csharpfftfsharpintegrationinterpolationlinear-algebramathdifferentiationmatrixnumericsrandomregressionstatisticsmathnet
You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
421 lines
16 KiB
421 lines
16 KiB
// <copyright file="MatrixMarketReader.cs" company="Math.NET">
|
|
// Math.NET Numerics, part of the Math.NET Project
|
|
// http://numerics.mathdotnet.com
|
|
// http://github.com/mathnet/mathnet-numerics
|
|
// http://mathnetnumerics.codeplex.com
|
|
//
|
|
// Copyright (c) 2009-2014 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 System.Collections.Generic;
|
|
using System.Globalization;
|
|
using System.IO;
|
|
using System.IO.Compression;
|
|
using System.Linq;
|
|
using System.Numerics;
|
|
using MathNet.Numerics.LinearAlgebra;
|
|
|
|
namespace MathNet.Numerics.Data.Text
|
|
{
|
|
internal enum MatrixMarketSymmetry
|
|
{
|
|
General,
|
|
Symmetric,
|
|
SkewSymmetric,
|
|
Hermitian
|
|
}
|
|
|
|
/// <summary>
|
|
/// NIST MatrixMarket Format Reader (http://math.nist.gov/MatrixMarket/)
|
|
/// </summary>
|
|
public static class MatrixMarketReader
|
|
{
|
|
static readonly char[] Separators = { ' ' };
|
|
static readonly NumberFormatInfo Format = CultureInfo.InvariantCulture.NumberFormat;
|
|
|
|
public static Matrix<T> ReadMatrix<T>(string filePath, Compression compression = Compression.Uncompressed) where T : struct, IEquatable<T>, IFormattable
|
|
{
|
|
using (var stream = File.OpenRead(filePath))
|
|
{
|
|
switch (compression)
|
|
{
|
|
case Compression.Uncompressed:
|
|
using (var reader = new StreamReader(stream))
|
|
{
|
|
return ReadMatrix<T>(reader);
|
|
}
|
|
|
|
case Compression.GZip:
|
|
using (var decompressed = new GZipStream(stream, CompressionMode.Decompress))
|
|
using (var reader = new StreamReader(decompressed))
|
|
{
|
|
return ReadMatrix<T>(reader);
|
|
}
|
|
|
|
default:
|
|
throw new NotSupportedException("Compression not supported: " + compression);
|
|
}
|
|
}
|
|
}
|
|
|
|
public static Vector<T> ReadVector<T>(string filePath, Compression compression = Compression.Uncompressed) where T : struct, IEquatable<T>, IFormattable
|
|
{
|
|
using (var stream = File.OpenRead(filePath))
|
|
{
|
|
switch (compression)
|
|
{
|
|
case Compression.Uncompressed:
|
|
using (var reader = new StreamReader(stream))
|
|
{
|
|
return ReadVector<T>(reader);
|
|
}
|
|
|
|
case Compression.GZip:
|
|
using (var decompressed = new GZipStream(stream, CompressionMode.Decompress))
|
|
using (var reader = new StreamReader(decompressed))
|
|
{
|
|
return ReadVector<T>(reader);
|
|
}
|
|
|
|
default:
|
|
throw new NotSupportedException("Compression not supported: " + compression);
|
|
}
|
|
}
|
|
}
|
|
|
|
public static Matrix<T> ReadMatrix<T>(Stream stream) where T : struct, IEquatable<T>, IFormattable
|
|
{
|
|
using (var reader = new StreamReader(stream))
|
|
{
|
|
return ReadMatrix<T>(reader);
|
|
}
|
|
}
|
|
|
|
public static Vector<T> ReadVector<T>(Stream stream) where T : struct, IEquatable<T>, IFormattable
|
|
{
|
|
using (var reader = new StreamReader(stream))
|
|
{
|
|
return ReadVector<T>(reader);
|
|
}
|
|
}
|
|
|
|
public static Matrix<T> ReadMatrix<T>(TextReader reader) where T : struct, IEquatable<T>, IFormattable
|
|
{
|
|
bool complex, sparse;
|
|
MatrixMarketSymmetry symmetry;
|
|
ExpectHeader(reader, true, out complex, out sparse, out symmetry);
|
|
|
|
var parse = CreateValueParser<T>(complex);
|
|
|
|
var sizes = ExpectLine(reader).Split(Separators, StringSplitOptions.RemoveEmptyEntries);
|
|
int rows = int.Parse(sizes[0]);
|
|
int cols = int.Parse(sizes[1]);
|
|
|
|
if (sparse)
|
|
{
|
|
var indexed = ReadTokenLines(reader).Select(tokens => new Tuple<int, int, T>(int.Parse(tokens[0]) - 1, int.Parse(tokens[1]) - 1, parse(2, tokens)));
|
|
return Matrix<T>.Build.SparseOfIndexed(rows, cols, symmetry == MatrixMarketSymmetry.General ? indexed : ExpandSparse(symmetry, indexed));
|
|
}
|
|
|
|
var columnMajor = ReadTokenLines(reader).Select(tokens => parse(0, tokens));
|
|
switch (symmetry)
|
|
{
|
|
case MatrixMarketSymmetry.General:
|
|
{
|
|
return Matrix<T>.Build.DenseOfColumnMajor(rows, cols, columnMajor);
|
|
}
|
|
|
|
case MatrixMarketSymmetry.Symmetric:
|
|
{
|
|
var m = Matrix<T>.Build.Dense(rows, cols);
|
|
int k = 0;
|
|
foreach (var slice in SliceDecreasing(rows, columnMajor))
|
|
{
|
|
var vector = Vector<T>.Build.Dense(slice);
|
|
m.SetColumn(k, k, rows - k, vector);
|
|
m.SetRow(k, k, cols - k, vector);
|
|
k++;
|
|
}
|
|
|
|
return m;
|
|
}
|
|
|
|
case MatrixMarketSymmetry.Hermitian:
|
|
{
|
|
var m = Matrix<T>.Build.Dense(rows, cols);
|
|
int k = 0;
|
|
foreach (var slice in SliceDecreasing(rows, columnMajor))
|
|
{
|
|
var vector = Vector<T>.Build.Dense(slice);
|
|
m.SetColumn(k, k, rows - k, vector);
|
|
m.SetRow(k, k, cols - k, vector.Conjugate());
|
|
k++;
|
|
}
|
|
|
|
return m;
|
|
}
|
|
|
|
case MatrixMarketSymmetry.SkewSymmetric:
|
|
{
|
|
var m = Matrix<T>.Build.Dense(rows, cols);
|
|
int k = 0;
|
|
foreach (var slice in SliceDecreasing(rows - 1, columnMajor))
|
|
{
|
|
var vector = Vector<T>.Build.Dense(slice);
|
|
m.SetColumn(k, k + 1, rows - 1 - k, vector);
|
|
m.SetRow(k, k + 1, cols - 1 - k, vector);
|
|
k++;
|
|
}
|
|
|
|
return m;
|
|
}
|
|
|
|
default:
|
|
throw new NotSupportedException("Symmetry type not supported.");
|
|
}
|
|
}
|
|
|
|
public static Vector<T> ReadVector<T>(TextReader reader)
|
|
where T : struct, IEquatable<T>, IFormattable
|
|
{
|
|
bool complex, sparse;
|
|
MatrixMarketSymmetry symmetry;
|
|
ExpectHeader(reader, false, out complex, out sparse, out symmetry);
|
|
|
|
var parse = CreateValueParser<T>(complex);
|
|
|
|
var sizes = ExpectLine(reader).Split(Separators, StringSplitOptions.RemoveEmptyEntries);
|
|
int length = int.Parse(sizes[0]);
|
|
|
|
if (sparse)
|
|
{
|
|
var indexedSeq = ReadTokenLines(reader).Select(tokens => new Tuple<int, T>(int.Parse(tokens[0]) - 1, parse(1, tokens)));
|
|
return Vector<T>.Build.SparseOfIndexed(length, indexedSeq);
|
|
}
|
|
|
|
return Vector<T>.Build.Dense(ReadTokenLines(reader).Select(tokens => parse(0, tokens)).ToArray());
|
|
}
|
|
|
|
static void ExpectHeader(TextReader reader, bool matrix, out bool complex, out bool sparse, out MatrixMarketSymmetry symmetry)
|
|
{
|
|
string line;
|
|
while ((line = reader.ReadLine()) != null)
|
|
{
|
|
line = line.Trim();
|
|
if (line.StartsWith("%%MatrixMarket"))
|
|
{
|
|
var tokens = line.ToLowerInvariant().Substring(15).Split(Separators, StringSplitOptions.RemoveEmptyEntries);
|
|
if (tokens.Length < 2)
|
|
{
|
|
throw new FormatException(@"Expected MatrixMarket Header with 2-4 attributes: object format [field] [symmetry]; see http://math.nist.gov/MatrixMarket/ for details.");
|
|
}
|
|
|
|
if (tokens[0] != (matrix ? "matrix" : "vector"))
|
|
{
|
|
throw new FormatException("Expected matrix content.");
|
|
}
|
|
|
|
switch (tokens[1])
|
|
{
|
|
case "array":
|
|
sparse = false;
|
|
break;
|
|
case "coordinate":
|
|
sparse = true;
|
|
break;
|
|
default:
|
|
throw new NotSupportedException("Format type not supported.");
|
|
}
|
|
|
|
if (tokens.Length < 3)
|
|
{
|
|
complex = false;
|
|
}
|
|
else
|
|
{
|
|
switch (tokens[2])
|
|
{
|
|
case "real":
|
|
case "double":
|
|
case "integer":
|
|
complex = false;
|
|
break;
|
|
case "complex":
|
|
complex = true;
|
|
break;
|
|
default:
|
|
throw new NotSupportedException("Field type not supported.");
|
|
}
|
|
}
|
|
|
|
if (tokens.Length < 4)
|
|
{
|
|
symmetry = MatrixMarketSymmetry.General;
|
|
}
|
|
else
|
|
{
|
|
switch (tokens[3])
|
|
{
|
|
case "general":
|
|
symmetry = MatrixMarketSymmetry.General;
|
|
break;
|
|
case "symmetric":
|
|
symmetry = MatrixMarketSymmetry.Symmetric;
|
|
break;
|
|
case "skew-symmetric":
|
|
symmetry = MatrixMarketSymmetry.SkewSymmetric;
|
|
break;
|
|
case "hermitian":
|
|
symmetry = MatrixMarketSymmetry.Hermitian;
|
|
break;
|
|
default:
|
|
throw new NotSupportedException("Symmetry type not supported");
|
|
}
|
|
}
|
|
|
|
return;
|
|
}
|
|
}
|
|
|
|
throw new FormatException(@"Expected MatrixMarket Header, see http://math.nist.gov/MatrixMarket/ for details.");
|
|
}
|
|
|
|
static string ExpectLine(TextReader reader)
|
|
{
|
|
string line;
|
|
while ((line = reader.ReadLine()) != null)
|
|
{
|
|
var trim = line.Trim();
|
|
if (trim.Length > 0 && !trim.StartsWith("%"))
|
|
{
|
|
return trim;
|
|
}
|
|
}
|
|
|
|
throw new FormatException(@"End of file reached unexpectedly.");
|
|
}
|
|
|
|
static IEnumerable<string[]> ReadTokenLines(TextReader reader)
|
|
{
|
|
string line;
|
|
while ((line = reader.ReadLine()) != null)
|
|
{
|
|
var trim = line.Trim();
|
|
if (trim.Length > 0 && !trim.StartsWith("%"))
|
|
{
|
|
yield return trim.Split(Separators, StringSplitOptions.RemoveEmptyEntries);
|
|
}
|
|
}
|
|
}
|
|
|
|
static IEnumerable<Tuple<int, int, T>> ExpandSparse<T>(MatrixMarketSymmetry symmetry, IEnumerable<Tuple<int, int, T>> indexedValues)
|
|
{
|
|
var map = CreateSymmetryMap<T>(symmetry);
|
|
foreach (var x in indexedValues)
|
|
{
|
|
yield return x;
|
|
if (x.Item1 != x.Item2)
|
|
{
|
|
yield return new Tuple<int, int, T>(x.Item2, x.Item1, map(x.Item3));
|
|
}
|
|
}
|
|
}
|
|
|
|
static IEnumerable<T[]> SliceDecreasing<T>(int initialLength, IEnumerable<T> columnMajor)
|
|
{
|
|
int nextIndex = 0;
|
|
var slice = new T[initialLength];
|
|
foreach (var value in columnMajor)
|
|
{
|
|
if (nextIndex == initialLength)
|
|
{
|
|
yield return slice;
|
|
slice = new T[--initialLength];
|
|
nextIndex = 0;
|
|
}
|
|
|
|
slice[nextIndex++] = value;
|
|
}
|
|
|
|
yield return slice;
|
|
}
|
|
|
|
static Func<int, string[], T> CreateValueParser<T>(bool sourceIsComplex)
|
|
{
|
|
if (typeof (T) == typeof (double))
|
|
{
|
|
// ignore imaginary part if source is complex
|
|
return (offset, tokens) => (T)(object)double.Parse(tokens[offset], NumberStyles.Any, Format);
|
|
}
|
|
|
|
if (typeof (T) == typeof (float))
|
|
{
|
|
// ignore imaginary part if source is complex
|
|
return (offset, tokens) => (T)(object)float.Parse(tokens[offset], NumberStyles.Any, Format);
|
|
}
|
|
|
|
if (typeof (T) == typeof (Complex))
|
|
{
|
|
return sourceIsComplex
|
|
? ((offset, tokens) => (T)(object)new Complex(double.Parse(tokens[offset], NumberStyles.Any, Format), double.Parse(tokens[offset + 1], NumberStyles.Any, Format)))
|
|
: (Func<int, string[], T>)((offset, tokens) => (T)(object)new Complex(double.Parse(tokens[offset], NumberStyles.Any, Format), 0d));
|
|
}
|
|
|
|
if (typeof (T) == typeof (Complex32))
|
|
{
|
|
return sourceIsComplex
|
|
? ((offset, tokens) => (T)(object)new Complex32(float.Parse(tokens[offset], NumberStyles.Any, Format), float.Parse(tokens[offset + 1], NumberStyles.Any, Format)))
|
|
: (Func<int, string[], T>)((offset, tokens) => (T)(object)new Complex32(float.Parse(tokens[offset], NumberStyles.Any, Format), 0f));
|
|
}
|
|
|
|
throw new NotSupportedException();
|
|
}
|
|
|
|
static Func<T, T> CreateSymmetryMap<T>(MatrixMarketSymmetry symmetry)
|
|
{
|
|
if (symmetry != MatrixMarketSymmetry.Hermitian)
|
|
{
|
|
return x => x;
|
|
}
|
|
|
|
if (typeof (T) == typeof (double) || typeof (T) == typeof (float))
|
|
{
|
|
return x => x;
|
|
}
|
|
|
|
if (typeof (T) == typeof (Complex))
|
|
{
|
|
return x => (T)(object)((Complex)(object)x).Conjugate();
|
|
}
|
|
|
|
if (typeof (T) == typeof (Complex32))
|
|
{
|
|
return x => (T)(object)((Complex32)(object)x).Conjugate();
|
|
}
|
|
|
|
throw new NotSupportedException();
|
|
}
|
|
}
|
|
}
|
|
|