LA: dense-diagonal TransposeThisAndMultiply

src/Numerics/LinearAlgebra/Complex/DenseMatrix.cs

@@ -767,12 +767,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
         {
             var denseOther = other as DenseMatrix;
             var denseResult = result as DenseMatrix;
-
+            if (denseOther != null && denseResult != null)
-            if (denseOther == null || denseResult == null)
-            {
-                base.DoTransposeThisAndMultiply(other, result);
-            }
-            else
             {
                 Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate(
                     Providers.LinearAlgebra.Transpose.Transpose,
@@ -786,7 +781,32 @@ 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(RowCount, other.ColumnCount);
+                if (d < other.ColumnCount)
+                {
+                    result.ClearSubMatrix(0, ColumnCount, RowCount, other.ColumnCount - RowCount);
+                }
+                int index = 0;
+                for (int i = 0; i < ColumnCount; i++)
+                {
+                    for (int j = 0; j < d; j++)
+                    {
+                        result.At(i, j, _values[index]*diagonal[j]);
+                        index++;
+                    }
+                    index += (RowCount - d);
+                }
+                return;
+            }
+
+            base.DoTransposeThisAndMultiply(other, result);
         }
 
         /// <summary>

src/Numerics/LinearAlgebra/Complex32/DenseMatrix.cs

@@ -762,12 +762,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
         {
             var denseOther = other as DenseMatrix;
             var denseResult = result as DenseMatrix;
-
+            if (denseOther != null && denseResult != null)
-            if (denseOther == null || denseResult == null)
-            {
-                base.DoTransposeThisAndMultiply(other, result);
-            }
-            else
             {
                 Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate(
                     Providers.LinearAlgebra.Transpose.Transpose,
@@ -781,7 +776,32 @@ 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(RowCount, other.ColumnCount);
+                if (d < other.ColumnCount)
+                {
+                    result.ClearSubMatrix(0, ColumnCount, RowCount, other.ColumnCount - RowCount);
+                }
+                int index = 0;
+                for (int i = 0; i < ColumnCount; i++)
+                {
+                    for (int j = 0; j < d; j++)
+                    {
+                        result.At(i, j, _values[index]*diagonal[j]);
+                        index++;
+                    }
+                    index += (RowCount - d);
+                }
+                return;
+            }
+
+            base.DoTransposeThisAndMultiply(other, result);
         }
 
         /// <summary>

src/Numerics/LinearAlgebra/Double/DenseMatrix.cs

@@ -742,12 +742,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double
         {
             var denseOther = other as DenseMatrix;
             var denseResult = result as DenseMatrix;
-
+            if (denseOther != null && denseResult != null)
-            if (denseOther == null || denseResult == null)
-            {
-                base.DoTransposeThisAndMultiply(other, result);
-            }
-            else
             {
                 Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate(
                     Providers.LinearAlgebra.Transpose.Transpose,
@@ -761,7 +756,32 @@ 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(RowCount, other.ColumnCount);
+                if (d < other.ColumnCount)
+                {
+                    result.ClearSubMatrix(0, ColumnCount, RowCount, other.ColumnCount - RowCount);
+                }
+                int index = 0;
+                for (int i = 0; i < ColumnCount; i++)
+                {
+                    for (int j = 0; j < d; j++)
+                    {
+                        result.At(i, j, _values[index]*diagonal[j]);
+                        index++;
+                    }
+                    index += (RowCount - d);
+                }
+                return;
+            }
+
+            base.DoTransposeThisAndMultiply(other, result);
         }
 
         /// <summary>

src/Numerics/LinearAlgebra/Single/DenseMatrix.cs

@@ -742,12 +742,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single
         {
             var denseOther = other as DenseMatrix;
             var denseResult = result as DenseMatrix;
-
+            if (denseOther != null && denseResult != null)
-            if (denseOther == null || denseResult == null)
-            {
-                base.DoTransposeThisAndMultiply(other, result);
-            }
-            else
             {
                 Control.LinearAlgebraProvider.MatrixMultiplyWithUpdate(
                     Providers.LinearAlgebra.Transpose.Transpose,
@@ -761,7 +756,32 @@ 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(RowCount, other.ColumnCount);
+                if (d < other.ColumnCount)
+                {
+                    result.ClearSubMatrix(0, ColumnCount, RowCount, other.ColumnCount - RowCount);
+                }
+                int index = 0;
+                for (int i = 0; i < ColumnCount; i++)
+                {
+                    for (int j = 0; j < d; j++)
+                    {
+                        result.At(i, j, _values[index]*diagonal[j]);
+                        index++;
+                    }
+                    index += (RowCount - d);
+                }
+                return;
+            }
+
+            base.DoTransposeThisAndMultiply(other, result);
         }
 
         /// <summary>

src/UnitTests/LinearAlgebraTests/Complex/DiagonalMatrixTests.cs

@@ -390,7 +390,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
         public void DenseDiagonalMatrixMultiply()
         {
             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);
@@ -408,7 +407,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
         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);
@@ -421,5 +419,22 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
             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)));
         }
+
+        [Test]
+        public void DenseDiagonalMatrixTransposeThisAndMultiply()
+        {
+            var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister());
+            Assert.IsInstanceOf<DiagonalMatrix>(Matrix<Complex>.Build.DiagonalIdentity(3, 3));
+
+            var wide = Matrix<Complex>.Build.Random(3, 8, dist);
+            Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix<Complex>.Build.DiagonalIdentity(3).Multiply(2d)).Equals(wide.Transpose().Multiply(2d)));
+            Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix<Complex>.Build.Diagonal(3, 5, 2d)).Equals(wide.Transpose().Multiply(2d).Append(Matrix<Complex>.Build.Dense(8, 2))));
+            Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix<Complex>.Build.Diagonal(3, 2, 2d)).Equals(wide.Transpose().Multiply(2d).SubMatrix(0, 8, 0, 2)));
+
+            var tall = Matrix<Complex>.Build.Random(8, 3, dist);
+            Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix<Complex>.Build.DiagonalIdentity(8).Multiply(2d)).Equals(tall.Transpose().Multiply(2d)));
+            Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix<Complex>.Build.Diagonal(8, 10, 2d)).Equals(tall.Transpose().Multiply(2d).Append(Matrix<Complex>.Build.Dense(3, 2))));
+            Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix<Complex>.Build.Diagonal(8, 2, 2d)).Equals(tall.Transpose().Multiply(2d).SubMatrix(0, 3, 0, 2)));
+        }
     }
 }

src/UnitTests/LinearAlgebraTests/Complex32/DiagonalMatrixTests.cs

@@ -386,7 +386,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32
         public void DenseDiagonalMatrixMultiply()
         {
             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);
@@ -404,7 +403,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32
         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);
@@ -417,5 +415,22 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32
             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)));
         }
+
+        [Test]
+        public void DenseDiagonalMatrixTransposeThisAndMultiply()
+        {
+            var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister());
+            Assert.IsInstanceOf<DiagonalMatrix>(Matrix<Complex32>.Build.DiagonalIdentity(3, 3));
+
+            var wide = Matrix<Complex32>.Build.Random(3, 8, dist);
+            Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix<Complex32>.Build.DiagonalIdentity(3).Multiply(2f)).Equals(wide.Transpose().Multiply(2f)));
+            Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix<Complex32>.Build.Diagonal(3, 5, 2f)).Equals(wide.Transpose().Multiply(2f).Append(Matrix<Complex32>.Build.Dense(8, 2))));
+            Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix<Complex32>.Build.Diagonal(3, 2, 2f)).Equals(wide.Transpose().Multiply(2f).SubMatrix(0, 8, 0, 2)));
+
+            var tall = Matrix<Complex32>.Build.Random(8, 3, dist);
+            Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix<Complex32>.Build.DiagonalIdentity(8).Multiply(2f)).Equals(tall.Transpose().Multiply(2f)));
+            Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix<Complex32>.Build.Diagonal(8, 10, 2f)).Equals(tall.Transpose().Multiply(2f).Append(Matrix<Complex32>.Build.Dense(3, 2))));
+            Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix<Complex32>.Build.Diagonal(8, 2, 2f)).Equals(tall.Transpose().Multiply(2f).SubMatrix(0, 3, 0, 2)));
+        }
     }
 }

src/UnitTests/LinearAlgebraTests/Double/DiagonalMatrixTests.cs

@@ -417,7 +417,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
         public void DenseDiagonalMatrixMultiply()
         {
             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);
@@ -435,7 +434,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
         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);
@@ -448,5 +446,22 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
             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)));
         }
+
+        [Test]
+        public void DenseDiagonalMatrixTransposeThisAndMultiply()
+        {
+            var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister());
+            Assert.IsInstanceOf<DiagonalMatrix>(Matrix<double>.Build.DiagonalIdentity(3, 3));
+
+            var wide = Matrix<double>.Build.Random(3, 8, dist);
+            Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix<double>.Build.DiagonalIdentity(3).Multiply(2d)).Equals(wide.Transpose().Multiply(2d)));
+            Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix<double>.Build.Diagonal(3, 5, 2d)).Equals(wide.Transpose().Multiply(2d).Append(Matrix<double>.Build.Dense(8, 2))));
+            Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix<double>.Build.Diagonal(3, 2, 2d)).Equals(wide.Transpose().Multiply(2d).SubMatrix(0, 8, 0, 2)));
+
+            var tall = Matrix<double>.Build.Random(8, 3, dist);
+            Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix<double>.Build.DiagonalIdentity(8).Multiply(2d)).Equals(tall.Transpose().Multiply(2d)));
+            Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix<double>.Build.Diagonal(8, 10, 2d)).Equals(tall.Transpose().Multiply(2d).Append(Matrix<double>.Build.Dense(3, 2))));
+            Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix<double>.Build.Diagonal(8, 2, 2d)).Equals(tall.Transpose().Multiply(2d).SubMatrix(0, 3, 0, 2)));
+        }
     }
 }

src/UnitTests/LinearAlgebraTests/Single/DiagonalMatrixTests.cs

@@ -384,7 +384,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single
         public void DenseDiagonalMatrixMultiply()
         {
             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);
@@ -402,7 +401,6 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single
         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);
@@ -415,5 +413,22 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single
             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)));
         }
+
+        [Test]
+        public void DenseDiagonalMatrixTransposeThisAndMultiply()
+        {
+            var dist = new ContinuousUniform(-1.0, 1.0, new MersenneTwister());
+            Assert.IsInstanceOf<DiagonalMatrix>(Matrix<float>.Build.DiagonalIdentity(3, 3));
+
+            var wide = Matrix<float>.Build.Random(3, 8, dist);
+            Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix<float>.Build.DiagonalIdentity(3).Multiply(2f)).Equals(wide.Transpose().Multiply(2f)));
+            Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix<float>.Build.Diagonal(3, 5, 2f)).Equals(wide.Transpose().Multiply(2f).Append(Matrix<float>.Build.Dense(8, 2))));
+            Assert.IsTrue(wide.TransposeThisAndMultiply(Matrix<float>.Build.Diagonal(3, 2, 2f)).Equals(wide.Transpose().Multiply(2f).SubMatrix(0, 8, 0, 2)));
+
+            var tall = Matrix<float>.Build.Random(8, 3, dist);
+            Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix<float>.Build.DiagonalIdentity(8).Multiply(2f)).Equals(tall.Transpose().Multiply(2f)));
+            Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix<float>.Build.Diagonal(8, 10, 2f)).Equals(tall.Transpose().Multiply(2f).Append(Matrix<float>.Build.Dense(3, 2))));
+            Assert.IsTrue(tall.TransposeThisAndMultiply(Matrix<float>.Build.Diagonal(8, 2, 2f)).Equals(tall.Transpose().Multiply(2f).SubMatrix(0, 3, 0, 2)));
+        }
     }
 }