
|
|
|
|
return true;
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Checks if opposites in a range are equal.
|
|
/// </summary>
|
|
/// <param name="start">The start of the range.</param>
|
|
/// <param name="end">The end of the range.</param>
|
|
/// <param name="row">The row the row to check.</param>
|
|
/// <returns>If the values are equal or not.</returns>
|
|
private bool CheckIfOppositesAreEqual(int start, int end, int row)
|
|
{
|
|
for (var index = start; index < end; index++)
|
|
{
|
|
var column = _columnIndices[index];
|
|
var opposite = At(column, row);
|
|
if (!_nonZeroValues[index].Equals(opposite))
|
|
{
|
|
return false;
|
|
}
|
|
}
|
|
|
|
return true;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Adds two matrices together and returns the results.
|
|
/// </summary>
|
|
/// <remarks>This operator will allocate new memory for the result. It will
|
|
/// choose the representation of either <paramref name="leftSide"/> or <paramref name="rightSide"/> depending on which
|
|
/// is denser.</remarks>
|
|
/// <param name="leftSide">The left matrix to add.</param>
|
|
/// <param name="rightSide">The right matrix to add.</param>
|
|
/// <returns>The result of the addition.</returns>
|
|
/// <exception cref="ArgumentOutOfRangeException">If <paramref name="leftSide"/> and <paramref name="rightSide"/> don't have the same dimensions.</exception>
|
|
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> or <paramref name="rightSide"/> is <see langword="null" />.</exception>
|
|
public static SparseMatrix operator +(SparseMatrix leftSide, SparseMatrix rightSide)
|
|
{
|
|
if (rightSide == null)
|
|
{
|
|
throw new ArgumentNullException("rightSide");
|
|
}
|
|
|
|
if (leftSide == null)
|
|
{
|
|
throw new ArgumentNullException("leftSide");
|
|
}
|
|
|
|
if (leftSide.RowCount != rightSide.RowCount || leftSide.ColumnCount != rightSide.ColumnCount)
|
|
{
|
|
throw new ArgumentOutOfRangeException(Resources.ArgumentMatrixDimensions);
|
|
}
|
|
|
|
return (SparseMatrix)leftSide.Add(rightSide);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a <strong>Matrix</strong> containing the same values of <paramref name="rightSide"/>.
|
|
/// </summary>
|
|
/// <param name="rightSide">The matrix to get the values from.</param>
|
|
/// <returns>A matrix containing a the same values as <paramref name="rightSide"/>.</returns>
|
|
/// <exception cref="ArgumentNullException">If <paramref name="rightSide"/> is <see langword="null" />.</exception>
|
|
public static SparseMatrix operator +(SparseMatrix rightSide)
|
|
{
|
|
if (rightSide == null)
|
|
{
|
|
throw new ArgumentNullException("rightSide");
|
|
}
|
|
|
|
return (SparseMatrix)rightSide.Clone();
|
|
}
|
|
|
|
/// <summary>
|
|
/// Subtracts two matrices together and returns the results.
|
|
/// </summary>
|
|
/// <remarks>This operator will allocate new memory for the result. It will
|
|
/// choose the representation of either <paramref name="leftSide"/> or <paramref name="rightSide"/> depending on which
|
|
/// is denser.</remarks>
|
|
/// <param name="leftSide">The left matrix to subtract.</param>
|
|
/// <param name="rightSide">The right matrix to subtract.</param>
|
|
/// <returns>The result of the addition.</returns>
|
|
/// <exception cref="ArgumentOutOfRangeException">If <paramref name="leftSide"/> and <paramref name="rightSide"/> don't have the same dimensions.</exception>
|
|
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> or <paramref name="rightSide"/> is <see langword="null" />.</exception>
|
|
public static SparseMatrix operator -(SparseMatrix leftSide, SparseMatrix rightSide)
|
|
{
|
|
if (rightSide == null)
|
|
{
|
|
throw new ArgumentNullException("rightSide");
|
|
}
|
|
|
|
if (leftSide == null)
|
|
{
|
|
throw new ArgumentNullException("leftSide");
|
|
}
|
|
|
|
if (leftSide.RowCount != rightSide.RowCount || leftSide.ColumnCount != rightSide.ColumnCount)
|
|
{
|
|
throw new ArgumentOutOfRangeException(Resources.ArgumentMatrixDimensions);
|
|
}
|
|
|
|
return (SparseMatrix)leftSide.Subtract(rightSide);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Negates each element of the matrix.
|
|
/// </summary>
|
|
/// <param name="rightSide">The matrix to negate.</param>
|
|
/// <returns>A matrix containing the negated values.</returns>
|
|
/// <exception cref="ArgumentNullException">If <paramref name="rightSide"/> is <see langword="null" />.</exception>
|
|
public static SparseMatrix operator -(SparseMatrix rightSide)
|
|
{
|
|
if (rightSide == null)
|
|
{
|
|
throw new ArgumentNullException("rightSide");
|
|
}
|
|
|
|
return (SparseMatrix)rightSide.Negate();
|
|
}
|
|
|
|
/// <summary>
|
|
/// Multiplies a <strong>Matrix</strong> by a constant and returns the result.
|
|
/// </summary>
|
|
/// <param name="leftSide">The matrix to multiply.</param>
|
|
/// <param name="rightSide">The constant to multiply the matrix by.</param>
|
|
/// <returns>The result of the multiplication.</returns>
|
|
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> is <see langword="null" />.</exception>
|
|
public static SparseMatrix operator *(SparseMatrix leftSide, Complex rightSide)
|
|
{
|
|
if (leftSide == null)
|
|
{
|
|
throw new ArgumentNullException("leftSide");
|
|
}
|
|
|
|
return (SparseMatrix)leftSide.Multiply(rightSide);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Multiplies a <strong>Matrix</strong> by a constant and returns the result.
|
|
/// </summary>
|
|
/// <param name="leftSide">The matrix to multiply.</param>
|
|
/// <param name="rightSide">The constant to multiply the matrix by.</param>
|
|
/// <returns>The result of the multiplication.</returns>
|
|
/// <exception cref="ArgumentNullException">If <paramref name="rightSide"/> is <see langword="null" />.</exception>
|
|
public static SparseMatrix operator *(Complex leftSide, SparseMatrix rightSide)
|
|
{
|
|
if (rightSide == null)
|
|
{
|
|
throw new ArgumentNullException("rightSide");
|
|
}
|
|
|
|
return (SparseMatrix)rightSide.Multiply(leftSide);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Multiplies two matrices.
|
|
/// </summary>
|
|
/// <remarks>This operator will allocate new memory for the result. It will
|
|
/// choose the representation of either <paramref name="leftSide"/> or <paramref name="rightSide"/> depending on which
|
|
/// is denser.</remarks>
|
|
/// <param name="leftSide">The left matrix to multiply.</param>
|
|
/// <param name="rightSide">The right matrix to multiply.</param>
|
|
/// <returns>The result of multiplication.</returns>
|
|
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> or <paramref name="rightSide"/> is <see langword="null" />.</exception>
|
|
/// <exception cref="ArgumentException">If the dimensions of <paramref name="leftSide"/> or <paramref name="rightSide"/> don't conform.</exception>
|
|
public static SparseMatrix operator *(SparseMatrix leftSide, SparseMatrix rightSide)
|
|
{
|
|
if (leftSide == null)
|
|
{
|
|
throw new ArgumentNullException("leftSide");
|
|
}
|
|
|
|
if (rightSide == null)
|
|
{
|
|
throw new ArgumentNullException("rightSide");
|
|
}
|
|
|
|
if (leftSide.ColumnCount != rightSide.RowCount)
|
|
{
|
|
throw new ArgumentException(Resources.ArgumentMatrixDimensions);
|
|
}
|
|
|
|
return (SparseMatrix)leftSide.Multiply(rightSide);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Multiplies a <strong>Matrix</strong> and a Vector.
|
|
/// </summary>
|
|
/// <param name="leftSide">The matrix to multiply.</param>
|
|
/// <param name="rightSide">The vector to multiply.</param>
|
|
/// <returns>The result of multiplication.</returns>
|
|
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> or <paramref name="rightSide"/> is <see langword="null" />.</exception>
|
|
public static SparseVector operator *(SparseMatrix leftSide, SparseVector rightSide)
|
|
{
|
|
if (leftSide == null)
|
|
{
|
|
throw new ArgumentNullException("leftSide");
|
|
}
|
|
|
|
return (SparseVector)leftSide.Multiply(rightSide);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Multiplies a Vector and a <strong>Matrix</strong>.
|
|
/// </summary>
|
|
/// <param name="leftSide">The vector to multiply.</param>
|
|
/// <param name="rightSide">The matrix to multiply.</param>
|
|
/// <returns>The result of multiplication.</returns>
|
|
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> or <paramref name="rightSide"/> is <see langword="null" />.</exception>
|
|
public static SparseVector operator *(SparseVector leftSide, SparseMatrix rightSide)
|
|
{
|
|
if (rightSide == null)
|
|
{
|
|
throw new ArgumentNullException("rightSide");
|
|
}
|
|
|
|
return (SparseVector)rightSide.LeftMultiply(leftSide);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Multiplies a <strong>Matrix</strong> by a constant and returns the result.
|
|
/// </summary>
|
|
/// <param name="leftSide">The matrix to multiply.</param>
|
|
/// <param name="rightSide">The constant to multiply the matrix by.</param>
|
|
/// <returns>The result of the multiplication.</returns>
|
|
/// <exception cref="ArgumentNullException">If <paramref name="leftSide"/> is <see langword="null" />.</exception>
|
|
public static SparseMatrix operator %(SparseMatrix leftSide, Complex rightSide)
|
|
{
|
|
if (leftSide == null)
|
|
{
|
|
throw new ArgumentNullException("leftSide");
|
|
}
|
|
|
|
return (SparseMatrix)leftSide.Modulus(rightSide);
|
|
}
|
|
}
|
|
}
|
|
|
|
|