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@ -4,7 +4,7 @@ |
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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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// Copyright (c) 2009-2013 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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@ -28,10 +28,9 @@ |
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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using System; |
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using MathNet.Numerics.LinearAlgebra.Factorization; |
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using MathNet.Numerics.Properties; |
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using System; |
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using MathNet.Numerics.Providers.LinearAlgebra; |
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namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization |
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{ |
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@ -44,13 +43,8 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization |
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/// <remarks>
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/// The computation of the QR decomposition is done at construction time by modified Gram-Schmidt Orthogonalization.
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/// </remarks>
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public class DenseGramSchmidt : GramSchmidt |
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public sealed class DenseGramSchmidt : GramSchmidt |
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{ |
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/// <summary>
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/// used for QR solve
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/// </summary>
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private readonly ILinearAlgebraProvider _provider = new ManagedLinearAlgebraProvider(); |
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/// <summary>
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/// Initializes a new instance of the <see cref="DenseGramSchmidt"/> class. This object creates an unitary matrix
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/// using the modified Gram-Schmidt method.
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@ -59,21 +53,23 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization |
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/// <exception cref="ArgumentNullException">If <paramref name="matrix"/> is <c>null</c>.</exception>
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/// <exception cref="ArgumentException">If <paramref name="matrix"/> row count is less then column count</exception>
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/// <exception cref="ArgumentException">If <paramref name="matrix"/> is rank deficient</exception>
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public DenseGramSchmidt(DenseMatrix matrix) |
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public static DenseGramSchmidt Create(DenseMatrix matrix) |
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{ |
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if (matrix == null) |
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{ |
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throw new ArgumentNullException("matrix"); |
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} |
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if (matrix.RowCount < matrix.ColumnCount) |
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{ |
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throw Matrix.DimensionsDontMatch<ArgumentException>(matrix); |
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} |
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Q = matrix.Clone(); |
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MatrixR = matrix.CreateMatrix(matrix.ColumnCount, matrix.ColumnCount); |
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Factorize(((DenseMatrix)Q).Values, Q.RowCount, Q.ColumnCount, ((DenseMatrix)MatrixR).Values); |
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var q = (DenseMatrix)matrix.Clone(); |
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var r = new DenseMatrix(matrix.ColumnCount, matrix.ColumnCount); |
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Factorize(q.Values, q.RowCount, q.ColumnCount, r.Values); |
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return new DenseGramSchmidt(q, r); |
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} |
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DenseGramSchmidt(Matrix<Complex32> q, Matrix<Complex32> rFull) |
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: base(q, rFull) |
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{ |
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} |
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/// <summary>
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@ -133,17 +129,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization |
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/// <param name="result">The left hand side <see cref="Matrix{T}"/>, <b>X</b>.</param>
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public override void Solve(Matrix<Complex32> input, Matrix<Complex32> result) |
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{ |
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// Check for proper arguments.
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if (input == null) |
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{ |
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throw new ArgumentNullException("input"); |
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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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// The solution X should have the same number of columns as B
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if (input.ColumnCount != result.ColumnCount) |
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{ |
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@ -174,7 +159,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization |
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throw new NotSupportedException("Can only do GramSchmidt factorization for dense matrices at the moment."); |
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} |
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_provider.QRSolveFactored(((DenseMatrix)Q).Values, ((DenseMatrix)MatrixR).Values, Q.RowCount, MatrixR.ColumnCount, null, dinput.Values, input.ColumnCount, dresult.Values, QRMethod.Thin); |
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Control.LinearAlgebraProvider.QRSolveFactored(((DenseMatrix)Q).Values, ((DenseMatrix)MatrixR).Values, Q.RowCount, MatrixR.ColumnCount, null, dinput.Values, input.ColumnCount, dresult.Values, QRMethod.Thin); |
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} |
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/// <summary>
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@ -184,16 +169,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization |
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/// <param name="result">The left hand side <see cref="Matrix{T}"/>, <b>x</b>.</param>
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public override void Solve(Vector<Complex32> input, Vector<Complex32> result) |
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{ |
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if (input == null) |
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{ |
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throw new ArgumentNullException("input"); |
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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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// Ax=b where A is an m x n matrix
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// Check that b is a column vector with m entries
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if (Q.RowCount != input.Count) |
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@ -219,7 +194,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization |
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throw new NotSupportedException("Can only do GramSchmidt factorization for dense vectors at the moment."); |
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} |
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_provider.QRSolveFactored(((DenseMatrix)Q).Values, ((DenseMatrix)MatrixR).Values, Q.RowCount, MatrixR.ColumnCount, null, dinput.Values, 1, dresult.Values, QRMethod.Thin); |
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Control.LinearAlgebraProvider.QRSolveFactored(((DenseMatrix)Q).Values, ((DenseMatrix)MatrixR).Values, Q.RowCount, MatrixR.ColumnCount, null, dinput.Values, 1, dresult.Values, QRMethod.Thin); |
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} |
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} |
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} |
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Christoph Ruegg
13 years ago