Merge remote-tracking branch 'Danimoth/symmetric' into la-symmetric

src/Numerics/LinearAlgebra/Complex/SquareMatrix.cs

@@ -0,0 +1,62 @@
+// <copyright file="SquareMatrix.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) 2009-2010 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>
+
+namespace MathNet.Numerics.LinearAlgebra.Complex
+{ 
+    using System;
+    using System.Numerics;
+    using Properties;
+    using Storage;
+
+    /// <summary>
+    /// Abstract class for square matrices. 
+    /// </summary>
+    [Serializable]
+    public abstract class SquareMatrix : Matrix
+    { 
+        /// <summary>
+        ///   Number of rows or columns.
+        /// </summary>
+        protected readonly int Order;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SquareMatrix"/> class. 
+        /// </summary>
+        /// <exception cref="ArgumentException">
+        /// If the matrix is not square.
+        /// </exception>
+        protected SquareMatrix(MatrixStorage<Complex> storage)
+            : base(storage)
+        {
+            if (storage.RowCount != storage.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSquare);
+            }
+
+            Order = storage.RowCount;
+        }
+    }
+}

src/Numerics/LinearAlgebra/Complex/SymmetricDenseMatrix.cs

@@ -0,0 +1,767 @@
+// <copyright file="SymmetricDenseMatrix.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) 2009-2010 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>
+
+namespace MathNet.Numerics.LinearAlgebra.Complex
+{
+    using System;
+    using System.Numerics;
+    using Generic;
+    using MathNet.Numerics.Distributions;
+    using MathNet.Numerics.LinearAlgebra.Storage.Indexers.Static;
+    using Properties;
+    using Storage;
+
+    /// <summary>
+    /// A Symmetric Matrix class with dense storage. 
+    /// </summary>
+    /// <remarks> The underlying storage is a one dimensional array in column-major order.
+    /// The Upper Triangle is stored(it is equal to the Lower Triangle) </remarks>
+    [Serializable]
+    public class SymmetricDenseMatrix : SymmetricMatrix
+    {
+        readonly DenseColumnMajorSymmetricMatrixStorage<Complex> _storage;
+
+        /// <summary>
+        /// Gets the matrix's data.
+        /// </summary>
+        /// <value>The matrix's data.</value>
+        readonly Complex[] _data;
+
+        internal SymmetricDenseMatrix(DenseColumnMajorSymmetricMatrixStorage<Complex> storage)
+            : base(storage)
+        {
+            _storage = storage;
+            _data = _storage.Data;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class. This matrix is square with a given size.
+        /// </summary>
+        /// <param name="order">The order of the matrix.</param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="order"/> is less than one.
+        /// </exception>
+        public SymmetricDenseMatrix(int order)
+            : this(new DenseColumnMajorSymmetricMatrixStorage<Complex>(order))
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class with all entries set to a particular value.
+        /// </summary>
+        /// <param name="order">
+        /// The order of the matrix.
+        /// </param>
+        /// <param name="value">The value which we assign to each element of the matrix.</param>
+        public SymmetricDenseMatrix(int order, Complex value)
+            : this(order)
+        {
+            for (var i = 0; i < _data.Length; i++)
+            {
+                _data[i] = value;
+            }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class from a one dimensional array. This constructor
+        /// will reference the one dimensional array and not copy it.
+        /// </summary>
+        /// <param name="order">The size of the square matrix.</param>
+        /// <param name="array">
+        /// The one dimensional array to create this matrix from. Column-major and row-major order is identical on a symmetric matrix: http://en.wikipedia.org/wiki/Row-major_order 
+        /// </param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="array"/> does not represent a packed array.
+        /// </exception>
+        public SymmetricDenseMatrix(int order, Complex[] array)
+            : this(new DenseColumnMajorSymmetricMatrixStorage<Complex>(order, array))
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class from a 2D array. This constructor
+        /// will allocate a completely new memory block for storing the symmetric dense matrix.
+        /// </summary>
+        /// <param name="array">The 2D array to create this matrix from.</param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="array"/> is not a square array.
+        /// </exception>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="array"/> is not a symmetric array.
+        /// </exception>
+        public SymmetricDenseMatrix(Complex[,] array)
+            : this(array.GetLength(0))
+        {
+            if (!CheckIfSymmetric(array))
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSymmetric);
+            }
+
+            var indexer = new PackedStorageIndexerUpper(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = row; column < Order; column++)
+                {
+                    _data[indexer.Of(row, column)] = array[row, column];
+                }
+            }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class, copying
+        /// the values from the given matrix. Matrix must be Symmetric.
+        /// </summary>
+        /// <param name="matrix">The matrix to copy.</param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="matrix"/> is not a square matrix.
+        /// </exception>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="matrix"/> is not a symmetric matrix.
+        /// </exception>
+        public SymmetricDenseMatrix(Matrix<Complex> matrix)
+            : this(matrix.RowCount)
+        {
+            var symmetricMatrix = matrix as SymmetricDenseMatrix;
+
+            if (!matrix.IsSymmetric)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSymmetric);
+            }
+
+            if (symmetricMatrix == null)
+            {
+                var indexer = new PackedStorageIndexerUpper(Order);
+                for (var row = 0; row < Order; row++)
+                {
+                    for (var column = row; column < Order; column++)
+                    {
+                        _data[indexer.Of(row, column)] = matrix[row, column];
+                    }
+                }
+            }
+            else
+            {
+                matrix.CopyTo(this);
+            }
+        }
+
+        /// <summary>
+        /// Gets the matrix's data.
+        /// </summary>
+        /// <value>The matrix's data.</value>
+        public Complex[] Data
+        {
+            get { return _data; }
+        }
+
+        /// <summary>
+        /// Creates a <c>SymmetricDenseMatrix</c> for the given number of rows and columns. 
+        /// If rows and columns are not equal, returns a <c>DenseMatrix</c> instead. 
+        /// </summary>
+        /// <param name="numberOfRows">
+        /// The number of rows.
+        /// </param>
+        /// <param name="numberOfColumns">
+        /// The number of columns.
+        /// </param>
+        /// <param name="fullyMutable">True if all fields must be mutable (e.g. not a diagonal matrix).</param>
+        /// <returns>
+        /// A <c>DenseMatrix</c> or <c>SymmetricDenseMatrix</c> with the given dimensions.
+        /// </returns>
+        /// /// <exception cref="ArgumentException">
+        /// If <paramref name="numberOfRows"/> is not equal to <paramref name="numberOfColumns"/>. 
+        /// Symmetric arrays are always square
+        /// </exception>
+        public override Matrix<Complex> CreateMatrix(int numberOfRows, int numberOfColumns, bool fullyMutable = false)
+        {
+            if (numberOfRows != numberOfColumns || fullyMutable)
+            {
+                return new DenseMatrix(numberOfRows, numberOfColumns);
+            }
+
+            return new SymmetricDenseMatrix(numberOfRows);
+        }
+
+        /// <summary>
+        /// Creates a <see cref="Vector{T}"/> with a the given dimension.
+        /// </summary>
+        /// <param name="size">The size of the vector.</param>
+        /// <param name="fullyMutable">True if all fields must be mutable.</param>
+        /// <returns>
+        /// A <see cref="Vector{T}"/> with the given dimension.
+        /// </returns>
+        public override Vector<Complex> CreateVector(int size, bool fullyMutable = false)
+        {
+            return new DenseVector(size);
+        }
+
+        #region Static constructors for special matrices.
+
+        /// <summary>
+        /// Initializes a square <see cref="SymmetricDenseMatrix"/> with all zero's except for ones on the diagonal.
+        /// </summary>
+        /// <param name="order">the size of the square matrix.</param>
+        /// <returns>A symmetric dense identity matrix.</returns>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="order"/> is less than one.
+        /// </exception>
+        public static SymmetricDenseMatrix Identity(int order)
+        {
+            var m = new SymmetricDenseMatrix(order);
+            for (var i = 0; i < order; i++)
+            {
+                m.At(i, i, Complex.One);
+            }
+
+            return m;
+        }
+
+        #endregion
+
+        /// <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 add</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 denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoAdd(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.AddArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <summary>
+        /// Subtracts another matrix from this matrix.
+        /// </summary>
+        /// <param name="other">The matrix to subtract.</param>
+        /// <param name="result">The matrix to store the result of the subtraction.</param>
+        protected override void DoSubtract(Matrix<Complex> other, Matrix<Complex> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoSubtract(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.SubtractArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <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)
+        {
+            var denseResult = result as SymmetricDenseMatrix;
+            if (denseResult == null)
+            {
+                base.DoMultiply(scalar, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.ScaleArray(scalar, _data, denseResult._data);
+            }
+        }
+
+        /// <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)
+        {
+            var denseRight = rightSide as DenseVector;
+            var denseResult = result as DenseVector;
+
+            if (denseRight == null || denseResult == null)
+            {
+                base.DoMultiply(rightSide, result);
+            }
+            else
+            {
+                // TODO: Change this when symmetric methods are implemented in the Linear Algebra Providers. 
+                base.DoMultiply(rightSide, result);
+            }
+        }
+
+        /// <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 denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoMultiply(other, result);
+            }
+            else
+            {
+                // TODO: Change this when symmetric methods are implemented in the Linear Algebra Providers.
+                base.DoMultiply(other, result);
+            }
+        }
+
+        /// <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 denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoTransposeAndMultiply(other, result);
+            }
+            else
+            {
+                // TODO: Change this when symmetric methods are implemented in the Linear Algebra Providers.
+                base.DoTransposeAndMultiply(other, result);
+            }
+        }
+
+        /// <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)
+        {
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseResult == null)
+            {
+                base.DoNegate(result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.ScaleArray(-1, _data, denseResult._data);
+            }
+        }
+
+        /// <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)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoPointwiseMultiply(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.PointWiseMultiplyArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <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)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoPointwiseDivide(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.PointWiseDivideArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the lower triangle of this matrix.
+        /// </summary>
+        /// <returns>The lower triangle of this matrix.</returns>  
+        public override Matrix<Complex> LowerTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = 0; column <= row; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the lower triangle of this matrix. The new matrix
+        /// does not contain the diagonal elements of this matrix.
+        /// </summary>
+        /// <returns>The lower triangle of this matrix.</returns>
+        public override Matrix<Complex> StrictlyLowerTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = 0; column < row; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the upper triangle of this matrix.
+        /// </summary>
+        /// <returns>The upper triangle of this matrix.</returns>   
+        public override Matrix<Complex> UpperTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = row; column < Order; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the upper triangle of this matrix. The new matrix
+        /// does not contain the diagonal elements of this matrix.
+        /// </summary>
+        /// <returns>The upper triangle of this matrix.</returns>
+        public override Matrix<Complex> StrictlyUpperTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = row + 1; column < Order; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Computes the trace of this matrix.
+        /// </summary>
+        /// <returns>The trace of this matrix</returns>
+        public override Complex Trace()
+        {
+            // Matrix is always square.
+            var sum = Complex.Zero;
+            for (var i = 0; i < RowCount; i++)
+            {
+                sum += At(i, i);
+            }
+
+            return sum;
+        }
+
+        /// <summary>
+        /// Populates a symmetric matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">The symmetric matrix to populate.</param>
+        /// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
+        protected override void DoRandom(Matrix<Complex> matrix, IContinuousDistribution distribution)
+        {
+            var denseMatrix = matrix as SymmetricDenseMatrix;
+
+            if (denseMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var i = 0; i < denseMatrix._data.Length; i++)
+                {
+                    denseMatrix._data[i] = distribution.Sample();
+                }
+            }
+        }
+
+        /// <summary>
+        /// Populates a symmetric matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">The symmetric matrix to populate.</param>
+        /// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
+        protected override void DoRandom(Matrix<Complex> matrix, IDiscreteDistribution distribution)
+        {
+            var denseMatrix = matrix as SymmetricDenseMatrix;
+
+            if (denseMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var i = 0; i < denseMatrix._data.Length; i++)
+                {
+                    denseMatrix._data[i] = distribution.Sample();
+                }
+            }
+        }
+
+        /// <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 SymmetricDenseMatrix operator +(SymmetricDenseMatrix leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            if (leftSide.RowCount != rightSide.RowCount)
+            {
+                throw new ArgumentOutOfRangeException(Resources.ArgumentMatrixDimensions);
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator +(SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator -(SymmetricDenseMatrix leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            if (leftSide.RowCount != rightSide.RowCount)
+            {
+                throw new ArgumentOutOfRangeException(Resources.ArgumentMatrixDimensions);
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator -(SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator *(SymmetricDenseMatrix leftSide, Complex rightSide)
+        {
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator *(Complex leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator *(SymmetricDenseMatrix leftSide, SymmetricDenseMatrix 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 (SymmetricDenseMatrix)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 DenseVector operator *(SymmetricDenseMatrix leftSide, DenseVector rightSide)
+        {
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            return (DenseVector)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 DenseVector operator *(DenseVector leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (DenseVector)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 SymmetricDenseMatrix operator %(SymmetricDenseMatrix leftSide, Complex rightSide)
+        {
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            return (SymmetricDenseMatrix)leftSide.Modulus(rightSide);
+        }
+    }
+}

src/Numerics/LinearAlgebra/Complex/SymmetricMatrix.cs

@@ -0,0 +1,657 @@
+// <copyright file="SymmetricMatrix.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) 2009-2010 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>
+
+namespace MathNet.Numerics.LinearAlgebra.Complex
+{
+    using System;
+    using System.Numerics;
+    using Generic;
+    using Distributions;
+    using Properties;
+    using Storage;
+
+    /// <summary>
+    /// Abstract class for symmetric matrices. 
+    /// </summary>
+    [Serializable]
+    public abstract class SymmetricMatrix : SquareMatrix
+    {
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricMatrix"/> class.
+        /// </summary>
+        protected SymmetricMatrix(MatrixStorage<Complex> storage)
+            : base(storage)
+        {
+        }
+
+        /// <summary>
+        /// Returns a value indicating whether the array is symmetric.
+        /// </summary>
+        /// <param name="array">
+        /// The array to check for symmetry. 
+        /// </param>
+        /// <returns>
+        /// True is array is symmetric, false if not symmetric. 
+        /// </returns>
+        public static bool CheckIfSymmetric(Complex[,] array)
+        {
+            var rows = array.GetLength(0);
+            var columns = array.GetLength(1);
+
+            if (rows != columns)
+            {
+                return false;
+            }
+
+            for (var row = 0; row < rows; row++)
+            {
+                for (var column = 0; column < columns; column++)
+                {
+                    if (column >= row)
+                    {
+                        continue;
+                    }
+
+                    if (!array[row, column].Equals(array[column, row]))
+                    {
+                        return false;
+                    }
+                }
+            }
+
+            return true;
+        }
+
+        /// <summary>
+        ///   Gets a value indicating whether this matrix is symmetric.
+        /// </summary>
+        public override sealed bool IsSymmetric
+        {
+            get
+            {
+                return true;
+            }
+        }
+
+        /// <summary>
+        /// Returns the transpose of this matrix. The transpose is equal and this method returns a reference to this matrix.
+        /// </summary>
+        /// <returns>
+        /// The transpose of this matrix.
+        /// </returns>
+        public override sealed Matrix<Complex> Transpose()
+        {
+            return this.Clone();
+        }
+
+        /// <summary>
+        /// Returns the conjugate transpose of this matrix.
+        /// </summary>        
+        /// <returns>The conjugate transpose of this matrix.</returns>
+        public override Matrix<Complex> ConjugateTranspose()
+        {
+            var ret = CreateMatrix(ColumnCount, RowCount);
+            for (var row = 0; row < RowCount; row++)
+            {
+                for (var column = row; column < ColumnCount; column++)
+                {
+                    ret.At(row, column, At(column, row).Conjugate());
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Adds another matrix to this matrix.
+        /// </summary>
+        /// <param name="other">The matrix to add to this matrix.</param>
+        /// <returns>The result of the addition.</returns>
+        /// <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>
+        public override Matrix<Complex> Add(Matrix<Complex> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (other.RowCount != RowCount || other.ColumnCount != ColumnCount)
+            {
+                throw DimensionsDontMatch<ArgumentOutOfRangeException>(this, other);
+            }
+
+            Matrix<Complex> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+
+            DoAdd(other, result);
+            return result;
+        }
+
+        /// <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 symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric + non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoAdd(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) + symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Subtracts another matrix from this matrix.
+        /// </summary>
+        /// <param name="other">The matrix to subtract.</param>
+        /// <returns>The result of the subtraction.</returns>
+        /// <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>
+        public override Matrix<Complex> Subtract(Matrix<Complex> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (other.RowCount != RowCount || other.ColumnCount != ColumnCount)
+            {
+                throw DimensionsDontMatch<ArgumentOutOfRangeException>(this, other);
+            }
+
+            Matrix<Complex> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+
+            DoSubtract(other, result);
+            return result;
+        }
+
+
+        /// <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 symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric - non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoSubtract(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) - symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <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)
+        {
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult == null)
+            {
+                base.DoMultiply(scalar, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) * scalar);
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Multiplies the transpose of 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 sealed void DoTransposeThisAndMultiply(Matrix<Complex> other, Matrix<Complex> result)
+        {
+            DoMultiply(other, result);
+        }
+
+        /// <summary>
+        /// Multiplies the transpose of 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 sealed void DoTransposeThisAndMultiply(Vector<Complex> rightSide, Vector<Complex> result)
+        {
+            DoMultiply(rightSide, result);
+        }
+
+        /// <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)
+        {
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult == null)
+            {
+                base.DoNegate(result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column != ColumnCount; column++)
+                    {
+                        symmetricResult[row, column] = -At(row, column);
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Pointwise multiplies this matrix with another matrix.
+        /// </summary>
+        /// <param name="other">The matrix to pointwise multiply with this one.</param>
+        /// <exception cref="ArgumentNullException">If the other matrix is <see langword="null" />.</exception> 
+        /// <exception cref="ArgumentException">If this matrix and <paramref name="other"/> are not the same size.</exception>
+        /// <returns>A new matrix that is the pointwise multiplication of this matrix and <paramref name="other"/>.</returns>
+        public override Matrix<Complex> PointwiseMultiply(Matrix<Complex> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (ColumnCount != other.ColumnCount || RowCount != other.RowCount)
+            {
+                throw DimensionsDontMatch<ArgumentException>(this, other, "other");
+            }
+
+            Matrix<Complex> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+
+            PointwiseMultiply(other, result);
+            return 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)
+        {
+            var symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric pointwise* non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoPointwiseMultiply(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) * symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Pointwise divide this matrix by another matrix.
+        /// </summary>
+        /// <param name="other">The matrix to pointwise subtract this one by.</param>
+        /// <exception cref="ArgumentNullException">If the other matrix is <see langword="null" />.</exception> 
+        /// <exception cref="ArgumentException">If this matrix and <paramref name="other"/> are not the same size.</exception>
+        /// <returns>A new matrix that is the pointwise division of this matrix and <paramref name="other"/>.</returns>
+        public override Matrix<Complex> PointwiseDivide(Matrix<Complex> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (ColumnCount != other.ColumnCount || RowCount != other.RowCount)
+            {
+                throw DimensionsDontMatch<ArgumentException>(this, other);
+            }
+
+            Matrix<Complex> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+
+            PointwiseDivide(other, result);
+            return result;
+        }
+
+        /// <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)
+        {
+            var symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric pointwise/ non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoPointwiseDivide(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) / symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Computes the modulus for each element of the matrix.
+        /// </summary>
+        /// <param name="divisor">
+        /// The divisor to use.
+        /// </param>
+        /// <param name="result">
+        /// Matrix to store the results in.
+        /// </param>
+        protected override void DoModulus(Complex divisor, Matrix<Complex> result)
+        {
+            throw new NotImplementedException();
+        }
+
+        /// <summary>
+        /// Populates a matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">
+        /// The matrix to populate.
+        /// </param>
+        /// <param name="distribution">
+        /// Continuous Random Distribution to generate elements from.
+        /// </param>
+        protected override void DoRandom(Matrix<Complex> matrix, IContinuousDistribution distribution)
+        {
+            var symmetricMatrix = matrix as SymmetricMatrix;
+
+            if (symmetricMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var row = 0; row < matrix.RowCount; row++)
+                {
+                    for (var column = row; column < matrix.ColumnCount; column++)
+                    {
+                        symmetricMatrix.At(row, column, distribution.Sample());
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Populates a matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">
+        /// The matrix to populate.
+        /// </param>
+        /// <param name="distribution">
+        /// Continuous Random Distribution to generate elements from.
+        /// </param>
+        protected override void DoRandom(Matrix<Complex> matrix, IDiscreteDistribution distribution)
+        {
+            var symmetricMatrix = matrix as SymmetricMatrix;
+            if (symmetricMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var row = 0; row < matrix.RowCount; row++)
+                {
+                    for (var column = row; column < matrix.ColumnCount; column++)
+                    {
+                        symmetricMatrix.At(row, column, distribution.Sample());
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Creates a new matrix and inserts the given column at the given index.
+        /// </summary>
+        /// <param name="columnIndex">The index of where to insert the column.</param>
+        /// <param name="column">The column to insert.</param>
+        /// <returns>A new matrix with the inserted column.</returns>
+        /// <exception cref="ArgumentNullException">If <paramref name="column "/> is <see langword="null" />. </exception>
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="columnIndex"/> is &lt; zero or &gt; the number of columns.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> != the number of rows.</exception>
+        public override Matrix<Complex> InsertColumn(int columnIndex, Vector<Complex> column)
+        {
+            throw new InvalidOperationException("Inserting a column is not supported on a symmetric matrix. Symmetric matrices are square");
+        }
+
+        /// <summary>
+        /// Copies the values of the given array to the specified column. The changes retain the symmetry of the matrix. 
+        /// </summary>
+        /// <param name="columnIndex">The column to copy the values to.</param>
+        /// <param name="column">The array to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="column"/> is <see langword="null" />.</exception>        
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="columnIndex"/> is less than zero,
+        /// or greater than or equal to the number of columns.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> does not
+        /// equal the number of rows of this <strong>Matrix</strong>.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> does not
+        /// equal the number of rows of this <strong>Matrix</strong>.</exception>
+        public override void SetColumn(int columnIndex, Complex[] column)
+        {
+            throw new InvalidOperationException("Setting a column is not supported on a symmetric matrix. It will violate symmetry");
+        }
+
+        /// <summary>
+        /// Copies the values of the given Vector to the specified column. The changes retain the symmetry of the matrix. 
+        /// </summary>
+        /// <param name="columnIndex">The column to copy the values to.</param>
+        /// <param name="column">The vector to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="column"/> is <see langword="null" />.</exception>        
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="columnIndex"/> is less than zero,
+        /// or greater than or equal to the number of columns.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> does not
+        /// equal the number of rows of this <strong>Matrix</strong>.</exception>
+        public override void SetColumn(int columnIndex, Vector<Complex> column)
+        {
+            throw new InvalidOperationException("Setting a column is not supported on a symmetric matrix. It will violate symmetry");
+        }
+
+        /// <summary>
+        /// Creates a new matrix and inserts the given row at the given index.
+        /// </summary>
+        /// <param name="rowIndex">The index of where to insert the row.</param>
+        /// <param name="row">The row to insert.</param>
+        /// <returns>A new matrix with the inserted column.</returns>
+        /// <exception cref="ArgumentNullException">If <paramref name="row"/> is <see langword="null" />. </exception>
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="rowIndex"/> is &lt; zero or &gt; the number of rows.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="row"/> != the number of columns.</exception>
+        public override Matrix<Complex> InsertRow(int rowIndex, Vector<Complex> row)
+        {
+            throw new InvalidOperationException("Inserting a row is not supported on a symmetric matrix. Symmetric matrices are square");
+        }
+
+        /// <summary>
+        /// Copies the values of the given Vector to the specified row.
+        /// </summary>
+        /// <param name="rowIndex">The row to copy the values to.</param>
+        /// <param name="row">The vector to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="row"/> is <see langword="null" />.</exception>            
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="rowIndex"/> is less than zero,
+        /// or greater than or equal to the number of rows.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="row"/> does not
+        /// equal the number of columns of this <strong>Matrix</strong>.</exception>
+        public override void SetRow(int rowIndex, Vector<Complex> row)
+        {
+            throw new InvalidOperationException("Setting a row is not supported on a symmetric matrix. It will violate symmetry");
+        }
+
+        /// <summary>
+        /// Copies the values of the given array to the specified row.
+        /// </summary>
+        /// <param name="rowIndex">The row to copy the values to.</param>
+        /// <param name="row">The array to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="row"/> is <see langword="null" />.</exception>  
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="rowIndex"/> is less than zero,
+        /// or greater than or equal to the number of rows.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="row"/> does not
+        /// equal the number of columns of this <strong>Matrix</strong>.</exception>
+        public override void SetRow(int rowIndex, Complex[] row)
+        {
+            throw new InvalidOperationException("Setting a row is not supported on a symmetric matrix. It will violate symmetry");
+        }
+    }
+}

src/Numerics/LinearAlgebra/Complex32/SquareMatrix.cs

@@ -0,0 +1,62 @@
+// <copyright file="SquareMatrix.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) 2009-2010 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>
+
+namespace MathNet.Numerics.LinearAlgebra.Complex32
+{
+    using System;
+    using Numerics;
+    using Properties;
+    using Storage;
+
+    /// <summary>
+    /// Abstract class for square matrices. 
+    /// </summary>
+    [Serializable]
+    public abstract class SquareMatrix : Matrix
+    {
+        /// <summary>
+        ///   Number of rows or columns.
+        /// </summary>
+        protected readonly int Order;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SquareMatrix"/> class. 
+        /// </summary>
+        /// <exception cref="ArgumentException">
+        /// If the matrix is not square.
+        /// </exception>
+        protected SquareMatrix(MatrixStorage<Complex32> storage)
+            : base(storage)
+        {
+            if (storage.RowCount != storage.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSquare);
+            }
+
+            Order = storage.RowCount;
+        }
+    }
+}

src/Numerics/LinearAlgebra/Complex32/SymmetricDenseMatrix.cs

@@ -0,0 +1,767 @@
+// <copyright file="SymmetricDenseMatrix.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) 2009-2010 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>
+
+namespace MathNet.Numerics.LinearAlgebra.Complex32
+{
+    using System;
+    using Numerics;
+    using Generic;
+    using MathNet.Numerics.Distributions;
+    using MathNet.Numerics.LinearAlgebra.Storage.Indexers.Static;
+    using Properties;
+    using Storage;
+
+    /// <summary>
+    /// A Symmetric Matrix class with dense storage. 
+    /// </summary>
+    /// <remarks> The underlying storage is a one dimensional array in column-major order.
+    /// The Upper Triangle is stored(it is equal to the Lower Triangle) </remarks>
+    [Serializable]
+    public class SymmetricDenseMatrix : SymmetricMatrix
+    {
+        readonly DenseColumnMajorSymmetricMatrixStorage<Complex32> _storage;
+
+        /// <summary>
+        /// Gets the matrix's data.
+        /// </summary>
+        /// <value>The matrix's data.</value>
+        readonly Complex32[] _data;
+
+        internal SymmetricDenseMatrix(DenseColumnMajorSymmetricMatrixStorage<Complex32> storage)
+            : base(storage)
+        {
+            _storage = storage;
+            _data = _storage.Data;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class. This matrix is square with a given size.
+        /// </summary>
+        /// <param name="order">The order of the matrix.</param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="order"/> is less than one.
+        /// </exception>
+        public SymmetricDenseMatrix(int order)
+            : this(new DenseColumnMajorSymmetricMatrixStorage<Complex32>(order))
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class with all entries set to a particular value.
+        /// </summary>
+        /// <param name="order">
+        /// The order of the matrix.
+        /// </param>
+        /// <param name="value">The value which we assign to each element of the matrix.</param>
+        public SymmetricDenseMatrix(int order, Complex32 value)
+            : this(order)
+        {
+            for (var i = 0; i < _data.Length; i++)
+            {
+                _data[i] = value;
+            }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class from a one dimensional array. This constructor
+        /// will reference the one dimensional array and not copy it.
+        /// </summary>
+        /// <param name="order">The size of the square matrix.</param>
+        /// <param name="array">
+        /// The one dimensional array to create this matrix from. Column-major and row-major order is identical on a symmetric matrix: http://en.wikipedia.org/wiki/Row-major_order 
+        /// </param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="array"/> does not represent a packed array.
+        /// </exception>
+        public SymmetricDenseMatrix(int order, Complex32[] array)
+            : this(new DenseColumnMajorSymmetricMatrixStorage<Complex32>(order, array))
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class from a 2D array. This constructor
+        /// will allocate a completely new memory block for storing the symmetric dense matrix.
+        /// </summary>
+        /// <param name="array">The 2D array to create this matrix from.</param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="array"/> is not a square array.
+        /// </exception>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="array"/> is not a symmetric array.
+        /// </exception>
+        public SymmetricDenseMatrix(Complex32[,] array)
+            : this(array.GetLength(0))
+        {
+            if (!CheckIfSymmetric(array))
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSymmetric);
+            }
+
+            var indexer = new PackedStorageIndexerUpper(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = row; column < Order; column++)
+                {
+                    _data[indexer.Of(row, column)] = array[row, column];
+                }
+            }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class, copying
+        /// the values from the given matrix. Matrix must be Symmetric.
+        /// </summary>
+        /// <param name="matrix">The matrix to copy.</param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="matrix"/> is not a square matrix.
+        /// </exception>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="matrix"/> is not a symmetric matrix.
+        /// </exception>
+        public SymmetricDenseMatrix(Matrix<Complex32> matrix)
+            : this(matrix.RowCount)
+        {
+            var symmetricMatrix = matrix as SymmetricDenseMatrix;
+
+            if (!matrix.IsSymmetric)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSymmetric);
+            }
+
+            if (symmetricMatrix == null)
+            {
+                var indexer = new PackedStorageIndexerUpper(Order);
+                for (var row = 0; row < Order; row++)
+                {
+                    for (var column = row; column < Order; column++)
+                    {
+                        _data[indexer.Of(row, column)] = matrix[row, column];
+                    }
+                }
+            }
+            else
+            {
+                matrix.CopyTo(this);
+            }
+        }
+
+        /// <summary>
+        /// Gets the matrix's data.
+        /// </summary>
+        /// <value>The matrix's data.</value>
+        public Complex32[] Data
+        {
+            get { return _data; }
+        }
+
+        /// <summary>
+        /// Creates a <c>SymmetricDenseMatrix</c> for the given number of rows and columns. 
+        /// If rows and columns are not equal, returns a <c>DenseMatrix</c> instead. 
+        /// </summary>
+        /// <param name="numberOfRows">
+        /// The number of rows.
+        /// </param>
+        /// <param name="numberOfColumns">
+        /// The number of columns.
+        /// </param>
+        /// <param name="fullyMutable">True if all fields must be mutable (e.g. not a diagonal matrix).</param>
+        /// <returns>
+        /// A <c>DenseMatrix</c> or <c>SymmetricDenseMatrix</c> with the given dimensions.
+        /// </returns>
+        /// /// <exception cref="ArgumentException">
+        /// If <paramref name="numberOfRows"/> is not equal to <paramref name="numberOfColumns"/>. 
+        /// Symmetric arrays are always square
+        /// </exception>
+        public override Matrix<Complex32> CreateMatrix(int numberOfRows, int numberOfColumns, bool fullyMutable = false)
+        {
+            if (numberOfRows != numberOfColumns || fullyMutable)
+            {
+                return new DenseMatrix(numberOfRows, numberOfColumns);
+            }
+
+            return new SymmetricDenseMatrix(numberOfRows);
+        }
+
+        /// <summary>
+        /// Creates a <see cref="Vector{T}"/> with a the given dimension.
+        /// </summary>
+        /// <param name="size">The size of the vector.</param>
+        /// <param name="fullyMutable">True if all fields must be mutable.</param>
+        /// <returns>
+        /// A <see cref="Vector{T}"/> with the given dimension.
+        /// </returns>
+        public override Vector<Complex32> CreateVector(int size, bool fullyMutable = false)
+        {
+            return new DenseVector(size);
+        }
+
+        #region Static constructors for special matrices.
+
+        /// <summary>
+        /// Initializes a square <see cref="SymmetricDenseMatrix"/> with all zero's except for ones on the diagonal.
+        /// </summary>
+        /// <param name="order">the size of the square matrix.</param>
+        /// <returns>A symmetric dense identity matrix.</returns>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="order"/> is less than one.
+        /// </exception>
+        public static SymmetricDenseMatrix Identity(int order)
+        {
+            var m = new SymmetricDenseMatrix(order);
+            for (var i = 0; i < order; i++)
+            {
+                m.At(i, i, Complex32.One);
+            }
+
+            return m;
+        }
+
+        #endregion
+
+        /// <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 add</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<Complex32> other, Matrix<Complex32> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoAdd(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.AddArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <summary>
+        /// Subtracts another matrix from this matrix.
+        /// </summary>
+        /// <param name="other">The matrix to subtract.</param>
+        /// <param name="result">The matrix to store the result of the subtraction.</param>
+        protected override void DoSubtract(Matrix<Complex32> other, Matrix<Complex32> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoSubtract(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.SubtractArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <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(Complex32 scalar, Matrix<Complex32> result)
+        {
+            var denseResult = result as SymmetricDenseMatrix;
+            if (denseResult == null)
+            {
+                base.DoMultiply(scalar, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.ScaleArray(scalar, _data, denseResult._data);
+            }
+        }
+
+        /// <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<Complex32> rightSide, Vector<Complex32> result)
+        {
+            var denseRight = rightSide as DenseVector;
+            var denseResult = result as DenseVector;
+
+            if (denseRight == null || denseResult == null)
+            {
+                base.DoMultiply(rightSide, result);
+            }
+            else
+            {
+                // TODO: Change this when symmetric methods are implemented in the Linear Algebra Providers. 
+                base.DoMultiply(rightSide, result);
+            }
+        }
+
+        /// <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<Complex32> other, Matrix<Complex32> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoMultiply(other, result);
+            }
+            else
+            {
+                // TODO: Change this when symmetric methods are implemented in the Linear Algebra Providers.
+                base.DoMultiply(other, result);
+            }
+        }
+
+        /// <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<Complex32> other, Matrix<Complex32> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoTransposeAndMultiply(other, result);
+            }
+            else
+            {
+                // TODO: Change this when symmetric methods are implemented in the Linear Algebra Providers.
+                base.DoTransposeAndMultiply(other, result);
+            }
+        }
+
+        /// <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<Complex32> result)
+        {
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseResult == null)
+            {
+                base.DoNegate(result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.ScaleArray(-1, _data, denseResult._data);
+            }
+        }
+
+        /// <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<Complex32> other, Matrix<Complex32> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoPointwiseMultiply(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.PointWiseMultiplyArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <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<Complex32> other, Matrix<Complex32> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoPointwiseDivide(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.PointWiseDivideArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the lower triangle of this matrix.
+        /// </summary>
+        /// <returns>The lower triangle of this matrix.</returns>  
+        public override Matrix<Complex32> LowerTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = 0; column <= row; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the lower triangle of this matrix. The new matrix
+        /// does not contain the diagonal elements of this matrix.
+        /// </summary>
+        /// <returns>The lower triangle of this matrix.</returns>
+        public override Matrix<Complex32> StrictlyLowerTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = 0; column < row; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the upper triangle of this matrix.
+        /// </summary>
+        /// <returns>The upper triangle of this matrix.</returns>   
+        public override Matrix<Complex32> UpperTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = row; column < Order; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the upper triangle of this matrix. The new matrix
+        /// does not contain the diagonal elements of this matrix.
+        /// </summary>
+        /// <returns>The upper triangle of this matrix.</returns>
+        public override Matrix<Complex32> StrictlyUpperTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = row + 1; column < Order; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Computes the trace of this matrix.
+        /// </summary>
+        /// <returns>The trace of this matrix</returns>
+        public override Complex32 Trace()
+        {
+            // Matrix is always square.
+            var sum = Complex32.Zero;
+            for (var i = 0; i < RowCount; i++)
+            {
+                sum += At(i, i);
+            }
+
+            return sum;
+        }
+
+        /// <summary>
+        /// Populates a symmetric matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">The symmetric matrix to populate.</param>
+        /// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
+        protected override void DoRandom(Matrix<Complex32> matrix, IContinuousDistribution distribution)
+        {
+            var denseMatrix = matrix as SymmetricDenseMatrix;
+
+            if (denseMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var i = 0; i < denseMatrix._data.Length; i++)
+                {
+                    denseMatrix._data[i] = Convert.ToSingle(distribution.Sample());
+                }
+            }
+        }
+
+        /// <summary>
+        /// Populates a symmetric matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">The symmetric matrix to populate.</param>
+        /// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
+        protected override void DoRandom(Matrix<Complex32> matrix, IDiscreteDistribution distribution)
+        {
+            var denseMatrix = matrix as SymmetricDenseMatrix;
+
+            if (denseMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var i = 0; i < denseMatrix._data.Length; i++)
+                {
+                    denseMatrix._data[i] = distribution.Sample();
+                }
+            }
+        }
+
+        /// <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 SymmetricDenseMatrix operator +(SymmetricDenseMatrix leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            if (leftSide.RowCount != rightSide.RowCount)
+            {
+                throw new ArgumentOutOfRangeException(Resources.ArgumentMatrixDimensions);
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator +(SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator -(SymmetricDenseMatrix leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            if (leftSide.RowCount != rightSide.RowCount)
+            {
+                throw new ArgumentOutOfRangeException(Resources.ArgumentMatrixDimensions);
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator -(SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator *(SymmetricDenseMatrix leftSide, Complex32 rightSide)
+        {
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator *(Complex32 leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator *(SymmetricDenseMatrix leftSide, SymmetricDenseMatrix 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 (SymmetricDenseMatrix)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 DenseVector operator *(SymmetricDenseMatrix leftSide, DenseVector rightSide)
+        {
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            return (DenseVector)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 DenseVector operator *(DenseVector leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (DenseVector)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 SymmetricDenseMatrix operator %(SymmetricDenseMatrix leftSide, Complex32 rightSide)
+        {
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            return (SymmetricDenseMatrix)leftSide.Modulus(rightSide);
+        }
+    }
+}

src/Numerics/LinearAlgebra/Complex32/SymmetricMatrix.cs

@@ -0,0 +1,657 @@
+// <copyright file="SymmetricMatrix.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) 2009-2010 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>
+
+namespace MathNet.Numerics.LinearAlgebra.Complex32
+{
+    using System;
+    using Numerics;
+    using Generic;
+    using Distributions;
+    using Properties;
+    using Storage;
+
+    /// <summary>
+    /// Abstract class for symmetric matrices. 
+    /// </summary>
+    [Serializable]
+    public abstract class SymmetricMatrix : SquareMatrix
+    {
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricMatrix"/> class.
+        /// </summary>
+        protected SymmetricMatrix(MatrixStorage<Complex32> storage)
+            : base(storage)
+        {
+        }
+
+        /// <summary>
+        /// Returns a value indicating whether the array is symmetric.
+        /// </summary>
+        /// <param name="array">
+        /// The array to check for symmetry. 
+        /// </param>
+        /// <returns>
+        /// True is array is symmetric, false if not symmetric. 
+        /// </returns>
+        public static bool CheckIfSymmetric(Complex32[,] array)
+        {
+            var rows = array.GetLength(0);
+            var columns = array.GetLength(1);
+
+            if (rows != columns)
+            {
+                return false;
+            }
+
+            for (var row = 0; row < rows; row++)
+            {
+                for (var column = 0; column < columns; column++)
+                {
+                    if (column >= row)
+                    {
+                        continue;
+                    }
+
+                    if (!array[row, column].Equals(array[column, row]))
+                    {
+                        return false;
+                    }
+                }
+            }
+
+            return true;
+        }
+
+        /// <summary>
+        ///   Gets a value indicating whether this matrix is symmetric.
+        /// </summary>
+        public override sealed bool IsSymmetric
+        {
+            get
+            {
+                return true;
+            }
+        }
+
+        /// <summary>
+        /// Returns the transpose of this matrix. The transpose is equal and this method returns a reference to this matrix.
+        /// </summary>
+        /// <returns>
+        /// The transpose of this matrix.
+        /// </returns>
+        public override sealed Matrix<Complex32> Transpose()
+        {
+            return this.Clone();
+        }
+
+        /// <summary>
+        /// Returns the conjugate transpose of this matrix.
+        /// </summary>        
+        /// <returns>The conjugate transpose of this matrix.</returns>
+        public override Matrix<Complex32> ConjugateTranspose()
+        {
+            var ret = CreateMatrix(ColumnCount, RowCount);
+            for (var row = 0; row < RowCount; row++)
+            {
+                for (var column = row; column < ColumnCount; column++)
+                {
+                    ret.At(row, column, At(column, row).Conjugate());
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Adds another matrix to this matrix.
+        /// </summary>
+        /// <param name="other">The matrix to add to this matrix.</param>
+        /// <returns>The result of the addition.</returns>
+        /// <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>
+        public override Matrix<Complex32> Add(Matrix<Complex32> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (other.RowCount != RowCount || other.ColumnCount != ColumnCount)
+            {
+                throw DimensionsDontMatch<ArgumentOutOfRangeException>(this, other);
+            }
+
+            Matrix<Complex32> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+
+            DoAdd(other, result);
+            return result;
+        }
+
+        /// <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<Complex32> other, Matrix<Complex32> result)
+        {
+            var symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric + non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoAdd(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) + symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Subtracts another matrix from this matrix.
+        /// </summary>
+        /// <param name="other">The matrix to subtract.</param>
+        /// <returns>The result of the subtraction.</returns>
+        /// <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>
+        public override Matrix<Complex32> Subtract(Matrix<Complex32> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (other.RowCount != RowCount || other.ColumnCount != ColumnCount)
+            {
+                throw DimensionsDontMatch<ArgumentOutOfRangeException>(this, other);
+            }
+
+            Matrix<Complex32> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+
+            DoSubtract(other, result);
+            return result;
+        }
+
+
+        /// <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<Complex32> other, Matrix<Complex32> result)
+        {
+            var symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric - non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoSubtract(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) - symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <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(Complex32 scalar, Matrix<Complex32> result)
+        {
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult == null)
+            {
+                base.DoMultiply(scalar, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) * scalar);
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Multiplies the transpose of 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 sealed void DoTransposeThisAndMultiply(Matrix<Complex32> other, Matrix<Complex32> result)
+        {
+            DoMultiply(other, result);
+        }
+
+        /// <summary>
+        /// Multiplies the transpose of 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 sealed void DoTransposeThisAndMultiply(Vector<Complex32> rightSide, Vector<Complex32> result)
+        {
+            DoMultiply(rightSide, result);
+        }
+
+        /// <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<Complex32> result)
+        {
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult == null)
+            {
+                base.DoNegate(result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column != ColumnCount; column++)
+                    {
+                        symmetricResult[row, column] = -At(row, column);
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Pointwise multiplies this matrix with another matrix.
+        /// </summary>
+        /// <param name="other">The matrix to pointwise multiply with this one.</param>
+        /// <exception cref="ArgumentNullException">If the other matrix is <see langword="null" />.</exception> 
+        /// <exception cref="ArgumentException">If this matrix and <paramref name="other"/> are not the same size.</exception>
+        /// <returns>A new matrix that is the pointwise multiplication of this matrix and <paramref name="other"/>.</returns>
+        public override Matrix<Complex32> PointwiseMultiply(Matrix<Complex32> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (ColumnCount != other.ColumnCount || RowCount != other.RowCount)
+            {
+                throw DimensionsDontMatch<ArgumentException>(this, other, "other");
+            }
+
+            Matrix<Complex32> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+
+            PointwiseMultiply(other, result);
+            return 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<Complex32> other, Matrix<Complex32> result)
+        {
+            var symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric pointwise* non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoPointwiseMultiply(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) * symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Pointwise divide this matrix by another matrix.
+        /// </summary>
+        /// <param name="other">The matrix to pointwise subtract this one by.</param>
+        /// <exception cref="ArgumentNullException">If the other matrix is <see langword="null" />.</exception> 
+        /// <exception cref="ArgumentException">If this matrix and <paramref name="other"/> are not the same size.</exception>
+        /// <returns>A new matrix that is the pointwise division of this matrix and <paramref name="other"/>.</returns>
+        public override Matrix<Complex32> PointwiseDivide(Matrix<Complex32> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (ColumnCount != other.ColumnCount || RowCount != other.RowCount)
+            {
+                throw DimensionsDontMatch<ArgumentException>(this, other);
+            }
+
+            Matrix<Complex32> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+
+            PointwiseDivide(other, result);
+            return result;
+        }
+
+        /// <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<Complex32> other, Matrix<Complex32> result)
+        {
+            var symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric pointwise/ non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoPointwiseDivide(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) / symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Computes the modulus for each element of the matrix.
+        /// </summary>
+        /// <param name="divisor">
+        /// The divisor to use.
+        /// </param>
+        /// <param name="result">
+        /// Matrix to store the results in.
+        /// </param>
+        protected override void DoModulus(Complex32 divisor, Matrix<Complex32> result)
+        {
+            throw new NotImplementedException();
+        }
+
+        /// <summary>
+        /// Populates a matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">
+        /// The matrix to populate.
+        /// </param>
+        /// <param name="distribution">
+        /// Continuous Random Distribution to generate elements from.
+        /// </param>
+        protected override void DoRandom(Matrix<Complex32> matrix, IContinuousDistribution distribution)
+        {
+            var symmetricMatrix = matrix as SymmetricMatrix;
+
+            if (symmetricMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var row = 0; row < matrix.RowCount; row++)
+                {
+                    for (var column = row; column < matrix.ColumnCount; column++)
+                    {
+                        symmetricMatrix.At(row, column, Convert.ToSingle(distribution.Sample()));
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Populates a matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">
+        /// The matrix to populate.
+        /// </param>
+        /// <param name="distribution">
+        /// Continuous Random Distribution to generate elements from.
+        /// </param>
+        protected override void DoRandom(Matrix<Complex32> matrix, IDiscreteDistribution distribution)
+        {
+            var symmetricMatrix = matrix as SymmetricMatrix;
+            if (symmetricMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var row = 0; row < matrix.RowCount; row++)
+                {
+                    for (var column = row; column < matrix.ColumnCount; column++)
+                    {
+                        symmetricMatrix.At(row, column, distribution.Sample());
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Creates a new matrix and inserts the given column at the given index.
+        /// </summary>
+        /// <param name="columnIndex">The index of where to insert the column.</param>
+        /// <param name="column">The column to insert.</param>
+        /// <returns>A new matrix with the inserted column.</returns>
+        /// <exception cref="ArgumentNullException">If <paramref name="column "/> is <see langword="null" />. </exception>
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="columnIndex"/> is &lt; zero or &gt; the number of columns.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> != the number of rows.</exception>
+        public override Matrix<Complex32> InsertColumn(int columnIndex, Vector<Complex32> column)
+        {
+            throw new InvalidOperationException("Inserting a column is not supported on a symmetric matrix. Symmetric matrices are square");
+        }
+
+        /// <summary>
+        /// Copies the values of the given array to the specified column. The changes retain the symmetry of the matrix. 
+        /// </summary>
+        /// <param name="columnIndex">The column to copy the values to.</param>
+        /// <param name="column">The array to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="column"/> is <see langword="null" />.</exception>        
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="columnIndex"/> is less than zero,
+        /// or greater than or equal to the number of columns.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> does not
+        /// equal the number of rows of this <strong>Matrix</strong>.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> does not
+        /// equal the number of rows of this <strong>Matrix</strong>.</exception>
+        public override void SetColumn(int columnIndex, Complex32[] column)
+        {
+            throw new InvalidOperationException("Setting a column is not supported on a symmetric matrix. It will violate symmetry");
+        }
+
+        /// <summary>
+        /// Copies the values of the given Vector to the specified column. The changes retain the symmetry of the matrix. 
+        /// </summary>
+        /// <param name="columnIndex">The column to copy the values to.</param>
+        /// <param name="column">The vector to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="column"/> is <see langword="null" />.</exception>        
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="columnIndex"/> is less than zero,
+        /// or greater than or equal to the number of columns.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> does not
+        /// equal the number of rows of this <strong>Matrix</strong>.</exception>
+        public override void SetColumn(int columnIndex, Vector<Complex32> column)
+        {
+            throw new InvalidOperationException("Setting a column is not supported on a symmetric matrix. It will violate symmetry");
+        }
+
+        /// <summary>
+        /// Creates a new matrix and inserts the given row at the given index.
+        /// </summary>
+        /// <param name="rowIndex">The index of where to insert the row.</param>
+        /// <param name="row">The row to insert.</param>
+        /// <returns>A new matrix with the inserted column.</returns>
+        /// <exception cref="ArgumentNullException">If <paramref name="row"/> is <see langword="null" />. </exception>
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="rowIndex"/> is &lt; zero or &gt; the number of rows.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="row"/> != the number of columns.</exception>
+        public override Matrix<Complex32> InsertRow(int rowIndex, Vector<Complex32> row)
+        {
+            throw new InvalidOperationException("Inserting a row is not supported on a symmetric matrix. Symmetric matrices are square");
+        }
+
+        /// <summary>
+        /// Copies the values of the given Vector to the specified row.
+        /// </summary>
+        /// <param name="rowIndex">The row to copy the values to.</param>
+        /// <param name="row">The vector to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="row"/> is <see langword="null" />.</exception>            
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="rowIndex"/> is less than zero,
+        /// or greater than or equal to the number of rows.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="row"/> does not
+        /// equal the number of columns of this <strong>Matrix</strong>.</exception>
+        public override void SetRow(int rowIndex, Vector<Complex32> row)
+        {
+            throw new InvalidOperationException("Setting a row is not supported on a symmetric matrix. It will violate symmetry");
+        }
+
+        /// <summary>
+        /// Copies the values of the given array to the specified row.
+        /// </summary>
+        /// <param name="rowIndex">The row to copy the values to.</param>
+        /// <param name="row">The array to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="row"/> is <see langword="null" />.</exception>  
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="rowIndex"/> is less than zero,
+        /// or greater than or equal to the number of rows.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="row"/> does not
+        /// equal the number of columns of this <strong>Matrix</strong>.</exception>
+        public override void SetRow(int rowIndex, Complex32[] row)
+        {
+            throw new InvalidOperationException("Setting a row is not supported on a symmetric matrix. It will violate symmetry");
+        }
+    }
+}

src/Numerics/LinearAlgebra/Double/SquareMatrix.cs

@@ -0,0 +1,61 @@
+// <copyright file="SquareMatrix.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) 2009-2010 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>
+
+namespace MathNet.Numerics.LinearAlgebra.Double
+{
+    using System;
+    using Properties;
+    using Storage;
+
+    /// <summary>
+    /// Abstract class for square matrices. 
+    /// </summary>
+    [Serializable]
+    public abstract class SquareMatrix : Matrix
+    {
+        /// <summary>
+        ///   Number of rows or columns.
+        /// </summary>
+        protected readonly int Order;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SquareMatrix"/> class. 
+        /// </summary>
+        /// <exception cref="ArgumentException">
+        /// If the matrix is not square.
+        /// </exception>
+        protected SquareMatrix(MatrixStorage<double> storage)
+            : base(storage)
+        {
+            if (storage.RowCount != storage.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSquare);
+            }
+
+            Order = storage.RowCount;
+        }
+    }
+}

src/Numerics/LinearAlgebra/Double/SymmetricDenseMatrix.cs

@@ -0,0 +1,794 @@
+// <copyright file="SymmetricDenseMatrix.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) 2009-2010 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>
+
+namespace MathNet.Numerics.LinearAlgebra.Double
+{
+    using System;
+    using Generic;
+    using MathNet.Numerics.Distributions;
+    using MathNet.Numerics.LinearAlgebra.Storage.Indexers.Static;
+    using MathNet.Numerics.Threading;
+    using Properties;
+    using Storage;
+
+    /// <summary>
+    /// A Symmetric Matrix class with dense storage. 
+    /// </summary>
+    /// <remarks> The underlying storage is a one dimensional array in column-major order.
+    /// The Upper Triangle is stored(it is equal to the Lower Triangle) </remarks>
+    [Serializable]
+    public class SymmetricDenseMatrix : SymmetricMatrix
+    {
+        readonly DenseColumnMajorSymmetricMatrixStorage<double> _storage;
+
+        /// <summary>
+        /// Gets the matrix's data.
+        /// </summary>
+        /// <value>The matrix's data.</value>
+        readonly double[] _data;
+
+        internal SymmetricDenseMatrix(DenseColumnMajorSymmetricMatrixStorage<double> storage)
+            : base(storage)
+        {
+            _storage = storage;
+            _data = _storage.Data;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class. This matrix is square with a given size.
+        /// </summary>
+        /// <param name="order">The order of the matrix.</param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="order"/> is less than one.
+        /// </exception>
+        public SymmetricDenseMatrix(int order)
+            : this(new DenseColumnMajorSymmetricMatrixStorage<double>(order))
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class with all entries set to a particular value.
+        /// </summary>
+        /// <param name="order">
+        /// The order of the matrix.
+        /// </param>
+        /// <param name="value">The value which we assign to each element of the matrix.</param>
+        public SymmetricDenseMatrix(int order, double value)
+            : this(order)
+        {
+            for (var i = 0; i < _data.Length; i++)
+            {
+                _data[i] = value;
+            }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class from a one dimensional array. This constructor
+        /// will reference the one dimensional array and not copy it.
+        /// </summary>
+        /// <param name="order">The size of the square matrix.</param>
+        /// <param name="array">
+        /// The one dimensional array to create this matrix from. Column-major and row-major order is identical on a symmetric matrix: http://en.wikipedia.org/wiki/Row-major_order 
+        /// </param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="array"/> does not represent a packed array.
+        /// </exception>
+        public SymmetricDenseMatrix(int order, double[] array)
+            : this(new DenseColumnMajorSymmetricMatrixStorage<double>(order, array))
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class from a 2D array. This constructor
+        /// will allocate a completely new memory block for storing the symmetric dense matrix.
+        /// </summary>
+        /// <param name="array">The 2D array to create this matrix from.</param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="array"/> is not a square array.
+        /// </exception>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="array"/> is not a symmetric array.
+        /// </exception>
+        public SymmetricDenseMatrix(double[,] array)
+            : this(array.GetLength(0))
+        {
+            if (!CheckIfSymmetric(array))
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSymmetric);
+            }
+
+            var indexer = new PackedStorageIndexerUpper(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = row; column < Order; column++)
+                {
+                    _data[indexer.Of(row, column)] = array[row, column];
+                }
+            }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class, copying
+        /// the values from the given matrix. Matrix must be Symmetric.
+        /// </summary>
+        /// <param name="matrix">The matrix to copy.</param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="matrix"/> is not a square matrix.
+        /// </exception>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="matrix"/> is not a symmetric matrix.
+        /// </exception>
+        public SymmetricDenseMatrix(Matrix<double> matrix)
+            : this(matrix.RowCount)
+        {
+            var symmetricMatrix = matrix as SymmetricDenseMatrix;
+
+            if (!matrix.IsSymmetric)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSymmetric);
+            }
+
+            if (symmetricMatrix == null)
+            {
+                var indexer = new PackedStorageIndexerUpper(Order);
+                for (var row = 0; row < Order; row++)
+                {
+                    for (var column = row; column < Order; column++)
+                    {
+                        _data[indexer.Of(row, column)] = matrix[row, column];
+                    }
+                }
+            }
+            else
+            {
+                matrix.CopyTo(this);
+            }
+        }
+
+        /// <summary>
+        /// Gets the matrix's data.
+        /// </summary>
+        /// <value>The matrix's data.</value>
+        public double[] Data
+        {
+            get { return _data; }
+        }
+
+        /// <summary>
+        /// Creates a <c>SymmetricDenseMatrix</c> for the given number of rows and columns. 
+        /// If rows and columns are not equal, returns a <c>DenseMatrix</c> instead. 
+        /// </summary>
+        /// <param name="numberOfRows">
+        /// The number of rows.
+        /// </param>
+        /// <param name="numberOfColumns">
+        /// The number of columns.
+        /// </param>
+        /// <param name="fullyMutable">True if all fields must be mutable (e.g. not a diagonal matrix).</param>
+        /// <returns>
+        /// A <c>DenseMatrix</c> or <c>SymmetricDenseMatrix</c> with the given dimensions.
+        /// </returns>
+        /// /// <exception cref="ArgumentException">
+        /// If <paramref name="numberOfRows"/> is not equal to <paramref name="numberOfColumns"/>. 
+        /// Symmetric arrays are always square
+        /// </exception>
+        public override Matrix<double> CreateMatrix(int numberOfRows, int numberOfColumns, bool fullyMutable = false)
+        {
+            if (numberOfRows != numberOfColumns || fullyMutable)
+            {
+                return new DenseMatrix(numberOfRows, numberOfColumns);
+            }
+
+            return new SymmetricDenseMatrix(numberOfRows);
+        }
+
+        /// <summary>
+        /// Creates a <see cref="Vector{T}"/> with a the given dimension.
+        /// </summary>
+        /// <param name="size">The size of the vector.</param>
+        /// <param name="fullyMutable">True if all fields must be mutable.</param>
+        /// <returns>
+        /// A <see cref="Vector{T}"/> with the given dimension.
+        /// </returns>
+        public override Vector<double> CreateVector(int size, bool fullyMutable = false)
+        {
+            return new DenseVector(size);
+        }
+
+        #region Static constructors for special matrices.
+
+        /// <summary>
+        /// Initializes a square <see cref="SymmetricDenseMatrix"/> with all zero's except for ones on the diagonal.
+        /// </summary>
+        /// <param name="order">the size of the square matrix.</param>
+        /// <returns>A symmetric dense identity matrix.</returns>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="order"/> is less than one.
+        /// </exception>
+        public static SymmetricDenseMatrix Identity(int order)
+        {
+            var m = new SymmetricDenseMatrix(order);
+            for (var i = 0; i < order; i++)
+            {
+                m.At(i, i, 1.0);
+            }
+
+            return m;
+        }
+
+        #endregion
+
+        /// <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 add</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<double> other, Matrix<double> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoAdd(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.AddArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <summary>
+        /// Subtracts another matrix from this matrix.
+        /// </summary>
+        /// <param name="other">The matrix to subtract.</param>
+        /// <param name="result">The matrix to store the result of the subtraction.</param>
+        protected override void DoSubtract(Matrix<double> other, Matrix<double> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoSubtract(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.SubtractArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <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(double scalar, Matrix<double> result)
+        {
+            var denseResult = result as SymmetricDenseMatrix;
+            if (denseResult == null)
+            {
+                base.DoMultiply(scalar, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.ScaleArray(scalar, _data, denseResult._data);
+            }
+        }
+
+        /// <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<double> rightSide, Vector<double> result)
+        {
+            var denseRight = rightSide as DenseVector;
+            var denseResult = result as DenseVector;
+
+            if (denseRight == null || denseResult == null)
+            {
+                base.DoMultiply(rightSide, result);
+            }
+            else
+            {
+                // TODO: Change this when symmetric methods are implemented in the Linear Algebra Providers. 
+                base.DoMultiply(rightSide, result);
+            }
+        }
+
+        /// <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<double> other, Matrix<double> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoMultiply(other, result);
+            }
+            else
+            {
+                // TODO: Change this when symmetric methods are implemented in the Linear Algebra Providers.
+                base.DoMultiply(other, result);
+            }
+        }
+
+        /// <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<double> other, Matrix<double> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoTransposeAndMultiply(other, result);
+            }
+            else
+            {
+                // TODO: Change this when symmetric methods are implemented in the Linear Algebra Providers.
+                base.DoTransposeAndMultiply(other, result);
+            }
+        }
+
+        /// <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<double> result)
+        {
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseResult == null)
+            {
+                base.DoNegate(result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.ScaleArray(-1, _data, denseResult._data);
+            }
+        }
+
+        /// <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<double> other, Matrix<double> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoPointwiseMultiply(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.PointWiseMultiplyArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <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<double> other, Matrix<double> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoPointwiseDivide(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.PointWiseDivideArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the lower triangle of this matrix.
+        /// </summary>
+        /// <returns>The lower triangle of this matrix.</returns>  
+        public override Matrix<double> LowerTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = 0; column <= row; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the lower triangle of this matrix. The new matrix
+        /// does not contain the diagonal elements of this matrix.
+        /// </summary>
+        /// <returns>The lower triangle of this matrix.</returns>
+        public override Matrix<double> StrictlyLowerTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = 0; column < row; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the upper triangle of this matrix.
+        /// </summary>
+        /// <returns>The upper triangle of this matrix.</returns>   
+        public override Matrix<double> UpperTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = row; column < Order; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the upper triangle of this matrix. The new matrix
+        /// does not contain the diagonal elements of this matrix.
+        /// </summary>
+        /// <returns>The upper triangle of this matrix.</returns>
+        public override Matrix<double> StrictlyUpperTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = row + 1; column < Order; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Computes the modulus for each element of the matrix.
+        /// </summary>
+        /// <param name="divisor">The divisor to use.</param>
+        /// <param name="result">Matrix to store the results in.</param>
+        protected override void DoModulus(double divisor, Matrix<double> result)
+        {
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseResult == null)
+            {
+                base.DoModulus(divisor, result);
+            }
+            else
+            {
+                if (!ReferenceEquals(this, result))
+                {
+                    CopyTo(result);
+                }
+
+                CommonParallel.For(
+                    0,
+                    _data.Length,
+                    index => denseResult._data[index] %= divisor);
+            }
+        }
+
+        /// <summary>
+        /// Computes the trace of this matrix.
+        /// </summary>
+        /// <returns>The trace of this matrix</returns>
+        public override double Trace()
+        {
+            // Matrix is always square.
+            var sum = 0.0;
+            for (var i = 0; i < RowCount; i++)
+            {
+                sum += At(i, i);
+            }
+
+            return sum;
+        }
+
+        /// <summary>
+        /// Populates a symmetric matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">The symmetric matrix to populate.</param>
+        /// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
+        protected override void DoRandom(Matrix<double> matrix, IContinuousDistribution distribution)
+        {
+            var denseMatrix = matrix as SymmetricDenseMatrix;
+
+            if (denseMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var i = 0; i < denseMatrix._data.Length; i++)
+                {
+                    denseMatrix._data[i] = distribution.Sample();
+                }
+            }
+        }
+
+        /// <summary>
+        /// Populates a symmetric matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">The symmetric matrix to populate.</param>
+        /// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
+        protected override void DoRandom(Matrix<double> matrix, IDiscreteDistribution distribution)
+        {
+            var denseMatrix = matrix as SymmetricDenseMatrix;
+
+            if (denseMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var i = 0; i < denseMatrix._data.Length; i++)
+                {
+                    denseMatrix._data[i] = distribution.Sample();
+                }
+            }
+        }
+
+        /// <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 SymmetricDenseMatrix operator +(SymmetricDenseMatrix leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            if (leftSide.RowCount != rightSide.RowCount)
+            {
+                throw new ArgumentOutOfRangeException(Resources.ArgumentMatrixDimensions);
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator +(SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator -(SymmetricDenseMatrix leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            if (leftSide.RowCount != rightSide.RowCount)
+            {
+                throw new ArgumentOutOfRangeException(Resources.ArgumentMatrixDimensions);
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator -(SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator *(SymmetricDenseMatrix leftSide, double rightSide)
+        {
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator *(double leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator *(SymmetricDenseMatrix leftSide, SymmetricDenseMatrix 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 (SymmetricDenseMatrix)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 DenseVector operator *(SymmetricDenseMatrix leftSide, DenseVector rightSide)
+        {
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            return (DenseVector)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 DenseVector operator *(DenseVector leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (DenseVector)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 SymmetricDenseMatrix operator %(SymmetricDenseMatrix leftSide, double rightSide)
+        {
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            return (SymmetricDenseMatrix)leftSide.Modulus(rightSide);
+        }
+    }
+}

src/Numerics/LinearAlgebra/Double/SymmetricMatrix.cs

@@ -0,0 +1,653 @@
+// <copyright file="SymmetricMatrix.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) 2009-2010 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>
+
+namespace MathNet.Numerics.LinearAlgebra.Double
+{
+    using System;
+    using Generic;
+    using Distributions;
+    using Properties;
+    using Storage;
+
+    /// <summary>
+    /// Abstract class for symmetric matrices. 
+    /// </summary>
+    [Serializable]
+    public abstract class SymmetricMatrix : SquareMatrix
+    {
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricMatrix"/> class.
+        /// </summary>
+        protected SymmetricMatrix(MatrixStorage<double> storage)
+            : base(storage)
+        {
+        }
+
+        /// <summary>
+        /// Returns a value indicating whether the array is symmetric.
+        /// </summary>
+        /// <param name="array">
+        /// The array to check for symmetry. 
+        /// </param>
+        /// <returns>
+        /// True is array is symmetric, false if not symmetric. 
+        /// </returns>
+        public static bool CheckIfSymmetric(double[,] array)
+        {
+            var rows = array.GetLength(0);
+            var columns = array.GetLength(1);
+
+            if (rows != columns)
+            {
+                return false;
+            }
+
+            for (var row = 0; row < rows; row++)
+            {
+                for (var column = 0; column < columns; column++)
+                {
+                    if (column >= row)
+                    {
+                        continue;
+                    }
+
+                    if (!array[row, column].Equals(array[column, row]))
+                    {
+                        return false;
+                    }
+                }
+            }
+
+            return true;
+        }
+
+        /// <summary>
+        ///   Gets a value indicating whether this matrix is symmetric.
+        /// </summary>
+        public override sealed bool IsSymmetric
+        {
+            get
+            {
+                return true;
+            }
+        }
+
+        /// <summary>
+        /// Returns the transpose of this matrix. The transpose is equal and this method returns a reference to this matrix.
+        /// </summary>
+        /// <returns>
+        /// The transpose of this matrix.
+        /// </returns>
+        public override sealed Matrix<double> Transpose()
+        {
+            return this.Clone();
+        }
+
+        /// <summary>
+        /// Adds another matrix to this matrix.
+        /// </summary>
+        /// <param name="other">The matrix to add to this matrix.</param>
+        /// <returns>The result of the addition.</returns>
+        /// <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>
+        public override Matrix<double> Add(Matrix<double> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (other.RowCount != RowCount || other.ColumnCount != ColumnCount)
+            {
+                throw DimensionsDontMatch<ArgumentOutOfRangeException>(this, other);
+            }
+
+            Matrix<double> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+             
+            DoAdd(other, result);
+            return result;
+        }
+
+        /// <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<double> other, Matrix<double> result)
+        {
+            var symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric + non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoAdd(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) + symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Subtracts another matrix from this matrix.
+        /// </summary>
+        /// <param name="other">The matrix to subtract.</param>
+        /// <returns>The result of the subtraction.</returns>
+        /// <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>
+        public override Matrix<double> Subtract(Matrix<double> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (other.RowCount != RowCount || other.ColumnCount != ColumnCount)
+            {
+                throw DimensionsDontMatch<ArgumentOutOfRangeException>(this, other);
+            }
+
+            Matrix<double> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+
+            DoSubtract(other, result);
+            return result;
+        }
+
+
+        /// <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<double> other, Matrix<double> result)
+        {
+            var symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric - non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoSubtract(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) - symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <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(double scalar, Matrix<double> result)
+        {
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult == null)
+            {
+                base.DoMultiply(scalar, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) * scalar);
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Multiplies the transpose of 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 sealed void DoTransposeThisAndMultiply(Matrix<double> other, Matrix<double> result)
+        {
+            DoMultiply(other, result);
+        }
+
+        /// <summary>
+        /// Multiplies the transpose of 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 sealed void DoTransposeThisAndMultiply(Vector<double> rightSide, Vector<double> result)
+        {
+            DoMultiply(rightSide, result);
+        }
+
+        /// <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<double> result)
+        {
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult == null)
+            {
+                base.DoNegate(result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column != ColumnCount; column++)
+                    {
+                        symmetricResult[row, column] = -At(row, column);
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Pointwise multiplies this matrix with another matrix.
+        /// </summary>
+        /// <param name="other">The matrix to pointwise multiply with this one.</param>
+        /// <exception cref="ArgumentNullException">If the other matrix is <see langword="null" />.</exception> 
+        /// <exception cref="ArgumentException">If this matrix and <paramref name="other"/> are not the same size.</exception>
+        /// <returns>A new matrix that is the pointwise multiplication of this matrix and <paramref name="other"/>.</returns>
+        public override Matrix<double> PointwiseMultiply(Matrix<double> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (ColumnCount != other.ColumnCount || RowCount != other.RowCount)
+            {
+                throw DimensionsDontMatch<ArgumentException>(this, other, "other");
+            }
+
+            Matrix<double> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+
+            PointwiseMultiply(other, result);
+            return 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<double> other, Matrix<double> result)
+        {
+            var symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric pointwise* non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoPointwiseMultiply(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) * symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Pointwise divide this matrix by another matrix.
+        /// </summary>
+        /// <param name="other">The matrix to pointwise subtract this one by.</param>
+        /// <exception cref="ArgumentNullException">If the other matrix is <see langword="null" />.</exception> 
+        /// <exception cref="ArgumentException">If this matrix and <paramref name="other"/> are not the same size.</exception>
+        /// <returns>A new matrix that is the pointwise division of this matrix and <paramref name="other"/>.</returns>
+        public override Matrix<double> PointwiseDivide(Matrix<double> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (ColumnCount != other.ColumnCount || RowCount != other.RowCount)
+            {
+                throw DimensionsDontMatch<ArgumentException>(this, other);
+            }
+
+            Matrix<double> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+
+            PointwiseDivide(other, result);
+            return result;
+        }
+
+        /// <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<double> other, Matrix<double> result)
+        {
+            var symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric pointwise/ non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoPointwiseDivide(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) / symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Computes the modulus for each element of the matrix.
+        /// </summary>
+        /// <param name="divisor">
+        /// The divisor to use.
+        /// </param>
+        /// <param name="result">
+        /// Matrix to store the results in.
+        /// </param>
+        protected override void DoModulus(double divisor, Matrix<double> result)
+        {
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult == null)
+            {
+                base.DoModulus(divisor, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) % divisor);
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Populates a matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">
+        /// The matrix to populate.
+        /// </param>
+        /// <param name="distribution">
+        /// Continuous Random Distribution to generate elements from.
+        /// </param>
+        protected override void DoRandom(Matrix<double> matrix, IContinuousDistribution distribution)
+        {
+            var symmetricMatrix = matrix as SymmetricMatrix;
+
+            if (symmetricMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var row = 0; row < matrix.RowCount; row++)
+                {
+                    for (var column = row; column < matrix.ColumnCount; column++)
+                    {
+                        symmetricMatrix.At(row, column, distribution.Sample());
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Populates a matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">
+        /// The matrix to populate.
+        /// </param>
+        /// <param name="distribution">
+        /// Continuous Random Distribution to generate elements from.
+        /// </param>
+        protected override void DoRandom(Matrix<double> matrix, IDiscreteDistribution distribution)
+        {
+            var symmetricMatrix = matrix as SymmetricMatrix;
+            if (symmetricMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var row = 0; row < matrix.RowCount; row++)
+                {
+                    for (var column = row; column < matrix.ColumnCount; column++)
+                    {
+                        symmetricMatrix.At(row, column, distribution.Sample());
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Creates a new matrix and inserts the given column at the given index.
+        /// </summary>
+        /// <param name="columnIndex">The index of where to insert the column.</param>
+        /// <param name="column">The column to insert.</param>
+        /// <returns>A new matrix with the inserted column.</returns>
+        /// <exception cref="ArgumentNullException">If <paramref name="column "/> is <see langword="null" />. </exception>
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="columnIndex"/> is &lt; zero or &gt; the number of columns.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> != the number of rows.</exception>
+        public override Matrix<double> InsertColumn(int columnIndex, Vector<double> column)
+        {
+            throw new InvalidOperationException("Inserting a column is not supported on a symmetric matrix. Symmetric matrices are square");
+        }
+
+        /// <summary>
+        /// Copies the values of the given array to the specified column. The changes retain the symmetry of the matrix. 
+        /// </summary>
+        /// <param name="columnIndex">The column to copy the values to.</param>
+        /// <param name="column">The array to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="column"/> is <see langword="null" />.</exception>        
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="columnIndex"/> is less than zero,
+        /// or greater than or equal to the number of columns.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> does not
+        /// equal the number of rows of this <strong>Matrix</strong>.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> does not
+        /// equal the number of rows of this <strong>Matrix</strong>.</exception>
+        public override void SetColumn(int columnIndex, double[] column)
+        {
+            throw new InvalidOperationException("Setting a column is not supported on a symmetric matrix. It will violate symmetry");
+        }
+
+        /// <summary>
+        /// Copies the values of the given Vector to the specified column. The changes retain the symmetry of the matrix. 
+        /// </summary>
+        /// <param name="columnIndex">The column to copy the values to.</param>
+        /// <param name="column">The vector to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="column"/> is <see langword="null" />.</exception>        
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="columnIndex"/> is less than zero,
+        /// or greater than or equal to the number of columns.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> does not
+        /// equal the number of rows of this <strong>Matrix</strong>.</exception>
+        public override void SetColumn(int columnIndex, Vector<double> column)
+        {
+            throw new InvalidOperationException("Setting a column is not supported on a symmetric matrix. It will violate symmetry");
+        }
+
+        /// <summary>
+        /// Creates a new matrix and inserts the given row at the given index.
+        /// </summary>
+        /// <param name="rowIndex">The index of where to insert the row.</param>
+        /// <param name="row">The row to insert.</param>
+        /// <returns>A new matrix with the inserted column.</returns>
+        /// <exception cref="ArgumentNullException">If <paramref name="row"/> is <see langword="null" />. </exception>
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="rowIndex"/> is &lt; zero or &gt; the number of rows.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="row"/> != the number of columns.</exception>
+        public override Matrix<double> InsertRow(int rowIndex, Vector<double> row)
+        {
+            throw new InvalidOperationException("Inserting a row is not supported on a symmetric matrix. Symmetric matrices are square");
+        }
+
+        /// <summary>
+        /// Copies the values of the given Vector to the specified row.
+        /// </summary>
+        /// <param name="rowIndex">The row to copy the values to.</param>
+        /// <param name="row">The vector to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="row"/> is <see langword="null" />.</exception>            
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="rowIndex"/> is less than zero,
+        /// or greater than or equal to the number of rows.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="row"/> does not
+        /// equal the number of columns of this <strong>Matrix</strong>.</exception>
+        public override void SetRow(int rowIndex, Vector<double> row)
+        {
+            throw new InvalidOperationException("Setting a row is not supported on a symmetric matrix. It will violate symmetry");
+        }
+
+        /// <summary>
+        /// Copies the values of the given array to the specified row.
+        /// </summary>
+        /// <param name="rowIndex">The row to copy the values to.</param>
+        /// <param name="row">The array to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="row"/> is <see langword="null" />.</exception>  
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="rowIndex"/> is less than zero,
+        /// or greater than or equal to the number of rows.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="row"/> does not
+        /// equal the number of columns of this <strong>Matrix</strong>.</exception>
+        public override void SetRow(int rowIndex, double[] row)
+        {
+            throw new InvalidOperationException("Setting a row is not supported on a symmetric matrix. It will violate symmetry");
+        }
+    }
+}

src/Numerics/LinearAlgebra/Generic/Matrix.Arithmetic.cs

@@ -481,7 +481,7 @@ namespace MathNet.Numerics.LinearAlgebra.Generic
                 throw DimensionsDontMatch<ArgumentException>(this, other);
             }
 
-            var result = CreateMatrix(RowCount, other.ColumnCount);
+            var result = CreateMatrix(RowCount, other.ColumnCount, true);
             Multiply(other, result);
             return result;
         }
@@ -550,7 +550,7 @@ namespace MathNet.Numerics.LinearAlgebra.Generic
                 throw DimensionsDontMatch<ArgumentException>(this, other);
             }
 
-            var result = CreateMatrix(RowCount, other.RowCount);
+            var result = CreateMatrix(RowCount, other.RowCount, true);
             TransposeAndMultiply(other, result);
             return result;
         }
@@ -683,7 +683,7 @@ namespace MathNet.Numerics.LinearAlgebra.Generic
                 throw DimensionsDontMatch<ArgumentException>(this, other);
             }
 
-            var result = CreateMatrix(ColumnCount, other.ColumnCount);
+            var result = CreateMatrix(ColumnCount, other.ColumnCount, true);
             TransposeThisAndMultiply(other, result);
             return result;
         }

src/Numerics/LinearAlgebra/Single/SquareMatrix.cs

@@ -0,0 +1,61 @@
+// <copyright file="SquareMatrix.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) 2009-2010 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>
+
+namespace MathNet.Numerics.LinearAlgebra.Single
+{
+    using System;
+    using Properties;
+    using Storage;
+
+    /// <summary>
+    /// Abstract class for square matrices. 
+    /// </summary>
+    [Serializable]
+    public abstract class SquareMatrix : Matrix
+    {
+        /// <summary>
+        ///   Number of rows or columns.
+        /// </summary>
+        protected readonly int Order;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="MathNet.Numerics.LinearAlgebra.Double.SquareMatrix"/> class. 
+        /// </summary>
+        /// <exception cref="ArgumentException">
+        /// If the matrix is not square.
+        /// </exception>
+        protected SquareMatrix(MatrixStorage<float> storage)
+            : base(storage)
+        {
+            if (storage.RowCount != storage.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSquare);
+            }
+
+            Order = storage.RowCount;
+        }
+    }
+}

src/Numerics/LinearAlgebra/Single/SymmetricDenseMatrix.cs

@@ -0,0 +1,794 @@
+// <copyright file="SymmetricDenseMatrix.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) 2009-2010 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>
+
+namespace MathNet.Numerics.LinearAlgebra.Single
+{
+    using System;
+    using Generic;
+    using MathNet.Numerics.Distributions;
+    using MathNet.Numerics.LinearAlgebra.Storage.Indexers.Static;
+    using MathNet.Numerics.Threading;
+    using Properties;
+    using Storage;
+
+    /// <summary>
+    /// A Symmetric Matrix class with dense storage. 
+    /// </summary>
+    /// <remarks> The underlying storage is a one dimensional array in column-major order.
+    /// The Upper Triangle is stored(it is equal to the Lower Triangle) </remarks>
+    [Serializable]
+    public class SymmetricDenseMatrix : SymmetricMatrix
+    {
+        readonly DenseColumnMajorSymmetricMatrixStorage<float> _storage;
+
+        /// <summary>
+        /// Gets the matrix's data.
+        /// </summary>
+        /// <value>The matrix's data.</value>
+        readonly float[] _data;
+
+        internal SymmetricDenseMatrix(DenseColumnMajorSymmetricMatrixStorage<float> storage)
+            : base(storage)
+        {
+            _storage = storage;
+            _data = _storage.Data;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class. This matrix is square with a given size.
+        /// </summary>
+        /// <param name="order">The order of the matrix.</param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="order"/> is less than one.
+        /// </exception>
+        public SymmetricDenseMatrix(int order)
+            : this(new DenseColumnMajorSymmetricMatrixStorage<float>(order))
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class with all entries set to a particular value.
+        /// </summary>
+        /// <param name="order">
+        /// The order of the matrix.
+        /// </param>
+        /// <param name="value">The value which we assign to each element of the matrix.</param>
+        public SymmetricDenseMatrix(int order, float value)
+            : this(order)
+        {
+            for (var i = 0; i < _data.Length; i++)
+            {
+                _data[i] = value;
+            }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class from a one dimensional array. This constructor
+        /// will reference the one dimensional array and not copy it.
+        /// </summary>
+        /// <param name="order">The size of the square matrix.</param>
+        /// <param name="array">
+        /// The one dimensional array to create this matrix from. Column-major and row-major order is identical on a symmetric matrix: http://en.wikipedia.org/wiki/Row-major_order 
+        /// </param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="array"/> does not represent a packed array.
+        /// </exception>
+        public SymmetricDenseMatrix(int order, float[] array)
+            : this(new DenseColumnMajorSymmetricMatrixStorage<float>(order, array))
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class from a 2D array. This constructor
+        /// will allocate a completely new memory block for storing the symmetric dense matrix.
+        /// </summary>
+        /// <param name="array">The 2D array to create this matrix from.</param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="array"/> is not a square array.
+        /// </exception>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="array"/> is not a symmetric array.
+        /// </exception>
+        public SymmetricDenseMatrix(float[,] array)
+            : this(array.GetLength(0))
+        {
+            if (!CheckIfSymmetric(array))
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSymmetric);
+            }
+
+            var indexer = new PackedStorageIndexerUpper(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = row; column < Order; column++)
+                {
+                    _data[indexer.Of(row, column)] = array[row, column];
+                }
+            }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricDenseMatrix"/> class, copying
+        /// the values from the given matrix. Matrix must be Symmetric.
+        /// </summary>
+        /// <param name="matrix">The matrix to copy.</param>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="matrix"/> is not a square matrix.
+        /// </exception>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="matrix"/> is not a symmetric matrix.
+        /// </exception>
+        public SymmetricDenseMatrix(Matrix<float> matrix)
+            : this(matrix.RowCount)
+        {
+            var symmetricMatrix = matrix as SymmetricDenseMatrix;
+
+            if (!matrix.IsSymmetric)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSymmetric);
+            }
+
+            if (symmetricMatrix == null)
+            {
+                var indexer = new PackedStorageIndexerUpper(Order);
+                for (var row = 0; row < Order; row++)
+                {
+                    for (var column = row; column < Order; column++)
+                    {
+                        _data[indexer.Of(row, column)] = matrix[row, column];
+                    }
+                }
+            }
+            else
+            {
+                matrix.CopyTo(this);
+            }
+        }
+
+        /// <summary>
+        /// Gets the matrix's data.
+        /// </summary>
+        /// <value>The matrix's data.</value>
+        public float[] Data
+        {
+            get { return _data; }
+        }
+
+        /// <summary>
+        /// Creates a <c>SymmetricDenseMatrix</c> for the given number of rows and columns. 
+        /// If rows and columns are not equal, returns a <c>DenseMatrix</c> instead. 
+        /// </summary>
+        /// <param name="numberOfRows">
+        /// The number of rows.
+        /// </param>
+        /// <param name="numberOfColumns">
+        /// The number of columns.
+        /// </param>
+        /// <param name="fullyMutable">True if all fields must be mutable (e.g. not a diagonal matrix).</param>
+        /// <returns>
+        /// A <c>DenseMatrix</c> or <c>SymmetricDenseMatrix</c> with the given dimensions.
+        /// </returns>
+        /// /// <exception cref="ArgumentException">
+        /// If <paramref name="numberOfRows"/> is not equal to <paramref name="numberOfColumns"/>. 
+        /// Symmetric arrays are always square
+        /// </exception>
+        public override Matrix<float> CreateMatrix(int numberOfRows, int numberOfColumns, bool fullyMutable = false)
+        {
+            if (numberOfRows != numberOfColumns || fullyMutable)
+            {
+                return new DenseMatrix(numberOfRows, numberOfColumns);
+            }
+
+            return new SymmetricDenseMatrix(numberOfRows);
+        }
+
+        /// <summary>
+        /// Creates a <see cref="Vector{T}"/> with a the given dimension.
+        /// </summary>
+        /// <param name="size">The size of the vector.</param>
+        /// <param name="fullyMutable">True if all fields must be mutable.</param>
+        /// <returns>
+        /// A <see cref="Vector{T}"/> with the given dimension.
+        /// </returns>
+        public override Vector<float> CreateVector(int size, bool fullyMutable = false)
+        {
+            return new DenseVector(size);
+        }
+
+        #region Static constructors for special matrices.
+
+        /// <summary>
+        /// Initializes a square <see cref="SymmetricDenseMatrix"/> with all zero's except for ones on the diagonal.
+        /// </summary>
+        /// <param name="order">the size of the square matrix.</param>
+        /// <returns>A symmetric dense identity matrix.</returns>
+        /// <exception cref="ArgumentException">
+        /// If <paramref name="order"/> is less than one.
+        /// </exception>
+        public static SymmetricDenseMatrix Identity(int order)
+        {
+            var m = new SymmetricDenseMatrix(order);
+            for (var i = 0; i < order; i++)
+            {
+                m.At(i, i, 1.0f);
+            }
+
+            return m;
+        }
+
+        #endregion
+
+        /// <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 add</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<float> other, Matrix<float> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoAdd(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.AddArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <summary>
+        /// Subtracts another matrix from this matrix.
+        /// </summary>
+        /// <param name="other">The matrix to subtract.</param>
+        /// <param name="result">The matrix to store the result of the subtraction.</param>
+        protected override void DoSubtract(Matrix<float> other, Matrix<float> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoSubtract(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.SubtractArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <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(float scalar, Matrix<float> result)
+        {
+            var denseResult = result as SymmetricDenseMatrix;
+            if (denseResult == null)
+            {
+                base.DoMultiply(scalar, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.ScaleArray(scalar, _data, denseResult._data);
+            }
+        }
+
+        /// <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<float> rightSide, Vector<float> result)
+        {
+            var denseRight = rightSide as DenseVector;
+            var denseResult = result as DenseVector;
+
+            if (denseRight == null || denseResult == null)
+            {
+                base.DoMultiply(rightSide, result);
+            }
+            else
+            {
+                // TODO: Change this when symmetric methods are implemented in the Linear Algebra Providers. 
+                base.DoMultiply(rightSide, result);
+            }
+        }
+
+        /// <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<float> other, Matrix<float> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoMultiply(other, result);
+            }
+            else
+            {
+                // TODO: Change this when symmetric methods are implemented in the Linear Algebra Providers.
+                base.DoMultiply(other, result);
+            }
+        }
+
+        /// <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<float> other, Matrix<float> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoTransposeAndMultiply(other, result);
+            }
+            else
+            {
+                // TODO: Change this when symmetric methods are implemented in the Linear Algebra Providers.
+                base.DoTransposeAndMultiply(other, result);
+            }
+        }
+
+        /// <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<float> result)
+        {
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseResult == null)
+            {
+                base.DoNegate(result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.ScaleArray(-1, _data, denseResult._data);
+            }
+        }
+
+        /// <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<float> other, Matrix<float> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoPointwiseMultiply(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.PointWiseMultiplyArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <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<float> other, Matrix<float> result)
+        {
+            var denseOther = other as SymmetricDenseMatrix;
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseOther == null || denseResult == null)
+            {
+                base.DoPointwiseDivide(other, result);
+            }
+            else
+            {
+                Control.LinearAlgebraProvider.PointWiseDivideArrays(_data, denseOther._data, denseResult._data);
+            }
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the lower triangle of this matrix.
+        /// </summary>
+        /// <returns>The lower triangle of this matrix.</returns>  
+        public override Matrix<float> LowerTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = 0; column <= row; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the lower triangle of this matrix. The new matrix
+        /// does not contain the diagonal elements of this matrix.
+        /// </summary>
+        /// <returns>The lower triangle of this matrix.</returns>
+        public override Matrix<float> StrictlyLowerTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = 0; column < row; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the upper triangle of this matrix.
+        /// </summary>
+        /// <returns>The upper triangle of this matrix.</returns>   
+        public override Matrix<float> UpperTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = row; column < Order; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Returns a new matrix containing the upper triangle of this matrix. The new matrix
+        /// does not contain the diagonal elements of this matrix.
+        /// </summary>
+        /// <returns>The upper triangle of this matrix.</returns>
+        public override Matrix<float> StrictlyUpperTriangle()
+        {
+            var ret = new DenseMatrix(Order);
+            for (var row = 0; row < Order; row++)
+            {
+                for (var column = row + 1; column < Order; column++)
+                {
+                    ret[row, column] = At(row, column);
+                }
+            }
+
+            return ret;
+        }
+
+        /// <summary>
+        /// Computes the modulus for each element of the matrix.
+        /// </summary>
+        /// <param name="divisor">The divisor to use.</param>
+        /// <param name="result">Matrix to store the results in.</param>
+        protected override void DoModulus(float divisor, Matrix<float> result)
+        {
+            var denseResult = result as SymmetricDenseMatrix;
+
+            if (denseResult == null)
+            {
+                base.DoModulus(divisor, result);
+            }
+            else
+            {
+                if (!ReferenceEquals(this, result))
+                {
+                    CopyTo(result);
+                }
+
+                CommonParallel.For(
+                    0,
+                    _data.Length,
+                    index => denseResult._data[index] %= divisor);
+            }
+        }
+
+        /// <summary>
+        /// Computes the trace of this matrix.
+        /// </summary>
+        /// <returns>The trace of this matrix</returns>
+        public override float Trace()
+        {
+            // Matrix is always square.
+            var sum = 0.0f;
+            for (var i = 0; i < RowCount; i++)
+            {
+                sum += At(i, i);
+            }
+
+            return sum;
+        }
+
+        /// <summary>
+        /// Populates a symmetric matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">The symmetric matrix to populate.</param>
+        /// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
+        protected override void DoRandom(Matrix<float> matrix, IContinuousDistribution distribution)
+        {
+            var denseMatrix = matrix as SymmetricDenseMatrix;
+
+            if (denseMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var i = 0; i < denseMatrix._data.Length; i++)
+                {
+                    denseMatrix._data[i] = Convert.ToSingle(distribution.Sample());
+                }
+            }
+        }
+
+        /// <summary>
+        /// Populates a symmetric matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">The symmetric matrix to populate.</param>
+        /// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
+        protected override void DoRandom(Matrix<float> matrix, IDiscreteDistribution distribution)
+        {
+            var denseMatrix = matrix as SymmetricDenseMatrix;
+
+            if (denseMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var i = 0; i < denseMatrix._data.Length; i++)
+                {
+                    denseMatrix._data[i] = distribution.Sample();
+                }
+            }
+        }
+
+        /// <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 SymmetricDenseMatrix operator +(SymmetricDenseMatrix leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            if (leftSide.RowCount != rightSide.RowCount)
+            {
+                throw new ArgumentOutOfRangeException(Resources.ArgumentMatrixDimensions);
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator +(SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator -(SymmetricDenseMatrix leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            if (leftSide.RowCount != rightSide.RowCount)
+            {
+                throw new ArgumentOutOfRangeException(Resources.ArgumentMatrixDimensions);
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator -(SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator *(SymmetricDenseMatrix leftSide, float rightSide)
+        {
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator *(float leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (SymmetricDenseMatrix)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 SymmetricDenseMatrix operator *(SymmetricDenseMatrix leftSide, SymmetricDenseMatrix 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 (SymmetricDenseMatrix)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 DenseVector operator *(SymmetricDenseMatrix leftSide, DenseVector rightSide)
+        {
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            return (DenseVector)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 DenseVector operator *(DenseVector leftSide, SymmetricDenseMatrix rightSide)
+        {
+            if (rightSide == null)
+            {
+                throw new ArgumentNullException("rightSide");
+            }
+
+            return (DenseVector)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 SymmetricDenseMatrix operator %(SymmetricDenseMatrix leftSide, float rightSide)
+        {
+            if (leftSide == null)
+            {
+                throw new ArgumentNullException("leftSide");
+            }
+
+            return (SymmetricDenseMatrix)leftSide.Modulus(rightSide);
+        }
+    }
+}

src/Numerics/LinearAlgebra/Single/SymmetricMatrix.cs

@@ -0,0 +1,653 @@
+// <copyright file="SymmetricMatrix.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) 2009-2010 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>
+
+namespace MathNet.Numerics.LinearAlgebra.Single
+{
+    using System;
+    using Generic;
+    using Distributions;
+    using Properties;
+    using Storage;
+
+    /// <summary>
+    /// Abstract class for symmetric matrices. 
+    /// </summary>
+    [Serializable]
+    public abstract class SymmetricMatrix : SquareMatrix
+    {
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymmetricMatrix"/> class.
+        /// </summary>
+        protected SymmetricMatrix(MatrixStorage<float> storage)
+            : base(storage)
+        {
+        }
+
+        /// <summary>
+        /// Returns a value indicating whether the array is symmetric.
+        /// </summary>
+        /// <param name="array">
+        /// The array to check for symmetry. 
+        /// </param>
+        /// <returns>
+        /// True is array is symmetric, false if not symmetric. 
+        /// </returns>
+        public static bool CheckIfSymmetric(float[,] array)
+        {
+            var rows = array.GetLength(0);
+            var columns = array.GetLength(1);
+
+            if (rows != columns)
+            {
+                return false;
+            }
+
+            for (var row = 0; row < rows; row++)
+            {
+                for (var column = 0; column < columns; column++)
+                {
+                    if (column >= row)
+                    {
+                        continue;
+                    }
+
+                    if (!array[row, column].Equals(array[column, row]))
+                    {
+                        return false;
+                    }
+                }
+            }
+
+            return true;
+        }
+
+        /// <summary>
+        ///   Gets a value indicating whether this matrix is symmetric.
+        /// </summary>
+        public override sealed bool IsSymmetric
+        {
+            get
+            {
+                return true;
+            }
+        }
+
+        /// <summary>
+        /// Returns the transpose of this matrix. The transpose is equal and this method returns a reference to this matrix.
+        /// </summary>
+        /// <returns>
+        /// The transpose of this matrix.
+        /// </returns>
+        public override sealed Matrix<float> Transpose()
+        {
+            return this.Clone();
+        }
+
+        /// <summary>
+        /// Adds another matrix to this matrix.
+        /// </summary>
+        /// <param name="other">The matrix to add to this matrix.</param>
+        /// <returns>The result of the addition.</returns>
+        /// <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>
+        public override Matrix<float> Add(Matrix<float> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (other.RowCount != RowCount || other.ColumnCount != ColumnCount)
+            {
+                throw DimensionsDontMatch<ArgumentOutOfRangeException>(this, other);
+            }
+
+            Matrix<float> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+
+            DoAdd(other, result);
+            return result;
+        }
+
+        /// <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<float> other, Matrix<float> result)
+        {
+            var symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric + non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoAdd(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) + symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Subtracts another matrix from this matrix.
+        /// </summary>
+        /// <param name="other">The matrix to subtract.</param>
+        /// <returns>The result of the subtraction.</returns>
+        /// <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>
+        public override Matrix<float> Subtract(Matrix<float> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (other.RowCount != RowCount || other.ColumnCount != ColumnCount)
+            {
+                throw DimensionsDontMatch<ArgumentOutOfRangeException>(this, other);
+            }
+
+            Matrix<float> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+
+            DoSubtract(other, result);
+            return result;
+        }
+
+
+        /// <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<float> other, Matrix<float> result)
+        {
+            var symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric - non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoSubtract(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) - symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <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(float scalar, Matrix<float> result)
+        {
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult == null)
+            {
+                base.DoMultiply(scalar, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) * scalar);
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Multiplies the transpose of 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 sealed void DoTransposeThisAndMultiply(Matrix<float> other, Matrix<float> result)
+        {
+            DoMultiply(other, result);
+        }
+
+        /// <summary>
+        /// Multiplies the transpose of 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 sealed void DoTransposeThisAndMultiply(Vector<float> rightSide, Vector<float> result)
+        {
+            DoMultiply(rightSide, result);
+        }
+
+        /// <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<float> result)
+        {
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult == null)
+            {
+                base.DoNegate(result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column != ColumnCount; column++)
+                    {
+                        symmetricResult[row, column] = -At(row, column);
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Pointwise multiplies this matrix with another matrix.
+        /// </summary>
+        /// <param name="other">The matrix to pointwise multiply with this one.</param>
+        /// <exception cref="ArgumentNullException">If the other matrix is <see langword="null" />.</exception> 
+        /// <exception cref="ArgumentException">If this matrix and <paramref name="other"/> are not the same size.</exception>
+        /// <returns>A new matrix that is the pointwise multiplication of this matrix and <paramref name="other"/>.</returns>
+        public override Matrix<float> PointwiseMultiply(Matrix<float> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (ColumnCount != other.ColumnCount || RowCount != other.RowCount)
+            {
+                throw DimensionsDontMatch<ArgumentException>(this, other, "other");
+            }
+
+            Matrix<float> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+
+            PointwiseMultiply(other, result);
+            return 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<float> other, Matrix<float> result)
+        {
+            var symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric pointwise* non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoPointwiseMultiply(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) * symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Pointwise divide this matrix by another matrix.
+        /// </summary>
+        /// <param name="other">The matrix to pointwise subtract this one by.</param>
+        /// <exception cref="ArgumentNullException">If the other matrix is <see langword="null" />.</exception> 
+        /// <exception cref="ArgumentException">If this matrix and <paramref name="other"/> are not the same size.</exception>
+        /// <returns>A new matrix that is the pointwise division of this matrix and <paramref name="other"/>.</returns>
+        public override Matrix<float> PointwiseDivide(Matrix<float> other)
+        {
+            if (other == null)
+            {
+                throw new ArgumentNullException("other");
+            }
+
+            if (ColumnCount != other.ColumnCount || RowCount != other.RowCount)
+            {
+                throw DimensionsDontMatch<ArgumentException>(this, other);
+            }
+
+            Matrix<float> result;
+            if (other is SymmetricMatrix)
+            {
+                result = CreateMatrix(RowCount, ColumnCount);
+            }
+            else
+            {
+                result = CreateMatrix(RowCount, ColumnCount, true);
+            }
+
+            PointwiseDivide(other, result);
+            return result;
+        }
+
+        /// <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<float> other, Matrix<float> result)
+        {
+            var symmetricOther = other as SymmetricMatrix;
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult != null && !other.IsSymmetric)
+            {
+                throw new InvalidOperationException("Symmetric pointwise/ non-symmetric matrix cannot be a symmetric matrix");
+            }
+
+            if (symmetricOther == null || symmetricResult == null)
+            {
+                base.DoPointwiseDivide(other, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) / symmetricOther.At(row, column));
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Computes the modulus for each element of the matrix.
+        /// </summary>
+        /// <param name="divisor">
+        /// The divisor to use.
+        /// </param>
+        /// <param name="result">
+        /// Matrix to store the results in.
+        /// </param>
+        protected override void DoModulus(float divisor, Matrix<float> result)
+        {
+            var symmetricResult = result as SymmetricMatrix;
+
+            if (symmetricResult == null)
+            {
+                base.DoModulus(divisor, result);
+            }
+            else
+            {
+                for (var row = 0; row < RowCount; row++)
+                {
+                    for (var column = row; column < ColumnCount; column++)
+                    {
+                        symmetricResult.At(row, column, At(row, column) % divisor);
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Populates a matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">
+        /// The matrix to populate.
+        /// </param>
+        /// <param name="distribution">
+        /// Continuous Random Distribution to generate elements from.
+        /// </param>
+        protected override void DoRandom(Matrix<float> matrix, IContinuousDistribution distribution)
+        {
+            var symmetricMatrix = matrix as SymmetricMatrix;
+
+            if (symmetricMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var row = 0; row < matrix.RowCount; row++)
+                {
+                    for (var column = row; column < matrix.ColumnCount; column++)
+                    {
+                        symmetricMatrix.At(row, column, Convert.ToSingle(distribution.Sample()));
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Populates a matrix with random elements.
+        /// </summary>
+        /// <param name="matrix">
+        /// The matrix to populate.
+        /// </param>
+        /// <param name="distribution">
+        /// Continuous Random Distribution to generate elements from.
+        /// </param>
+        protected override void DoRandom(Matrix<float> matrix, IDiscreteDistribution distribution)
+        {
+            var symmetricMatrix = matrix as SymmetricMatrix;
+            if (symmetricMatrix == null)
+            {
+                base.DoRandom(matrix, distribution);
+            }
+            else
+            {
+                for (var row = 0; row < matrix.RowCount; row++)
+                {
+                    for (var column = row; column < matrix.ColumnCount; column++)
+                    {
+                        symmetricMatrix.At(row, column, distribution.Sample());
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Creates a new matrix and inserts the given column at the given index.
+        /// </summary>
+        /// <param name="columnIndex">The index of where to insert the column.</param>
+        /// <param name="column">The column to insert.</param>
+        /// <returns>A new matrix with the inserted column.</returns>
+        /// <exception cref="ArgumentNullException">If <paramref name="column "/> is <see langword="null" />. </exception>
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="columnIndex"/> is &lt; zero or &gt; the number of columns.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> != the number of rows.</exception>
+        public override Matrix<float> InsertColumn(int columnIndex, Vector<float> column)
+        {
+            throw new InvalidOperationException("Inserting a column is not supported on a symmetric matrix. Symmetric matrices are square");
+        }
+
+        /// <summary>
+        /// Copies the values of the given array to the specified column. The changes retain the symmetry of the matrix. 
+        /// </summary>
+        /// <param name="columnIndex">The column to copy the values to.</param>
+        /// <param name="column">The array to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="column"/> is <see langword="null" />.</exception>        
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="columnIndex"/> is less than zero,
+        /// or greater than or equal to the number of columns.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> does not
+        /// equal the number of rows of this <strong>Matrix</strong>.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> does not
+        /// equal the number of rows of this <strong>Matrix</strong>.</exception>
+        public override void SetColumn(int columnIndex, float[] column)
+        {
+            throw new InvalidOperationException("Setting a column is not supported on a symmetric matrix. It will violate symmetry");
+        }
+
+        /// <summary>
+        /// Copies the values of the given Vector to the specified column. The changes retain the symmetry of the matrix. 
+        /// </summary>
+        /// <param name="columnIndex">The column to copy the values to.</param>
+        /// <param name="column">The vector to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="column"/> is <see langword="null" />.</exception>        
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="columnIndex"/> is less than zero,
+        /// or greater than or equal to the number of columns.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="column"/> does not
+        /// equal the number of rows of this <strong>Matrix</strong>.</exception>
+        public override void SetColumn(int columnIndex, Vector<float> column)
+        {
+            throw new InvalidOperationException("Setting a column is not supported on a symmetric matrix. It will violate symmetry");
+        }
+
+        /// <summary>
+        /// Creates a new matrix and inserts the given row at the given index.
+        /// </summary>
+        /// <param name="rowIndex">The index of where to insert the row.</param>
+        /// <param name="row">The row to insert.</param>
+        /// <returns>A new matrix with the inserted column.</returns>
+        /// <exception cref="ArgumentNullException">If <paramref name="row"/> is <see langword="null" />. </exception>
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="rowIndex"/> is &lt; zero or &gt; the number of rows.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="row"/> != the number of columns.</exception>
+        public override Matrix<float> InsertRow(int rowIndex, Vector<float> row)
+        {
+            throw new InvalidOperationException("Inserting a row is not supported on a symmetric matrix. Symmetric matrices are square");
+        }
+
+        /// <summary>
+        /// Copies the values of the given Vector to the specified row.
+        /// </summary>
+        /// <param name="rowIndex">The row to copy the values to.</param>
+        /// <param name="row">The vector to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="row"/> is <see langword="null" />.</exception>            
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="rowIndex"/> is less than zero,
+        /// or greater than or equal to the number of rows.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="row"/> does not
+        /// equal the number of columns of this <strong>Matrix</strong>.</exception>
+        public override void SetRow(int rowIndex, Vector<float> row)
+        {
+            throw new InvalidOperationException("Setting a row is not supported on a symmetric matrix. It will violate symmetry");
+        }
+
+        /// <summary>
+        /// Copies the values of the given array to the specified row.
+        /// </summary>
+        /// <param name="rowIndex">The row to copy the values to.</param>
+        /// <param name="row">The array to copy the values from.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="row"/> is <see langword="null" />.</exception>  
+        /// <exception cref="ArgumentOutOfRangeException">If <paramref name="rowIndex"/> is less than zero,
+        /// or greater than or equal to the number of rows.</exception>
+        /// <exception cref="ArgumentException">If the size of <paramref name="row"/> does not
+        /// equal the number of columns of this <strong>Matrix</strong>.</exception>
+        public override void SetRow(int rowIndex, float[] row)
+        {
+            throw new InvalidOperationException("Setting a row is not supported on a symmetric matrix. It will violate symmetry");
+        }
+    }
+}

src/Numerics/LinearAlgebra/Storage/DenseColumnMajorSymmetricMatrixStorage.cs

@@ -0,0 +1,84 @@
+using System;
+
+namespace MathNet.Numerics.LinearAlgebra.Storage
+{
+    using MathNet.Numerics.LinearAlgebra.Storage.Indexers.Static;
+    using MathNet.Numerics.Properties;
+
+    public class DenseColumnMajorSymmetricMatrixStorage<T> : SymmetricMatrixStorage<T>
+        where T : struct, IEquatable<T>, IFormattable
+    {
+        // [ruegg] public fields are OK here
+
+        public readonly T[] Data;
+
+        public readonly PackedStorageIndexerUpper Indexer;
+
+        internal DenseColumnMajorSymmetricMatrixStorage(int order)
+            : base(order)
+        {
+            Indexer = new PackedStorageIndexerUpper(order);
+            Data = new T[Indexer.DataLength];
+        }
+
+        internal DenseColumnMajorSymmetricMatrixStorage(int order, T[] data)
+            : base(order)
+        {
+            if (data == null)
+            {
+                throw new ArgumentNullException("data");
+            }
+
+            Indexer = new PackedStorageIndexerUpper(order);
+
+            if (data.Length != Indexer.DataLength)
+            {
+                throw new ArgumentOutOfRangeException("data", string.Format(Resources.ArgumentArrayWrongLength, Indexer.DataLength));
+            }
+
+            Data = data;
+        }
+
+        /// <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>
+        /// <remarks>Not range-checked.</remarks>
+        public override T At(int row, int column)
+        {
+            var r = Math.Min(row, column);
+            var c = Math.Max(row, column);
+            return Data[Indexer.Of(r, c)];
+        }
+
+        /// <summary>
+        /// Sets the element without range checking.
+        /// </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>
+        public override void At(int row, int column, T value)
+        {
+            if (row > column)
+            {
+                throw new IndexOutOfRangeException("Setting an element in the strictly lower triangle of a symmetric matrix is disabled to avoid errors");
+            }
+
+            Data[Indexer.Of(row, column)] = value;
+        }
+
+        public override void Clear()
+        {
+            Array.Clear(Data, 0, Data.Length);
+        }
+    }
+}

src/Numerics/LinearAlgebra/Storage/Indexers/IStorageIndexer.cs

@@ -0,0 +1,28 @@
+namespace MathNet.Numerics.LinearAlgebra.Storage.Indexers
+{
+    /// <summary>
+    ///  Abstract class that defines common features for all storage schemes. 
+    /// </summary>
+    public interface IStorageIndexer
+    {
+        /// <summary>
+        ///  Retrieves the index of the requested element without parameter checking.
+        ///  </summary><param name="row">
+        ///  The row of the element. 
+        ///  </param><param name="column">
+        ///  The column of the element. 
+        ///  </param><returns>
+        ///  The requested index. 
+        /// </returns>
+        int Of(int row, int column);
+
+        /// <summary>
+        ///  Retrieves the index of the requested diagonal element without parameter checking.
+        ///  </summary><param name="row">
+        ///  The row=column of the diagonal element. 
+        ///  </param><returns>
+        ///  The requested index. 
+        /// </returns>
+        int OfDiagonal(int row);
+    }
+}

src/Numerics/LinearAlgebra/Storage/Indexers/Static/PackedStorageIndexer.cs

@@ -0,0 +1,50 @@
+namespace MathNet.Numerics.LinearAlgebra.Storage.Indexers.Static
+{
+    using System;
+    using Properties;
+
+    /// <summary>
+    /// A class for managing indexing when using Packed Storage, which is a column-major packing scheme for dense Symmetric, Hermitian or Triangular square matrices.
+    /// </summary>
+    public abstract class PackedStorageIndexer : StaticStorageIndexer
+    {
+        /// <summary>
+        ///   Number of rows or columns.
+        /// </summary>
+        protected readonly int Order;
+
+        /// <summary>
+        ///   Length of the stored data. 
+        /// </summary>
+        private readonly int _dataLength;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="PackedStorageIndexer"/> class.
+        /// </summary>
+        /// <param name="order">
+        /// The order of the matrix.
+        /// </param>
+        /// <exception cref="ArgumentOutOfRangeException"><c></c> is out of range.</exception>
+        protected PackedStorageIndexer(int order)
+        {
+            if (order <= 0)
+            {
+                throw new ArgumentOutOfRangeException(Resources.MatrixRowsOrColumnsMustBePositive);
+            }
+
+            Order = order;
+            _dataLength = order * (order + 1) / 2;
+        }
+
+        /// <summary>
+        /// Gets the length of the stored data. 
+        /// </summary>
+        public override int DataLength
+        {
+            get
+            {
+                return _dataLength;
+            }
+        }
+    }
+}

src/Numerics/LinearAlgebra/Storage/Indexers/Static/PackedStorageIndexerUpper.cs

@@ -0,0 +1,88 @@
+namespace MathNet.Numerics.LinearAlgebra.Storage.Indexers.Static
+{
+    using System;
+
+    /// <summary>
+    ///  A class for managing indexes when using Packed Storage, which is a column-major packing scheme for Symmetric, Hermitian or Triangular square matrices. 
+    ///  This variation provides indexes for storing the upper triangle of a matrix (row less than or equal to column).
+    /// </summary>
+    public class PackedStorageIndexerUpper : PackedStorageIndexer
+    {
+        /// <summary>
+        /// Initializes a new instance of the <see cref="PackedStorageIndexerUpper"/> class.
+        /// </summary>
+        /// <param name="order">
+        /// The order of the matrix.
+        /// </param>
+        internal PackedStorageIndexerUpper(int order)
+            : base(order)
+        {
+        }
+
+        /// <summary>
+        ///   Gets the index of the given element.
+        /// </summary>
+        /// <param name = "row">
+        ///   The row of the element.
+        /// </param>
+        /// <param name = "column">
+        ///   The column of the element.
+        /// </param>
+        /// <remarks>
+        ///   This method is parameter checked. <see cref = "Of" /> and <see cref = "OfDiagonal" /> to get values without parameter checking.
+        /// </remarks>
+        public override int this[int row, int column]
+        {
+            get
+            {
+                if (row < 0 || row >= Order)
+                {
+                    throw new ArgumentOutOfRangeException("row");
+                }
+
+                if (column < 0 || column >= Order)
+                {
+                    throw new ArgumentOutOfRangeException("column");
+                }
+
+                if (row > column)
+                {
+                    throw new ArgumentException("Row must be less than or equal to column");
+                }
+
+                return this.Of(row, column);
+            }
+        }
+
+        /// <summary>
+        /// Retrieves the index of the requested element without parameter checking. Row must be less than or equal to column.
+        /// </summary>
+        /// <param name="row">
+        /// The row of the element. 
+        /// </param>
+        /// <param name="column">
+        /// The column of the element. 
+        /// </param>
+        /// <returns>
+        /// The requested index. 
+        /// </returns>
+        public override int Of(int row, int column)
+        {
+            return row + ((column * (column + 1)) / 2);
+        }
+
+        /// <summary>
+        /// Retrieves the index of the requested diagonal element without parameter checking.
+        /// </summary>
+        /// <param name="row">
+        /// The row=column of the diagonal element. 
+        /// </param>
+        /// <returns>
+        /// The requested index. 
+        /// </returns>
+        public override int OfDiagonal(int row)
+        {
+            return (row * (row + 3)) / 2;
+        }
+    }
+}

src/Numerics/LinearAlgebra/Storage/Indexers/Static/StaticStorageIndexer.cs

@@ -0,0 +1,56 @@
+namespace MathNet.Numerics.LinearAlgebra.Storage.Indexers.Static
+{
+    /// <summary>
+    ///   Classes that contain indexing information of a static storage scheme.
+    /// </summary>
+    /// <remarks>
+    ///   A static storage scheme is always the same and only depends on the size of the matrix. 
+    /// </remarks>
+    public abstract class StaticStorageIndexer : IStorageIndexer
+    {
+        /// <summary>
+        ///   Gets the index of the given element.
+        /// </summary>
+        /// <param name = "row">
+        ///   The row of the element.
+        /// </param>
+        /// <param name = "column">
+        ///   The column of the element.
+        /// </param>
+        /// <remarks>
+        ///   This method is parameter checked. <see cref = "IStorageIndexer.Of" /> and <see cref = "IStorageIndexer.OfDiagonal" /> to get values without parameter checking.
+        /// </remarks>
+        public abstract int this[int row, int column]
+        {
+            get;
+        }
+
+        /// <summary>
+        ///    Gets the length of the stored data.
+        /// </summary>
+        public abstract int DataLength
+        {
+            get;
+        }
+
+        /// <summary>
+        ///  Retrieves the index of the requested element without parameter checking.
+        ///  </summary><param name="row">
+        ///  The row of the element. 
+        ///  </param><param name="column">
+        ///  The column of the element. 
+        ///  </param><returns>
+        ///  The requested index. 
+        /// </returns>
+        public abstract int Of(int row, int column);
+
+        /// <summary>
+        ///  Retrieves the index of the requested diagonal element without parameter checking.
+        ///  </summary><param name="row">
+        ///  The row=column of the diagonal element. 
+        ///  </param><returns>
+        ///  The requested index. 
+        /// </returns>
+        public abstract int OfDiagonal(int row);
+    }
+}

src/Numerics/LinearAlgebra/Storage/SymmetricMatrixStorage.cs

@@ -0,0 +1,64 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+
+namespace MathNet.Numerics.LinearAlgebra.Storage
+{
+    using MathNet.Numerics.Properties;
+
+    public abstract class SymmetricMatrixStorage<T> : MatrixStorage<T> 
+        where T : struct, IEquatable<T>, IFormattable
+    {
+        // [ruegg] public fields are OK here
+
+        protected SymmetricMatrixStorage(int order)
+         : base(order, order)
+        {
+        }
+
+        public override bool IsFullyMutable
+        {
+            get { return false; }
+        }
+
+        public override bool IsMutable(int row, int column)
+        {
+            return row <= column;
+        }
+
+        public override void Clear()
+        {
+            for (var i = 0; i < RowCount; i++)
+            {
+                for (var j = i; j < ColumnCount; j++)
+                {
+                    At(i, j, default(T));
+                }
+            }
+        }
+         
+        public override void Clear(int rowIndex, int rowCount, int columnIndex, int columnCount)
+        {
+            for (var i = rowIndex; i < rowIndex + rowCount; i++)
+            {
+                for (var j = Math.Max(columnIndex, i); j < columnIndex + columnCount; j++)
+                {
+                    At(i, j, default(T));
+                }
+            }
+        }
+
+        /// <remarks>Parameters assumed to be validated already.</remarks>
+        public override void CopyTo(MatrixStorage<T> target, bool skipClearing = false)
+        {
+            for (int j = 0; j < ColumnCount; j++)
+            {
+                for (int i = 0; i <= j; i++)
+                {
+                    target.At(i, j, At(i, j));
+                }
+            }
+        }
+    }
+}

src/Numerics/Numerics.csproj

@@ -125,7 +125,24 @@
     <Compile Include="Distributions\Multivariate\MatrixNormal.cs" />
     <Compile Include="Distributions\Multivariate\Wishart.cs" />
     <Compile Include="LinearAlgebra\Storage\SparseVectorStorage.cs" />
+    <Compile Include="LinearAlgebra\Complex32\SquareMatrix.cs" />
+    <Compile Include="LinearAlgebra\Complex32\SymmetricDenseMatrix.cs" />
+    <Compile Include="LinearAlgebra\Complex32\SymmetricMatrix.cs" />
+    <Compile Include="LinearAlgebra\Complex\SquareMatrix.cs" />
+    <Compile Include="LinearAlgebra\Complex\SymmetricDenseMatrix.cs" />
+    <Compile Include="LinearAlgebra\Complex\SymmetricMatrix.cs" />
+    <Compile Include="LinearAlgebra\Double\SquareMatrix.cs" />
+    <Compile Include="LinearAlgebra\Double\SymmetricDenseMatrix.cs" />
+    <Compile Include="LinearAlgebra\Double\SymmetricMatrix.cs" />
+    <Compile Include="LinearAlgebra\Single\SquareMatrix.cs" />
+    <Compile Include="LinearAlgebra\Single\SymmetricDenseMatrix.cs" />
+    <Compile Include="LinearAlgebra\Single\SymmetricMatrix.cs" />
+    <Compile Include="LinearAlgebra\Storage\DenseColumnMajorSymmetricMatrixStorage.cs" />
     <Compile Include="LinearAlgebra\Storage\DenseVectorStorage.cs" />
+    <Compile Include="LinearAlgebra\Storage\Indexers\IStorageIndexer.cs" />
+    <Compile Include="LinearAlgebra\Storage\Indexers\Static\PackedStorageIndexer.cs" />
+    <Compile Include="LinearAlgebra\Storage\Indexers\Static\PackedStorageIndexerUpper.cs" />
+    <Compile Include="LinearAlgebra\Storage\Indexers\Static\StaticStorageIndexer.cs" />
     <Compile Include="LinearAlgebra\Storage\MatrixStorage.Validation.cs" />
     <Compile Include="LinearAlgebra\Complex32\ExtensionMethods.cs" />
     <Compile Include="LinearAlgebra\Complex32\Factorization\Cholesky.cs" />
@@ -339,6 +356,7 @@
     <Compile Include="LinearAlgebra\Storage\MatrixStorage.cs" />
     <Compile Include="LinearAlgebra\Storage\SparseCompressedRowMatrixStorage.cs" />
     <Compile Include="LinearAlgebra\Storage\DiagonalMatrixStorage.cs" />
+    <Compile Include="LinearAlgebra\Storage\SymmetricMatrixStorage.cs" />
     <Compile Include="LinearAlgebra\Storage\VectorStorage.cs" />
     <Compile Include="LinearAlgebra\Storage\VectorStorage.Validation.cs" />
     <Compile Include="Permutation.cs" />
@@ -465,6 +483,7 @@
   <ItemGroup>
     <None Include="MathNet.Numerics.snk" />
   </ItemGroup>
+  <ItemGroup />
   <Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
   <PropertyGroup>
     <PreBuildEvent>

src/UnitTests/LinearAlgebraTests/Complex/SymmetricDenseMatrixTests.cs

@@ -0,0 +1,217 @@
+// <copyright file="SymmetricDenseMatrixTests.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) 2009-2010 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>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
+{
+    using System;
+    using System.Collections.Generic;
+    using System.Numerics;
+
+    using MathNet.Numerics.LinearAlgebra.Complex;
+
+    using NUnit.Framework;
+
+    /// <summary>
+    /// Symmetric Dense matrix tests.
+    /// </summary>
+    public class SymmetricDenseMatrixTests : SymmetricMatrixTests
+    {
+        /// <summary>
+        /// Creates a matrix for the given number of rows and columns.
+        /// </summary>
+        /// <param name="rows">
+        /// The number of rows.
+        /// </param>
+        /// <param name="columns">
+        /// The number of columns.
+        /// </param>
+        /// <returns>
+        /// A matrix with the given dimensions.
+        /// </returns>
+        protected override Matrix CreateMatrix(int rows, int columns)
+        {
+            return new DenseMatrix(rows, columns);
+        }
+
+        /// <summary>
+        /// Creates a matrix from a 2D array.
+        /// </summary>
+        /// <param name="data">
+        /// The 2D array to create this matrix from.
+        /// </param>
+        /// <returns>
+        /// A matrix with the given values.
+        /// </returns>
+        protected override Matrix CreateMatrix(Complex[,] data)
+        {
+            if (SymmetricMatrix.CheckIfSymmetric(data))
+            {
+                return new SymmetricDenseMatrix(data);
+            }
+
+            return new DenseMatrix(data);
+        }
+
+        /// <summary>
+        /// Creates a vector of the given size.
+        /// </summary>
+        /// <param name="size">
+        /// The size of the vector to create.
+        /// </param>
+        /// <returns>
+        /// The new vector. 
+        /// </returns>
+        protected override Vector CreateVector(int size)
+        {
+            return new DenseVector(size);
+        }
+
+        /// <summary>
+        /// Creates a vector from an array.
+        /// </summary>
+        /// <param name="data">
+        /// The array to create this vector from.
+        /// </param>
+        /// <returns>
+        /// The new vector. 
+        /// </returns>
+        protected override Vector CreateVector(Complex[] data)
+        {
+            return new DenseVector(data);
+        }
+
+        /// <summary>
+        /// Can create a matrix form array.
+        /// </summary>
+        [Test]
+        public void CanCreateMatrixFrom1DArray()
+        {
+            var testData = new Dictionary<string, Matrix>
+                           {
+                             { "Singular3x3", new SymmetricDenseMatrix(3, new[] { new Complex(1.0, 1), new Complex(2.0, 1), new Complex(0.0, 1), new Complex(3.0, 1), new Complex(0.0, 1), new Complex(0.0, 1) }) }, 
+                             { "Square3x3", new SymmetricDenseMatrix(3, new[] { new Complex(-1.1, 1), new Complex(2.0, 1), new Complex(1.1, 1), new Complex(3.0, 1), new Complex(0.0, 1), new Complex(6.6, 1) }) }, 
+                             { "Square4x4", new SymmetricDenseMatrix(4, new[] { new Complex(1.1, 1), new Complex(2.0, 1), new Complex(5.0, 1), new Complex(-3.0, 1), new Complex(-6.0, 1), new Complex(8.0, 1), new Complex(4.4, 1), new Complex(7.0, 1), new Complex(9.0, 1), new Complex(10.0, 1) }) }, 
+                             { "Singular4x4", new SymmetricDenseMatrix(4, new[] { new Complex(1.0, 1), new Complex(2.0, 1), new Complex(5.0, 1), new Complex(0.0, 1), new Complex(0.0, 1), new Complex(0.0, 1), new Complex(4.0, 1), new Complex(7.0, 1), new Complex(0.0, 1), new Complex(10.0, 1) }) }, 
+                             { "Symmetric3x3", new SymmetricDenseMatrix(3, new[] { new Complex(1.0, 1), new Complex(2.0, 1), new Complex(2.0, 1), new Complex(3.0, 1), new Complex(0.0, 1), new Complex(3.0, 1) }) },
+                             { "IndexTester4x4", new SymmetricDenseMatrix(4, new [] { new Complex(0, 1), new Complex(1, 1), new Complex(2, 1), new Complex(3, 1), new Complex(4, 1), new Complex(5, 1), new Complex(6, 1), new Complex(7, 1), new Complex(8, 1), new Complex(9, 1) }) }
+                           };
+
+            foreach (var name in testData.Keys)
+            {
+                Assert.AreEqual(TestMatrices[name], testData[name]);
+            }
+        }
+
+        /// <summary>
+        /// Matrix from array is a reference.
+        /// </summary>
+        [Test]
+        public void MatrixFrom1DArrayIsReference()
+        {
+            var data = new Complex[] { new Complex(1, 1), new Complex(1, 1), new Complex(1, 1), new Complex(1, 1), new Complex(1, 1), new Complex(1, 1) };
+            var matrix = new SymmetricDenseMatrix(3, data);
+            matrix[0, 0] = new Complex(10.0, 2);
+            Assert.AreEqual(new Complex(10.0, 2), data[0]);
+        }
+
+        /// <summary>
+        /// Can create a matrix form array.
+        /// </summary>
+        [Test]
+        public void CanCreateMatrixFrom2DArray()
+        {
+            var testData = new Dictionary<string, Matrix>
+                          {
+                             { "Singular3x3", new SymmetricDenseMatrix(new[,] { { new Complex(1.0, 1), new Complex(2.0, 1), new Complex(3.0, 1) }, { new Complex(2.0, 1), new Complex(0.0, 1), new Complex(0.0, 1) }, { new Complex(3.0, 1), new Complex(0.0, 1), new Complex(0.0, 1) } }) }, 
+                             { "Square3x3", new SymmetricDenseMatrix(new[,] { { new Complex(-1.1, 1), new Complex(2.0, 1), new Complex(3.0, 1) }, { new Complex(2.0, 1), new Complex(1.1, 1), new Complex(0.0, 1) }, { new Complex(3.0, 1), new Complex(0.0, 1), new Complex(6.6, 1) } }) }, 
+                             { "Square4x4", new SymmetricDenseMatrix(new[,] { { new Complex(1.1, 1), new Complex(2.0, 1), new Complex(-3.0, 1), new Complex(4.4, 1) }, { new Complex(2.0, 1), new Complex(5.0, 1), new Complex(-6.0, 1), new Complex(7.0, 1) }, { new Complex(-3.0, 1), new Complex(-6.0, 1), new Complex(8.0, 1), new Complex(9.0, 1) }, { new Complex(4.4, 1), new Complex(7.0, 1), new Complex(9.0, 1), new Complex(10.0, 1) } }) }, 
+                             { "Singular4x4", new SymmetricDenseMatrix(new[,] { { new Complex(1.0, 1), new Complex(2.0, 1), new Complex(0.0, 1), new Complex(4.0, 1) }, { new Complex(2.0, 1), new Complex(5.0, 1), new Complex(0.0, 1), new Complex(7.0, 1) }, { new Complex(0.0, 1), new Complex(0.0, 1), new Complex(0.0, 1), new Complex(0.0, 1) }, { new Complex(4.0, 1), new Complex(7.0, 1), new Complex(0.0, 1), new Complex(10.0, 1) } }) }, 
+                             { "Symmetric3x3", new SymmetricDenseMatrix(new[,] { { new Complex(1.0, 1), new Complex(2.0, 1), new Complex(3.0, 1) }, { new Complex(2.0, 1), new Complex(2.0, 1), new Complex(0.0, 1) }, { new Complex(3.0, 1), new Complex(0.0, 1), new Complex(3.0, 1) } }) },
+                             { "IndexTester4x4", new SymmetricDenseMatrix(new [,] { { new Complex(0, 1), new Complex(1, 1), new Complex(3, 1), new Complex(6, 1) }, { new Complex(1, 1), new Complex(2, 1), new Complex(4, 1), new Complex(7, 1) }, { new Complex(3, 1), new Complex(4, 1), new Complex(5, 1), new Complex(8, 1) }, { new Complex(6, 1), new Complex(7, 1), new Complex(8, 1), new Complex(9, 1) } }) }
+                         };
+
+            foreach (var name in testData.Keys)
+            {
+                Assert.AreEqual(TestMatrices[name], testData[name]);
+            }
+        }
+
+        /// <summary>
+        /// Matrix from two-dimensional array is a copy.
+        /// </summary>
+        [Test]
+        public void MatrixFrom2DArrayIsCopy()
+        {
+            var matrix = new DenseMatrix(TestData2D["Singular3x3"]);
+            matrix[0, 0] = new Complex(10.0, 2);
+            Assert.AreEqual(new Complex(1.0, 1), TestData2D["Singular3x3"][0, 0]);
+        }
+
+        /// <summary>
+        /// Can create a matrix with uniform values.
+        /// </summary>
+        [Test]
+        public void CanCreateMatrixWithUniformValues()
+        {
+            var matrix = new SymmetricDenseMatrix(10, new Complex(10.0, 2));
+            var value = new Complex(10.0, 2);
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrix[i, j], value);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Can create an identity matrix.
+        /// </summary>
+        [Test]
+        public void CanCreateIdentity()
+        {
+            var matrix = SymmetricDenseMatrix.Identity(5);
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(i == j ? Complex.One : Complex.Zero, matrix[i, j]);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Identity with wrong order throws <c>ArgumentOutOfRangeException</c>.
+        /// </summary>
+        /// <param name="order">The size of the square matrix</param>
+        [TestCase(0)]
+        [TestCase(-1)]
+        public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
+        {
+            Assert.Throws<ArgumentOutOfRangeException>(() => SymmetricDenseMatrix.Identity(order));
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Complex/SymmetricMatrixTests.Arithmetic.cs

@@ -0,0 +1,192 @@
+// <copyright file="SymmetricMatrixTests.Arithmetic.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) 2009-2010 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>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
+{
+    using System.Collections.Generic;
+    using LinearAlgebra.Complex;
+    using NUnit.Framework;
+    using System.Numerics;
+
+    /// <summary>
+    /// Abstract class with the common set of matrix tests for symmetric matrices
+    /// </summary>
+    public abstract partial class SymmetricMatrixTests
+    {
+        /// <summary>
+        /// Setup test matrices. 
+        /// Singular and Square matrices are overridden here with symmetric ones so that calls to base methods work as intended. 
+        /// Additional NonSymmetric matrices are defined for some tests. 
+        /// </summary>
+        [SetUp]
+        public override void SetupMatrices()
+        {
+            TestData2D = new Dictionary<string, Complex[,]>
+                         {
+                             { "Singular3x3", new[,] { { new Complex(1.0, 1), new Complex(2.0, 1), new Complex(3.0, 1) }, { new Complex(2.0, 1), new Complex(0.0, 1), new Complex(0.0, 1) }, { new Complex(3.0, 1), new Complex(0.0, 1), new Complex(0.0, 1) } } }, 
+                             { "Square3x3", new[,] { { new Complex(-1.1, 1), new Complex(2.0, 1), new Complex(3.0, 1) }, { new Complex(2.0, 1), new Complex(1.1, 1), new Complex(0.0, 1) }, { new Complex(3.0, 1), new Complex(0.0, 1), new Complex(6.6, 1) } } }, 
+                             { "Square4x4", new[,] { { new Complex(1.1, 1), new Complex(2.0, 1), new Complex(-3.0, 1), new Complex(4.4, 1) }, { new Complex(2.0, 1), new Complex(5.0, 1), new Complex(-6.0, 1), new Complex(7.0, 1) }, { new Complex(-3.0, 1), new Complex(-6.0, 1), new Complex(8.0, 1), new Complex(9.0, 1) }, { new Complex(4.4, 1), new Complex(7.0, 1), new Complex(9.0, 1), new Complex(10.0, 1) } } }, 
+                             { "Singular4x4", new[,] { { new Complex(1.0, 1), new Complex(2.0, 1), new Complex(0.0, 1), new Complex(4.0, 1) }, { new Complex(2.0, 1), new Complex(5.0, 1), new Complex(0.0, 1), new Complex(7.0, 1) }, { new Complex(0.0, 1), new Complex(0.0, 1), new Complex(0.0, 1), new Complex(0.0, 1) }, { new Complex(4.0, 1), new Complex(7.0, 1), new Complex(0.0, 1), new Complex(10.0, 1) } } }, 
+                             { "Tall3x2", new[,] { { new Complex(-1.1, 1), new Complex(-2.2, 1) }, { new Complex(0.0, 1), new Complex(1.1, 1) }, { new Complex(-4.4, 1), new Complex(5.5, 1) } } }, 
+                             { "Wide2x3", new[,] { { new Complex(-1.1, 1), new Complex(-2.2, 1), new Complex(-3.3, 1) }, { new Complex(0.0, 1), new Complex(1.1, 1), new Complex(2.2, 1) } } }, 
+                             { "Symmetric3x3", new[,] { { new Complex(1.0, 1), new Complex(2.0, 1), new Complex(3.0, 1) }, { new Complex(2.0, 1), new Complex(2.0, 1), new Complex(0.0, 1) }, { new Complex(3.0, 1), new Complex(0.0, 1), new Complex(3.0, 1) } } },
+                             { "NonSymmetric3x3", new[,] { { new Complex(-1.1, 1), new Complex(-2.2, 1), new Complex(-3.3, 1) }, { new Complex(0.0, 1), new Complex(1.1, 1), new Complex(2.2, 1) }, { new Complex(-4.4, 1), new Complex(5.5, 1), new Complex(6.6, 1) } } },
+                             { "NonSymmetric4x4", new[,] { { new Complex(-1.1, 1), new Complex(-2.2, 1), new Complex(-3.3, 1), new Complex(-4.4, 1) }, { new Complex(0.0, 1), new Complex(1.1, 1), new Complex(2.2, 1), new Complex(3.3, 1) }, { new Complex(1.0, 1), new Complex(2.1, 1), new Complex(6.2, 1), new Complex(4.3, 1) }, { new Complex(-4.4, 1), new Complex(5.5, 1), new Complex(6.6, 1), new Complex(-7.7, 1) } } },
+                             { "IndexTester4x4", new [,] { { new Complex(0, 1), new Complex(1, 1), new Complex(3, 1), new Complex(6, 1) }, { new Complex(1, 1), new Complex(2, 1), new Complex(4, 1), new Complex(7, 1) }, { new Complex(3, 1), new Complex(4, 1), new Complex(5, 1), new Complex(8, 1) }, { new Complex(6, 1), new Complex(7, 1), new Complex(8, 1), new Complex(9, 1) } } }
+                         };
+
+            TestMatrices = new Dictionary<string, Matrix>();
+
+            foreach (var name in TestData2D.Keys)
+            {
+                TestMatrices.Add(name, CreateMatrix(TestData2D[name]));
+            }
+        }
+
+        /// <summary>
+        /// Can add a non-symmetric matrix to this symmetric matrix.
+        /// </summary>
+        /// <param name="mtxA">Matrix A name.</param>
+        /// <param name="mtxB">Matrix B name.</param>
+        [Test, Sequential]
+        public void CanAddNonSymmetricMatrix([Values("Square3x3", "Square4x4")] string mtxA, [Values("NonSymmetric3x3", "NonSymmetric4x4")] string mtxB)
+        {
+            var matrixA = TestMatrices[mtxA];
+            var matrixB = TestMatrices[mtxB];
+
+            var matrix = matrixA.Clone();
+            matrix = matrix.Add(matrixB);
+
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrix[i, j], matrixA[i, j] + matrixB[i, j]);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Can subtract a non-symmetric matrix from this symmetric matrix.
+        /// </summary>
+        /// <param name="mtxA">Matrix A name.</param>
+        /// <param name="mtxB">Matrix B name.</param>
+        [Test, Sequential]
+        public void CanSubtractNonSymmetricMatrix([Values("Square3x3", "Square4x4")] string mtxA, [Values("NonSymmetric3x3", "NonSymmetric4x4")] string mtxB)
+        {
+            var matrixA = TestMatrices[mtxA];
+            var matrixB = TestMatrices[mtxB];
+
+            var matrix = matrixA.Clone();
+            matrix = matrix.Subtract(matrixB);
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrix[i, j], matrixA[i, j] - matrixB[i, j]);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Can compute Frobenius norm.
+        /// </summary>
+        public override void CanComputeFrobeniusNorm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.FrobeniusNorm(), matrix.FrobeniusNorm(), 14);
+
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.FrobeniusNorm(), matrix.FrobeniusNorm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.FrobeniusNorm(), matrix.FrobeniusNorm(), 14);
+        }
+
+
+
+        /// <summary>
+        /// Can compute Infinity norm.
+        /// </summary>
+        public override void CanComputeInfinityNorm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.InfinityNorm(), matrix.InfinityNorm(), 14);
+
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.InfinityNorm(), matrix.InfinityNorm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.InfinityNorm(), matrix.InfinityNorm(), 14);
+        }
+
+
+
+        /// <summary>
+        /// Can compute L1 norm.
+        /// </summary>
+        public override void CanComputeL1Norm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L1Norm(), matrix.L1Norm(), 14);
+
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L1Norm(), matrix.L1Norm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L1Norm(), matrix.L1Norm(), 14);
+        }
+
+
+
+        /// <summary>
+        /// Can compute L2 norm.
+        /// </summary>
+        public override void CanComputeL2Norm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L2Norm(), matrix.L2Norm(), 14);
+
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L2Norm(), matrix.L2Norm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L2Norm(), matrix.L2Norm(), 14);
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Complex/SymmetricMatrixTests.cs

@@ -0,0 +1,124 @@
+// <copyright file="SymmetricMatrixTests.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) 2009-2010 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>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
+{
+    using System.Numerics;
+    using MathNet.Numerics.LinearAlgebra.Complex;
+    using NUnit.Framework;
+
+    /// <summary>
+    /// Abstract class with the common set of matrix tests for symmetric matrices. 
+    /// </summary>
+    public abstract partial class SymmetricMatrixTests : MatrixTests
+    {
+        /// <summary>
+        /// Can check if a matrix is symmetric.
+        /// </summary>
+        [Test]
+        public override void CanCheckIfMatrixIsSymmetric()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            Assert.IsTrue(matrix.IsSymmetric);
+
+            matrix = TestMatrices["NonSymmetric3x3"];
+            Assert.IsFalse(matrix.IsSymmetric);
+        }
+
+        /// <summary>
+        /// Can check if a [,] array is symmetric. 
+        /// </summary>
+        [Test]
+        public void CanCheckIfArrayIsSymmetric()
+        {
+            Assert.IsTrue(SymmetricMatrix.CheckIfSymmetric(TestData2D["Square3x3"]));
+            Assert.IsFalse(SymmetricMatrix.CheckIfSymmetric(TestData2D["NonSymmetric3x3"]));
+        }
+
+        /// <summary>
+        /// Test whether the index enumerator returns the correct values.
+        /// </summary>
+        [Test]
+        public void CanUseIndexedEnumerator()
+        {
+            var matrix = TestMatrices["Singular3x3"];
+            var enumerator = matrix.IndexedEnumerator().GetEnumerator();
+            enumerator.MoveNext();
+            var item = enumerator.Current;
+            Assert.AreEqual(0, item.Item1);
+            Assert.AreEqual(0, item.Item2);
+            Assert.AreEqual(new Complex(1.0, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(0, item.Item1);
+            Assert.AreEqual(1, item.Item2);
+            Assert.AreEqual(new Complex(2.0, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(0, item.Item1);
+            Assert.AreEqual(2, item.Item2);
+            Assert.AreEqual(new Complex(3.0, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(1, item.Item1);
+            Assert.AreEqual(0, item.Item2);
+            Assert.AreEqual(new Complex(2.0, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(1, item.Item1);
+            Assert.AreEqual(1, item.Item2);
+            Assert.AreEqual(new Complex(0.0, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(1, item.Item1);
+            Assert.AreEqual(2, item.Item2);
+            Assert.AreEqual(new Complex(0.0, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(2, item.Item1);
+            Assert.AreEqual(0, item.Item2);
+            Assert.AreEqual(new Complex(3.0, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(2, item.Item1);
+            Assert.AreEqual(1, item.Item2);
+            Assert.AreEqual(new Complex(0.0, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(2, item.Item1);
+            Assert.AreEqual(2, item.Item2);
+            Assert.AreEqual(new Complex(0.0, 1), item.Item3);
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Complex32/SymmetricDenseMatrixTests.cs

@@ -0,0 +1,217 @@
+// <copyright file="SymmetricDenseMatrixTests.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) 2009-2010 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>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32
+{
+    using System;
+    using System.Collections.Generic;
+    using Numerics;
+
+    using MathNet.Numerics.LinearAlgebra.Complex32;
+
+    using NUnit.Framework;
+
+    /// <summary>
+    /// Symmetric Dense matrix tests.
+    /// </summary>
+    public class SymmetricDenseMatrixTests : SymmetricMatrixTests
+    {
+        /// <summary>
+        /// Creates a matrix for the given number of rows and columns.
+        /// </summary>
+        /// <param name="rows">
+        /// The number of rows.
+        /// </param>
+        /// <param name="columns">
+        /// The number of columns.
+        /// </param>
+        /// <returns>
+        /// A matrix with the given dimensions.
+        /// </returns>
+        protected override Matrix CreateMatrix(int rows, int columns)
+        {
+            return new DenseMatrix(rows, columns);
+        }
+
+        /// <summary>
+        /// Creates a matrix from a 2D array.
+        /// </summary>
+        /// <param name="data">
+        /// The 2D array to create this matrix from.
+        /// </param>
+        /// <returns>
+        /// A matrix with the given values.
+        /// </returns>
+        protected override Matrix CreateMatrix(Complex32[,] data)
+        {
+            if (SymmetricMatrix.CheckIfSymmetric(data))
+            {
+                return new SymmetricDenseMatrix(data);
+            }
+
+            return new DenseMatrix(data);
+        }
+
+        /// <summary>
+        /// Creates a vector of the given size.
+        /// </summary>
+        /// <param name="size">
+        /// The size of the vector to create.
+        /// </param>
+        /// <returns>
+        /// The new vector. 
+        /// </returns>
+        protected override Vector CreateVector(int size)
+        {
+            return new DenseVector(size);
+        }
+
+        /// <summary>
+        /// Creates a vector from an array.
+        /// </summary>
+        /// <param name="data">
+        /// The array to create this vector from.
+        /// </param>
+        /// <returns>
+        /// The new vector. 
+        /// </returns>
+        protected override Vector CreateVector(Complex32[] data)
+        {
+            return new DenseVector(data);
+        }
+
+        /// <summary>
+        /// Can create a matrix form array.
+        /// </summary>
+        [Test]
+        public void CanCreateMatrixFrom1DArray()
+        {
+            var testData = new Dictionary<string, Matrix>
+                           {
+                             { "Singular3x3", new SymmetricDenseMatrix(3, new[] { new Complex32(1.0f, 1), new Complex32(2.0f, 1), new Complex32(0.0f, 1), new Complex32(3.0f, 1), new Complex32(0.0f, 1), new Complex32(0.0f, 1) }) }, 
+                             { "Square3x3", new SymmetricDenseMatrix(3, new[] { new Complex32(-1.1f, 1), new Complex32(2.0f, 1), new Complex32(1.1f, 1), new Complex32(3.0f, 1), new Complex32(0.0f, 1), new Complex32(6.6f, 1) }) }, 
+                             { "Square4x4", new SymmetricDenseMatrix(4, new[] { new Complex32(1.1f, 1), new Complex32(2.0f, 1), new Complex32(5.0f, 1), new Complex32(-3.0f, 1), new Complex32(-6.0f, 1), new Complex32(8.0f, 1), new Complex32(4.4f, 1), new Complex32(7.0f, 1), new Complex32(9.0f, 1), new Complex32(10.0f, 1) }) }, 
+                             { "Singular4x4", new SymmetricDenseMatrix(4, new[] { new Complex32(1.0f, 1), new Complex32(2.0f, 1), new Complex32(5.0f, 1), new Complex32(0.0f, 1), new Complex32(0.0f, 1), new Complex32(0.0f, 1), new Complex32(4.0f, 1), new Complex32(7.0f, 1), new Complex32(0.0f, 1), new Complex32(10.0f, 1) }) }, 
+                             { "Symmetric3x3", new SymmetricDenseMatrix(3, new[] { new Complex32(1.0f, 1), new Complex32(2.0f, 1), new Complex32(2.0f, 1), new Complex32(3.0f, 1), new Complex32(0.0f, 1), new Complex32(3.0f, 1) }) },
+                             { "IndexTester4x4", new SymmetricDenseMatrix(4, new [] { new Complex32(0, 1), new Complex32(1, 1), new Complex32(2, 1), new Complex32(3, 1), new Complex32(4, 1), new Complex32(5, 1), new Complex32(6, 1), new Complex32(7, 1), new Complex32(8, 1), new Complex32(9, 1) }) }
+                           };
+
+            foreach (var name in testData.Keys)
+            {
+                Assert.AreEqual(TestMatrices[name], testData[name]);
+            }
+        }
+
+        /// <summary>
+        /// Matrix from array is a reference.
+        /// </summary>
+        [Test]
+        public void MatrixFrom1DArrayIsReference()
+        {
+            var data = new Complex32[] { new Complex32(1, 1), new Complex32(1, 1), new Complex32(1, 1), new Complex32(1, 1), new Complex32(1, 1), new Complex32(1, 1) };
+            var matrix = new SymmetricDenseMatrix(3, data);
+            matrix[0, 0] = new Complex32(10.0f, 2);
+            Assert.AreEqual(new Complex32(10.0f, 2), data[0]);
+        }
+
+        /// <summary>
+        /// Can create a matrix form array.
+        /// </summary>
+        [Test]
+        public void CanCreateMatrixFrom2DArray()
+        {
+            var testData = new Dictionary<string, Matrix>
+                          {
+                             { "Singular3x3", new SymmetricDenseMatrix(new[,] { { new Complex32(1.0f, 1), new Complex32(2.0f, 1), new Complex32(3.0f, 1) }, { new Complex32(2.0f, 1), new Complex32(0.0f, 1), new Complex32(0.0f, 1) }, { new Complex32(3.0f, 1), new Complex32(0.0f, 1), new Complex32(0.0f, 1) } }) }, 
+                             { "Square3x3", new SymmetricDenseMatrix(new[,] { { new Complex32(-1.1f, 1), new Complex32(2.0f, 1), new Complex32(3.0f, 1) }, { new Complex32(2.0f, 1), new Complex32(1.1f, 1), new Complex32(0.0f, 1) }, { new Complex32(3.0f, 1), new Complex32(0.0f, 1), new Complex32(6.6f, 1) } }) }, 
+                             { "Square4x4", new SymmetricDenseMatrix(new[,] { { new Complex32(1.1f, 1), new Complex32(2.0f, 1), new Complex32(-3.0f, 1), new Complex32(4.4f, 1) }, { new Complex32(2.0f, 1), new Complex32(5.0f, 1), new Complex32(-6.0f, 1), new Complex32(7.0f, 1) }, { new Complex32(-3.0f, 1), new Complex32(-6.0f, 1), new Complex32(8.0f, 1), new Complex32(9.0f, 1) }, { new Complex32(4.4f, 1), new Complex32(7.0f, 1), new Complex32(9.0f, 1), new Complex32(10.0f, 1) } }) }, 
+                             { "Singular4x4", new SymmetricDenseMatrix(new[,] { { new Complex32(1.0f, 1), new Complex32(2.0f, 1), new Complex32(0.0f, 1), new Complex32(4.0f, 1) }, { new Complex32(2.0f, 1), new Complex32(5.0f, 1), new Complex32(0.0f, 1), new Complex32(7.0f, 1) }, { new Complex32(0.0f, 1), new Complex32(0.0f, 1), new Complex32(0.0f, 1), new Complex32(0.0f, 1) }, { new Complex32(4.0f, 1), new Complex32(7.0f, 1), new Complex32(0.0f, 1), new Complex32(10.0f, 1) } }) }, 
+                             { "Symmetric3x3", new SymmetricDenseMatrix(new[,] { { new Complex32(1.0f, 1), new Complex32(2.0f, 1), new Complex32(3.0f, 1) }, { new Complex32(2.0f, 1), new Complex32(2.0f, 1), new Complex32(0.0f, 1) }, { new Complex32(3.0f, 1), new Complex32(0.0f, 1), new Complex32(3.0f, 1) } }) },
+                             { "IndexTester4x4", new SymmetricDenseMatrix(new [,] { { new Complex32(0, 1), new Complex32(1, 1), new Complex32(3, 1), new Complex32(6, 1) }, { new Complex32(1, 1), new Complex32(2, 1), new Complex32(4, 1), new Complex32(7, 1) }, { new Complex32(3, 1), new Complex32(4, 1), new Complex32(5, 1), new Complex32(8, 1) }, { new Complex32(6, 1), new Complex32(7, 1), new Complex32(8, 1), new Complex32(9, 1) } }) }
+                         };
+
+            foreach (var name in testData.Keys)
+            {
+                Assert.AreEqual(TestMatrices[name], testData[name]);
+            }
+        }
+
+        /// <summary>
+        /// Matrix from two-dimensional array is a copy.
+        /// </summary>
+        [Test]
+        public void MatrixFrom2DArrayIsCopy()
+        {
+            var matrix = new DenseMatrix(TestData2D["Singular3x3"]);
+            matrix[0, 0] = new Complex32(10.0f, 2);
+            Assert.AreEqual(new Complex32(1.0f, 1), TestData2D["Singular3x3"][0, 0]);
+        }
+
+        /// <summary>
+        /// Can create a matrix with uniform values.
+        /// </summary>
+        [Test]
+        public void CanCreateMatrixWithUniformValues()
+        {
+            var matrix = new SymmetricDenseMatrix(10, new Complex32(10.0f, 2));
+            var value = new Complex32(10.0f, 2);
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrix[i, j], value);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Can create an identity matrix.
+        /// </summary>
+        [Test]
+        public void CanCreateIdentity()
+        {
+            var matrix = SymmetricDenseMatrix.Identity(5);
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(i == j ? Complex32.One : Complex32.Zero, matrix[i, j]);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Identity with wrong order throws <c>ArgumentOutOfRangeException</c>.
+        /// </summary>
+        /// <param name="order">The size of the square matrix</param>
+        [TestCase(0)]
+        [TestCase(-1)]
+        public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
+        {
+            Assert.Throws<ArgumentOutOfRangeException>(() => SymmetricDenseMatrix.Identity(order));
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Complex32/SymmetricMatrixTests.Arithmetic.cs

@@ -0,0 +1,192 @@
+// <copyright file="SymmetricMatrixTests.Arithmetic.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) 2009-2010 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>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32
+{
+    using System.Collections.Generic;
+    using LinearAlgebra.Complex32;
+    using NUnit.Framework;
+    using Numerics;
+
+    /// <summary>
+    /// Abstract class with the common set of matrix tests for symmetric matrices
+    /// </summary>
+    public abstract partial class SymmetricMatrixTests
+    {
+        /// <summary>
+        /// Setup test matrices. 
+        /// Singular and Square matrices are overridden here with symmetric ones so that calls to base methods work as intended. 
+        /// Additional NonSymmetric matrices are defined for some tests. 
+        /// </summary>
+        [SetUp]
+        public override void SetupMatrices()
+        {
+            TestData2D = new Dictionary<string, Complex32[,]>
+                         {
+                             { "Singular3x3", new[,] { { new Complex32(1.0f, 1), new Complex32(2.0f, 1), new Complex32(3.0f, 1) }, { new Complex32(2.0f, 1), new Complex32(0.0f, 1), new Complex32(0.0f, 1) }, { new Complex32(3.0f, 1), new Complex32(0.0f, 1), new Complex32(0.0f, 1) } } }, 
+                             { "Square3x3", new[,] { { new Complex32(-1.1f, 1), new Complex32(2.0f, 1), new Complex32(3.0f, 1) }, { new Complex32(2.0f, 1), new Complex32(1.1f, 1), new Complex32(0.0f, 1) }, { new Complex32(3.0f, 1), new Complex32(0.0f, 1), new Complex32(6.6f, 1) } } }, 
+                             { "Square4x4", new[,] { { new Complex32(1.1f, 1), new Complex32(2.0f, 1), new Complex32(-3.0f, 1), new Complex32(4.4f, 1) }, { new Complex32(2.0f, 1), new Complex32(5.0f, 1), new Complex32(-6.0f, 1), new Complex32(7.0f, 1) }, { new Complex32(-3.0f, 1), new Complex32(-6.0f, 1), new Complex32(8.0f, 1), new Complex32(9.0f, 1) }, { new Complex32(4.4f, 1), new Complex32(7.0f, 1), new Complex32(9.0f, 1), new Complex32(10.0f, 1) } } }, 
+                             { "Singular4x4", new[,] { { new Complex32(1.0f, 1), new Complex32(2.0f, 1), new Complex32(0.0f, 1), new Complex32(4.0f, 1) }, { new Complex32(2.0f, 1), new Complex32(5.0f, 1), new Complex32(0.0f, 1), new Complex32(7.0f, 1) }, { new Complex32(0.0f, 1), new Complex32(0.0f, 1), new Complex32(0.0f, 1), new Complex32(0.0f, 1) }, { new Complex32(4.0f, 1), new Complex32(7.0f, 1), new Complex32(0.0f, 1), new Complex32(10.0f, 1) } } }, 
+                             { "Tall3x2", new[,] { { new Complex32(-1.1f, 1), new Complex32(-2.2f, 1) }, { new Complex32(0.0f, 1), new Complex32(1.1f, 1) }, { new Complex32(-4.4f, 1), new Complex32(5.5f, 1) } } }, 
+                             { "Wide2x3", new[,] { { new Complex32(-1.1f, 1), new Complex32(-2.2f, 1), new Complex32(-3.3f, 1) }, { new Complex32(0.0f, 1), new Complex32(1.1f, 1), new Complex32(2.2f, 1) } } }, 
+                             { "Symmetric3x3", new[,] { { new Complex32(1.0f, 1), new Complex32(2.0f, 1), new Complex32(3.0f, 1) }, { new Complex32(2.0f, 1), new Complex32(2.0f, 1), new Complex32(0.0f, 1) }, { new Complex32(3.0f, 1), new Complex32(0.0f, 1), new Complex32(3.0f, 1) } } },
+                             { "NonSymmetric3x3", new[,] { { new Complex32(-1.1f, 1), new Complex32(-2.2f, 1), new Complex32(-3.3f, 1) }, { new Complex32(0.0f, 1), new Complex32(1.1f, 1), new Complex32(2.2f, 1) }, { new Complex32(-4.4f, 1), new Complex32(5.5f, 1), new Complex32(6.6f, 1) } } },
+                             { "NonSymmetric4x4", new[,] { { new Complex32(-1.1f, 1), new Complex32(-2.2f, 1), new Complex32(-3.3f, 1), new Complex32(-4.4f, 1) }, { new Complex32(0.0f, 1), new Complex32(1.1f, 1), new Complex32(2.2f, 1), new Complex32(3.3f, 1) }, { new Complex32(1.0f, 1), new Complex32(2.1f, 1), new Complex32(6.2f, 1), new Complex32(4.3f, 1) }, { new Complex32(-4.4f, 1), new Complex32(5.5f, 1), new Complex32(6.6f, 1), new Complex32(-7.7f, 1) } } },
+                             { "IndexTester4x4", new [,] { { new Complex32(0, 1), new Complex32(1, 1), new Complex32(3, 1), new Complex32(6, 1) }, { new Complex32(1, 1), new Complex32(2, 1), new Complex32(4, 1), new Complex32(7, 1) }, { new Complex32(3, 1), new Complex32(4, 1), new Complex32(5, 1), new Complex32(8, 1) }, { new Complex32(6, 1), new Complex32(7, 1), new Complex32(8, 1), new Complex32(9, 1) } } }
+                         };
+
+            TestMatrices = new Dictionary<string, Matrix>();
+
+            foreach (var name in TestData2D.Keys)
+            {
+                TestMatrices.Add(name, CreateMatrix(TestData2D[name]));
+            }
+        }
+
+        /// <summary>
+        /// Can add a non-symmetric matrix to this symmetric matrix.
+        /// </summary>
+        /// <param name="mtxA">Matrix A name.</param>
+        /// <param name="mtxB">Matrix B name.</param>
+        [Test, Sequential]
+        public void CanAddNonSymmetricMatrix([Values("Square3x3", "Square4x4")] string mtxA, [Values("NonSymmetric3x3", "NonSymmetric4x4")] string mtxB)
+        {
+            var matrixA = TestMatrices[mtxA];
+            var matrixB = TestMatrices[mtxB];
+
+            var matrix = matrixA.Clone();
+            matrix = matrix.Add(matrixB);
+
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrix[i, j], matrixA[i, j] + matrixB[i, j]);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Can subtract a non-symmetric matrix from this symmetric matrix.
+        /// </summary>
+        /// <param name="mtxA">Matrix A name.</param>
+        /// <param name="mtxB">Matrix B name.</param>
+        [Test, Sequential]
+        public void CanSubtractNonSymmetricMatrix([Values("Square3x3", "Square4x4")] string mtxA, [Values("NonSymmetric3x3", "NonSymmetric4x4")] string mtxB)
+        {
+            var matrixA = TestMatrices[mtxA];
+            var matrixB = TestMatrices[mtxB];
+
+            var matrix = matrixA.Clone();
+            matrix = matrix.Subtract(matrixB);
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrix[i, j], matrixA[i, j] - matrixB[i, j]);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Can compute Frobenius norm.
+        /// </summary>
+        public override void CanComputeFrobeniusNorm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.FrobeniusNorm(), matrix.FrobeniusNorm(), 14);
+
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.FrobeniusNorm(), matrix.FrobeniusNorm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.FrobeniusNorm(), matrix.FrobeniusNorm(), 14);
+        }
+
+
+
+        /// <summary>
+        /// Can compute Infinity norm.
+        /// </summary>
+        public override void CanComputeInfinityNorm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.InfinityNorm(), matrix.InfinityNorm(), 14);
+
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.InfinityNorm(), matrix.InfinityNorm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.InfinityNorm(), matrix.InfinityNorm(), 14);
+        }
+
+
+
+        /// <summary>
+        /// Can compute L1 norm.
+        /// </summary>
+        public override void CanComputeL1Norm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L1Norm(), matrix.L1Norm(), 14);
+
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L1Norm(), matrix.L1Norm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L1Norm(), matrix.L1Norm(), 14);
+        }
+
+
+
+        /// <summary>
+        /// Can compute L2 norm.
+        /// </summary>
+        public override void CanComputeL2Norm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L2Norm(), matrix.L2Norm(), 14);
+
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L2Norm(), matrix.L2Norm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L2Norm(), matrix.L2Norm(), 14);
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Complex32/SymmetricMatrixTests.cs

@@ -0,0 +1,125 @@
+// <copyright file="SymmetricMatrixTests.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) 2009-2010 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>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32
+{
+    using MathNet.Numerics.LinearAlgebra.Complex32;
+
+    using Numerics;
+    using NUnit.Framework;
+
+    /// <summary>
+    /// Abstract class with the common set of matrix tests for symmetric matrices. 
+    /// </summary>
+    public abstract partial class SymmetricMatrixTests : MatrixTests
+    {
+        /// <summary>
+        /// Can check if a matrix is symmetric.
+        /// </summary>
+        [Test]
+        public override void CanCheckIfMatrixIsSymmetric()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            Assert.IsTrue(matrix.IsSymmetric);
+
+            matrix = TestMatrices["NonSymmetric3x3"];
+            Assert.IsFalse(matrix.IsSymmetric);
+        }
+
+        /// <summary>
+        /// Can check if a [,] array is symmetric. 
+        /// </summary>
+        [Test]
+        public void CanCheckIfArrayIsSymmetric()
+        {
+            Assert.IsTrue(SymmetricMatrix.CheckIfSymmetric(TestData2D["Square3x3"]));
+            Assert.IsFalse(SymmetricMatrix.CheckIfSymmetric(TestData2D["NonSymmetric3x3"]));
+        }
+
+        /// <summary>
+        /// Test whether the index enumerator returns the correct values.
+        /// </summary>
+        [Test]
+        public void CanUseIndexedEnumerator()
+        {
+            var matrix = TestMatrices["Singular3x3"];
+            var enumerator = matrix.IndexedEnumerator().GetEnumerator();
+            enumerator.MoveNext();
+            var item = enumerator.Current;
+            Assert.AreEqual(0, item.Item1);
+            Assert.AreEqual(0, item.Item2);
+            Assert.AreEqual(new Complex32(1.0f, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(0, item.Item1);
+            Assert.AreEqual(1, item.Item2);
+            Assert.AreEqual(new Complex32(2.0f, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(0, item.Item1);
+            Assert.AreEqual(2, item.Item2);
+            Assert.AreEqual(new Complex32(3.0f, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(1, item.Item1);
+            Assert.AreEqual(0, item.Item2);
+            Assert.AreEqual(new Complex32(2.0f, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(1, item.Item1);
+            Assert.AreEqual(1, item.Item2);
+            Assert.AreEqual(new Complex32(0.0f, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(1, item.Item1);
+            Assert.AreEqual(2, item.Item2);
+            Assert.AreEqual(new Complex32(0.0f, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(2, item.Item1);
+            Assert.AreEqual(0, item.Item2);
+            Assert.AreEqual(new Complex32(3.0f, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(2, item.Item1);
+            Assert.AreEqual(1, item.Item2);
+            Assert.AreEqual(new Complex32(0.0f, 1), item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(2, item.Item1);
+            Assert.AreEqual(2, item.Item2);
+            Assert.AreEqual(new Complex32(0.0f, 1), item.Item3);
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Double/MatrixTests.Arithmetic.cs

@@ -948,10 +948,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
         }
 
         /// <summary>
-        /// Can calculate Kronecker product.
+        /// Can calculate Kronecker product into a result matrix.
         /// </summary>
         [Test]
-        public void CanKroneckerProduct()
+        public void CanKroneckerProductIntoResult()
         {
             var matrixA = TestMatrices["Wide2x3"];
             var matrixB = TestMatrices["Square3x3"];
@@ -972,11 +972,12 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
             }
         }
 
+        
         /// <summary>
-        /// Can calculate Kronecker product into a result matrix.
+        /// Can calculate Kronecker product.
         /// </summary>
         [Test]
-        public void CanKroneckerProductIntoResult()
+        public void CanKroneckerProduct()
         {
             var matrixA = TestMatrices["Wide2x3"];
             var matrixB = TestMatrices["Square3x3"];

src/UnitTests/LinearAlgebraTests/Double/SymmetricDenseMatrixTests.cs

@@ -0,0 +1,215 @@
+// <copyright file="SymmetricDenseMatrixTests.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) 2009-2010 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>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
+{
+    using System;
+    using System.Collections.Generic;
+
+    using MathNet.Numerics.LinearAlgebra.Double;
+
+    using NUnit.Framework;
+
+    /// <summary>
+    /// Symmetric Dense matrix tests.
+    /// </summary>
+    public class SymmetricDenseMatrixTests : SymmetricMatrixTests
+    {
+        /// <summary>
+        /// Creates a matrix for the given number of rows and columns.
+        /// </summary>
+        /// <param name="rows">
+        /// The number of rows.
+        /// </param>
+        /// <param name="columns">
+        /// The number of columns.
+        /// </param>
+        /// <returns>
+        /// A matrix with the given dimensions.
+        /// </returns>
+        protected override Matrix CreateMatrix(int rows, int columns)
+        {
+            return new DenseMatrix(rows, columns);
+        }
+
+        /// <summary>
+        /// Creates a matrix from a 2D array.
+        /// </summary>
+        /// <param name="data">
+        /// The 2D array to create this matrix from.
+        /// </param>
+        /// <returns>
+        /// A matrix with the given values.
+        /// </returns>
+        protected override Matrix CreateMatrix(double[,] data)
+        {
+            if (SymmetricMatrix.CheckIfSymmetric(data))
+            {
+                return new SymmetricDenseMatrix(data);
+            }
+
+            return new DenseMatrix(data);
+        }
+
+        /// <summary>
+        /// Creates a vector of the given size.
+        /// </summary>
+        /// <param name="size">
+        /// The size of the vector to create.
+        /// </param>
+        /// <returns>
+        /// The new vector. 
+        /// </returns>
+        protected override Vector CreateVector(int size)
+        {
+            return new DenseVector(size);
+        }
+
+        /// <summary>
+        /// Creates a vector from an array.
+        /// </summary>
+        /// <param name="data">
+        /// The array to create this vector from.
+        /// </param>
+        /// <returns>
+        /// The new vector. 
+        /// </returns>
+        protected override Vector CreateVector(double[] data)
+        {
+            return new DenseVector(data);
+        }
+
+        /// <summary>
+        /// Can create a matrix form array.
+        /// </summary>
+        [Test]
+        public void CanCreateMatrixFrom1DArray()
+        {
+            var testData = new Dictionary<string, Matrix>
+                           {
+                             { "Singular3x3", new SymmetricDenseMatrix(3, new[] { 1.0, 2.0, 0.0, 3.0, 0.0, 0.0 }) }, 
+                             { "Square3x3", new SymmetricDenseMatrix(3, new[] { -1.1, 2.0, 1.1, 3.0, 0.0, 6.6 }) }, 
+                             { "Square4x4", new SymmetricDenseMatrix(4, new[] { 1.1, 2.0, 5.0, -3.0, -6.0, 8.0, 4.4, 7.0, 9.0, 10.0 }) }, 
+                             { "Singular4x4", new SymmetricDenseMatrix(4, new[] { 1.0, 2.0, 5.0, 0.0, 0.0, 0.0, 4.0, 7.0, 0.0, 10.0 }) }, 
+                             { "Symmetric3x3", new SymmetricDenseMatrix(3, new[] { 1.0, 2.0, 2.0, 3.0, 0.0, 3.0 }) },
+                             { "IndexTester4x4", new SymmetricDenseMatrix(4, new double[] { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9 }) }
+                           };
+
+            foreach (var name in testData.Keys)
+            {
+                Assert.AreEqual(TestMatrices[name], testData[name]);
+            }
+        }
+
+        /// <summary>
+        /// Matrix from array is a reference.
+        /// </summary>
+        [Test]
+        public void MatrixFrom1DArrayIsReference()
+        {
+            var data = new double[] { 1, 1, 1, 1, 1, 1 };
+            var matrix = new SymmetricDenseMatrix(3, data);
+            matrix[0, 0] = 10.0;
+            Assert.AreEqual(10.0, data[0]);
+        }
+
+        /// <summary>
+        /// Can create a matrix form array.
+        /// </summary>
+        [Test]
+        public void CanCreateMatrixFrom2DArray()
+        {
+            var testData = new Dictionary<string, Matrix>
+                          {
+                             { "Singular3x3", new SymmetricDenseMatrix(new[,] { { 1.0, 2.0, 3.0 }, { 2.0, 0.0, 0.0 }, { 3.0, 0.0, 0.0 } }) }, 
+                             { "Square3x3", new SymmetricDenseMatrix(new[,] { { -1.1, 2.0, 3.0 }, { 2.0, 1.1, 0.0 }, { 3.0, 0.0, 6.6 } }) }, 
+                             { "Square4x4", new SymmetricDenseMatrix(new[,] { { 1.1, 2.0, -3.0, 4.4 }, { 2.0, 5.0, -6.0, 7.0 }, { -3.0, -6.0, 8.0, 9.0 }, { 4.4, 7.0, 9.0, 10.0 } }) }, 
+                             { "Singular4x4", new SymmetricDenseMatrix(new[,] { { 1.0, 2.0, 0.0, 4.0 }, { 2.0, 5.0, 0.0, 7.0 }, { 0.0, 0.0, 0.0, 0.0 }, { 4.0, 7.0, 0.0, 10.0 } }) }, 
+                             { "Symmetric3x3", new SymmetricDenseMatrix(new[,] { { 1.0, 2.0, 3.0 }, { 2.0, 2.0, 0.0 }, { 3.0, 0.0, 3.0 } }) },
+                             { "IndexTester4x4", new SymmetricDenseMatrix(new double[,] { { 0, 1, 3, 6 }, { 1, 2, 4, 7 }, { 3, 4, 5, 8 }, { 6, 7, 8, 9 } }) }
+                         };
+
+            foreach (var name in testData.Keys)
+            {
+                Assert.AreEqual(TestMatrices[name], testData[name]);
+            }
+        }
+
+        /// <summary>
+        /// Matrix from two-dimensional array is a copy.
+        /// </summary>
+        [Test]
+        public void MatrixFrom2DArrayIsCopy()
+        {
+            var matrix = new DenseMatrix(TestData2D["Singular3x3"]);
+            matrix[0, 0] = 10.0;
+            Assert.AreEqual(1.0, TestData2D["Singular3x3"][0, 0]);
+        }
+
+        /// <summary>
+        /// Can create a matrix with uniform values.
+        /// </summary>
+        [Test]
+        public void CanCreateMatrixWithUniformValues()
+        {
+            var matrix = new SymmetricDenseMatrix(10, 10.0);
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrix[i, j], 10.0);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Can create an identity matrix.
+        /// </summary>
+        [Test]
+        public void CanCreateIdentity()
+        {
+            var matrix = SymmetricDenseMatrix.Identity(5);
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(i == j ? 1.0 : 0.0, matrix[i, j]);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Identity with wrong order throws <c>ArgumentOutOfRangeException</c>.
+        /// </summary>
+        /// <param name="order">The size of the square matrix</param>
+        [TestCase(0)]
+        [TestCase(-1)]
+        public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
+        {
+            Assert.Throws<ArgumentOutOfRangeException>(() => SymmetricDenseMatrix.Identity(order));
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Double/SymmetricMatrixTests.Arithmetic.cs

@@ -0,0 +1,191 @@
+// <copyright file="SymmetricMatrixTests.Arithmetic.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) 2009-2010 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>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
+{
+    using System.Collections.Generic;
+    using LinearAlgebra.Double;
+    using NUnit.Framework;
+
+    /// <summary>
+    /// Abstract class with the common set of matrix tests for symmetric matrices
+    /// </summary>
+    public abstract partial class SymmetricMatrixTests
+    {
+        /// <summary>
+        /// Setup test matrices. 
+        /// Singular and Square matrices are overridden here with symmetric ones so that calls to base methods work as intended. 
+        /// Additional NonSymmetric matrices are defined for some tests. 
+        /// </summary>
+        [SetUp]
+        public override void SetupMatrices()
+        {
+            TestData2D = new Dictionary<string, double[,]>
+                         {
+                             { "Singular3x3", new[,] { { 1.0, 2.0, 3.0 }, { 2.0, 0.0, 0.0 }, { 3.0, 0.0, 0.0 } } }, 
+                             { "Square3x3", new[,] { { -1.1, 2.0, 3.0 }, { 2.0, 1.1, 0.0 }, { 3.0, 0.0, 6.6 } } }, 
+                             { "Square4x4", new[,] { { 1.1, 2.0, -3.0, 4.4 }, { 2.0, 5.0, -6.0, 7.0 }, { -3.0, -6.0, 8.0, 9.0 }, { 4.4, 7.0, 9.0, 10.0 } } }, 
+                             { "Singular4x4", new[,] { { 1.0, 2.0, 0.0, 4.0 }, { 2.0, 5.0, 0.0, 7.0 }, { 0.0, 0.0, 0.0, 0.0 }, { 4.0, 7.0, 0.0, 10.0 } } }, 
+                             { "Tall3x2", new[,] { { -1.1, -2.2 }, { 0.0, 1.1 }, { -4.4, 5.5 } } }, 
+                             { "Wide2x3", new[,] { { -1.1, -2.2, -3.3 }, { 0.0, 1.1, 2.2 } } }, 
+                             { "Symmetric3x3", new[,] { { 1.0, 2.0, 3.0 }, { 2.0, 2.0, 0.0 }, { 3.0, 0.0, 3.0 } } },
+                             { "NonSymmetric3x3", new[,] { { -1.1, -2.2, -3.3 }, { 0.0, 1.1, 2.2 }, { -4.4, 5.5, 6.6 } } },
+                             { "NonSymmetric4x4", new[,] { { -1.1, -2.2, -3.3, -4.4 }, { 0.0, 1.1, 2.2, 3.3 }, { 1.0, 2.1, 6.2, 4.3 }, { -4.4, 5.5, 6.6, -7.7 } } },
+                             { "IndexTester4x4", new double[,] { { 0, 1, 3, 6 }, { 1, 2, 4, 7 }, { 3, 4, 5, 8 }, { 6, 7, 8, 9 } } }
+                         };
+
+            TestMatrices = new Dictionary<string, Matrix>();
+
+            foreach (var name in TestData2D.Keys)
+            {
+                TestMatrices.Add(name, CreateMatrix(TestData2D[name]));
+            }
+        }
+
+        /// <summary>
+        /// Can add a non-symmetric matrix to this symmetric matrix.
+        /// </summary>
+        /// <param name="mtxA">Matrix A name.</param>
+        /// <param name="mtxB">Matrix B name.</param>
+        [Test, Sequential]
+        public void CanAddNonSymmetricMatrix([Values("Square3x3", "Square4x4")] string mtxA, [Values("NonSymmetric3x3", "NonSymmetric4x4")] string mtxB)
+        {
+            var matrixA = TestMatrices[mtxA];
+            var matrixB = TestMatrices[mtxB];
+            
+            var matrix = matrixA.Clone();
+            matrix = matrix.Add(matrixB);
+
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrix[i, j], matrixA[i, j] + matrixB[i, j]);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Can subtract a non-symmetric matrix from this symmetric matrix.
+        /// </summary>
+        /// <param name="mtxA">Matrix A name.</param>
+        /// <param name="mtxB">Matrix B name.</param>
+        [Test, Sequential]
+        public void CanSubtractNonSymmetricMatrix([Values("Square3x3", "Square4x4")] string mtxA, [Values("NonSymmetric3x3", "NonSymmetric4x4")] string mtxB)
+        {
+            var matrixA = TestMatrices[mtxA];
+            var matrixB = TestMatrices[mtxB];
+            
+            var matrix = matrixA.Clone();
+            matrix = matrix.Subtract(matrixB);
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrix[i, j], matrixA[i, j] - matrixB[i, j]);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Can compute Frobenius norm.
+        /// </summary>
+        public override void CanComputeFrobeniusNorm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.FrobeniusNorm(), matrix.FrobeniusNorm(), 14);
+
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.FrobeniusNorm(), matrix.FrobeniusNorm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.FrobeniusNorm(), matrix.FrobeniusNorm(), 14);
+        }
+
+
+
+        /// <summary>
+        /// Can compute Infinity norm.
+        /// </summary>
+        public override void CanComputeInfinityNorm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.InfinityNorm(), matrix.InfinityNorm(), 14);
+
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.InfinityNorm(), matrix.InfinityNorm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.InfinityNorm(), matrix.InfinityNorm(), 14);
+        }
+
+
+
+        /// <summary>
+        /// Can compute L1 norm.
+        /// </summary>
+        public override void CanComputeL1Norm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L1Norm(), matrix.L1Norm(), 14);
+            
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L1Norm(), matrix.L1Norm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L1Norm(), matrix.L1Norm(), 14);
+        }
+
+
+
+        /// <summary>
+        /// Can compute L2 norm.
+        /// </summary>
+        public override void CanComputeL2Norm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L2Norm(), matrix.L2Norm(), 14);
+
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L2Norm(), matrix.L2Norm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L2Norm(), matrix.L2Norm(), 14);
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Double/SymmetricMatrixTests.cs

@@ -0,0 +1,123 @@
+// <copyright file="SymmetricMatrixTests.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) 2009-2010 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>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double
+{
+    using MathNet.Numerics.LinearAlgebra.Double;
+    using NUnit.Framework;
+
+    /// <summary>
+    /// Abstract class with the common set of matrix tests for symmetric matrices. 
+    /// </summary>
+    public abstract partial class SymmetricMatrixTests : MatrixTests
+    {
+        /// <summary>
+        /// Can check if a matrix is symmetric.
+        /// </summary>
+        [Test]
+        public override void CanCheckIfMatrixIsSymmetric()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            Assert.IsTrue(matrix.IsSymmetric);
+
+            matrix = TestMatrices["NonSymmetric3x3"];
+            Assert.IsFalse(matrix.IsSymmetric);
+        }
+
+        /// <summary>
+        /// Can check if a [,] array is symmetric. 
+        /// </summary>
+        [Test]
+        public void CanCheckIfArrayIsSymmetric()
+        {
+            Assert.IsTrue(SymmetricMatrix.CheckIfSymmetric(TestData2D["Square3x3"]));
+            Assert.IsFalse(SymmetricMatrix.CheckIfSymmetric(TestData2D["NonSymmetric3x3"]));
+        }
+
+        /// <summary>
+        /// Test whether the index enumerator returns the correct values.
+        /// </summary>
+        [Test]
+        public void CanUseIndexedEnumerator()
+        {
+            var matrix = TestMatrices["Singular3x3"];
+            var enumerator = matrix.IndexedEnumerator().GetEnumerator();
+            enumerator.MoveNext();
+            var item = enumerator.Current;
+            Assert.AreEqual(0, item.Item1);
+            Assert.AreEqual(0, item.Item2);
+            Assert.AreEqual(1.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(0, item.Item1);
+            Assert.AreEqual(1, item.Item2);
+            Assert.AreEqual(2.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(0, item.Item1);
+            Assert.AreEqual(2, item.Item2);
+            Assert.AreEqual(3.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(1, item.Item1);
+            Assert.AreEqual(0, item.Item2);
+            Assert.AreEqual(2.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(1, item.Item1);
+            Assert.AreEqual(1, item.Item2);
+            Assert.AreEqual(0.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(1, item.Item1);
+            Assert.AreEqual(2, item.Item2);
+            Assert.AreEqual(0.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(2, item.Item1);
+            Assert.AreEqual(0, item.Item2);
+            Assert.AreEqual(3.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(2, item.Item1);
+            Assert.AreEqual(1, item.Item2);
+            Assert.AreEqual(0.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(2, item.Item1);
+            Assert.AreEqual(2, item.Item2);
+            Assert.AreEqual(0.0, item.Item3);
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Single/SymmetricDenseMatrixTests.cs

@@ -0,0 +1,215 @@
+// <copyright file="SymmetricDenseMatrixTests.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) 2009-2010 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>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single
+{
+    using System;
+    using System.Collections.Generic;
+
+    using MathNet.Numerics.LinearAlgebra.Single;
+
+    using NUnit.Framework;
+
+    /// <summary>
+    /// Symmetric Dense matrix tests.
+    /// </summary>
+    public class SymmetricDenseMatrixTests : SymmetricMatrixTests
+    {
+        /// <summary>
+        /// Creates a matrix for the given number of rows and columns.
+        /// </summary>
+        /// <param name="rows">
+        /// The number of rows.
+        /// </param>
+        /// <param name="columns">
+        /// The number of columns.
+        /// </param>
+        /// <returns>
+        /// A matrix with the given dimensions.
+        /// </returns>
+        protected override Matrix CreateMatrix(int rows, int columns)
+        {
+            return new DenseMatrix(rows, columns);
+        }
+
+        /// <summary>
+        /// Creates a matrix from a 2D array.
+        /// </summary>
+        /// <param name="data">
+        /// The 2D array to create this matrix from.
+        /// </param>
+        /// <returns>
+        /// A matrix with the given values.
+        /// </returns>
+        protected override Matrix CreateMatrix(float[,] data)
+        {
+            if (SymmetricMatrix.CheckIfSymmetric(data))
+            {
+                return new SymmetricDenseMatrix(data);
+            }
+
+            return new DenseMatrix(data);
+        }
+
+        /// <summary>
+        /// Creates a vector of the given size.
+        /// </summary>
+        /// <param name="size">
+        /// The size of the vector to create.
+        /// </param>
+        /// <returns>
+        /// The new vector. 
+        /// </returns>
+        protected override Vector CreateVector(int size)
+        {
+            return new DenseVector(size);
+        }
+
+        /// <summary>
+        /// Creates a vector from an array.
+        /// </summary>
+        /// <param name="data">
+        /// The array to create this vector from.
+        /// </param>
+        /// <returns>
+        /// The new vector. 
+        /// </returns>
+        protected override Vector CreateVector(float[] data)
+        {
+            return new DenseVector(data);
+        }
+
+        /// <summary>
+        /// Can create a matrix form array.
+        /// </summary>
+        [Test]
+        public void CanCreateMatrixFrom1DArray()
+        {
+            var testData = new Dictionary<string, Matrix>
+                           {
+                             { "Singular3x3", new SymmetricDenseMatrix(3, new[] { 1.0f, 2.0f, 0.0f, 3.0f, 0.0f, 0.0f }) }, 
+                             { "Square3x3", new SymmetricDenseMatrix(3, new[] { -1.1f, 2.0f, 1.1f, 3.0f, 0.0f, 6.6f }) }, 
+                             { "Square4x4", new SymmetricDenseMatrix(4, new[] { 1.1f, 2.0f, 5.0f, -3.0f, -6.0f, 8.0f, 4.4f, 7.0f, 9.0f, 10.0f }) }, 
+                             { "Singular4x4", new SymmetricDenseMatrix(4, new[] { 1.0f, 2.0f, 5.0f, 0.0f, 0.0f, 0.0f, 4.0f, 7.0f, 0.0f, 10.0f }) }, 
+                             { "Symmetric3x3", new SymmetricDenseMatrix(3, new[] { 1.0f, 2.0f, 2.0f, 3.0f, 0.0f, 3.0f }) },
+                             { "IndexTester4x4", new SymmetricDenseMatrix(4, new [] { 0f, 1f, 2f, 3f, 4f, 5f, 6f, 7f, 8f, 9f }) }
+                           };
+
+            foreach (var name in testData.Keys)
+            {
+                Assert.AreEqual(TestMatrices[name], testData[name]);
+            }
+        }
+
+        /// <summary>
+        /// Matrix from array is a reference.
+        /// </summary>
+        [Test]
+        public void MatrixFrom1DArrayIsReference()
+        {
+            var data = new float[] { 1, 1, 1, 1, 1, 1 };
+            var matrix = new SymmetricDenseMatrix(3, data);
+            matrix[0, 0] = 10.0f;
+            Assert.AreEqual(10.0f, data[0]);
+        }
+
+        /// <summary>
+        /// Can create a matrix form array.
+        /// </summary>
+        [Test]
+        public void CanCreateMatrixFrom2DArray()
+        {
+            var testData = new Dictionary<string, Matrix>
+                          {
+                             { "Singular3x3", new SymmetricDenseMatrix(new[,] { { 1.0f, 2.0f, 3.0f }, { 2.0f, 0.0f, 0.0f }, { 3.0f, 0.0f, 0.0f } }) }, 
+                             { "Square3x3", new SymmetricDenseMatrix(new[,] { { -1.1f, 2.0f, 3.0f }, { 2.0f, 1.1f, 0.0f }, { 3.0f, 0.0f, 6.6f } }) }, 
+                             { "Square4x4", new SymmetricDenseMatrix(new[,] { { 1.1f, 2.0f, -3.0f, 4.4f }, { 2.0f, 5.0f, -6.0f, 7.0f }, { -3.0f, -6.0f, 8.0f, 9.0f }, { 4.4f, 7.0f, 9.0f, 10.0f } }) }, 
+                             { "Singular4x4", new SymmetricDenseMatrix(new[,] { { 1.0f, 2.0f, 0.0f, 4.0f }, { 2.0f, 5.0f, 0.0f, 7.0f }, { 0.0f, 0.0f, 0.0f, 0.0f }, { 4.0f, 7.0f, 0.0f, 10.0f } }) }, 
+                             { "Symmetric3x3", new SymmetricDenseMatrix(new[,] { { 1.0f, 2.0f, 3.0f }, { 2.0f, 2.0f, 0.0f }, { 3.0f, 0.0f, 3.0f } }) },
+                             { "IndexTester4x4", new SymmetricDenseMatrix(new [,] { { 0f, 1f, 3f, 6f }, { 1f, 2f, 4f, 7f }, { 3f, 4f, 5f, 8f }, { 6f, 7f, 8f, 9f } }) }
+                         };
+
+            foreach (var name in testData.Keys)
+            {
+                Assert.AreEqual(TestMatrices[name], testData[name]);
+            }
+        }
+
+        /// <summary>
+        /// Matrix from two-dimensional array is a copy.
+        /// </summary>
+        [Test]
+        public void MatrixFrom2DArrayIsCopy()
+        {
+            var matrix = new DenseMatrix(TestData2D["Singular3x3"]);
+            matrix[0, 0] = 10.0f;
+            Assert.AreEqual(1.0f, TestData2D["Singular3x3"][0, 0]);
+        }
+
+        /// <summary>
+        /// Can create a matrix with uniform values.
+        /// </summary>
+        [Test]
+        public void CanCreateMatrixWithUniformValues()
+        {
+            var matrix = new SymmetricDenseMatrix(10, 10.0f);
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrix[i, j], 10.0f);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Can create an identity matrix.
+        /// </summary>
+        [Test]
+        public void CanCreateIdentity()
+        {
+            var matrix = SymmetricDenseMatrix.Identity(5);
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(i == j ? 1.0f : 0.0f, matrix[i, j]);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Identity with wrong order throws <c>ArgumentOutOfRangeException</c>.
+        /// </summary>
+        /// <param name="order">The size of the square matrix</param>
+        [TestCase(0)]
+        [TestCase(-1)]
+        public void IdentityWithWrongOrderThrowsArgumentOutOfRangeException(int order)
+        {
+            Assert.Throws<ArgumentOutOfRangeException>(() => SymmetricDenseMatrix.Identity(order));
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Single/SymmetricMatrixTests.Arithmetic.cs

@@ -0,0 +1,191 @@
+// <copyright file="SymmetricMatrixTests.Arithmetic.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) 2009-2010 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>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single
+{
+    using System.Collections.Generic;
+    using LinearAlgebra.Single;
+    using NUnit.Framework;
+
+    /// <summary>
+    /// Abstract class with the common set of matrix tests for symmetric matrices
+    /// </summary>
+    public abstract partial class SymmetricMatrixTests
+    {
+        /// <summary>
+        /// Setup test matrices. 
+        /// Singular and Square matrices are overridden here with symmetric ones so that calls to base methods work as intended. 
+        /// Additional NonSymmetric matrices are defined for some tests. 
+        /// </summary>
+        [SetUp]
+        public override void SetupMatrices()
+        {
+            TestData2D = new Dictionary<string, float[,]>
+                         {
+                             { "Singular3x3", new[,] { { 1.0f, 2.0f, 3.0f }, { 2.0f, 0.0f, 0.0f }, { 3.0f, 0.0f, 0.0f } } }, 
+                             { "Square3x3", new[,] { { -1.1f, 2.0f, 3.0f }, { 2.0f, 1.1f, 0.0f }, { 3.0f, 0.0f, 6.6f } } }, 
+                             { "Square4x4", new[,] { { 1.1f, 2.0f, -3.0f, 4.4f }, { 2.0f, 5.0f, -6.0f, 7.0f }, { -3.0f, -6.0f, 8.0f, 9.0f }, { 4.4f, 7.0f, 9.0f, 10.0f } } }, 
+                             { "Singular4x4", new[,] { { 1.0f, 2.0f, 0.0f, 4.0f }, { 2.0f, 5.0f, 0.0f, 7.0f }, { 0.0f, 0.0f, 0.0f, 0.0f }, { 4.0f, 7.0f, 0.0f, 10.0f } } }, 
+                             { "Tall3x2", new[,] { { -1.1f, -2.2f }, { 0.0f, 1.1f }, { -4.4f, 5.5f } } }, 
+                             { "Wide2x3", new[,] { { -1.1f, -2.2f, -3.3f }, { 0.0f, 1.1f, 2.2f } } }, 
+                             { "Symmetric3x3", new[,] { { 1.0f, 2.0f, 3.0f }, { 2.0f, 2.0f, 0.0f }, { 3.0f, 0.0f, 3.0f } } },
+                             { "NonSymmetric3x3", new[,] { { -1.1f, -2.2f, -3.3f }, { 0.0f, 1.1f, 2.2f }, { -4.4f, 5.5f, 6.6f } } },
+                             { "NonSymmetric4x4", new[,] { { -1.1f, -2.2f, -3.3f, -4.4f }, { 0.0f, 1.1f, 2.2f, 3.3f }, { 1.0f, 2.1f, 6.2f, 4.3f }, { -4.4f, 5.5f, 6.6f, -7.7f } } },
+                             { "IndexTester4x4", new [,] { { 0f, 1f, 3f, 6f }, { 1f, 2f, 4f, 7f }, { 3f, 4f, 5f, 8f }, { 6f, 7f, 8f, 9f } } }
+                         };
+
+            TestMatrices = new Dictionary<string, Matrix>();
+
+            foreach (var name in TestData2D.Keys)
+            {
+                TestMatrices.Add(name, CreateMatrix(TestData2D[name]));
+            }
+        }
+
+        /// <summary>
+        /// Can add a non-symmetric matrix to this symmetric matrix.
+        /// </summary>
+        /// <param name="mtxA">Matrix A name.</param>
+        /// <param name="mtxB">Matrix B name.</param>
+        [Test, Sequential]
+        public void CanAddNonSymmetricMatrix([Values("Square3x3", "Square4x4")] string mtxA, [Values("NonSymmetric3x3", "NonSymmetric4x4")] string mtxB)
+        {
+            var matrixA = TestMatrices[mtxA];
+            var matrixB = TestMatrices[mtxB];
+
+            var matrix = matrixA.Clone();
+            matrix = matrix.Add(matrixB);
+
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrix[i, j], matrixA[i, j] + matrixB[i, j]);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Can subtract a non-symmetric matrix from this symmetric matrix.
+        /// </summary>
+        /// <param name="mtxA">Matrix A name.</param>
+        /// <param name="mtxB">Matrix B name.</param>
+        [Test, Sequential]
+        public void CanSubtractNonSymmetricMatrix([Values("Square3x3", "Square4x4")] string mtxA, [Values("NonSymmetric3x3", "NonSymmetric4x4")] string mtxB)
+        {
+            var matrixA = TestMatrices[mtxA];
+            var matrixB = TestMatrices[mtxB];
+
+            var matrix = matrixA.Clone();
+            matrix = matrix.Subtract(matrixB);
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrix[i, j], matrixA[i, j] - matrixB[i, j]);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Can compute Frobenius norm.
+        /// </summary>
+        public override void CanComputeFrobeniusNorm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.FrobeniusNorm(), matrix.FrobeniusNorm(), 14);
+
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.FrobeniusNorm(), matrix.FrobeniusNorm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.FrobeniusNorm(), matrix.FrobeniusNorm(), 14);
+        }
+
+
+
+        /// <summary>
+        /// Can compute Infinity norm.
+        /// </summary>
+        public override void CanComputeInfinityNorm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.InfinityNorm(), matrix.InfinityNorm(), 14);
+
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.InfinityNorm(), matrix.InfinityNorm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.InfinityNorm(), matrix.InfinityNorm(), 14);
+        }
+
+
+
+        /// <summary>
+        /// Can compute L1 norm.
+        /// </summary>
+        public override void CanComputeL1Norm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L1Norm(), matrix.L1Norm(), 14);
+
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L1Norm(), matrix.L1Norm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L1Norm(), matrix.L1Norm(), 14);
+        }
+
+
+
+        /// <summary>
+        /// Can compute L2 norm.
+        /// </summary>
+        public override void CanComputeL2Norm()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            var denseMatrix = new DenseMatrix(TestData2D["Square3x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L2Norm(), matrix.L2Norm(), 14);
+
+            matrix = TestMatrices["Wide2x3"];
+            denseMatrix = new DenseMatrix(TestData2D["Wide2x3"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L2Norm(), matrix.L2Norm(), 14);
+
+            matrix = TestMatrices["Tall3x2"];
+            denseMatrix = new DenseMatrix(TestData2D["Tall3x2"]);
+            AssertHelpers.AlmostEqual(denseMatrix.L2Norm(), matrix.L2Norm(), 14);
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Single/SymmetricMatrixTests.cs

@@ -0,0 +1,123 @@
+// <copyright file="SymmetricMatrixTests.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) 2009-2010 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>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single
+{
+    using MathNet.Numerics.LinearAlgebra.Single;
+    using NUnit.Framework;
+
+    /// <summary>
+    /// Abstract class with the common set of matrix tests for symmetric matrices. 
+    /// </summary>
+    public abstract partial class SymmetricMatrixTests : MatrixTests
+    {
+        /// <summary>
+        /// Can check if a matrix is symmetric.
+        /// </summary>
+        [Test]
+        public override void CanCheckIfMatrixIsSymmetric()
+        {
+            var matrix = TestMatrices["Square3x3"];
+            Assert.IsTrue(matrix.IsSymmetric);
+
+            matrix = TestMatrices["NonSymmetric3x3"];
+            Assert.IsFalse(matrix.IsSymmetric);
+        }
+
+        /// <summary>
+        /// Can check if a [,] array is symmetric. 
+        /// </summary>
+        [Test]
+        public void CanCheckIfArrayIsSymmetric()
+        {
+            Assert.IsTrue(SymmetricMatrix.CheckIfSymmetric(TestData2D["Square3x3"]));
+            Assert.IsFalse(SymmetricMatrix.CheckIfSymmetric(TestData2D["NonSymmetric3x3"]));
+        }
+
+        /// <summary>
+        /// Test whether the index enumerator returns the correct values.
+        /// </summary>
+        [Test]
+        public void CanUseIndexedEnumerator()
+        {
+            var matrix = TestMatrices["Singular3x3"];
+            var enumerator = matrix.IndexedEnumerator().GetEnumerator();
+            enumerator.MoveNext();
+            var item = enumerator.Current;
+            Assert.AreEqual(0, item.Item1);
+            Assert.AreEqual(0, item.Item2);
+            Assert.AreEqual(1.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(0, item.Item1);
+            Assert.AreEqual(1, item.Item2);
+            Assert.AreEqual(2.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(0, item.Item1);
+            Assert.AreEqual(2, item.Item2);
+            Assert.AreEqual(3.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(1, item.Item1);
+            Assert.AreEqual(0, item.Item2);
+            Assert.AreEqual(2.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(1, item.Item1);
+            Assert.AreEqual(1, item.Item2);
+            Assert.AreEqual(0.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(1, item.Item1);
+            Assert.AreEqual(2, item.Item2);
+            Assert.AreEqual(0.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(2, item.Item1);
+            Assert.AreEqual(0, item.Item2);
+            Assert.AreEqual(3.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(2, item.Item1);
+            Assert.AreEqual(1, item.Item2);
+            Assert.AreEqual(0.0, item.Item3);
+
+            enumerator.MoveNext();
+            item = enumerator.Current;
+            Assert.AreEqual(2, item.Item1);
+            Assert.AreEqual(2, item.Item2);
+            Assert.AreEqual(0.0, item.Item3);
+        }
+    }
+}

src/UnitTests/UnitTests.csproj

@@ -272,6 +272,9 @@
     <Compile Include="LinearAlgebraTests\Complex32\SparseVectorTest.TextHandling.cs">
       <SubType>Code</SubType>
     </Compile>
+    <Compile Include="LinearAlgebraTests\Complex32\SymmetricDenseMatrixTests.cs" />
+    <Compile Include="LinearAlgebraTests\Complex32\SymmetricMatrixTests.Arithmetic.cs" />
+    <Compile Include="LinearAlgebraTests\Complex32\SymmetricMatrixTests.cs" />
     <Compile Include="LinearAlgebraTests\Complex32\UserDefinedMatrix.cs">
       <SubType>Code</SubType>
     </Compile>
@@ -420,6 +423,9 @@
     <Compile Include="LinearAlgebraTests\Complex\SparseVectorTest.TextHandling.cs">
       <SubType>Code</SubType>
     </Compile>
+    <Compile Include="LinearAlgebraTests\Complex\SymmetricDenseMatrixTests.cs" />
+    <Compile Include="LinearAlgebraTests\Complex\SymmetricMatrixTests.Arithmetic.cs" />
+    <Compile Include="LinearAlgebraTests\Complex\SymmetricMatrixTests.cs" />
     <Compile Include="LinearAlgebraTests\Complex\UserDefinedMatrix.cs">
       <SubType>Code</SubType>
     </Compile>
@@ -568,6 +574,9 @@
     <Compile Include="LinearAlgebraTests\Double\SparseVectorTest.TextHandling.cs">
       <SubType>Code</SubType>
     </Compile>
+    <Compile Include="LinearAlgebraTests\Double\SymmetricDenseMatrixTests.cs" />
+    <Compile Include="LinearAlgebraTests\Double\SymmetricMatrixTests.Arithmetic.cs" />
+    <Compile Include="LinearAlgebraTests\Double\SymmetricMatrixTests.cs" />
     <Compile Include="LinearAlgebraTests\Double\UserDefinedMatrix.cs">
       <SubType>Code</SubType>
     </Compile>
@@ -718,6 +727,9 @@
     <Compile Include="LinearAlgebraTests\Single\SparseVectorTest.TextHandling.cs">
       <SubType>Code</SubType>
     </Compile>
+    <Compile Include="LinearAlgebraTests\Single\SymmetricDenseMatrixTests.cs" />
+    <Compile Include="LinearAlgebraTests\Single\SymmetricMatrixTests.Arithmetic.cs" />
+    <Compile Include="LinearAlgebraTests\Single\SymmetricMatrixTests.cs" />
     <Compile Include="LinearAlgebraTests\Single\UserDefinedMatrix.cs">
       <SubType>Code</SubType>
     </Compile>