Math.NET Numerics
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// <copyright file="ManagedLinearAlgebraProvider.cs" company="Math.NET">
// 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.
// </copyright>
namespace MathNet.Numerics.Algorithms.LinearAlgebra
{
using System;
using Properties;
using Threading;
/// <summary>
/// The managed linear algebra provider.
/// </summary>
public class ManagedLinearAlgebraProvider : ILinearAlgebraProvider
{
#region Workspace information Members
public int QueryWorkspaceBlockSize(string methodName)
{
throw new NotImplementedException();
}
#endregion
#region ILinearAlgebraProvider<double> 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(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;
}
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(double alpha, double[] 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 double DotProduct(double[] x, double[] 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);
}
double d = 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(double[] x, double[] y, double[] 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(double[] x, double[] y, double[] 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(double[] x, double[] y, double[] 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 double MatrixNorm(Norm norm, double[] matrix)
{
throw new NotImplementedException();
}
public double MatrixNorm(Norm norm, double[] matrix, double[] work)
{
throw new NotImplementedException();
}
public void MatrixMultiply(double[] x, double[] y, double[] result)
{
throw new NotImplementedException();
}
public void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, double alpha, double[] a, double[] b, double beta, double[] c)
{
throw new NotImplementedException();
}
public void LUFactor(double[] a, int[] ipiv)
{
throw new NotImplementedException();
}
public void LUInverse(double[] a)
{
throw new NotImplementedException();
}
public void LUInverseFactored(double[] a, int[] ipiv)
{
throw new NotImplementedException();
}
public void LUInverse(double[] a, double[] work)
{
throw new NotImplementedException();
}
public void LUInverseFactored(double[] a, int[] ipiv, double[] work)
{
throw new NotImplementedException();
}
public void LUSolve(int columnsOfB, double[] a, double[] b)
{
throw new NotImplementedException();
}
public void LUSolveFactored(int columnsOfB, double[] a, int ipiv, double[] b)
{
throw new NotImplementedException();
}
public void LUSolve(Transpose transposeA, int columnsOfB, double[] a, double[] b)
{
throw new NotImplementedException();
}
public void LUSolveFactored(Transpose transposeA, int columnsOfB, double[] a, int ipiv, double[] b)
{
throw new NotImplementedException();
}
public void CholeskyFactor(double[] a)
{
throw new NotImplementedException();
}
public void CholeskySolve(int columnsOfB, double[] a, double[] b)
{
throw new NotImplementedException();
}
public void CholeskySolveFactored(int columnsOfB, double[] a, double[] b)
{
throw new NotImplementedException();
}
public void QRFactor(double[] r, double[] q)
{
throw new NotImplementedException();
}
public void QRFactor(double[] r, double[] q, double[] work)
{
throw new NotImplementedException();
}
public void QRSolve(int columnsOfB, double[] r, double[] q, double[] b, double[] x)
{
throw new NotImplementedException();
}
public void QRSolve(int columnsOfB, double[] r, double[] q, double[] b, double[] x, double[] work)
{
throw new NotImplementedException();
}
public void QRSolveFactored(int columnsOfB, double[] q, double[] r, double[] b, double[] x)
{
throw new NotImplementedException();
}
public void SinguarValueDecomposition(bool computeVectors, double[] a, double[] s, double[] u, double[] vt)
{
throw new NotImplementedException();
}
public void SingularValueDecomposition(bool computeVectors, double[] a, double[] s, double[] u, double[] vt, double[] work)
{
throw new NotImplementedException();
}
public void SvdSolve(double[] a, double[] s, double[] u, double[] vt, double[] b, double[] x)
{
throw new NotImplementedException();
}
public void SvdSolve(double[] a, double[] s, double[] u, double[] vt, double[] b, double[] x, double[] work)
{
throw new NotImplementedException();
}
public void SvdSolveFactored(int columnsOfB, double[] s, double[] u, double[] vt, double[] b, double[] x)
{
throw new NotImplementedException();
}
#endregion
#region ILinearAlgebraProvider<float> 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(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 == 0.0)
{
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(float alpha, float[] 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 float DotProduct(float[] x, float[] 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);
}
float d = 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(float[] x, float[] y, float[] 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(float[] x, float[] y, float[] 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(float[] x, float[] y, float[] 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 float MatrixNorm(Norm norm, float[] matrix)
{
throw new NotImplementedException();
}
public float MatrixNorm(Norm norm, float[] matrix, float[] work)
{
throw new NotImplementedException();
}
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
}
}