// // Math.NET Numerics, part of the Math.NET Project // http://mathnet.opensourcedotnet.info // Copyright (c) 2009 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. // /* This file is automatically generated - do not modify it. Change NativeLinearAlgebraProvider.include instead. Last generated on: 14/11/2009 20:09:22 */ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Atlas { using System; using Properties; /// /// The managed linear algebra provider. /// public class AtlasLinearAlgebraProvider : ILinearAlgebraProvider { #region ILinearAlgebraProvider Members /// /// Adds a scaled vector to another: y += alpha*x. /// /// The vector to update. /// The value to scale by. /// The vector to add to . /// This equivalent to the AXPY BLAS routine. public void AddVectorToScaledVector(double[] y, double alpha, double[] x) { if (y == null) { throw new ArgumentNullException("y"); } if (x == null) { throw new ArgumentNullException("x"); } if (y.Length != x.Length) { throw new ArgumentException(Resources.ArgumentVectorsSameLength); } if (alpha == 0.0) { return; } SafeNativeMethods.d_axpy(y.Length, alpha, x, y); } /// /// Scales an array. Can be used to scale a vector and a matrix. /// /// The scalar. /// The values to scale. /// This is equivalent to the SCAL BLAS routine. public void ScaleArray(double alpha, double[] x) { if (alpha == 1.0) { return; } SafeNativeMethods.d_scale(x.Length, alpha, x); } /// /// Queries the provider for the optimal, workspace block size /// for the given routine. /// /// Name of the method to query. /// /// -1 if the provider cannot compute the workspace size; otherwise /// the suggested block size. /// public int QueryWorkspaceBlockSize(string methodName) { throw new NotImplementedException(); } /// /// Computes the dot product of x and y. /// /// The vector x. /// The vector y. /// The dot product of x and y. /// This is equivalent to the DOT BLAS routine. public double DotProduct(double[] x, double[] y) { throw new NotImplementedException(); } /// /// Does a point wise add of two arrays z = x + y. This can be used /// to add vectors or matrices. /// /// The array x. /// The array y. /// The result of the addition. /// There is no equivalent BLAS routine, but many libraries /// provide optimized (parallel and/or vectorized) versions of this /// routine. public void AddArrays(double[] x, double[] y, double[] result) { throw new NotImplementedException(); } /// /// Does a point wise subtraction of two arrays z = x - y. This can be used /// to subtract vectors or matrices. /// /// The array x. /// The array y. /// The result of the subtraction. /// There is no equivalent BLAS routine, but many libraries /// provide optimized (parallel and/or vectorized) versions of this /// routine. public void SubtractArrays(double[] x, double[] y, double[] result) { throw new NotImplementedException(); } /// /// Does a point wise multiplication of two arrays z = x * y. This can be used /// to multiple elements of vectors or matrices. /// /// The array x. /// The array y. /// The result of the point wise multiplication. /// There is no equivalent BLAS routine, but many libraries /// provide optimized (parallel and/or vectorized) versions of this /// routine. public void PointWiseMultiplyArrays(double[] x, double[] y, double[] result) { throw new NotImplementedException(); } /// /// Computes the requested of the matrix. /// /// The type of norm to compute. /// The matrix to compute the norm from. /// /// The requested of the matrix. /// public double MatrixNorm(Norm norm, double[] matrix) { throw new NotImplementedException(); } /// /// Computes the requested of the matrix. /// /// The type of norm to compute. /// The matrix to compute the norm from. /// The work array. Only used when /// and needs to be have a length of at least M (number of rows of . /// /// The requested of the matrix. /// public double MatrixNorm(Norm norm, double[] matrix, double[] work) { throw new NotImplementedException(); } /// /// Multiples two matrices. result = x * y /// /// The x matrix. /// The number of rows in the x matrix. /// The number of columns in the x matrix. /// The y matrix. /// The number of rows in the y matrix. /// The number of columns in the y matrix. /// Where to store the result of the multiplication. /// This is a simplified version of the BLAS GEMM routine with alpha /// set to 1.0 and beta set to 0.0, and x and y are not transposed. public void MatrixMultiply(double[] x, int xRows, int xColumns, double[] y, int yRows, int yColumns, double[] result) { throw new NotImplementedException(); } /// /// Multiplies two matrices and updates another with the result. c = alpha*op(a)*op(b) + beta*c /// /// How to transpose the matrix. /// How to transpose the matrix. /// The value to scale matrix. /// The a matrix. /// The number of rows in the matrix. /// The number of columns in the matrix. /// The b matrix /// The number of rows in the matrix. /// The number of columns in the matrix. /// The value to scale the matrix. /// The c matrix. public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, double alpha, double[] a, int aRows, int aColumns, double[] b, int bRows, int bColumns, double beta, double[] c) { throw new NotImplementedException(); } /// /// Computes the LU factorization of A. /// /// An m by n matrix. The matrix is overwritten with the /// the LU factorization On exit. /// On exit, it contains the pivot indices. The size /// of the array must be min(m,n). /// This is equivalent to the GETRF LAPACK routine. public void LUFactor(double[] a, int[] ipiv) { throw new NotImplementedException(); } /// /// Computes the inverse of matrix using LU factorization. /// /// The N by N matrix to invert. Contains the inverse On exit. /// This is equivalent to the GETRF and GETRI LAPACK routines. public void LUInverse(double[] a) { throw new NotImplementedException(); } /// /// Computes the inverse of a previously factored matrix. /// /// The LU factored N by N matrix. Contains the inverse On exit. /// The pivot indices of . /// This is equivalent to the GETRI LAPACK routine. public void LUInverseFactored(double[] a, int[] ipiv) { throw new NotImplementedException(); } /// /// Computes the inverse of matrix using LU factorization. /// /// The N by N matrix to invert. Contains the inverse On exit. /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. /// This is equivalent to the GETRF and GETRI LAPACK routines. public void LUInverse(double[] a, double[] work) { throw new NotImplementedException(); } /// /// Computes the inverse of a previously factored matrix. /// /// The LU factored N by N matrix. Contains the inverse On exit. /// The pivot indices of . /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. /// This is equivalent to the GETRI LAPACK routine. public void LUInverseFactored(double[] a, int[] ipiv, double[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using LU factorization. /// /// The number of columns of B. /// The square matrix A. /// The B matrix. /// This is equivalent to the GETRF and GETRS LAPACK routines. public void LUSolve(int columnsOfB, double[] a, double[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously factored A matrix. /// /// The number of columns of B. /// The factored A matrix. /// The pivot indices of . /// The B matrix. /// This is equivalent to the GETRS LAPACK routine. public void LUSolveFactored(int columnsOfB, double[] a, int ipiv, double[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using LU factorization. /// /// How to transpose the matrix. /// The number of columns of B. /// The square matrix A. /// The B matrix. /// This is equivalent to the GETRF and GETRS LAPACK routines. public void LUSolve(Transpose transposeA, int columnsOfB, double[] a, double[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously factored A matrix. /// /// How to transpose the matrix. /// The number of columns of B. /// The factored A matrix. /// The pivot indices of . /// The B matrix. /// This is equivalent to the GETRS LAPACK routine. public void LUSolveFactored(Transpose transposeA, int columnsOfB, double[] a, int ipiv, double[] b) { throw new NotImplementedException(); } /// /// Computes the Cholesky factorization of A. /// /// On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the /// the Cholesky factorization. /// This is equivalent to the POTRF LAPACK routine. public void CholeskyFactor(double[] a) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using Cholesky factorization. /// /// The number of columns of B. /// The square, positive definite matrix A. /// The B matrix. /// This is equivalent to the POTRF add POTRS LAPACK routines. public void CholeskySolve(int columnsOfB, double[] a, double[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously factored A matrix. /// /// The number of columns of B. /// The factored A matrix. /// The B matrix. /// This is equivalent to the POTRS LAPACK routine. public void CholeskySolveFactored(int columnsOfB, double[] a, double[] b) { throw new NotImplementedException(); } /// /// Computes the QR factorization of A. /// /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// This is similar to the GEQRF and ORGQR LAPACK routines. public void QRFactor(double[] r, double[] q) { throw new NotImplementedException(); } /// /// Computes the QR factorization of A. /// /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. public void QRFactor(double[] r, double[] q, double[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using QR factorization of A. /// /// The number of columns of B. /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// The B matrix. /// On exit, the solution matrix. public void QRSolve(int columnsOfB, double[] r, double[] q, double[] b, double[] x) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using QR factorization of A. /// /// The number of columns of B. /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// The B matrix. /// On exit, the solution matrix. /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. public void QRSolve(int columnsOfB, double[] r, double[] q, double[] b, double[] x, double[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously QR factored matrix. /// /// The number of columns of B. /// The Q matrix obtained by calling . /// The R matrix obtained by calling . /// The B matrix. /// On exit, the solution matrix. public void QRSolveFactored(int columnsOfB, double[] q, double[] r, double[] b, double[] x) { throw new NotImplementedException(); } /// /// Computes the singular value decomposition of A. /// /// Compute the singular U and VT vectors or not. /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// If is true, on exit U contains the left /// singular vectors. /// If is true, on exit VT contains the transposed /// right singular vectors. /// This is equivalent to the GESVD LAPACK routine. public void SinguarValueDecomposition(bool computeVectors, double[] a, double[] s, double[] u, double[] vt) { throw new NotImplementedException(); } /// /// Computes the singular value decomposition of A. /// /// Compute the singular U and VT vectors or not. /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// If is true, on exit U contains the left /// singular vectors. /// If is true, on exit VT contains the transposed /// right singular vectors. /// The work array. For real matrices, the work array should be at least /// Max(3*Min(M, N) + Max(M, N), 5*Min(M,N)). For complex matrices, 2*Min(M, N) + Max(M, N). /// On exit, work[0] contains the optimal work size value. /// This is equivalent to the GESVD LAPACK routine. public void SingularValueDecomposition(bool computeVectors, double[] a, double[] s, double[] u, double[] vt, double[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using the singular value decomposition of A. /// /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// On exit U contains the left singular vectors. /// On exit VT contains the transposed right singular vectors. /// The B matrix. /// On exit, the solution matrix. public void SvdSolve(double[] a, double[] s, double[] u, double[] vt, double[] b, double[] x) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using the singular value decomposition of A. /// /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// On exit U contains the left singular vectors. /// On exit VT contains the transposed right singular vectors. /// The B matrix. /// On exit, the solution matrix. /// The work array. For real matrices, the work array should be at least /// Max(3*Min(M, N) + Max(M, N), 5*Min(M,N)). For complex matrices, 2*Min(M, N) + Max(M, N). /// On exit, work[0] contains the optimal work size value. public void SvdSolve(double[] a, double[] s, double[] u, double[] vt, double[] b, double[] x, double[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously SVD decomposed matrix. /// /// The number of columns of B. /// The s values returned by . /// The left singular vectors returned by . /// The right singular vectors returned by . /// The B matrix. /// On exit, the solution matrix. public void SvdSolveFactored(int columnsOfB, double[] s, double[] u, double[] vt, double[] b, double[] x) { throw new NotImplementedException(); } #endregion #region ILinearAlgebraProvider Members /// /// Adds a scaled vector to another: y += alpha*x. /// /// The vector to update. /// The value to scale by. /// The vector to add to . /// This equivalent to the AXPY BLAS routine. public void AddVectorToScaledVector(float[] y, float alpha, float[] x) { if (y == null) { throw new ArgumentNullException("y"); } if (x == null) { throw new ArgumentNullException("x"); } if (y.Length != x.Length) { throw new ArgumentException(Resources.ArgumentVectorsSameLength); } if (alpha == 0.0f) { return; } SafeNativeMethods.s_axpy(y.Length, alpha, x, y); } /// /// Scales an array. Can be used to scale a vector and a matrix. /// /// The scalar. /// The values to scale. /// This is equivalent to the SCAL BLAS routine. public void ScaleArray(float alpha, float[] x) { if (alpha == 1.0) { return; } SafeNativeMethods.s_scale(x.Length, alpha, x); } /// /// Computes the dot product of x and y. /// /// The vector x. /// The vector y. /// The dot product of x and y. /// This is equivalent to the DOT BLAS routine. public float DotProduct(float[] x, float[] y) { throw new NotImplementedException(); } /// /// Does a point wise add of two arrays z = x + y. This can be used /// to add vectors or matrices. /// /// The array x. /// The array y. /// The result of the addition. /// There is no equivalent BLAS routine, but many libraries /// provide optimized (parallel and/or vectorized) versions of this /// routine. public void AddArrays(float[] x, float[] y, float[] result) { throw new NotImplementedException(); } /// /// Does a point wise subtraction of two arrays z = x - y. This can be used /// to subtract vectors or matrices. /// /// The array x. /// The array y. /// The result of the subtraction. /// There is no equivalent BLAS routine, but many libraries /// provide optimized (parallel and/or vectorized) versions of this /// routine. public void SubtractArrays(float[] x, float[] y, float[] result) { throw new NotImplementedException(); } /// /// Does a point wise multiplication of two arrays z = x * y. This can be used /// to multiple elements of vectors or matrices. /// /// The array x. /// The array y. /// The result of the point wise multiplication. /// There is no equivalent BLAS routine, but many libraries /// provide optimized (parallel and/or vectorized) versions of this /// routine. public void PointWiseMultiplyArrays(float[] x, float[] y, float[] result) { throw new NotImplementedException(); } /// /// Computes the requested of the matrix. /// /// The type of norm to compute. /// The matrix to compute the norm from. /// /// The requested of the matrix. /// public float MatrixNorm(Norm norm, float[] matrix) { throw new NotImplementedException(); } /// /// Computes the requested of the matrix. /// /// The type of norm to compute. /// The matrix to compute the norm from. /// The work array. Only used when /// and needs to be have a length of at least M (number of rows of . /// /// The requested of the matrix. /// public float MatrixNorm(Norm norm, float[] matrix, float[] work) { throw new NotImplementedException(); } /// /// Multiples two matrices. result = x * y /// /// The x matrix. /// The number of rows in the x matrix. /// The number of columns in the x matrix. /// The y matrix. /// The number of rows in the y matrix. /// The number of columns in the y matrix. /// Where to store the result of the multiplication. /// This is a simplified version of the BLAS GEMM routine with alpha /// set to 1.0 and beta set to 0.0, and x and y are not transposed. public void MatrixMultiply(float[] x, int xRows, int xColumns, float[] y, int yRows, int yColumns, float[] result) { throw new NotImplementedException(); } /// /// Multiplies two matrices and updates another with the result. c = alpha*op(a)*op(b) + beta*c /// /// How to transpose the matrix. /// How to transpose the matrix. /// The value to scale matrix. /// The a matrix. /// The number of rows in the matrix. /// The number of columns in the matrix. /// The b matrix /// The number of rows in the matrix. /// The number of columns in the matrix. /// The value to scale the matrix. /// The c matrix. public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, float alpha, float[] a, int aRows, int aColumns, float[] b, int bRows, int bColumns, float beta, float[] c) { throw new NotImplementedException(); } /// /// Computes the LU factorization of A. /// /// An m by n matrix. The matrix is overwritten with the /// the LU factorization On exit. /// On exit, it contains the pivot indices. The size /// of the array must be min(m,n). /// This is equivalent to the GETRF LAPACK routine. public void LUFactor(float[] a, int[] ipiv) { throw new NotImplementedException(); } /// /// Computes the inverse of matrix using LU factorization. /// /// The N by N matrix to invert. Contains the inverse On exit. /// This is equivalent to the GETRF and GETRI LAPACK routines. public void LUInverse(float[] a) { throw new NotImplementedException(); } /// /// Computes the inverse of a previously factored matrix. /// /// The LU factored N by N matrix. Contains the inverse On exit. /// The pivot indices of . /// This is equivalent to the GETRI LAPACK routine. public void LUInverseFactored(float[] a, int[] ipiv) { throw new NotImplementedException(); } /// /// Computes the inverse of matrix using LU factorization. /// /// The N by N matrix to invert. Contains the inverse On exit. /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. /// This is equivalent to the GETRF and GETRI LAPACK routines. public void LUInverse(float[] a, float[] work) { throw new NotImplementedException(); } /// /// Computes the inverse of a previously factored matrix. /// /// The LU factored N by N matrix. Contains the inverse On exit. /// The pivot indices of . /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. /// This is equivalent to the GETRI LAPACK routine. public void LUInverseFactored(float[] a, int[] ipiv, float[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using LU factorization. /// /// The number of columns of B. /// The square matrix A. /// The B matrix. /// This is equivalent to the GETRF and GETRS LAPACK routines. public void LUSolve(int columnsOfB, float[] a, float[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously factored A matrix. /// /// The number of columns of B. /// The factored A matrix. /// The pivot indices of . /// The B matrix. /// This is equivalent to the GETRS LAPACK routine. public void LUSolveFactored(int columnsOfB, float[] a, int ipiv, float[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using LU factorization. /// /// How to transpose the matrix. /// The number of columns of B. /// The square matrix A. /// The B matrix. /// This is equivalent to the GETRF and GETRS LAPACK routines. public void LUSolve(Transpose transposeA, int columnsOfB, float[] a, float[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously factored A matrix. /// /// How to transpose the matrix. /// The number of columns of B. /// The factored A matrix. /// The pivot indices of . /// The B matrix. /// This is equivalent to the GETRS LAPACK routine. public void LUSolveFactored(Transpose transposeA, int columnsOfB, float[] a, int ipiv, float[] b) { throw new NotImplementedException(); } /// /// Computes the Cholesky factorization of A. /// /// On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the /// the Cholesky factorization. /// This is equivalent to the POTRF LAPACK routine. public void CholeskyFactor(float[] a) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using Cholesky factorization. /// /// The number of columns of B. /// The square, positive definite matrix A. /// The B matrix. /// This is equivalent to the POTRF add POTRS LAPACK routines. public void CholeskySolve(int columnsOfB, float[] a, float[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously factored A matrix. /// /// The number of columns of B. /// The factored A matrix. /// The B matrix. /// This is equivalent to the POTRS LAPACK routine. public void CholeskySolveFactored(int columnsOfB, float[] a, float[] b) { throw new NotImplementedException(); } /// /// Computes the QR factorization of A. /// /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// This is similar to the GEQRF and ORGQR LAPACK routines. public void QRFactor(float[] r, float[] q) { throw new NotImplementedException(); } /// /// Computes the QR factorization of A. /// /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. public void QRFactor(float[] r, float[] q, float[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using QR factorization of A. /// /// The number of columns of B. /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// The B matrix. /// On exit, the solution matrix. public void QRSolve(int columnsOfB, float[] r, float[] q, float[] b, float[] x) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using QR factorization of A. /// /// The number of columns of B. /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// The B matrix. /// On exit, the solution matrix. /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. public void QRSolve(int columnsOfB, float[] r, float[] q, float[] b, float[] x, float[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously QR factored matrix. /// /// The number of columns of B. /// The Q matrix obtained by calling . /// The R matrix obtained by calling . /// The B matrix. /// On exit, the solution matrix. public void QRSolveFactored(int columnsOfB, float[] q, float[] r, float[] b, float[] x) { throw new NotImplementedException(); } /// /// Computes the singular value decomposition of A. /// /// Compute the singular U and VT vectors or not. /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// If is true, on exit U contains the left /// singular vectors. /// If is true, on exit VT contains the transposed /// right singular vectors. /// This is equivalent to the GESVD LAPACK routine. public void SinguarValueDecomposition(bool computeVectors, float[] a, float[] s, float[] u, float[] vt) { throw new NotImplementedException(); } /// /// Computes the singular value decomposition of A. /// /// Compute the singular U and VT vectors or not. /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// If is true, on exit U contains the left /// singular vectors. /// If is true, on exit VT contains the transposed /// right singular vectors. /// The work array. For real matrices, the work array should be at least /// Max(3*Min(M, N) + Max(M, N), 5*Min(M,N)). For complex matrices, 2*Min(M, N) + Max(M, N). /// On exit, work[0] contains the optimal work size value. /// This is equivalent to the GESVD LAPACK routine. public void SingularValueDecomposition(bool computeVectors, float[] a, float[] s, float[] u, float[] vt, float[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using the singular value decomposition of A. /// /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// On exit U contains the left singular vectors. /// On exit VT contains the transposed right singular vectors. /// The B matrix. /// On exit, the solution matrix. public void SvdSolve(float[] a, float[] s, float[] u, float[] vt, float[] b, float[] x) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using the singular value decomposition of A. /// /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// On exit U contains the left singular vectors. /// On exit VT contains the transposed right singular vectors. /// The B matrix. /// On exit, the solution matrix. /// The work array. For real matrices, the work array should be at least /// Max(3*Min(M, N) + Max(M, N), 5*Min(M,N)). For complex matrices, 2*Min(M, N) + Max(M, N). /// On exit, work[0] contains the optimal work size value. public void SvdSolve(float[] a, float[] s, float[] u, float[] vt, float[] b, float[] x, float[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously SVD decomposed matrix. /// /// The number of columns of B. /// The s values returned by . /// The left singular vectors returned by . /// The right singular vectors returned by . /// The B matrix. /// On exit, the solution matrix. public void SvdSolveFactored(int columnsOfB, float[] s, float[] u, float[] vt, float[] b, float[] x) { throw new NotImplementedException(); } #endregion #region ILinearAlgebraProvider Members /// /// Adds a scaled vector to another: y += alpha*x. /// /// The vector to update. /// The value to scale by. /// The vector to add to . /// This equivalent to the AXPY BLAS routine. public void AddVectorToScaledVector(Complex[] y, Complex alpha, Complex[] x) { if (y == null) { throw new ArgumentNullException("y"); } if (x == null) { throw new ArgumentNullException("x"); } if (y.Length != x.Length) { throw new ArgumentException(Resources.ArgumentVectorsSameLength); } if (alpha.IsZero) { return; } SafeNativeMethods.z_axpy(y.Length, ref alpha, x, y); } /// /// Scales an array. Can be used to scale a vector and a matrix. /// /// The scalar. /// The values to scale. /// This is equivalent to the SCAL BLAS routine. public void ScaleArray(Complex alpha, Complex[] x) { if (alpha.IsOne) { return; } SafeNativeMethods.z_scale(x.Length, ref alpha, x); } /// /// Computes the dot product of x and y. /// /// The vector x. /// The vector y. /// The dot product of x and y. /// This is equivalent to the DOT BLAS routine. public Complex DotProduct(Complex[] x, Complex[] y) { throw new NotImplementedException(); } /// /// Does a point wise add of two arrays z = x + y. This can be used /// to add vectors or matrices. /// /// The array x. /// The array y. /// The result of the addition. /// There is no equivalent BLAS routine, but many libraries /// provide optimized (parallel and/or vectorized) versions of this /// routine. public void AddArrays(Complex[] x, Complex[] y, Complex[] result) { throw new NotImplementedException(); } /// /// Does a point wise subtraction of two arrays z = x - y. This can be used /// to subtract vectors or matrices. /// /// The array x. /// The array y. /// The result of the subtraction. /// There is no equivalent BLAS routine, but many libraries /// provide optimized (parallel and/or vectorized) versions of this /// routine. public void SubtractArrays(Complex[] x, Complex[] y, Complex[] result) { throw new NotImplementedException(); } /// /// Does a point wise multiplication of two arrays z = x * y. This can be used /// to multiple elements of vectors or matrices. /// /// The array x. /// The array y. /// The result of the point wise multiplication. /// There is no equivalent BLAS routine, but many libraries /// provide optimized (parallel and/or vectorized) versions of this /// routine. public void PointWiseMultiplyArrays(Complex[] x, Complex[] y, Complex[] result) { throw new NotImplementedException(); } /// /// Computes the requested of the matrix. /// /// The type of norm to compute. /// The matrix to compute the norm from. /// /// The requested of the matrix. /// public Complex MatrixNorm(Norm norm, Complex[] matrix) { throw new NotImplementedException(); } /// /// Computes the requested of the matrix. /// /// The type of norm to compute. /// The matrix to compute the norm from. /// The work array. Only used when /// and needs to be have a length of at least M (number of rows of . /// /// The requested of the matrix. /// public Complex MatrixNorm(Norm norm, Complex[] matrix, Complex[] work) { throw new NotImplementedException(); } /// /// Multiples two matrices. result = x * y /// /// The x matrix. /// The number of rows in the x matrix. /// The number of columns in the x matrix. /// The y matrix. /// The number of rows in the y matrix. /// The number of columns in the y matrix. /// Where to store the result of the multiplication. /// This is a simplified version of the BLAS GEMM routine with alpha /// set to 1.0 and beta set to 0.0, and x and y are not transposed. public void MatrixMultiply(Complex[] x, int xRows, int xColumns, Complex[] y, int yRows, int yColumns, Complex[] result) { throw new NotImplementedException(); } /// /// Multiplies two matrices and updates another with the result. c = alpha*op(a)*op(b) + beta*c /// /// How to transpose the matrix. /// How to transpose the matrix. /// The value to scale matrix. /// The a matrix. /// The number of rows in the matrix. /// The number of columns in the matrix. /// The b matrix /// The number of rows in the matrix. /// The number of columns in the matrix. /// The value to scale the matrix. /// The c matrix. public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, Complex alpha, Complex[] a, int aRows, int aColumns, Complex[] b, int bRows, int bColumns, Complex beta, Complex[] c) { throw new NotImplementedException(); } /// /// Computes the LU factorization of A. /// /// An m by n matrix. The matrix is overwritten with the /// the LU factorization On exit. /// On exit, it contains the pivot indices. The size /// of the array must be min(m,n). /// This is equivalent to the GETRF LAPACK routine. public void LUFactor(Complex[] a, int[] ipiv) { throw new NotImplementedException(); } /// /// Computes the inverse of matrix using LU factorization. /// /// The N by N matrix to invert. Contains the inverse On exit. /// This is equivalent to the GETRF and GETRI LAPACK routines. public void LUInverse(Complex[] a) { throw new NotImplementedException(); } /// /// Computes the inverse of a previously factored matrix. /// /// The LU factored N by N matrix. Contains the inverse On exit. /// The pivot indices of . /// This is equivalent to the GETRI LAPACK routine. public void LUInverseFactored(Complex[] a, int[] ipiv) { throw new NotImplementedException(); } /// /// Computes the inverse of matrix using LU factorization. /// /// The N by N matrix to invert. Contains the inverse On exit. /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. /// This is equivalent to the GETRF and GETRI LAPACK routines. public void LUInverse(Complex[] a, Complex[] work) { throw new NotImplementedException(); } /// /// Computes the inverse of a previously factored matrix. /// /// The LU factored N by N matrix. Contains the inverse On exit. /// The pivot indices of . /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. /// This is equivalent to the GETRI LAPACK routine. public void LUInverseFactored(Complex[] a, int[] ipiv, Complex[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using LU factorization. /// /// The number of columns of B. /// The square matrix A. /// The B matrix. /// This is equivalent to the GETRF and GETRS LAPACK routines. public void LUSolve(int columnsOfB, Complex[] a, Complex[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously factored A matrix. /// /// The number of columns of B. /// The factored A matrix. /// The pivot indices of . /// The B matrix. /// This is equivalent to the GETRS LAPACK routine. public void LUSolveFactored(int columnsOfB, Complex[] a, int ipiv, Complex[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using LU factorization. /// /// How to transpose the matrix. /// The number of columns of B. /// The square matrix A. /// The B matrix. /// This is equivalent to the GETRF and GETRS LAPACK routines. public void LUSolve(Transpose transposeA, int columnsOfB, Complex[] a, Complex[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously factored A matrix. /// /// How to transpose the matrix. /// The number of columns of B. /// The factored A matrix. /// The pivot indices of . /// The B matrix. /// This is equivalent to the GETRS LAPACK routine. public void LUSolveFactored(Transpose transposeA, int columnsOfB, Complex[] a, int ipiv, Complex[] b) { throw new NotImplementedException(); } /// /// Computes the Cholesky factorization of A. /// /// On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the /// the Cholesky factorization. /// This is equivalent to the POTRF LAPACK routine. public void CholeskyFactor(Complex[] a) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using Cholesky factorization. /// /// The number of columns of B. /// The square, positive definite matrix A. /// The B matrix. /// This is equivalent to the POTRF add POTRS LAPACK routines. public void CholeskySolve(int columnsOfB, Complex[] a, Complex[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously factored A matrix. /// /// The number of columns of B. /// The factored A matrix. /// The B matrix. /// This is equivalent to the POTRS LAPACK routine. public void CholeskySolveFactored(int columnsOfB, Complex[] a, Complex[] b) { throw new NotImplementedException(); } /// /// Computes the QR factorization of A. /// /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// This is similar to the GEQRF and ORGQR LAPACK routines. public void QRFactor(Complex[] r, Complex[] q) { throw new NotImplementedException(); } /// /// Computes the QR factorization of A. /// /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. public void QRFactor(Complex[] r, Complex[] q, Complex[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using QR factorization of A. /// /// The number of columns of B. /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// The B matrix. /// On exit, the solution matrix. public void QRSolve(int columnsOfB, Complex[] r, Complex[] q, Complex[] b, Complex[] x) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using QR factorization of A. /// /// The number of columns of B. /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// The B matrix. /// On exit, the solution matrix. /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. public void QRSolve(int columnsOfB, Complex[] r, Complex[] q, Complex[] b, Complex[] x, Complex[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously QR factored matrix. /// /// The number of columns of B. /// The Q matrix obtained by calling . /// The R matrix obtained by calling . /// The B matrix. /// On exit, the solution matrix. public void QRSolveFactored(int columnsOfB, Complex[] q, Complex[] r, Complex[] b, Complex[] x) { throw new NotImplementedException(); } /// /// Computes the singular value decomposition of A. /// /// Compute the singular U and VT vectors or not. /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// If is true, on exit U contains the left /// singular vectors. /// If is true, on exit VT contains the transposed /// right singular vectors. /// This is equivalent to the GESVD LAPACK routine. public void SinguarValueDecomposition(bool computeVectors, Complex[] a, Complex[] s, Complex[] u, Complex[] vt) { throw new NotImplementedException(); } /// /// Computes the singular value decomposition of A. /// /// Compute the singular U and VT vectors or not. /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// If is true, on exit U contains the left /// singular vectors. /// If is true, on exit VT contains the transposed /// right singular vectors. /// The work array. For real matrices, the work array should be at least /// Max(3*Min(M, N) + Max(M, N), 5*Min(M,N)). For complex matrices, 2*Min(M, N) + Max(M, N). /// On exit, work[0] contains the optimal work size value. /// This is equivalent to the GESVD LAPACK routine. public void SingularValueDecomposition(bool computeVectors, Complex[] a, Complex[] s, Complex[] u, Complex[] vt, Complex[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using the singular value decomposition of A. /// /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// On exit U contains the left singular vectors. /// On exit VT contains the transposed right singular vectors. /// The B matrix. /// On exit, the solution matrix. public void SvdSolve(Complex[] a, Complex[] s, Complex[] u, Complex[] vt, Complex[] b, Complex[] x) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using the singular value decomposition of A. /// /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// On exit U contains the left singular vectors. /// On exit VT contains the transposed right singular vectors. /// The B matrix. /// On exit, the solution matrix. /// The work array. For real matrices, the work array should be at least /// Max(3*Min(M, N) + Max(M, N), 5*Min(M,N)). For complex matrices, 2*Min(M, N) + Max(M, N). /// On exit, work[0] contains the optimal work size value. public void SvdSolve(Complex[] a, Complex[] s, Complex[] u, Complex[] vt, Complex[] b, Complex[] x, Complex[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously SVD decomposed matrix. /// /// The number of columns of B. /// The s values returned by . /// The left singular vectors returned by . /// The right singular vectors returned by . /// The B matrix. /// On exit, the solution matrix. public void SvdSolveFactored(int columnsOfB, Complex[] s, Complex[] u, Complex[] vt, Complex[] b, Complex[] x) { throw new NotImplementedException(); } #endregion #region ILinearAlgebraProvider Members /// /// Adds a scaled vector to another: y += alpha*x. /// /// The vector to update. /// The value to scale by. /// The vector to add to . /// This equivalent to the AXPY BLAS routine. public void AddVectorToScaledVector(Complex32[] y, Complex32 alpha, Complex32[] x) { if (y == null) { throw new ArgumentNullException("y"); } if (x == null) { throw new ArgumentNullException("x"); } if (y.Length != x.Length) { throw new ArgumentException(Resources.ArgumentVectorsSameLength); } if (alpha.IsZero) { return; } SafeNativeMethods.c_axpy(y.Length, ref alpha, x, y); } /// /// Scales an array. Can be used to scale a vector and a matrix. /// /// The scalar. /// The values to scale. /// This is equivalent to the SCAL BLAS routine. public void ScaleArray(Complex32 alpha, Complex32[] x) { if (alpha.IsOne) { return; } SafeNativeMethods.c_scale(x.Length, ref alpha, x); } /// /// Computes the dot product of x and y. /// /// The vector x. /// The vector y. /// The dot product of x and y. /// This is equivalent to the DOT BLAS routine. public Complex32 DotProduct(Complex32[] x, Complex32[] y) { throw new NotImplementedException(); } /// /// Does a point wise add of two arrays z = x + y. This can be used /// to add vectors or matrices. /// /// The array x. /// The array y. /// The result of the addition. /// There is no equivalent BLAS routine, but many libraries /// provide optimized (parallel and/or vectorized) versions of this /// routine. public void AddArrays(Complex32[] x, Complex32[] y, Complex32[] result) { throw new NotImplementedException(); } /// /// Does a point wise subtraction of two arrays z = x - y. This can be used /// to subtract vectors or matrices. /// /// The array x. /// The array y. /// The result of the subtraction. /// There is no equivalent BLAS routine, but many libraries /// provide optimized (parallel and/or vectorized) versions of this /// routine. public void SubtractArrays(Complex32[] x, Complex32[] y, Complex32[] result) { throw new NotImplementedException(); } /// /// Does a point wise multiplication of two arrays z = x * y. This can be used /// to multiple elements of vectors or matrices. /// /// The array x. /// The array y. /// The result of the point wise multiplication. /// There is no equivalent BLAS routine, but many libraries /// provide optimized (parallel and/or vectorized) versions of this /// routine. public void PointWiseMultiplyArrays(Complex32[] x, Complex32[] y, Complex32[] result) { throw new NotImplementedException(); } /// /// Computes the requested of the matrix. /// /// The type of norm to compute. /// The matrix to compute the norm from. /// /// The requested of the matrix. /// public Complex32 MatrixNorm(Norm norm, Complex32[] matrix) { throw new NotImplementedException(); } /// /// Computes the requested of the matrix. /// /// The type of norm to compute. /// The matrix to compute the norm from. /// The work array. Only used when /// and needs to be have a length of at least M (number of rows of . /// /// The requested of the matrix. /// public Complex32 MatrixNorm(Norm norm, Complex32[] matrix, Complex32[] work) { throw new NotImplementedException(); } /// /// Multiples two matrices. result = x * y /// /// The x matrix. /// The number of rows in the x matrix. /// The number of columns in the x matrix. /// The y matrix. /// The number of rows in the y matrix. /// The number of columns in the y matrix. /// Where to store the result of the multiplication. /// This is a simplified version of the BLAS GEMM routine with alpha /// set to 1.0 and beta set to 0.0, and x and y are not transposed. public void MatrixMultiply(Complex32[] x, int xRows, int xColumns, Complex32[] y, int yRows, int yColumns, Complex32[] result) { throw new NotImplementedException(); } /// /// Multiplies two matrices and updates another with the result. c = alpha*op(a)*op(b) + beta*c /// /// How to transpose the matrix. /// How to transpose the matrix. /// The value to scale matrix. /// The a matrix. /// The number of rows in the matrix. /// The number of columns in the matrix. /// The b matrix /// The number of rows in the matrix. /// The number of columns in the matrix. /// The value to scale the matrix. /// The c matrix. public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, Complex32 alpha, Complex32[] a, int aRows, int aColumns, Complex32[] b, int bRows, int bColumns, Complex32 beta, Complex32[] c) { throw new NotImplementedException(); } /// /// Computes the LU factorization of A. /// /// An m by n matrix. The matrix is overwritten with the /// the LU factorization On exit. /// On exit, it contains the pivot indices. The size /// of the array must be min(m,n). /// This is equivalent to the GETRF LAPACK routine. public void LUFactor(Complex32[] a, int[] ipiv) { throw new NotImplementedException(); } /// /// Computes the inverse of matrix using LU factorization. /// /// The N by N matrix to invert. Contains the inverse On exit. /// This is equivalent to the GETRF and GETRI LAPACK routines. public void LUInverse(Complex32[] a) { throw new NotImplementedException(); } /// /// Computes the inverse of a previously factored matrix. /// /// The LU factored N by N matrix. Contains the inverse On exit. /// The pivot indices of . /// This is equivalent to the GETRI LAPACK routine. public void LUInverseFactored(Complex32[] a, int[] ipiv) { throw new NotImplementedException(); } /// /// Computes the inverse of matrix using LU factorization. /// /// The N by N matrix to invert. Contains the inverse On exit. /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. /// This is equivalent to the GETRF and GETRI LAPACK routines. public void LUInverse(Complex32[] a, Complex32[] work) { throw new NotImplementedException(); } /// /// Computes the inverse of a previously factored matrix. /// /// The LU factored N by N matrix. Contains the inverse On exit. /// The pivot indices of . /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. /// This is equivalent to the GETRI LAPACK routine. public void LUInverseFactored(Complex32[] a, int[] ipiv, Complex32[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using LU factorization. /// /// The number of columns of B. /// The square matrix A. /// The B matrix. /// This is equivalent to the GETRF and GETRS LAPACK routines. public void LUSolve(int columnsOfB, Complex32[] a, Complex32[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously factored A matrix. /// /// The number of columns of B. /// The factored A matrix. /// The pivot indices of . /// The B matrix. /// This is equivalent to the GETRS LAPACK routine. public void LUSolveFactored(int columnsOfB, Complex32[] a, int ipiv, Complex32[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using LU factorization. /// /// How to transpose the matrix. /// The number of columns of B. /// The square matrix A. /// The B matrix. /// This is equivalent to the GETRF and GETRS LAPACK routines. public void LUSolve(Transpose transposeA, int columnsOfB, Complex32[] a, Complex32[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously factored A matrix. /// /// How to transpose the matrix. /// The number of columns of B. /// The factored A matrix. /// The pivot indices of . /// The B matrix. /// This is equivalent to the GETRS LAPACK routine. public void LUSolveFactored(Transpose transposeA, int columnsOfB, Complex32[] a, int ipiv, Complex32[] b) { throw new NotImplementedException(); } /// /// Computes the Cholesky factorization of A. /// /// On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the /// the Cholesky factorization. /// This is equivalent to the POTRF LAPACK routine. public void CholeskyFactor(Complex32[] a) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using Cholesky factorization. /// /// The number of columns of B. /// The square, positive definite matrix A. /// The B matrix. /// This is equivalent to the POTRF add POTRS LAPACK routines. public void CholeskySolve(int columnsOfB, Complex32[] a, Complex32[] b) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously factored A matrix. /// /// The number of columns of B. /// The factored A matrix. /// The B matrix. /// This is equivalent to the POTRS LAPACK routine. public void CholeskySolveFactored(int columnsOfB, Complex32[] a, Complex32[] b) { throw new NotImplementedException(); } /// /// Computes the QR factorization of A. /// /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// This is similar to the GEQRF and ORGQR LAPACK routines. public void QRFactor(Complex32[] r, Complex32[] q) { throw new NotImplementedException(); } /// /// Computes the QR factorization of A. /// /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. public void QRFactor(Complex32[] r, Complex32[] q, Complex32[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using QR factorization of A. /// /// The number of columns of B. /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// The B matrix. /// On exit, the solution matrix. public void QRSolve(int columnsOfB, Complex32[] r, Complex32[] q, Complex32[] b, Complex32[] x) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using QR factorization of A. /// /// The number of columns of B. /// On entry, it is the M by N A matrix to factor. On exit, /// it is overwritten with the R matrix of the QR factorization. /// On exit, A M by M matrix that holds the Q matrix of the /// QR factorization. /// The B matrix. /// On exit, the solution matrix. /// The work array. The array must have a length of at least N, /// but should be N*blocksize. The blocksize is machine dependent. Use /// to determine the optimal size of the work array. On exit, work[0] contains the optimal /// work size value. public void QRSolve(int columnsOfB, Complex32[] r, Complex32[] q, Complex32[] b, Complex32[] x, Complex32[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously QR factored matrix. /// /// The number of columns of B. /// The Q matrix obtained by calling . /// The R matrix obtained by calling . /// The B matrix. /// On exit, the solution matrix. public void QRSolveFactored(int columnsOfB, Complex32[] q, Complex32[] r, Complex32[] b, Complex32[] x) { throw new NotImplementedException(); } /// /// Computes the singular value decomposition of A. /// /// Compute the singular U and VT vectors or not. /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// If is true, on exit U contains the left /// singular vectors. /// If is true, on exit VT contains the transposed /// right singular vectors. /// This is equivalent to the GESVD LAPACK routine. public void SinguarValueDecomposition(bool computeVectors, Complex32[] a, Complex32[] s, Complex32[] u, Complex32[] vt) { throw new NotImplementedException(); } /// /// Computes the singular value decomposition of A. /// /// Compute the singular U and VT vectors or not. /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// If is true, on exit U contains the left /// singular vectors. /// If is true, on exit VT contains the transposed /// right singular vectors. /// The work array. For real matrices, the work array should be at least /// Max(3*Min(M, N) + Max(M, N), 5*Min(M,N)). For complex matrices, 2*Min(M, N) + Max(M, N). /// On exit, work[0] contains the optimal work size value. /// This is equivalent to the GESVD LAPACK routine. public void SingularValueDecomposition(bool computeVectors, Complex32[] a, Complex32[] s, Complex32[] u, Complex32[] vt, Complex32[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using the singular value decomposition of A. /// /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// On exit U contains the left singular vectors. /// On exit VT contains the transposed right singular vectors. /// The B matrix. /// On exit, the solution matrix. public void SvdSolve(Complex32[] a, Complex32[] s, Complex32[] u, Complex32[] vt, Complex32[] b, Complex32[] x) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using the singular value decomposition of A. /// /// On entry, the M by N matrix to decompose. On exit, A may be overwritten. /// The singular values of A in ascending value. /// On exit U contains the left singular vectors. /// On exit VT contains the transposed right singular vectors. /// The B matrix. /// On exit, the solution matrix. /// The work array. For real matrices, the work array should be at least /// Max(3*Min(M, N) + Max(M, N), 5*Min(M,N)). For complex matrices, 2*Min(M, N) + Max(M, N). /// On exit, work[0] contains the optimal work size value. public void SvdSolve(Complex32[] a, Complex32[] s, Complex32[] u, Complex32[] vt, Complex32[] b, Complex32[] x, Complex32[] work) { throw new NotImplementedException(); } /// /// Solves A*X=B for X using a previously SVD decomposed matrix. /// /// The number of columns of B. /// The s values returned by . /// The left singular vectors returned by . /// The right singular vectors returned by . /// The B matrix. /// On exit, the solution matrix. public void SvdSolveFactored(int columnsOfB, Complex32[] s, Complex32[] u, Complex32[] vt, Complex32[] b, Complex32[] x) { throw new NotImplementedException(); } #endregion } }