LA: dense-diagonal TransposeAndMultiply

src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs

@@ -684,14 +684,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
         /// <param name="result">The result of the multiplication.</param>
         protected override void DoTransposeAndMultiply(Matrix<Complex> other, Matrix<Complex> result)
         {
-             var denseOther = other as DenseMatrix;
+            var denseOther = other as DenseMatrix;
             var denseResult = result as DenseMatrix;
-
-            if (denseOther == null || denseResult == null)
-            {
-                base.DoTransposeAndMultiply(other, result);
-            }
-            else
+            if (denseOther != null && denseResult != null)
             {
                 Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate(
                     Providers.LinearAlgebra.Transpose.DontTranspose,
@@ -705,7 +700,31 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
                     denseOther._columnCount,
                     0.0,
                     denseResult._values);
+                return;
             }
+
+            var diagonalOther = other.Storage as DiagonalMatrixStorage<Complex>;
+            if (diagonalOther != null)
+            {
+                var diagonal = diagonalOther.Data;
+                var d = Math.Min(ColumnCount, other.RowCount);
+                if (d < other.RowCount)
+                {
+                    result.ClearSubMatrix(0, RowCount, ColumnCount, other.RowCount - ColumnCount);
+                }
+                int index = 0;
+                for (int j = 0; j < d; j++)
+                {
+                    for (int i = 0; i < RowCount; i++)
+                    {
+                        result.At(i, j, _values[index]*diagonal[j]);
+                        index++;
+                    }
+                }
+                return;
+            }
+
+            base.DoTransposeAndMultiply(other, result);
         }
 
         /// <summary>

src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs

@@ -679,14 +679,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
         /// <param name="result">The result of the multiplication.</param>
         protected override void DoTransposeAndMultiply(Matrix<Complex32> other, Matrix<Complex32> result)
         {
-             var denseOther = other as DenseMatrix;
+            var denseOther = other as DenseMatrix;
             var denseResult = result as DenseMatrix;
-
-            if (denseOther == null || denseResult == null)
-            {
-                base.DoTransposeAndMultiply(other, result);
-            }
-            else
+            if (denseOther != null && denseResult != null)
             {
                 Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate(
                     Providers.LinearAlgebra.Transpose.DontTranspose,
@@ -700,7 +695,31 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
                     denseOther._columnCount,
                     0.0f,
                     denseResult._values);
+                return;
             }
+
+            var diagonalOther = other.Storage as DiagonalMatrixStorage<Complex32>;
+            if (diagonalOther != null)
+            {
+                var diagonal = diagonalOther.Data;
+                var d = Math.Min(ColumnCount, other.RowCount);
+                if (d < other.RowCount)
+                {
+                    result.ClearSubMatrix(0, RowCount, ColumnCount, other.RowCount - ColumnCount);
+                }
+                int index = 0;
+                for (int j = 0; j < d; j++)
+                {
+                    for (int i = 0; i < RowCount; i++)
+                    {
+                        result.At(i, j, _values[index]*diagonal[j]);
+                        index++;
+                    }
+                }
+                return;
+            }
+
+            base.DoTransposeAndMultiply(other, result);
         }
 
         /// <summary>

src/Numerics/LinearAlgebra/Double/DenseMatrix.cs

@@ -661,11 +661,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double
         {
             var denseOther = other as DenseMatrix;
             var denseResult = result as DenseMatrix;
-            if (denseOther == null || denseResult == null)
-            {
-                base.DoTransposeAndMultiply(other, result);
-            }
-            else
+            if (denseOther != null && denseResult != null)
             {
                 Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate(
                     Providers.LinearAlgebra.Transpose.DontTranspose,
@@ -679,7 +675,31 @@ namespace MathNet.Numerics.LinearAlgebra.Double
                     denseOther._columnCount,
                     0.0,
                     denseResult._values);
+                return;
             }
+
+            var diagonalOther = other.Storage as DiagonalMatrixStorage<double>;
+            if (diagonalOther != null)
+            {
+                var diagonal = diagonalOther.Data;
+                var d = Math.Min(ColumnCount, other.RowCount);
+                if (d < other.RowCount)
+                {
+                    result.ClearSubMatrix(0, RowCount, ColumnCount, other.RowCount - ColumnCount);
+                }
+                int index = 0;
+                for (int j = 0; j < d; j++)
+                {
+                    for (int i = 0; i < RowCount; i++)
+                    {
+                        result.At(i, j, _values[index]*diagonal[j]);
+                        index++;
+                    }
+                }
+                return;
+            }
+
+            base.DoTransposeAndMultiply(other, result);
         }
 
         /// <summary>

src/Numerics/LinearAlgebra/Single/DenseMatrix.cs

@@ -659,14 +659,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single
         /// <param name="result">The result of the multiplication.</param>
         protected override void DoTransposeAndMultiply(Matrix<float> other, Matrix<float> result)
         {
-             var denseOther = other as DenseMatrix;
+            var denseOther = other as DenseMatrix;
             var denseResult = result as DenseMatrix;
-
-            if (denseOther == null || denseResult == null)
-            {
-                base.DoTransposeAndMultiply(other, result);
-            }
-            else
+            if (denseOther != null && denseResult != null)
             {
                 Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate(
                     Providers.LinearAlgebra.Transpose.DontTranspose,
@@ -680,7 +675,31 @@ namespace MathNet.Numerics.LinearAlgebra.Single
                     denseOther._columnCount,
                     0.0f,
                     denseResult._values);
+                return;
             }
+
+            var diagonalOther = other.Storage as DiagonalMatrixStorage<float>;
+            if (diagonalOther != null)
+            {
+                var diagonal = diagonalOther.Data;
+                var d = Math.Min(ColumnCount, other.RowCount);
+                if (d < other.RowCount)
+                {
+                    result.ClearSubMatrix(0, RowCount, ColumnCount, other.RowCount - ColumnCount);
+                }
+                int index = 0;
+                for (int j = 0; j < d; j++)
+                {
+                    for (int i = 0; i < RowCount; i++)
+                    {
+                        result.At(i, j, _values[index]*diagonal[j]);
+                        index++;
+                    }
+                }
+                return;
+            }
+
+            base.DoTransposeAndMultiply(other, result);
         }
 
         /// <summary>

src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs

@@ -387,7 +387,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
         }
 
         [Test]
-        public void DenseDiagonalMatrixMultiplication()
+        public void DenseDiagonalMatrixMultiply()
         {
             var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister());
 
@@ -403,5 +403,23 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
             Assert.IsTrue((wide*Matrix<Complex>.Build.Diagonal(8, 10, 2d)).Equals(wide.Multiply(2d).Append(Matrix<Complex>.Build.Dense(3, 2))));
             Assert.IsTrue((wide*Matrix<Complex>.Build.Diagonal(8, 2, 2d)).Equals(wide.Multiply(2d).SubMatrix(0, 3, 0, 2)));
         }
+
+        [Test]
+        public void DenseDiagonalMatrixTransposeAndMultiply()
+        {
+            var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister());
+
+            Assert.IsInstanceOf<DiagonalMatrix>(Matrix<Complex>.Build.DiagonalIdentity(3, 3));
+
+            var tall = Matrix<Complex>.Build.Random(8, 3, dist);
+            Assert.IsTrue(tall.TransposeAndMultiply(Matrix<Complex>.Build.DiagonalIdentity(3).Multiply(2d)).Equals(tall.Multiply(2d)));
+            Assert.IsTrue(tall.TransposeAndMultiply(Matrix<Complex>.Build.Diagonal(5, 3, 2d)).Equals(tall.Multiply(2d).Append(Matrix<Complex>.Build.Dense(8, 2))));
+            Assert.IsTrue(tall.TransposeAndMultiply(Matrix<Complex>.Build.Diagonal(2, 3, 2d)).Equals(tall.Multiply(2d).SubMatrix(0, 8, 0, 2)));
+
+            var wide = Matrix<Complex>.Build.Random(3, 8, dist);
+            Assert.IsTrue(wide.TransposeAndMultiply(Matrix<Complex>.Build.DiagonalIdentity(8).Multiply(2d)).Equals(wide.Multiply(2d)));
+            Assert.IsTrue(wide.TransposeAndMultiply(Matrix<Complex>.Build.Diagonal(10, 8, 2d)).Equals(wide.Multiply(2d).Append(Matrix<Complex>.Build.Dense(3, 2))));
+            Assert.IsTrue(wide.TransposeAndMultiply(Matrix<Complex>.Build.Diagonal(2, 8, 2d)).Equals(wide.Multiply(2d).SubMatrix(0, 3, 0, 2)));
+        }
     }
 }

src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs

@@ -381,8 +381,9 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32
             var matrix = TestMatrices["Square3x3"];
             Assert.IsTrue(matrix.IsSymmetric);
         }
+
         [Test]
-        public void DenseDiagonalMatrixMultiplication()
+        public void DenseDiagonalMatrixMultiply()
         {
             var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister());
 
@@ -398,5 +399,23 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32
             Assert.IsTrue((wide*Matrix<Complex32>.Build.Diagonal(8, 10, 2f)).Equals(wide.Multiply(2f).Append(Matrix<Complex32>.Build.Dense(3, 2))));
             Assert.IsTrue((wide*Matrix<Complex32>.Build.Diagonal(8, 2, 2f)).Equals(wide.Multiply(2f).SubMatrix(0, 3, 0, 2)));
         }
+
+        [Test]
+        public void DenseDiagonalMatrixTransposeAndMultiply()
+        {
+            var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister());
+
+            Assert.IsInstanceOf<DiagonalMatrix>(Matrix<Complex32>.Build.DiagonalIdentity(3, 3));
+
+            var tall = Matrix<Complex32>.Build.Random(8, 3, dist);
+            Assert.IsTrue(tall.TransposeAndMultiply(Matrix<Complex32>.Build.DiagonalIdentity(3).Multiply(2f)).Equals(tall.Multiply(2f)));
+            Assert.IsTrue(tall.TransposeAndMultiply(Matrix<Complex32>.Build.Diagonal(5, 3, 2f)).Equals(tall.Multiply(2f).Append(Matrix<Complex32>.Build.Dense(8, 2))));
+            Assert.IsTrue(tall.TransposeAndMultiply(Matrix<Complex32>.Build.Diagonal(2, 3, 2f)).Equals(tall.Multiply(2f).SubMatrix(0, 8, 0, 2)));
+
+            var wide = Matrix<Complex32>.Build.Random(3, 8, dist);
+            Assert.IsTrue(wide.TransposeAndMultiply(Matrix<Complex32>.Build.DiagonalIdentity(8).Multiply(2f)).Equals(wide.Multiply(2f)));
+            Assert.IsTrue(wide.TransposeAndMultiply(Matrix<Complex32>.Build.Diagonal(10, 8, 2f)).Equals(wide.Multiply(2f).Append(Matrix<Complex32>.Build.Dense(3, 2))));
+            Assert.IsTrue(wide.TransposeAndMultiply(Matrix<Complex32>.Build.Diagonal(2, 8, 2f)).Equals(wide.Multiply(2f).SubMatrix(0, 3, 0, 2)));
+        }
     }
 }

src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs

@@ -414,7 +414,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
         }
 
         [Test]
-        public void DenseDiagonalMatrixMultiplication()
+        public void DenseDiagonalMatrixMultiply()
         {
             var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister());
 
@@ -430,5 +430,23 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
             Assert.IsTrue((wide*Matrix<double>.Build.Diagonal(8, 10, 2d)).Equals(wide.Multiply(2d).Append(Matrix<double>.Build.Dense(3, 2))));
             Assert.IsTrue((wide*Matrix<double>.Build.Diagonal(8, 2, 2d)).Equals(wide.Multiply(2d).SubMatrix(0, 3, 0, 2)));
         }
+
+        [Test]
+        public void DenseDiagonalMatrixTransposeAndMultiply()
+        {
+            var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister());
+
+            Assert.IsInstanceOf<DiagonalMatrix>(Matrix<double>.Build.DiagonalIdentity(3, 3));
+
+            var tall = Matrix<double>.Build.Random(8, 3, dist);
+            Assert.IsTrue(tall.TransposeAndMultiply(Matrix<double>.Build.DiagonalIdentity(3).Multiply(2d)).Equals(tall.Multiply(2d)));
+            Assert.IsTrue(tall.TransposeAndMultiply(Matrix<double>.Build.Diagonal(5, 3, 2d)).Equals(tall.Multiply(2d).Append(Matrix<double>.Build.Dense(8, 2))));
+            Assert.IsTrue(tall.TransposeAndMultiply(Matrix<double>.Build.Diagonal(2, 3, 2d)).Equals(tall.Multiply(2d).SubMatrix(0, 8, 0, 2)));
+
+            var wide = Matrix<double>.Build.Random(3, 8, dist);
+            Assert.IsTrue(wide.TransposeAndMultiply(Matrix<double>.Build.DiagonalIdentity(8).Multiply(2d)).Equals(wide.Multiply(2d)));
+            Assert.IsTrue(wide.TransposeAndMultiply(Matrix<double>.Build.Diagonal(10, 8, 2d)).Equals(wide.Multiply(2d).Append(Matrix<double>.Build.Dense(3, 2))));
+            Assert.IsTrue(wide.TransposeAndMultiply(Matrix<double>.Build.Diagonal(2, 8, 2d)).Equals(wide.Multiply(2d).SubMatrix(0, 3, 0, 2)));
+        }
     }
 }

src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs

@@ -381,7 +381,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single
         }
 
         [Test]
-        public void DenseDiagonalMatrixMultiplication()
+        public void DenseDiagonalMatrixMultiply()
         {
             var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister());
 
@@ -397,5 +397,23 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single
             Assert.IsTrue((wide*Matrix<float>.Build.Diagonal(8, 10, 2f)).Equals(wide.Multiply(2f).Append(Matrix<float>.Build.Dense(3, 2))));
             Assert.IsTrue((wide*Matrix<float>.Build.Diagonal(8, 2, 2f)).Equals(wide.Multiply(2f).SubMatrix(0, 3, 0, 2)));
         }
+
+        [Test]
+        public void DenseDiagonalMatrixTransposeAndMultiply()
+        {
+            var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister());
+
+            Assert.IsInstanceOf<DiagonalMatrix>(Matrix<float>.Build.DiagonalIdentity(3, 3));
+
+            var tall = Matrix<float>.Build.Random(8, 3, dist);
+            Assert.IsTrue(tall.TransposeAndMultiply(Matrix<float>.Build.DiagonalIdentity(3).Multiply(2f)).Equals(tall.Multiply(2f)));
+            Assert.IsTrue(tall.TransposeAndMultiply(Matrix<float>.Build.Diagonal(5, 3, 2f)).Equals(tall.Multiply(2f).Append(Matrix<float>.Build.Dense(8, 2))));
+            Assert.IsTrue(tall.TransposeAndMultiply(Matrix<float>.Build.Diagonal(2, 3, 2f)).Equals(tall.Multiply(2f).SubMatrix(0, 8, 0, 2)));
+
+            var wide = Matrix<float>.Build.Random(3, 8, dist);
+            Assert.IsTrue(wide.TransposeAndMultiply(Matrix<float>.Build.DiagonalIdentity(8).Multiply(2f)).Equals(wide.Multiply(2f)));
+            Assert.IsTrue(wide.TransposeAndMultiply(Matrix<float>.Build.Diagonal(10, 8, 2f)).Equals(wide.Multiply(2f).Append(Matrix<float>.Build.Dense(3, 2))));
+            Assert.IsTrue(wide.TransposeAndMultiply(Matrix<float>.Build.Diagonal(2, 8, 2f)).Equals(wide.Multiply(2f).SubMatrix(0, 3, 0, 2)));
+        }
     }
 }