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1324 lines
41 KiB
1324 lines
41 KiB
// <copyright file="ManagedLinearAlgebraProvider.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://mathnet.opensourcedotnet.info
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// Copyright (c) 2009 Math.NET
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// restriction, including without limitation the rights to use,
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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namespace MathNet.Numerics.Algorithms.LinearAlgebra
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{
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using System;
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using Properties;
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using Threading;
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/// <summary>
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/// The managed linear algebra provider.
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/// </summary>
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public class ManagedLinearAlgebraProvider : ILinearAlgebraProvider
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{
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#region Workspace information Members
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public int QueryWorkspaceBlockSize(string methodName)
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{
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throw new NotImplementedException();
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}
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#endregion
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#region ILinearAlgebraProvider<double> Members
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/// <summary>
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/// Adds a scaled vector to another: <c>y += alpha*x</c>.
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/// </summary>
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/// <param name="y">The vector to update.</param>
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/// <param name="alpha">The value to scale <paramref name="x"/> by.</param>
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/// <param name="x">The vector to add to <paramref name="y"/>.</param>
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/// <remarks>This equivalent to the AXPY BLAS routine.</remarks>
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public void AddVectorToScaledVector(double[] y, double alpha, double[] x)
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{
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if (y == null)
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{
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throw new ArgumentNullException("y");
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}
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if (x == null)
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{
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throw new ArgumentNullException("x");
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}
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if (y.Length != x.Length)
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{
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throw new ArgumentException(Resources.ArgumentVectorsSameLength);
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}
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if (alpha == 0.0)
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{
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return;
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}
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if (alpha == 1.0)
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{
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Parallel.For(0, y.Length, i => y[i] += x[i]);
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}
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else
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{
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Parallel.For(0, y.Length, i => y[i] += alpha * x[i]);
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}
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}
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/// <summary>
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/// Scales an array. Can be used to scale a vector and a matrix.
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/// </summary>
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/// <param name="alpha">The scalar.</param>
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/// <param name="x">The values to scale.</param>
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/// <remarks>This is equivalent to the SCAL BLAS routine.</remarks>
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public void ScaleArray(double alpha, double[] x)
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{
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if (x == null)
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{
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throw new ArgumentNullException("x");
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}
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if (alpha == 1.0)
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{
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return;
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}
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Parallel.For(0, x.Length, i => x[i] = alpha * x[i]);
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}
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/// <summary>
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/// Computes the dot product between two vectors.
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/// </summary>
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/// <param name="x">The first argument of the dot product.</param>
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/// <param name="y">The second argument of the dot product.</param>
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/// <returns>The dot product between <paramref name="x"/> and <paramref name="y"/>.</returns>
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public double DotProduct(double[] x, double[] y)
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{
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if (y == null)
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{
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throw new ArgumentNullException("y");
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}
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if (x == null)
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{
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throw new ArgumentNullException("x");
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}
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if (y.Length != x.Length)
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{
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throw new ArgumentException(Resources.ArgumentVectorsSameLength);
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}
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double d = 0.0;
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for (int i = 0; i < y.Length; i++)
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{
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d += y[i] * x[i];
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}
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return d;
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}
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/// <summary>
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/// Adds two arrays together and writes the result in a third array.
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/// </summary>
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/// <param name="x">The first argument to add.</param>
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/// <param name="y">The second argument to add.</param>
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/// <param name="result">The result to write the addition into.</param>
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public void AddArrays(double[] x, double[] y, double[] result)
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{
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if (y == null)
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{
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throw new ArgumentNullException("y");
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}
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if (x == null)
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{
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throw new ArgumentNullException("x");
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}
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if (result == null)
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{
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throw new ArgumentNullException("result");
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}
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if (y.Length != x.Length || y.Length != result.Length)
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{
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throw new ArgumentException(Resources.ArgumentVectorsSameLength);
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}
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Parallel.For(0, y.Length, i => result[i] = x[i] + y[i]);
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}
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/// <summary>
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/// Subtract two arrays and writes the result in a third array.
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/// </summary>
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/// <param name="x">The first argument to subtract.</param>
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/// <param name="y">The second argument to subtract.</param>
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/// <param name="result">The result to write the subtraction into.</param>
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public void SubtractArrays(double[] x, double[] y, double[] result)
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{
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if (y == null)
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{
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throw new ArgumentNullException("y");
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}
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if (x == null)
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{
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throw new ArgumentNullException("x");
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}
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if (result == null)
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{
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throw new ArgumentNullException("result");
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}
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if (y.Length != x.Length || y.Length != result.Length)
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{
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throw new ArgumentException(Resources.ArgumentVectorsSameLength);
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}
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Parallel.For(0, y.Length, i => result[i] = x[i] - y[i]);
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}
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/// <summary>
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/// Pointwise multiplies two arrays and writes the result in a third array.
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/// </summary>
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/// <param name="x">The first argument to pointwise multiply.</param>
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/// <param name="y">The second argument to pointwise multiply.</param>
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/// <param name="result">The result to write the pointwise multiplication into.</param>
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public void PointWiseMultiplyArrays(double[] x, double[] y, double[] result)
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{
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if (y == null)
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{
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throw new ArgumentNullException("y");
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}
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if (x == null)
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{
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throw new ArgumentNullException("x");
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}
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if (result == null)
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{
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throw new ArgumentNullException("result");
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}
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if (y.Length != x.Length || y.Length != result.Length)
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{
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throw new ArgumentException(Resources.ArgumentVectorsSameLength);
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}
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Parallel.For(0, y.Length, i => result[i] = x[i] * y[i]);
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}
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public double MatrixNorm(Norm norm, double[] matrix)
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{
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throw new NotImplementedException();
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}
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public double MatrixNorm(Norm norm, double[] matrix, double[] work)
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{
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throw new NotImplementedException();
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}
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public void MatrixMultiply(double[] x, double[] y, double[] result)
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{
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throw new NotImplementedException();
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}
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public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, double alpha, double[] a, double[] b, double beta, double[] c)
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{
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throw new NotImplementedException();
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}
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public void LUFactor(double[] a, int[] ipiv)
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{
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throw new NotImplementedException();
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}
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public void LUInverse(double[] a)
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{
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throw new NotImplementedException();
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}
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public void LUInverseFactored(double[] a, int[] ipiv)
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{
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throw new NotImplementedException();
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}
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public void LUInverse(double[] a, double[] work)
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{
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throw new NotImplementedException();
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}
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public void LUInverseFactored(double[] a, int[] ipiv, double[] work)
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{
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throw new NotImplementedException();
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}
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public void LUSolve(int columnsOfB, double[] a, double[] b)
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{
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throw new NotImplementedException();
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}
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public void LUSolveFactored(int columnsOfB, double[] a, int ipiv, double[] b)
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{
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throw new NotImplementedException();
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}
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public void LUSolve(Transpose transposeA, int columnsOfB, double[] a, double[] b)
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{
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throw new NotImplementedException();
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}
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public void LUSolveFactored(Transpose transposeA, int columnsOfB, double[] a, int ipiv, double[] b)
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{
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throw new NotImplementedException();
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}
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public void CholeskyFactor(double[] a)
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{
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throw new NotImplementedException();
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}
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public void CholeskySolve(int columnsOfB, double[] a, double[] b)
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{
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throw new NotImplementedException();
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}
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public void CholeskySolveFactored(int columnsOfB, double[] a, double[] b)
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{
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throw new NotImplementedException();
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}
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public void QRFactor(double[] r, double[] q)
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{
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throw new NotImplementedException();
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}
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public void QRFactor(double[] r, double[] q, double[] work)
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{
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throw new NotImplementedException();
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}
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public void QRSolve(int columnsOfB, double[] r, double[] q, double[] b, double[] x)
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{
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throw new NotImplementedException();
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}
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public void QRSolve(int columnsOfB, double[] r, double[] q, double[] b, double[] x, double[] work)
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{
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throw new NotImplementedException();
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}
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public void QRSolveFactored(int columnsOfB, double[] q, double[] r, double[] b, double[] x)
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{
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throw new NotImplementedException();
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}
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public void SinguarValueDecomposition(bool computeVectors, double[] a, double[] s, double[] u, double[] vt)
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{
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throw new NotImplementedException();
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}
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public void SingularValueDecomposition(bool computeVectors, double[] a, double[] s, double[] u, double[] vt, double[] work)
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{
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throw new NotImplementedException();
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}
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public void SvdSolve(double[] a, double[] s, double[] u, double[] vt, double[] b, double[] x)
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{
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throw new NotImplementedException();
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}
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public void SvdSolve(double[] a, double[] s, double[] u, double[] vt, double[] b, double[] x, double[] work)
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{
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throw new NotImplementedException();
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}
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public void SvdSolveFactored(int columnsOfB, double[] s, double[] u, double[] vt, double[] b, double[] x)
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{
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throw new NotImplementedException();
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}
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#endregion
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#region ILinearAlgebraProvider<float> Members
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/// <summary>
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/// Adds a scaled vector to another: <c>y += alpha*x</c>.
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/// </summary>
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/// <param name="y">The vector to update.</param>
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/// <param name="alpha">The value to scale <paramref name="x"/> by.</param>
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/// <param name="x">The vector to add to <paramref name="y"/>.</param>
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/// <remarks>This equivalent to the AXPY BLAS routine.</remarks>
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public void AddVectorToScaledVector(float[] y, float alpha, float[] x)
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{
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if (y == null)
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{
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throw new ArgumentNullException("y");
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}
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if (x == null)
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{
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throw new ArgumentNullException("x");
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}
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if (y.Length != x.Length)
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{
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throw new ArgumentException(Resources.ArgumentVectorsSameLength);
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}
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if (alpha == 0.0)
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{
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return;
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}
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if (alpha == 1.0)
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{
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Parallel.For(0, y.Length, i => y[i] += x[i]);
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}
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else
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{
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Parallel.For(0, y.Length, i => y[i] += alpha * x[i]);
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}
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}
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/// <summary>
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/// Scales an array. Can be used to scale a vector and a matrix.
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/// </summary>
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/// <param name="alpha">The scalar.</param>
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/// <param name="x">The values to scale.</param>
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/// <remarks>This is equivalent to the SCAL BLAS routine.</remarks>
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public void ScaleArray(float alpha, float[] x)
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{
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if (x == null)
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{
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throw new ArgumentNullException("x");
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}
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if (alpha == 1.0)
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{
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return;
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}
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Parallel.For(0, x.Length, i => x[i] = alpha * x[i]);
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}
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/// <summary>
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/// Computes the dot product between two vectors.
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/// </summary>
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/// <param name="x">The first argument of the dot product.</param>
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/// <param name="y">The second argument of the dot product.</param>
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/// <returns>The dot product between <paramref name="x"/> and <paramref name="y"/>.</returns>
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public float DotProduct(float[] x, float[] y)
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{
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if (y == null)
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{
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throw new ArgumentNullException("y");
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}
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if (x == null)
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{
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throw new ArgumentNullException("x");
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}
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if (y.Length != x.Length)
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{
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throw new ArgumentException(Resources.ArgumentVectorsSameLength);
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}
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float d = 0.0F;
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for (int i = 0; i < y.Length; i++)
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{
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d += y[i] * x[i];
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}
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return d;
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}
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|
|
/// <summary>
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/// Adds two arrays together and writes the result in a third array.
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/// </summary>
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/// <param name="x">The first argument to add.</param>
|
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/// <param name="y">The second argument to add.</param>
|
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/// <param name="result">The result to write the addition into.</param>
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public void AddArrays(float[] x, float[] y, float[] result)
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|
{
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if (y == null)
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{
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throw new ArgumentNullException("y");
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|
}
|
|
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|
if (x == null)
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|
{
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|
throw new ArgumentNullException("x");
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|
}
|
|
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|
if (result == null)
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|
{
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|
throw new ArgumentNullException("result");
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|
}
|
|
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|
if (y.Length != x.Length || y.Length != result.Length)
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|
{
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throw new ArgumentException(Resources.ArgumentVectorsSameLength);
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|
}
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|
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Parallel.For(0, y.Length, i => result[i] = x[i] + y[i]);
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}
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|
|
|
/// <summary>
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|
/// Subtract two arrays and writes the result in a third array.
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|
/// </summary>
|
|
/// <param name="x">The first argument to subtract.</param>
|
|
/// <param name="y">The second argument to subtract.</param>
|
|
/// <param name="result">The result to write the subtraction into.</param>
|
|
public void SubtractArrays(float[] x, float[] y, float[] result)
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|
{
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|
if (y == null)
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{
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throw new ArgumentNullException("y");
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|
}
|
|
|
|
if (x == null)
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|
{
|
|
throw new ArgumentNullException("x");
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|
}
|
|
|
|
if (result == null)
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|
{
|
|
throw new ArgumentNullException("result");
|
|
}
|
|
|
|
if (y.Length != x.Length || y.Length != result.Length)
|
|
{
|
|
throw new ArgumentException(Resources.ArgumentVectorsSameLength);
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|
}
|
|
|
|
Parallel.For(0, y.Length, i => result[i] = x[i] - y[i]);
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|
}
|
|
|
|
/// <summary>
|
|
/// Pointwise multiplies two arrays and writes the result in a third array.
|
|
/// </summary>
|
|
/// <param name="x">The first argument to pointwise multiply.</param>
|
|
/// <param name="y">The second argument to pointwise multiply.</param>
|
|
/// <param name="result">The result to write the pointwise multiplication into.</param>
|
|
public void PointWiseMultiplyArrays(float[] x, float[] y, float[] result)
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|
{
|
|
if (y == null)
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|
{
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|
throw new ArgumentNullException("y");
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|
}
|
|
|
|
if (x == null)
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|
{
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|
throw new ArgumentNullException("x");
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|
}
|
|
|
|
if (result == null)
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|
{
|
|
throw new ArgumentNullException("result");
|
|
}
|
|
|
|
if (y.Length != x.Length || y.Length != result.Length)
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|
{
|
|
throw new ArgumentException(Resources.ArgumentVectorsSameLength);
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|
}
|
|
|
|
Parallel.For(0, y.Length, i => result[i] = x[i] * y[i]);
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|
}
|
|
|
|
public float MatrixNorm(Norm norm, float[] matrix)
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|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public float MatrixNorm(Norm norm, float[] matrix, float[] work)
|
|
{
|
|
throw new NotImplementedException();
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|
}
|
|
|
|
public void MatrixMultiply(float[] x, float[] y, float[] result)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, float alpha, float[] a, float[] b, float beta, float[] c)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUFactor(float[] a, int[] ipiv)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUInverse(float[] a)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUInverseFactored(float[] a, int[] ipiv)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUInverse(float[] a, float[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUInverseFactored(float[] a, int[] ipiv, float[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUSolve(int columnsOfB, float[] a, float[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUSolveFactored(int columnsOfB, float[] a, int ipiv, float[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUSolve(Transpose transposeA, int columnsOfB, float[] a, float[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUSolveFactored(Transpose transposeA, int columnsOfB, float[] a, int ipiv, float[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void CholeskyFactor(float[] a)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void CholeskySolve(int columnsOfB, float[] a, float[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void CholeskySolveFactored(int columnsOfB, float[] a, float[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void QRFactor(float[] r, float[] q)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void QRFactor(float[] r, float[] q, float[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void QRSolve(int columnsOfB, float[] r, float[] q, float[] b, float[] x)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void QRSolve(int columnsOfB, float[] r, float[] q, float[] b, float[] x, float[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void QRSolveFactored(int columnsOfB, float[] q, float[] r, float[] b, float[] x)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void SinguarValueDecomposition(bool computeVectors, float[] a, float[] s, float[] u, float[] vt)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void SingularValueDecomposition(bool computeVectors, float[] a, float[] s, float[] u, float[] vt, float[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void SvdSolve(float[] a, float[] s, float[] u, float[] vt, float[] b, float[] x)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void SvdSolve(float[] a, float[] s, float[] u, float[] vt, float[] b, float[] x, float[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void SvdSolveFactored(int columnsOfB, float[] s, float[] u, float[] vt, float[] b, float[] x)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region ILinearAlgebraProvider<Complex> Members
|
|
|
|
/// <summary>
|
|
/// Adds a scaled vector to another: <c>y += alpha*x</c>.
|
|
/// </summary>
|
|
/// <param name="y">The vector to update.</param>
|
|
/// <param name="alpha">The value to scale <paramref name="x"/> by.</param>
|
|
/// <param name="x">The vector to add to <paramref name="y"/>.</param>
|
|
/// <remarks>This equivalent to the AXPY BLAS routine.</remarks>
|
|
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 == 0.0)
|
|
{
|
|
return;
|
|
}
|
|
|
|
if (alpha == 1.0)
|
|
{
|
|
Parallel.For(0, y.Length, i => y[i] += x[i]);
|
|
}
|
|
else
|
|
{
|
|
Parallel.For(0, y.Length, i => y[i] += alpha * x[i]);
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Scales an array. Can be used to scale a vector and a matrix.
|
|
/// </summary>
|
|
/// <param name="alpha">The scalar.</param>
|
|
/// <param name="x">The values to scale.</param>
|
|
/// <remarks>This is equivalent to the SCAL BLAS routine.</remarks>
|
|
public void ScaleArray(Complex alpha, Complex[] x)
|
|
{
|
|
if (x == null)
|
|
{
|
|
throw new ArgumentNullException("x");
|
|
}
|
|
|
|
if (alpha == 1.0)
|
|
{
|
|
return;
|
|
}
|
|
|
|
Parallel.For(0, x.Length, i => x[i] = alpha * x[i]);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Computes the dot product between two vectors.
|
|
/// </summary>
|
|
/// <param name="x">The first argument of the dot product.</param>
|
|
/// <param name="y">The second argument of the dot product.</param>
|
|
/// <returns>The dot product between <paramref name="x"/> and <paramref name="y"/>.</returns>
|
|
public Complex DotProduct(Complex[] x, Complex[] y)
|
|
{
|
|
if (y == null)
|
|
{
|
|
throw new ArgumentNullException("y");
|
|
}
|
|
|
|
if (x == null)
|
|
{
|
|
throw new ArgumentNullException("x");
|
|
}
|
|
|
|
if (y.Length != x.Length)
|
|
{
|
|
throw new ArgumentException(Resources.ArgumentVectorsSameLength);
|
|
}
|
|
|
|
Complex d = new Complex(0.0, 0.0);
|
|
|
|
for (int i = 0; i < y.Length; i++)
|
|
{
|
|
d += y[i] * x[i];
|
|
}
|
|
|
|
return d;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Adds two arrays together and writes the result in a third array.
|
|
/// </summary>
|
|
/// <param name="x">The first argument to add.</param>
|
|
/// <param name="y">The second argument to add.</param>
|
|
/// <param name="result">The result to write the addition into.</param>
|
|
public void AddArrays(Complex[] x, Complex[] y, Complex[] result)
|
|
{
|
|
if (y == null)
|
|
{
|
|
throw new ArgumentNullException("y");
|
|
}
|
|
|
|
if (x == null)
|
|
{
|
|
throw new ArgumentNullException("x");
|
|
}
|
|
|
|
if (result == null)
|
|
{
|
|
throw new ArgumentNullException("result");
|
|
}
|
|
|
|
if (y.Length != x.Length || y.Length != result.Length)
|
|
{
|
|
throw new ArgumentException(Resources.ArgumentVectorsSameLength);
|
|
}
|
|
|
|
Parallel.For(0, y.Length, i => result[i] = x[i] + y[i]);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Subtract two arrays and writes the result in a third array.
|
|
/// </summary>
|
|
/// <param name="x">The first argument to subtract.</param>
|
|
/// <param name="y">The second argument to subtract.</param>
|
|
/// <param name="result">The result to write the subtraction into.</param>
|
|
public void SubtractArrays(Complex[] x, Complex[] y, Complex[] result)
|
|
{
|
|
if (y == null)
|
|
{
|
|
throw new ArgumentNullException("y");
|
|
}
|
|
|
|
if (x == null)
|
|
{
|
|
throw new ArgumentNullException("x");
|
|
}
|
|
|
|
if (result == null)
|
|
{
|
|
throw new ArgumentNullException("result");
|
|
}
|
|
|
|
if (y.Length != x.Length || y.Length != result.Length)
|
|
{
|
|
throw new ArgumentException(Resources.ArgumentVectorsSameLength);
|
|
}
|
|
|
|
Parallel.For(0, y.Length, i => result[i] = x[i] - y[i]);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Pointwise multiplies two arrays and writes the result in a third array.
|
|
/// </summary>
|
|
/// <param name="x">The first argument to pointwise multiply.</param>
|
|
/// <param name="y">The second argument to pointwise multiply.</param>
|
|
/// <param name="result">The result to write the pointwise multiplication into.</param>
|
|
public void PointWiseMultiplyArrays(Complex[] x, Complex[] y, Complex[] result)
|
|
{
|
|
if (y == null)
|
|
{
|
|
throw new ArgumentNullException("y");
|
|
}
|
|
|
|
if (x == null)
|
|
{
|
|
throw new ArgumentNullException("x");
|
|
}
|
|
|
|
if (result == null)
|
|
{
|
|
throw new ArgumentNullException("result");
|
|
}
|
|
|
|
if (y.Length != x.Length || y.Length != result.Length)
|
|
{
|
|
throw new ArgumentException(Resources.ArgumentVectorsSameLength);
|
|
}
|
|
|
|
Parallel.For(0, y.Length, i => result[i] = x[i] * y[i]);
|
|
}
|
|
|
|
public Complex MatrixNorm(Norm norm, Complex[] matrix)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public Complex MatrixNorm(Norm norm, Complex[] matrix, Complex[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void MatrixMultiply(Complex[] x, Complex[] y, Complex[] result)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, Complex alpha, Complex[] a, Complex[] b, Complex beta, Complex[] c)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUFactor(Complex[] a, int[] ipiv)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUInverse(Complex[] a)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUInverseFactored(Complex[] a, int[] ipiv)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUInverse(Complex[] a, Complex[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUInverseFactored(Complex[] a, int[] ipiv, Complex[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUSolve(int columnsOfB, Complex[] a, Complex[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUSolveFactored(int columnsOfB, Complex[] a, int ipiv, Complex[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUSolve(Transpose transposeA, int columnsOfB, Complex[] a, Complex[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUSolveFactored(Transpose transposeA, int columnsOfB, Complex[] a, int ipiv, Complex[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void CholeskyFactor(Complex[] a)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void CholeskySolve(int columnsOfB, Complex[] a, Complex[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void CholeskySolveFactored(int columnsOfB, Complex[] a, Complex[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void QRFactor(Complex[] r, Complex[] q)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void QRFactor(Complex[] r, Complex[] q, Complex[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void QRSolve(int columnsOfB, Complex[] r, Complex[] q, Complex[] b, Complex[] x)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void QRSolve(int columnsOfB, Complex[] r, Complex[] q, Complex[] b, Complex[] x, Complex[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void QRSolveFactored(int columnsOfB, Complex[] q, Complex[] r, Complex[] b, Complex[] x)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void SinguarValueDecomposition(bool computeVectors, Complex[] a, Complex[] s, Complex[] u, Complex[] vt)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void SingularValueDecomposition(bool computeVectors, Complex[] a, Complex[] s, Complex[] u, Complex[] vt, Complex[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void SvdSolve(Complex[] a, Complex[] s, Complex[] u, Complex[] vt, Complex[] b, Complex[] x)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void SvdSolve(Complex[] a, Complex[] s, Complex[] u, Complex[] vt, Complex[] b, Complex[] x, Complex[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void SvdSolveFactored(int columnsOfB, Complex[] s, Complex[] u, Complex[] vt, Complex[] b, Complex[] x)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region ILinearAlgebraProvider<Complex32> Members
|
|
|
|
/// <summary>
|
|
/// Adds a scaled vector to another: <c>y += alpha*x</c>.
|
|
/// </summary>
|
|
/// <param name="y">The vector to update.</param>
|
|
/// <param name="alpha">The value to scale <paramref name="x"/> by.</param>
|
|
/// <param name="x">The vector to add to <paramref name="y"/>.</param>
|
|
/// <remarks>This equivalent to the AXPY BLAS routine.</remarks>
|
|
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 == 0.0F)
|
|
{
|
|
return;
|
|
}
|
|
|
|
if (alpha == 1.0F)
|
|
{
|
|
Parallel.For(0, y.Length, i => y[i] += x[i]);
|
|
}
|
|
else
|
|
{
|
|
Parallel.For(0, y.Length, i => y[i] += alpha * x[i]);
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Scales an array. Can be used to scale a vector and a matrix.
|
|
/// </summary>
|
|
/// <param name="alpha">The scalar.</param>
|
|
/// <param name="x">The values to scale.</param>
|
|
/// <remarks>This is equivalent to the SCAL BLAS routine.</remarks>
|
|
public void ScaleArray(Complex32 alpha, Complex32[] x)
|
|
{
|
|
if (x == null)
|
|
{
|
|
throw new ArgumentNullException("x");
|
|
}
|
|
|
|
if (alpha.IsOne)
|
|
{
|
|
return;
|
|
}
|
|
|
|
Parallel.For(0, x.Length, i => x[i] = alpha * x[i]);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Computes the dot product between two vectors.
|
|
/// </summary>
|
|
/// <param name="x">The first argument of the dot product.</param>
|
|
/// <param name="y">The second argument of the dot product.</param>
|
|
/// <returns>The dot product between <paramref name="x"/> and <paramref name="y"/>.</returns>
|
|
public Complex32 DotProduct(Complex32[] x, Complex32[] y)
|
|
{
|
|
if (y == null)
|
|
{
|
|
throw new ArgumentNullException("y");
|
|
}
|
|
|
|
if (x == null)
|
|
{
|
|
throw new ArgumentNullException("x");
|
|
}
|
|
|
|
if (y.Length != x.Length)
|
|
{
|
|
throw new ArgumentException(Resources.ArgumentVectorsSameLength);
|
|
}
|
|
|
|
Complex32 d = new Complex32(0.0F, 0.0F);
|
|
|
|
for (int i = 0; i < y.Length; i++)
|
|
{
|
|
d += y[i] * x[i];
|
|
}
|
|
|
|
return d;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Adds two arrays together and writes the result in a third array.
|
|
/// </summary>
|
|
/// <param name="x">The first argument to add.</param>
|
|
/// <param name="y">The second argument to add.</param>
|
|
/// <param name="result">The result to write the addition into.</param>
|
|
public void AddArrays(Complex32[] x, Complex32[] y, Complex32[] result)
|
|
{
|
|
if (y == null)
|
|
{
|
|
throw new ArgumentNullException("y");
|
|
}
|
|
|
|
if (x == null)
|
|
{
|
|
throw new ArgumentNullException("x");
|
|
}
|
|
|
|
if (result == null)
|
|
{
|
|
throw new ArgumentNullException("result");
|
|
}
|
|
|
|
if (y.Length != x.Length || y.Length != result.Length)
|
|
{
|
|
throw new ArgumentException(Resources.ArgumentVectorsSameLength);
|
|
}
|
|
|
|
Parallel.For(0, y.Length, i => result[i] = x[i] + y[i]);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Subtract two arrays and writes the result in a third array.
|
|
/// </summary>
|
|
/// <param name="x">The first argument to subtract.</param>
|
|
/// <param name="y">The second argument to subtract.</param>
|
|
/// <param name="result">The result to write the subtraction into.</param>
|
|
public void SubtractArrays(Complex32[] x, Complex32[] y, Complex32[] result)
|
|
{
|
|
if (y == null)
|
|
{
|
|
throw new ArgumentNullException("y");
|
|
}
|
|
|
|
if (x == null)
|
|
{
|
|
throw new ArgumentNullException("x");
|
|
}
|
|
|
|
if (result == null)
|
|
{
|
|
throw new ArgumentNullException("result");
|
|
}
|
|
|
|
if (y.Length != x.Length || y.Length != result.Length)
|
|
{
|
|
throw new ArgumentException(Resources.ArgumentVectorsSameLength);
|
|
}
|
|
|
|
Parallel.For(0, y.Length, i => result[i] = x[i] - y[i]);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Pointwise multiplies two arrays and writes the result in a third array.
|
|
/// </summary>
|
|
/// <param name="x">The first argument to pointwise multiply.</param>
|
|
/// <param name="y">The second argument to pointwise multiply.</param>
|
|
/// <param name="result">The result to write the pointwise multiplication into.</param>
|
|
public void PointWiseMultiplyArrays(Complex32[] x, Complex32[] y, Complex32[] result)
|
|
{
|
|
if (y == null)
|
|
{
|
|
throw new ArgumentNullException("y");
|
|
}
|
|
|
|
if (x == null)
|
|
{
|
|
throw new ArgumentNullException("x");
|
|
}
|
|
|
|
if (result == null)
|
|
{
|
|
throw new ArgumentNullException("result");
|
|
}
|
|
|
|
if (y.Length != x.Length || y.Length != result.Length)
|
|
{
|
|
throw new ArgumentException(Resources.ArgumentVectorsSameLength);
|
|
}
|
|
|
|
Parallel.For(0, y.Length, i => result[i] = x[i] * y[i]);
|
|
}
|
|
|
|
public Complex32 MatrixNorm(Norm norm, Complex32[] matrix)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public Complex32 MatrixNorm(Norm norm, Complex32[] matrix, Complex32[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void MatrixMultiply(Complex32[] x, Complex32[] y, Complex32[] result)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, Complex32 alpha, Complex32[] a, Complex32[] b, Complex32 beta, Complex32[] c)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUFactor(Complex32[] a, int[] ipiv)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUInverse(Complex32[] a)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUInverseFactored(Complex32[] a, int[] ipiv)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUInverse(Complex32[] a, Complex32[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUInverseFactored(Complex32[] a, int[] ipiv, Complex32[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUSolve(int columnsOfB, Complex32[] a, Complex32[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUSolveFactored(int columnsOfB, Complex32[] a, int ipiv, Complex32[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUSolve(Transpose transposeA, int columnsOfB, Complex32[] a, Complex32[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void LUSolveFactored(Transpose transposeA, int columnsOfB, Complex32[] a, int ipiv, Complex32[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void CholeskyFactor(Complex32[] a)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void CholeskySolve(int columnsOfB, Complex32[] a, Complex32[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void CholeskySolveFactored(int columnsOfB, Complex32[] a, Complex32[] b)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void QRFactor(Complex32[] r, Complex32[] q)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void QRFactor(Complex32[] r, Complex32[] q, Complex32[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void QRSolve(int columnsOfB, Complex32[] r, Complex32[] q, Complex32[] b, Complex32[] x)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void QRSolve(int columnsOfB, Complex32[] r, Complex32[] q, Complex32[] b, Complex32[] x, Complex32[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void QRSolveFactored(int columnsOfB, Complex32[] q, Complex32[] r, Complex32[] b, Complex32[] x)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void SinguarValueDecomposition(bool computeVectors, Complex32[] a, Complex32[] s, Complex32[] u, Complex32[] vt)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void SingularValueDecomposition(bool computeVectors, Complex32[] a, Complex32[] s, Complex32[] u, Complex32[] vt, Complex32[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void SvdSolve(Complex32[] a, Complex32[] s, Complex32[] u, Complex32[] vt, Complex32[] b, Complex32[] x)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void SvdSolve(Complex32[] a, Complex32[] s, Complex32[] u, Complex32[] vt, Complex32[] b, Complex32[] x, Complex32[] work)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public void SvdSolveFactored(int columnsOfB, Complex32[] s, Complex32[] u, Complex32[] vt, Complex32[] b, Complex32[] x)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
#endregion
|
|
}
|
|
}
|