Add new class: DenseColumnMajorSymmetricMatrixStorage

Signed-off-by: Alexander Karatarakis <alex@karatarakis.com>

src/Numerics/LinearAlgebra/Storage/DenseColumnMajorSymmetricMatrixStorage.cs

@@ -0,0 +1,77 @@
+using System;
+
+namespace MathNet.Numerics.LinearAlgebra.Storage
+{
+    using MathNet.Numerics.LinearAlgebra.Storage.Indexers.Static;
+    using MathNet.Numerics.Properties;
+
+    public class DenseColumnMajorSymmetricMatrixStorage<T> : MatrixStorage<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, order)
+        {
+            Indexer = new PackedStorageIndexerUpper(order);
+            Data = new T[Indexer.DataLength];
+        }
+
+        internal DenseColumnMajorSymmetricMatrixStorage(int order, T[] data)
+            : base(order, 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)
+        {
+            return Data[Indexer.IndexOf(row, column)];
+        }
+
+        /// <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)
+        {
+            Data[Indexer.IndexOf(row, column)] = value;
+        }
+
+        public override void Clear()
+        {
+            Array.Clear(Data, 0, Data.Length);
+        }
+    }
+}

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

@@ -4,7 +4,7 @@
     using Properties;
 
     /// <summary>
-    /// A class for managing indexing when using Packed Storage indexer, which is a column-major packing scheme for dense Symmetric, Hermitian or Triangular square matrices.
+    /// 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
     {

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

@@ -3,7 +3,7 @@
     using System;
 
     /// <summary>
-    ///  A class for managing indexing when using Packed Storage scheme, which is a column-Wise packing scheme for Symmetric, Hermitian or Triangular square matrices. 
+    ///  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

src/Numerics/Numerics.csproj

@@ -140,6 +140,7 @@
     <Compile Include="Distributions\Multivariate\InverseWishart.cs" />
     <Compile Include="Distributions\Multivariate\MatrixNormal.cs" />
     <Compile Include="Distributions\Multivariate\Wishart.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" />