// // 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. // namespace MathNet.Numerics.LinearAlgebra.Double { using System; using System.Collections.Generic; using System.Globalization; using System.Linq; using Distributions; using Generic; using NumberTheory; using Properties; using Storage; using Threading; /// /// A vector using dense storage. /// [Serializable] public class DenseVector : Vector { /// /// Number of elements /// readonly int _length; /// /// Gets the vector's data. /// readonly double[] _values; internal DenseVector(DenseVectorStorage storage) : base(storage) { _length = storage.Length; _values = storage.Data; } /// /// Initializes a new instance of the class with a given size. /// /// /// the size of the vector. /// /// /// If is less than one. /// public DenseVector(int size) : this(new DenseVectorStorage(size)) { } /// /// Initializes a new instance of the class with a given size /// and each element set to the given value; /// /// /// the size of the vector. /// /// /// the value to set each element to. /// /// /// If is less than one. /// public DenseVector(int size, double value) : this(size) { for (var index = 0; index < _values.Length; index++) { _values[index] = value; } } /// /// Initializes a new instance of the class by /// copying the values from another. /// /// /// The vector to create the new vector from. /// public DenseVector(Vector other) : this(other.Count) { other.Storage.CopyToUnchecked(Storage, skipClearing: true); } /// /// Initializes a new instance of the class for an array. /// /// The array to create this vector from. /// The vector does not copy the array, but keeps a reference to it. Any /// changes to the vector will also change the array. public DenseVector(double[] array) : this(new DenseVectorStorage(array.Length, array)) { } /// /// Create a new dense vector with values sampled from the provided random distribution. /// public static DenseVector CreateRandom(int size, IContinuousDistribution distribution) { var storage = new DenseVectorStorage(size); for (var i = 0; i < storage.Data.Length; i++) { storage.Data[i] = distribution.Sample(); } return new DenseVector(storage); } /// /// Gets the vector's data. /// /// The vector's data. public double[] Values { get { return _values; } } /// /// Returns a reference to the internal data structure. /// /// The DenseVector whose internal data we are /// returning. /// /// A reference to the internal date of the given vector. /// public static explicit operator double[](DenseVector vector) { if (vector == null) { throw new ArgumentNullException(); } return vector.Values; } /// /// Returns a vector bound directly to a reference of the provided array. /// /// The array to bind to the DenseVector object. /// /// A DenseVector whose values are bound to the given array. /// public static implicit operator DenseVector(double[] array) { if (array == null) { throw new ArgumentNullException(); } return new DenseVector(array); } /// /// Create a matrix based on this vector in column form (one single column). /// /// This vector as a column matrix. public override Matrix ToColumnMatrix() { var matrix = new DenseMatrix(_length, 1); for (var i = 0; i < _values.Length; i++) { matrix.At(i, 0, _values[i]); } return matrix; } /// /// Create a matrix based on this vector in row form (one single row). /// /// This vector as a row matrix. public override Matrix ToRowMatrix() { var matrix = new DenseMatrix(1, _length); for (var i = 0; i < _values.Length; i++) { matrix.At(0, i, _values[i]); } return matrix; } /// /// Creates a matrix with the given dimensions using the same storage type /// as this vector. /// /// /// The number of rows. /// /// /// The number of columns. /// /// /// A matrix with the given dimensions. /// public override Matrix CreateMatrix(int rows, int columns) { return new DenseMatrix(rows, columns); } /// /// Creates a Vector of the given size using the same storage type /// as this vector. /// /// /// The size of the Vector to create. /// /// /// The new Vector. /// public override Vector CreateVector(int size) { return new DenseVector(size); } /// /// Adds a scalar to each element of the vector and stores the result in the result vector. /// /// The scalar to add. /// The vector to store the result of the addition. protected override void DoAdd(double scalar, Vector result) { var dense = result as DenseVector; if (dense == null) { base.DoAdd(scalar, result); } else { CommonParallel.For( 0, _values.Length, index => dense._values[index] = _values[index] + scalar); } } /// /// Adds another vector to this vector and stores the result into the result vector. /// /// The vector to add to this one. /// The vector to store the result of the addition. protected override void DoAdd(Vector other, Vector result) { var rdense = result as DenseVector; var odense = other as DenseVector; if (rdense != null && odense != null) { Control.LinearAlgebraProvider.AddVectorToScaledVector(_values, 1.0, odense.Values, rdense.Values); } else { base.DoAdd(other, result); } } /// /// Returns a Vector containing the same values of . /// /// This method is included for completeness. /// The vector to get the values from. /// A vector containing a the same values as . /// If is . public static DenseVector operator +(DenseVector rightSide) { if (rightSide == null) { throw new ArgumentNullException("rightSide"); } return (DenseVector)rightSide.Plus(); } /// /// Adds two Vectors together and returns the results. /// /// One of the vectors to add. /// The other vector to add. /// The result of the addition. /// If and are not the same size. /// If or is . public static DenseVector operator +(DenseVector leftSide, DenseVector rightSide) { if (rightSide == null) { throw new ArgumentNullException("rightSide"); } if (leftSide == null) { throw new ArgumentNullException("leftSide"); } if (leftSide.Count != rightSide.Count) { throw new ArgumentException(Resources.ArgumentVectorsSameLength, "rightSide"); } return (DenseVector)leftSide.Add(rightSide); } /// /// Subtracts a scalar from each element of the vector and stores the result in the result vector. /// /// The scalar to subtract. /// The vector to store the result of the subtraction. protected override void DoSubtract(double scalar, Vector result) { var dense = result as DenseVector; if (dense == null) { base.DoSubtract(scalar, result); } else { CommonParallel.For( 0, _values.Length, index => dense._values[index] = _values[index] - scalar); } } /// /// Subtracts another vector to this vector and stores the result into the result vector. /// /// The vector to subtract from this one. /// The vector to store the result of the subtraction. protected override void DoSubtract(Vector other, Vector result) { var rdense = result as DenseVector; var odense = other as DenseVector; if (rdense != null && odense != null) { Control.LinearAlgebraProvider.AddVectorToScaledVector(_values, -1.0, odense.Values, rdense.Values); } else { base.DoSubtract(other, result); } } /// /// Returns a Vector containing the negated values of . /// /// The vector to get the values from. /// A vector containing the negated values as . /// If is . public static DenseVector operator -(DenseVector rightSide) { if (rightSide == null) { throw new ArgumentNullException("rightSide"); } return (DenseVector)rightSide.Negate(); } /// /// Subtracts two Vectors and returns the results. /// /// The vector to subtract from. /// The vector to subtract. /// The result of the subtraction. /// If and are not the same size. /// If or is . public static DenseVector operator -(DenseVector leftSide, DenseVector rightSide) { if (rightSide == null) { throw new ArgumentNullException("rightSide"); } if (leftSide == null) { throw new ArgumentNullException("leftSide"); } if (leftSide.Count != rightSide.Count) { throw new ArgumentException(Resources.ArgumentVectorsSameLength, "rightSide"); } return (DenseVector)leftSide.Subtract(rightSide); } /// /// Returns a negated vector. /// /// The negated vector. /// Added as an alternative to the unary negation operator. public override Vector Negate() { var result = new DenseVector(_length); CommonParallel.For( 0, _values.Length, index => result[index] = -_values[index]); return result; } /// /// Multiplies a scalar to each element of the vector and stores the result in the result vector. /// /// The scalar to multiply. /// The vector to store the result of the multiplication. /// protected override void DoMultiply(double scalar, Vector result) { var denseResult = result as DenseVector; if (denseResult == null) { base.DoMultiply(scalar, result); } else { Control.LinearAlgebraProvider.ScaleArray(scalar, _values, denseResult.Values); } } /// /// Computes the dot product between this vector and another vector. /// /// The other vector to add. /// s /// The result of the addition. protected override double DoDotProduct(Vector other) { var denseVector = other as DenseVector; return denseVector == null ? base.DoDotProduct(other) : Control.LinearAlgebraProvider.DotProduct(_values, denseVector.Values); } /// /// Multiplies a vector with a scalar. /// /// The vector to scale. /// The scalar value. /// The result of the multiplication. /// If is . public static DenseVector operator *(DenseVector leftSide, double rightSide) { if (leftSide == null) { throw new ArgumentNullException("leftSide"); } return (DenseVector)leftSide.Multiply(rightSide); } /// /// Multiplies a vector with a scalar. /// /// The scalar value. /// The vector to scale. /// The result of the multiplication. /// If is . public static DenseVector operator *(double leftSide, DenseVector rightSide) { if (rightSide == null) { throw new ArgumentNullException("rightSide"); } return (DenseVector)rightSide.Multiply(leftSide); } /// /// Computes the dot product between two Vectors. /// /// The left row vector. /// The right column vector. /// The dot product between the two vectors. /// If and are not the same size. /// If or is . public static double operator *(DenseVector leftSide, DenseVector rightSide) { if (rightSide == null) { throw new ArgumentNullException("rightSide"); } if (leftSide == null) { throw new ArgumentNullException("leftSide"); } if (leftSide.Count != rightSide.Count) { throw new ArgumentException(Resources.ArgumentVectorsSameLength, "rightSide"); } return Control.LinearAlgebraProvider.DotProduct(leftSide.Values, rightSide.Values); } /// /// Divides a vector with a scalar. /// /// The vector to divide. /// The scalar value. /// The result of the division. /// If is . public static DenseVector operator /(DenseVector leftSide, double rightSide) { if (leftSide == null) { throw new ArgumentNullException("leftSide"); } return (DenseVector)leftSide.Multiply(1.0 / rightSide); } /// /// Computes the modulus for each element of the vector for the given divisor. /// /// The divisor to use. /// A vector to store the results in. protected override void DoModulus(double divisor, Vector result) { var denseResult = result as DenseVector; if (denseResult == null) { for (var index = 0; index < _length; index++) { result.At(index, _values[index] % divisor); } } else { for (var index = 0; index < _length; index++) { denseResult._values[index] = _values[index] % divisor; } } } /// /// Computes the modulus of each element of the vector of the given divisor. /// /// The vector whose elements we want to compute the modulus of. /// The divisor to use, /// The result of the calculation /// If is . public static DenseVector operator %(DenseVector leftSide, float rightSide) { if (leftSide == null) { throw new ArgumentNullException("leftSide"); } return (DenseVector)leftSide.Modulus(rightSide); } /// /// Returns the index of the absolute minimum element. /// /// The index of absolute minimum element. public override int AbsoluteMinimumIndex() { var index = 0; var min = Math.Abs(_values[index]); for (var i = 1; i < _length; i++) { var test = Math.Abs(_values[i]); if (test < min) { index = i; min = test; } } return index; } /// /// Returns the value of the absolute minimum element. /// /// The value of the absolute minimum element. public override double AbsoluteMinimum() { return Math.Abs(_values[AbsoluteMinimumIndex()]); } /// /// Returns the value of the absolute maximum element. /// /// The value of the absolute maximum element. public override double AbsoluteMaximum() { return Math.Abs(_values[AbsoluteMaximumIndex()]); } /// /// Returns the index of the absolute maximum element. /// /// The index of absolute maximum element. public override int AbsoluteMaximumIndex() { var index = 0; var max = Math.Abs(_values[index]); for (var i = 1; i < _length; i++) { var test = Math.Abs(_values[i]); if (test > max) { index = i; max = test; } } return index; } /// /// Creates a vector containing specified elements. /// /// The first element to begin copying from. /// The number of elements to copy. /// A vector containing a copy of the specified elements. /// If is not positive or /// greater than or equal to the size of the vector. /// If + is greater than or equal to the size of the vector. /// /// If is not positive. public override Vector SubVector(int index, int length) { if (index < 0 || index >= _length) { throw new ArgumentOutOfRangeException("index"); } if (length <= 0) { throw new ArgumentOutOfRangeException("length"); } if (index + length > _length) { throw new ArgumentOutOfRangeException("length"); } var result = new DenseVector(length); CommonParallel.For( index, index + length, i => result._values[i - index] = _values[i]); return result; } /// /// Set the values of this vector to the given values. /// /// The array containing the values to use. /// If is . /// If is not the same size as this vector. public override void SetValues(double[] values) { if (values == null) { throw new ArgumentNullException("values"); } if (values.Length != _length) { throw new ArgumentException(Resources.ArgumentVectorsSameLength, "values"); } CommonParallel.For( 0, values.Length, i => _values[i] = values[i]); } /// /// Returns the index of the absolute maximum element. /// /// The index of absolute maximum element. public override int MaximumIndex() { var index = 0; var max = _values[0]; for (var i = 1; i < _length; i++) { if (max < _values[i]) { index = i; max = _values[i]; } } return index; } /// /// Returns the index of the minimum element. /// /// The index of minimum element. public override int MinimumIndex() { var index = 0; var min = _values[0]; for (var i = 1; i < _length; i++) { if (min > _values[i]) { index = i; min = _values[i]; } } return index; } /// /// Computes the sum of the vector's elements. /// /// The sum of the vector's elements. public override double Sum() { var sum = 0.0; for (var index = 0; index < _length; index++) { sum += _values[index]; } return sum; } /// /// Computes the sum of the absolute value of the vector's elements. /// /// The sum of the absolute value of the vector's elements. public override double SumMagnitudes() { var sum = 0.0; for (var index = 0; index < _length; index++) { sum += Math.Abs(_values[index]); } return sum; } /// /// Pointwise divide this vector with another vector and stores the result into the result vector. /// /// The vector to pointwise divide this one by. /// The vector to store the result of the pointwise division. protected override void DoPointwiseMultiply(Vector other, Vector result) { var dense = result as DenseVector; if (dense == null) { base.DoPointwiseMultiply(other, result); } else { CommonParallel.For( 0, _values.Length, index => dense._values[index] = _values[index] * other[index]); } } /// /// Pointwise divide this vector with another vector and stores the result into the result vector. /// /// The vector to pointwise divide this one by. /// The vector to store the result of the pointwise division. /// protected override void DoPointwiseDivide(Vector other, Vector result) { var dense = result as DenseVector; if (dense == null) { base.DoPointwiseDivide(other, result); } else { CommonParallel.For( 0, _values.Length, index => dense._values[index] = _values[index] / other[index]); } } /// /// Outer product of two vectors /// /// First vector /// Second vector /// Matrix M[i,j] = u[i]*v[j] /// If the u vector is . /// If the v vector is . public static DenseMatrix OuterProduct(DenseVector u, DenseVector v) { if (u == null) { throw new ArgumentNullException("u"); } if (v == null) { throw new ArgumentNullException("v"); } var matrix = new DenseMatrix(u.Count, v.Count); CommonParallel.For( 0, u.Count, i => { for (var j = 0; j < v.Count; j++) { matrix.At(i, j, u._values[i] * v._values[j]); } }); return matrix; } /// /// Outer product of this and another vector. /// /// The vector to operate on. /// /// Matrix M[i,j] = this[i] * v[j]. /// /// public Matrix OuterProduct(DenseVector v) { return OuterProduct(this, v); } #region Vector Norms /// /// Computes the p-Norm. /// /// The p value. /// Scalar ret = (sum(abs(this[i])^p))^(1/p) public override double Norm(double p) { if (p < 0.0) { throw new ArgumentOutOfRangeException("p"); } if (1.0 == p) { return SumMagnitudes(); } if (2.0 == p) { return _values.Aggregate(0.0, SpecialFunctions.Hypotenuse); } if (Double.IsPositiveInfinity(p)) { return CommonParallel.Aggregate(_values, (i, v) => Math.Abs(v), Math.Max, 0d); } var sum = 0.0; for (var index = 0; index < _length; index++) { sum += Math.Pow(Math.Abs(_values[index]), p); } return Math.Pow(sum, 1.0 / p); } #endregion #region Parse Functions /// /// Creates a double dense vector based on a string. The string can be in the following formats (without the /// quotes): 'n', 'n,n,..', '(n,n,..)', '[n,n,...]', where n is a double. /// /// /// A double dense vector containing the values specified by the given string. /// /// /// The string to parse. /// public static DenseVector Parse(string value) { return Parse(value, null); } /// /// Creates a double dense vector based on a string. The string can be in the following formats (without the /// quotes): 'n', 'n,n,..', '(n,n,..)', '[n,n,...]', where n is a double. /// /// /// A double dense vector containing the values specified by the given string. /// /// /// the string to parse. /// /// /// An that supplies culture-specific formatting information. /// public static DenseVector Parse(string value, IFormatProvider formatProvider) { if (value == null) { throw new ArgumentNullException("value"); } value = value.Trim(); if (value.Length == 0) { throw new FormatException(); } // strip out parens if (value.StartsWith("(", StringComparison.Ordinal)) { if (!value.EndsWith(")", StringComparison.Ordinal)) { throw new FormatException(); } value = value.Substring(1, value.Length - 2).Trim(); } if (value.StartsWith("[", StringComparison.Ordinal)) { if (!value.EndsWith("]", StringComparison.Ordinal)) { throw new FormatException(); } value = value.Substring(1, value.Length - 2).Trim(); } // keywords var textInfo = formatProvider.GetTextInfo(); var keywords = new[] { textInfo.ListSeparator }; // lexing var tokens = new LinkedList(); GlobalizationHelper.Tokenize(tokens.AddFirst(value), keywords, 0); var token = tokens.First; if (token == null || tokens.Count.IsEven()) { throw new FormatException(); } // parsing var data = new double[(tokens.Count + 1) >> 1]; for (var i = 0; i < data.Length; i++) { if (token == null || token.Value == textInfo.ListSeparator) { throw new FormatException(); } data[i] = Double.Parse(token.Value, NumberStyles.Any, formatProvider); token = token.Next; if (token != null) { token = token.Next; } } return new DenseVector(data); } /// /// Converts the string representation of a real dense vector to double-precision dense vector equivalent. /// A return value indicates whether the conversion succeeded or failed. /// /// /// A string containing a real vector to convert. /// /// /// The parsed value. /// /// /// If the conversion succeeds, the result will contain a complex number equivalent to value. /// Otherwise the result will be null. /// public static bool TryParse(string value, out DenseVector result) { return TryParse(value, null, out result); } /// /// Converts the string representation of a real dense vector to double-precision dense vector equivalent. /// A return value indicates whether the conversion succeeded or failed. /// /// /// A string containing a real vector to convert. /// /// /// An that supplies culture-specific formatting information about value. /// /// /// The parsed value. /// /// /// If the conversion succeeds, the result will contain a complex number equivalent to value. /// Otherwise the result will be null. /// public static bool TryParse(string value, IFormatProvider formatProvider, out DenseVector result) { bool ret; try { result = Parse(value, formatProvider); ret = true; } catch (ArgumentNullException) { result = null; ret = false; } catch (FormatException) { result = null; ret = false; } return ret; } #endregion } }