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// <copyright file="Matrix.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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// Copyright (c) 2009-2010 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.LinearAlgebra.Complex |
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{ |
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using System; |
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using System.Numerics; |
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using Distributions; |
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using Generic; |
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using Properties; |
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using Threading; |
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/// <summary>
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/// <c>Complex</c> version of the <see cref="Matrix{T}"/> class.
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/// </summary>
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public abstract class Matrix : Matrix<Complex> |
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{ |
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/// <summary>
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/// Initializes a new instance of the Matrix class.
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/// </summary>
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/// <param name="rows">
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/// The number of rows.
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/// </param>
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/// <param name="columns">
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/// The number of columns.
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/// </param>
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protected Matrix(int rows, int columns) : base(rows, columns) |
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{ |
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} |
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/// <summary>
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/// Initializes a new instance of the Matrix class.
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/// </summary>
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/// <param name="order">
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/// The order of the matrix.
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/// </param>
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protected Matrix(int order) |
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: base(order) |
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{ |
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} |
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/// <summary>Calculates the L1 norm.</summary>
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/// <returns>The L1 norm of the matrix.</returns>
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public override Complex L1Norm() |
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{ |
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var norm = 0.0; |
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for (var j = 0; j < ColumnCount; j++) |
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{ |
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var s = 0.0; |
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for (var i = 0; i < RowCount; i++) |
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{ |
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s += At(i, j).Magnitude; |
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} |
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norm = Math.Max(norm, s); |
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} |
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return norm; |
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} |
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/// <summary>
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/// Returns the conjugate transpose of this matrix.
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/// </summary>
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/// <returns>The conjugate transpose of this matrix.</returns>
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public override Matrix<Complex> ConjugateTranspose() |
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{ |
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var ret = CreateMatrix(ColumnCount, RowCount); |
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for (var j = 0; j < ColumnCount; j++) |
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{ |
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for (var i = 0; i < RowCount; i++) |
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{ |
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ret.At(j, i, At(i, j).Conjugate()); |
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} |
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} |
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return ret; |
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} |
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/// <summary>Calculates the Frobenius norm of this matrix.</summary>
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/// <returns>The Frobenius norm of this matrix.</returns>
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public override Complex FrobeniusNorm() |
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{ |
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var transpose = Transpose(); |
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var aat = this * transpose; |
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var norm = 0.0; |
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for (var i = 0; i < RowCount; i++) |
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{ |
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norm += aat.At(i, i).Magnitude; |
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} |
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norm = Math.Sqrt(norm); |
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return norm; |
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} |
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/// <summary>Calculates the infinity norm of this matrix.</summary>
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/// <returns>The infinity norm of this matrix.</returns>
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public override Complex InfinityNorm() |
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{ |
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var norm = 0.0; |
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for (var i = 0; i < RowCount; i++) |
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{ |
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var s = 0.0; |
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for (var j = 0; j < ColumnCount; j++) |
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{ |
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s += At(i, j).Magnitude; |
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} |
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norm = Math.Max(norm, s); |
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} |
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return norm; |
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} |
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/// <summary>
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/// Adds another matrix to this matrix.
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/// </summary>
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/// <param name="other">The matrix to add to this matrix.</param>
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/// <param name="result">The matrix to store the result of the addition.</param>
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/// <exception cref="ArgumentNullException">If the other matrix is <see langword="null"/>.</exception>
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/// <exception cref="ArgumentOutOfRangeException">If the two matrices don't have the same dimensions.</exception>
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protected override void DoAdd(Matrix<Complex> other, Matrix<Complex> result) |
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{ |
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CommonParallel.For( |
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0, |
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RowCount, |
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i => |
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{ |
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for (var j = 0; j < ColumnCount; j++) |
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{ |
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result.At(i, j, At(i, j) + other.At(i, j)); |
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} |
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}); |
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} |
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/// <summary>
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/// Subtracts another matrix from this matrix.
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/// </summary>
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/// <param name="other">The matrix to subtract to this matrix.</param>
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/// <param name="result">The matrix to store the result of subtraction.</param>
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/// <exception cref="ArgumentNullException">If the other matrix is <see langword="null"/>.</exception>
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/// <exception cref="ArgumentOutOfRangeException">If the two matrices don't have the same dimensions.</exception>
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protected override void DoSubtract(Matrix<Complex> other, Matrix<Complex> result) |
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{ |
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CommonParallel.For( |
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0, |
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RowCount, |
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i => |
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{ |
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for (var j = 0; j < ColumnCount; j++) |
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{ |
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result.At(i, j, At(i, j) - other.At(i, j)); |
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} |
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}); |
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} |
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/// <summary>
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/// Multiplies each element of the matrix by a scalar and places results into the result matrix.
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/// </summary>
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/// <param name="scalar">The scalar to multiply the matrix with.</param>
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/// <param name="result">The matrix to store the result of the multiplication.</param>
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protected override void DoMultiply(Complex scalar, Matrix<Complex> result) |
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{ |
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CommonParallel.For( |
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0, |
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RowCount, |
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i => |
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{ |
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for (var j = 0; j < ColumnCount; j++) |
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{ |
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result.At(i, j, At(i, j) * scalar); |
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} |
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}); |
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} |
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/// <summary>
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/// Multiplies this matrix with a vector and places the results into the result vector.
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/// </summary>
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/// <param name="rightSide">The vector to multiply with.</param>
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/// <param name="result">The result of the multiplication.</param>
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protected override void DoMultiply(Vector<Complex> rightSide, Vector<Complex> result) |
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{ |
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CommonParallel.For( |
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0, |
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RowCount, |
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i => |
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{ |
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var s = new Complex(); |
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for (var j = 0; j != ColumnCount; j++) |
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{ |
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s += At(i, j) * rightSide[j]; |
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} |
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result[i] = s; |
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}); |
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} |
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/// <summary>
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/// Left multiply a matrix with a vector ( = vector * matrix ) and place the result in the result vector.
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/// </summary>
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/// <param name="leftSide">The vector to multiply with.</param>
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/// <param name="result">The result of the multiplication.</param>
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protected override void DoLeftMultiply(Vector<Complex> leftSide, Vector<Complex> result) |
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{ |
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CommonParallel.For( |
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0, |
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RowCount, |
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j => |
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{ |
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var s = new Complex(); |
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for (var i = 0; i != leftSide.Count; i++) |
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{ |
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s += leftSide[i] * At(i, j); |
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} |
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result[j] = s; |
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}); |
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} |
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/// <summary>
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/// Multiplies this matrix with another matrix and places the results into the result matrix.
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/// </summary>
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/// <param name="other">The matrix to multiply with.</param>
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/// <param name="result">The result of the multiplication.</param>
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protected override void DoMultiply(Matrix<Complex> other, Matrix<Complex> result) |
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{ |
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CommonParallel.For( |
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0, |
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RowCount, |
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j => |
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{ |
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for (var i = 0; i != other.ColumnCount; i++) |
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{ |
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var s = new Complex(); |
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for (var l = 0; l < ColumnCount; l++) |
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{ |
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s += At(j, l) * other.At(l, i); |
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} |
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result.At(j, i, s); |
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} |
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}); |
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} |
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/// <summary>
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/// Divides each element of the matrix by a scalar and places results into the result matrix.
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/// </summary>
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/// <param name="scalar">The scalar to divide the matrix with.</param>
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/// <param name="result">The matrix to store the result of the division.</param>
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protected override void DoDivide(Complex scalar, Matrix<Complex> result) |
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{ |
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DoMultiply(1.0 / scalar, result); |
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} |
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/// <summary>
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/// Multiplies this matrix with transpose of another matrix and places the results into the result matrix.
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/// </summary>
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/// <param name="other">The matrix to multiply with.</param>
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/// <param name="result">The result of the multiplication.</param>
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protected override void DoTransposeAndMultiply(Matrix<Complex> other, Matrix<Complex> result) |
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{ |
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CommonParallel.For( |
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0, |
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RowCount, |
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j => |
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{ |
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for (var i = 0; i < RowCount; i++) |
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{ |
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var s = new Complex(); |
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for (var l = 0; l < ColumnCount; l++) |
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{ |
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s += At(i, l) * other.At(j, l); |
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} |
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result.At(i, j, s); |
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} |
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}); |
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} |
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/// <summary>
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/// Negate each element of this matrix and place the results into the result matrix.
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/// </summary>
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/// <param name="result">The result of the negation.</param>
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protected override void DoNegate(Matrix<Complex> result) |
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{ |
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CommonParallel.For( |
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0, |
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RowCount, |
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i => |
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{ |
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for (var j = 0; j != ColumnCount; j++) |
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{ |
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result[i, j] = -At(i, j); |
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} |
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}); |
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} |
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/// <summary>
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/// Pointwise multiplies this matrix with another matrix and stores the result into the result matrix.
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/// </summary>
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/// <param name="other">The matrix to pointwise multiply with this one.</param>
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/// <param name="result">The matrix to store the result of the pointwise multiplication.</param>
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protected override void DoPointwiseMultiply(Matrix<Complex> other, Matrix<Complex> result) |
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{ |
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CommonParallel.For( |
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0, |
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ColumnCount, |
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j => |
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{ |
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for (var i = 0; i < RowCount; i++) |
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{ |
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result.At(i, j, At(i, j) * other.At(i, j)); |
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} |
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}); |
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} |
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/// <summary>
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/// Pointwise divide this matrix by another matrix and stores the result into the result matrix.
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/// </summary>
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/// <param name="other">The matrix to pointwise divide this one by.</param>
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/// <param name="result">The matrix to store the result of the pointwise division.</param>
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protected override void DoPointwiseDivide(Matrix<Complex> other, Matrix<Complex> result) |
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{ |
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CommonParallel.For( |
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0, |
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ColumnCount, |
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j => |
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{ |
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for (var i = 0; i < RowCount; i++) |
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{ |
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result.At(i, j, At(i, j) / other.At(i, j)); |
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} |
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}); |
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} |
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/// <summary>
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/// Computes the trace of this matrix.
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/// </summary>
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/// <returns>The trace of this matrix</returns>
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/// <exception cref="ArgumentException">If the matrix is not square</exception>
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public override Complex Trace() |
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{ |
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if (RowCount != ColumnCount) |
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{ |
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throw new ArgumentException(Resources.ArgumentMatrixSquare); |
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} |
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return CommonParallel.Aggregate(0, RowCount, i => At(i, i)); |
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} |
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/// <summary>
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/// Populates a matrix with random elements.
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/// </summary>
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/// <param name="matrix">The matrix to populate.</param>
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/// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
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protected override void DoRandom(Matrix<Complex> matrix, IContinuousDistribution distribution) |
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{ |
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CommonParallel.For( |
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0, |
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matrix.RowCount, |
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i => |
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{ |
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for (var j = 0; j < matrix.ColumnCount; j++) |
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{ |
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matrix.At(i, j, distribution.Sample()); |
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} |
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}); |
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} |
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/// <summary>
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/// Populates a matrix with random elements.
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/// </summary>
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/// <param name="matrix">The matrix to populate.</param>
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/// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
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protected override void DoRandom(Matrix<Complex> matrix, IDiscreteDistribution distribution) |
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{ |
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CommonParallel.For( |
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0, |
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matrix.RowCount, |
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i => |
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{ |
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for (var j = 0; j < matrix.ColumnCount; j++) |
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{ |
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matrix.At(i, j, distribution.Sample()); |
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} |
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}); |
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} |
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} |
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} |
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@ -0,0 +1,413 @@ |
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// <copyright file="Matrix.cs" company="Math.NET">
|
||||
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// Math.NET Numerics, part of the Math.NET Project
|
||||
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// http://numerics.mathdotnet.com
|
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// http://github.com/mathnet/mathnet-numerics
|
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// http://mathnetnumerics.codeplex.com
|
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// Copyright (c) 2009-2010 Math.NET
|
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|
// 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.LinearAlgebra.Complex32 |
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|
{ |
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using System; |
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using Distributions; |
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using Generic; |
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using Numerics; |
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using Properties; |
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using Threading; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// <c>Complex32</c> version of the <see cref="Matrix{T}"/> class.
|
||||
|
/// </summary>
|
||||
|
public abstract class Matrix : Matrix<Complex32> |
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|
{ |
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|
/// <summary>
|
||||
|
/// Initializes a new instance of the Matrix class.
|
||||
|
/// </summary>
|
||||
|
/// <param name="rows">
|
||||
|
/// The number of rows.
|
||||
|
/// </param>
|
||||
|
/// <param name="columns">
|
||||
|
/// The number of columns.
|
||||
|
/// </param>
|
||||
|
protected Matrix(int rows, int columns) : base(rows, columns) |
||||
|
{ |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Initializes a new instance of the Matrix class.
|
||||
|
/// </summary>
|
||||
|
/// <param name="order">
|
||||
|
/// The order of the matrix.
|
||||
|
/// </param>
|
||||
|
protected Matrix(int order) |
||||
|
: base(order) |
||||
|
{ |
||||
|
} |
||||
|
|
||||
|
/// <summary>Calculates the L1 norm.</summary>
|
||||
|
/// <returns>The L1 norm of the matrix.</returns>
|
||||
|
public override Complex32 L1Norm() |
||||
|
{ |
||||
|
var norm = 0.0f; |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
var s = 0.0f; |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
s += At(i, j).Magnitude; |
||||
|
} |
||||
|
|
||||
|
norm = Math.Max(norm, s); |
||||
|
} |
||||
|
|
||||
|
return norm; |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Returns the conjugate transpose of this matrix.
|
||||
|
/// </summary>
|
||||
|
/// <returns>The conjugate transpose of this matrix.</returns>
|
||||
|
public override Matrix<Complex32> ConjugateTranspose() |
||||
|
{ |
||||
|
var ret = CreateMatrix(ColumnCount, RowCount); |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
ret.At(j, i, At(i, j).Conjugate()); |
||||
|
} |
||||
|
} |
||||
|
|
||||
|
return ret; |
||||
|
} |
||||
|
|
||||
|
/// <summary>Calculates the Frobenius norm of this matrix.</summary>
|
||||
|
/// <returns>The Frobenius norm of this matrix.</returns>
|
||||
|
public override Complex32 FrobeniusNorm() |
||||
|
{ |
||||
|
var transpose = Transpose(); |
||||
|
var aat = this * transpose; |
||||
|
|
||||
|
var norm = 0.0f; |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
norm += aat.At(i, i).Magnitude; |
||||
|
} |
||||
|
|
||||
|
norm = Convert.ToSingle(Math.Sqrt(norm)); |
||||
|
|
||||
|
return norm; |
||||
|
} |
||||
|
|
||||
|
/// <summary>Calculates the infinity norm of this matrix.</summary>
|
||||
|
/// <returns>The infinity norm of this matrix.</returns>
|
||||
|
public override Complex32 InfinityNorm() |
||||
|
{ |
||||
|
var norm = 0.0f; |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
var s = 0.0f; |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
s += At(i, j).Magnitude; |
||||
|
} |
||||
|
|
||||
|
norm = Math.Max(norm, s); |
||||
|
} |
||||
|
|
||||
|
return norm; |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Adds another matrix to this matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to add to this matrix.</param>
|
||||
|
/// <param name="result">The matrix to store the result of the addition.</param>
|
||||
|
/// <exception cref="ArgumentNullException">If the other matrix is <see langword="null"/>.</exception>
|
||||
|
/// <exception cref="ArgumentOutOfRangeException">If the two matrices don't have the same dimensions.</exception>
|
||||
|
protected override void DoAdd(Matrix<Complex32> other, Matrix<Complex32> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
result.At(i, j, At(i, j) + other.At(i, j)); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Subtracts another matrix from this matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to subtract to this matrix.</param>
|
||||
|
/// <param name="result">The matrix to store the result of subtraction.</param>
|
||||
|
/// <exception cref="ArgumentNullException">If the other matrix is <see langword="null"/>.</exception>
|
||||
|
/// <exception cref="ArgumentOutOfRangeException">If the two matrices don't have the same dimensions.</exception>
|
||||
|
protected override void DoSubtract(Matrix<Complex32> other, Matrix<Complex32> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
result.At(i, j, At(i, j) - other.At(i, j)); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Multiplies each element of the matrix by a scalar and places results into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="scalar">The scalar to multiply the matrix with.</param>
|
||||
|
/// <param name="result">The matrix to store the result of the multiplication.</param>
|
||||
|
protected override void DoMultiply(Complex32 scalar, Matrix<Complex32> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
result.At(i, j, At(i, j) * scalar); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Multiplies this matrix with a vector and places the results into the result vector.
|
||||
|
/// </summary>
|
||||
|
/// <param name="rightSide">The vector to multiply with.</param>
|
||||
|
/// <param name="result">The result of the multiplication.</param>
|
||||
|
protected override void DoMultiply(Vector<Complex32> rightSide, Vector<Complex32> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
var s = new Complex32(); |
||||
|
for (var j = 0; j != ColumnCount; j++) |
||||
|
{ |
||||
|
s += At(i, j) * rightSide[j]; |
||||
|
} |
||||
|
|
||||
|
result[i] = s; |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Divides each element of the matrix by a scalar and places results into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="scalar">The scalar to divide the matrix with.</param>
|
||||
|
/// <param name="result">The matrix to store the result of the division.</param>
|
||||
|
protected override void DoDivide(Complex32 scalar, Matrix<Complex32> result) |
||||
|
{ |
||||
|
DoMultiply(1.0f / scalar, result); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Left multiply a matrix with a vector ( = vector * matrix ) and place the result in the result vector.
|
||||
|
/// </summary>
|
||||
|
/// <param name="leftSide">The vector to multiply with.</param>
|
||||
|
/// <param name="result">The result of the multiplication.</param>
|
||||
|
protected override void DoLeftMultiply(Vector<Complex32> leftSide, Vector<Complex32> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
j => |
||||
|
{ |
||||
|
var s = new Complex32(); |
||||
|
for (var i = 0; i != leftSide.Count; i++) |
||||
|
{ |
||||
|
s += leftSide[i] * At(i, j); |
||||
|
} |
||||
|
|
||||
|
result[j] = s; |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Multiplies this matrix with another matrix and places the results into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to multiply with.</param>
|
||||
|
/// <param name="result">The result of the multiplication.</param>
|
||||
|
protected override void DoMultiply(Matrix<Complex32> other, Matrix<Complex32> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
j => |
||||
|
{ |
||||
|
for (var i = 0; i != other.ColumnCount; i++) |
||||
|
{ |
||||
|
var s = new Complex32(); |
||||
|
for (var l = 0; l < ColumnCount; l++) |
||||
|
{ |
||||
|
s += At(j, l) * other.At(l, i); |
||||
|
} |
||||
|
|
||||
|
result.At(j, i, s); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Multiplies this matrix with transpose of another matrix and places the results into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to multiply with.</param>
|
||||
|
/// <param name="result">The result of the multiplication.</param>
|
||||
|
protected override void DoTransposeAndMultiply(Matrix<Complex32> other, Matrix<Complex32> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
j => |
||||
|
{ |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
var s = new Complex32(); |
||||
|
for (var l = 0; l < ColumnCount; l++) |
||||
|
{ |
||||
|
s += At(i, l) * other.At(j, l); |
||||
|
} |
||||
|
|
||||
|
result.At(i, j, s); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Negate each element of this matrix and place the results into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="result">The result of the negation.</param>
|
||||
|
protected override void DoNegate(Matrix<Complex32> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j != ColumnCount; j++) |
||||
|
{ |
||||
|
result[i, j] = -At(i, j); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Pointwise multiplies this matrix with another matrix and stores the result into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to pointwise multiply with this one.</param>
|
||||
|
/// <param name="result">The matrix to store the result of the pointwise multiplication.</param>
|
||||
|
protected override void DoPointwiseMultiply(Matrix<Complex32> other, Matrix<Complex32> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
ColumnCount, |
||||
|
j => |
||||
|
{ |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
result.At(i, j, At(i, j) * other.At(i, j)); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Pointwise divide this matrix by another matrix and stores the result into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to pointwise divide this one by.</param>
|
||||
|
/// <param name="result">The matrix to store the result of the pointwise division.</param>
|
||||
|
protected override void DoPointwiseDivide(Matrix<Complex32> other, Matrix<Complex32> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
ColumnCount, |
||||
|
j => |
||||
|
{ |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
result.At(i, j, At(i, j) / other.At(i, j)); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Computes the trace of this matrix.
|
||||
|
/// </summary>
|
||||
|
/// <returns>The trace of this matrix</returns>
|
||||
|
/// <exception cref="ArgumentException">If the matrix is not square</exception>
|
||||
|
public override Complex32 Trace() |
||||
|
{ |
||||
|
if (RowCount != ColumnCount) |
||||
|
{ |
||||
|
throw new ArgumentException(Resources.ArgumentMatrixSquare); |
||||
|
} |
||||
|
|
||||
|
return CommonParallel.Aggregate(0, RowCount, i => At(i, i)); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Populates a matrix with random elements.
|
||||
|
/// </summary>
|
||||
|
/// <param name="matrix">The matrix to populate.</param>
|
||||
|
/// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
|
||||
|
protected override void DoRandom(Matrix<Complex32> matrix, IContinuousDistribution distribution) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
matrix.RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j < matrix.ColumnCount; j++) |
||||
|
{ |
||||
|
matrix.At(i, j, Convert.ToSingle(distribution.Sample())); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Populates a matrix with random elements.
|
||||
|
/// </summary>
|
||||
|
/// <param name="matrix">The matrix to populate.</param>
|
||||
|
/// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
|
||||
|
protected override void DoRandom(Matrix<Complex32> matrix, IDiscreteDistribution distribution) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
matrix.RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j < matrix.ColumnCount; j++) |
||||
|
{ |
||||
|
matrix.At(i, j, distribution.Sample()); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
} |
||||
|
} |
||||
@ -0,0 +1,403 @@ |
|||||
|
// <copyright file="Matrix.cs" company="Math.NET">
|
||||
|
// Math.NET Numerics, part of the Math.NET Project
|
||||
|
// http://numerics.mathdotnet.com
|
||||
|
// http://github.com/mathnet/mathnet-numerics
|
||||
|
// http://mathnetnumerics.codeplex.com
|
||||
|
// Copyright (c) 2009-2010 Math.NET
|
||||
|
// Permission is hereby granted, free of charge, to any person
|
||||
|
// obtaining a copy of this software and associated documentation
|
||||
|
// files (the "Software"), to deal in the Software without
|
||||
|
// restriction, including without limitation the rights to use,
|
||||
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
|
// copies of the Software, and to permit persons to whom the
|
||||
|
// Software is furnished to do so, subject to the following
|
||||
|
// conditions:
|
||||
|
// The above copyright notice and this permission notice shall be
|
||||
|
// included in all copies or substantial portions of the Software.
|
||||
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
||||
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
||||
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
||||
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
||||
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
||||
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
||||
|
// OTHER DEALINGS IN THE SOFTWARE.
|
||||
|
// </copyright>
|
||||
|
|
||||
|
namespace MathNet.Numerics.LinearAlgebra.Double |
||||
|
{ |
||||
|
using System; |
||||
|
using Distributions; |
||||
|
using Generic; |
||||
|
using Properties; |
||||
|
using Threading; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// <c>double</c> version of the <see cref="Matrix{T}"/> class.
|
||||
|
/// </summary>
|
||||
|
public abstract class Matrix : Matrix<double> |
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// Initializes a new instance of the Matrix class.
|
||||
|
/// </summary>
|
||||
|
/// <param name="rows">
|
||||
|
/// The number of rows.
|
||||
|
/// </param>
|
||||
|
/// <param name="columns">
|
||||
|
/// The number of columns.
|
||||
|
/// </param>
|
||||
|
protected Matrix(int rows, int columns) : base(rows, columns) |
||||
|
{ |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Initializes a new instance of the Matrix class.
|
||||
|
/// </summary>
|
||||
|
/// <param name="order">
|
||||
|
/// The order of the matrix.
|
||||
|
/// </param>
|
||||
|
protected Matrix(int order) |
||||
|
: base(order) |
||||
|
{ |
||||
|
} |
||||
|
|
||||
|
/// <summary>Calculates the L1 norm.</summary>
|
||||
|
/// <returns>The L1 norm of the matrix.</returns>
|
||||
|
public override double L1Norm() |
||||
|
{ |
||||
|
var norm = 0.0; |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
var s = 0.0; |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
s += Math.Abs(At(i, j)); |
||||
|
} |
||||
|
|
||||
|
norm = Math.Max(norm, s); |
||||
|
} |
||||
|
|
||||
|
return norm; |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Returns the conjugate transpose of this matrix.
|
||||
|
/// </summary>
|
||||
|
/// <returns>The conjugate transpose of this matrix.</returns>
|
||||
|
public override Matrix<double> ConjugateTranspose() |
||||
|
{ |
||||
|
return Transpose(); |
||||
|
} |
||||
|
|
||||
|
/// <summary>Calculates the Frobenius norm of this matrix.</summary>
|
||||
|
/// <returns>The Frobenius norm of this matrix.</returns>
|
||||
|
public override double FrobeniusNorm() |
||||
|
{ |
||||
|
var transpose = Transpose(); |
||||
|
var aat = this * transpose; |
||||
|
|
||||
|
var norm = 0.0; |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
norm += Math.Abs(aat.At(i, i)); |
||||
|
} |
||||
|
|
||||
|
norm = Math.Sqrt(norm); |
||||
|
|
||||
|
return norm; |
||||
|
} |
||||
|
|
||||
|
/// <summary>Calculates the infinity norm of this matrix.</summary>
|
||||
|
/// <returns>The infinity norm of this matrix.</returns>
|
||||
|
public override double InfinityNorm() |
||||
|
{ |
||||
|
var norm = 0.0; |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
var s = 0.0; |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
s += Math.Abs(At(i, j)); |
||||
|
} |
||||
|
|
||||
|
norm = Math.Max(norm, s); |
||||
|
} |
||||
|
|
||||
|
return norm; |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Adds another matrix to this matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to add to this matrix.</param>
|
||||
|
/// <param name="result">The matrix to store the result of the addition.</param>
|
||||
|
/// <exception cref="ArgumentNullException">If the other matrix is <see langword="null"/>.</exception>
|
||||
|
/// <exception cref="ArgumentOutOfRangeException">If the two matrices don't have the same dimensions.</exception>
|
||||
|
protected override void DoAdd(Matrix<double> other, Matrix<double> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
result.At(i, j, At(i, j) + other.At(i, j)); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Subtracts another matrix from this matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to subtract to this matrix.</param>
|
||||
|
/// <param name="result">The matrix to store the result of subtraction.</param>
|
||||
|
/// <exception cref="ArgumentNullException">If the other matrix is <see langword="null"/>.</exception>
|
||||
|
/// <exception cref="ArgumentOutOfRangeException">If the two matrices don't have the same dimensions.</exception>
|
||||
|
protected override void DoSubtract(Matrix<double> other, Matrix<double> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
result.At(i, j, At(i, j) - other.At(i, j)); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Multiplies each element of the matrix by a scalar and places results into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="scalar">The scalar to multiply the matrix with.</param>
|
||||
|
/// <param name="result">The matrix to store the result of the multiplication.</param>
|
||||
|
protected override void DoMultiply(double scalar, Matrix<double> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
result.At(i, j, At(i, j) * scalar); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Multiplies this matrix with a vector and places the results into the result vector.
|
||||
|
/// </summary>
|
||||
|
/// <param name="rightSide">The vector to multiply with.</param>
|
||||
|
/// <param name="result">The result of the multiplication.</param>
|
||||
|
protected override void DoMultiply(Vector<double> rightSide, Vector<double> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
var s = 0.0; |
||||
|
for (var j = 0; j != ColumnCount; j++) |
||||
|
{ |
||||
|
s += At(i, j) * rightSide[j]; |
||||
|
} |
||||
|
|
||||
|
result[i] = s; |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Divides each element of the matrix by a scalar and places results into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="scalar">The scalar to divide the matrix with.</param>
|
||||
|
/// <param name="result">The matrix to store the result of the division.</param>
|
||||
|
protected override void DoDivide(double scalar, Matrix<double> result) |
||||
|
{ |
||||
|
DoMultiply(1.0 / scalar, result); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Left multiply a matrix with a vector ( = vector * matrix ) and place the result in the result vector.
|
||||
|
/// </summary>
|
||||
|
/// <param name="leftSide">The vector to multiply with.</param>
|
||||
|
/// <param name="result">The result of the multiplication.</param>
|
||||
|
protected override void DoLeftMultiply(Vector<double> leftSide, Vector<double> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
j => |
||||
|
{ |
||||
|
var s = 0.0; |
||||
|
for (var i = 0; i != leftSide.Count; i++) |
||||
|
{ |
||||
|
s += leftSide[i] * At(i, j); |
||||
|
} |
||||
|
|
||||
|
result[j] = s; |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Multiplies this matrix with another matrix and places the results into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to multiply with.</param>
|
||||
|
/// <param name="result">The result of the multiplication.</param>
|
||||
|
protected override void DoMultiply(Matrix<double> other, Matrix<double> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
j => |
||||
|
{ |
||||
|
for (var i = 0; i != other.ColumnCount; i++) |
||||
|
{ |
||||
|
var s = 0.0; |
||||
|
for (var l = 0; l < ColumnCount; l++) |
||||
|
{ |
||||
|
s += At(j, l) * other.At(l, i); |
||||
|
} |
||||
|
|
||||
|
result.At(j, i, s); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Multiplies this matrix with transpose of another matrix and places the results into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to multiply with.</param>
|
||||
|
/// <param name="result">The result of the multiplication.</param>
|
||||
|
protected override void DoTransposeAndMultiply(Matrix<double> other, Matrix<double> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
j => |
||||
|
{ |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
var s = 0.0; |
||||
|
for (var l = 0; l < ColumnCount; l++) |
||||
|
{ |
||||
|
s += At(i, l) * other.At(j, l); |
||||
|
} |
||||
|
|
||||
|
result.At(i, j, s); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Negate each element of this matrix and place the results into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="result">The result of the negation.</param>
|
||||
|
protected override void DoNegate(Matrix<double> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j != ColumnCount; j++) |
||||
|
{ |
||||
|
result[i, j] = -At(i, j); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Pointwise multiplies this matrix with another matrix and stores the result into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to pointwise multiply with this one.</param>
|
||||
|
/// <param name="result">The matrix to store the result of the pointwise multiplication.</param>
|
||||
|
protected override void DoPointwiseMultiply(Matrix<double> other, Matrix<double> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
ColumnCount, |
||||
|
j => |
||||
|
{ |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
result.At(i, j, At(i, j) * other.At(i, j)); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Pointwise divide this matrix by another matrix and stores the result into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to pointwise divide this one by.</param>
|
||||
|
/// <param name="result">The matrix to store the result of the pointwise division.</param>
|
||||
|
protected override void DoPointwiseDivide(Matrix<double> other, Matrix<double> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
ColumnCount, |
||||
|
j => |
||||
|
{ |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
result.At(i, j, At(i, j) / other.At(i, j)); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Computes the trace of this matrix.
|
||||
|
/// </summary>
|
||||
|
/// <returns>The trace of this matrix</returns>
|
||||
|
/// <exception cref="ArgumentException">If the matrix is not square</exception>
|
||||
|
public override double Trace() |
||||
|
{ |
||||
|
if (RowCount != ColumnCount) |
||||
|
{ |
||||
|
throw new ArgumentException(Resources.ArgumentMatrixSquare); |
||||
|
} |
||||
|
|
||||
|
return CommonParallel.Aggregate(0, RowCount, i => At(i, i)); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Populates a matrix with random elements.
|
||||
|
/// </summary>
|
||||
|
/// <param name="matrix">The matrix to populate.</param>
|
||||
|
/// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
|
||||
|
protected override void DoRandom(Matrix<double> matrix, IContinuousDistribution distribution) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
matrix.RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j < matrix.ColumnCount; j++) |
||||
|
{ |
||||
|
matrix.At(i, j, distribution.Sample()); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Populates a matrix with random elements.
|
||||
|
/// </summary>
|
||||
|
/// <param name="matrix">The matrix to populate.</param>
|
||||
|
/// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
|
||||
|
protected override void DoRandom(Matrix<double> matrix, IDiscreteDistribution distribution) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
matrix.RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j < matrix.ColumnCount; j++) |
||||
|
{ |
||||
|
matrix.At(i, j, distribution.Sample()); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
} |
||||
|
} |
||||
@ -0,0 +1,403 @@ |
|||||
|
// <copyright file="Matrix.cs" company="Math.NET">
|
||||
|
// Math.NET Numerics, part of the Math.NET Project
|
||||
|
// http://numerics.mathdotnet.com
|
||||
|
// http://github.com/mathnet/mathnet-numerics
|
||||
|
// http://mathnetnumerics.codeplex.com
|
||||
|
// Copyright (c) 2009-2010 Math.NET
|
||||
|
// Permission is hereby granted, free of charge, to any person
|
||||
|
// obtaining a copy of this software and associated documentation
|
||||
|
// files (the "Software"), to deal in the Software without
|
||||
|
// restriction, including without limitation the rights to use,
|
||||
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
|
// copies of the Software, and to permit persons to whom the
|
||||
|
// Software is furnished to do so, subject to the following
|
||||
|
// conditions:
|
||||
|
// The above copyright notice and this permission notice shall be
|
||||
|
// included in all copies or substantial portions of the Software.
|
||||
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
||||
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
||||
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
||||
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
||||
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
||||
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
||||
|
// OTHER DEALINGS IN THE SOFTWARE.
|
||||
|
// </copyright>
|
||||
|
|
||||
|
namespace MathNet.Numerics.LinearAlgebra.Single |
||||
|
{ |
||||
|
using System; |
||||
|
using Distributions; |
||||
|
using Generic; |
||||
|
using Properties; |
||||
|
using Threading; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// <c>float</c> version of the <see cref="Matrix{T}"/> class.
|
||||
|
/// </summary>
|
||||
|
public abstract class Matrix : Matrix<float> |
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// Initializes a new instance of the Matrix class.
|
||||
|
/// </summary>
|
||||
|
/// <param name="rows">
|
||||
|
/// The number of rows.
|
||||
|
/// </param>
|
||||
|
/// <param name="columns">
|
||||
|
/// The number of columns.
|
||||
|
/// </param>
|
||||
|
protected Matrix(int rows, int columns) : base(rows, columns) |
||||
|
{ |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Initializes a new instance of the Matrix class.
|
||||
|
/// </summary>
|
||||
|
/// <param name="order">
|
||||
|
/// The order of the matrix.
|
||||
|
/// </param>
|
||||
|
protected Matrix(int order) |
||||
|
: base(order) |
||||
|
{ |
||||
|
} |
||||
|
|
||||
|
/// <summary>Calculates the L1 norm.</summary>
|
||||
|
/// <returns>The L1 norm of the matrix.</returns>
|
||||
|
public override float L1Norm() |
||||
|
{ |
||||
|
var norm = 0.0f; |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
var s = 0.0f; |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
s += Math.Abs(At(i, j)); |
||||
|
} |
||||
|
|
||||
|
norm = Math.Max(norm, s); |
||||
|
} |
||||
|
|
||||
|
return norm; |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Returns the conjugate transpose of this matrix.
|
||||
|
/// </summary>
|
||||
|
/// <returns>The conjugate transpose of this matrix.</returns>
|
||||
|
public override Matrix<float> ConjugateTranspose() |
||||
|
{ |
||||
|
return Transpose(); |
||||
|
} |
||||
|
|
||||
|
/// <summary>Calculates the Frobenius norm of this matrix.</summary>
|
||||
|
/// <returns>The Frobenius norm of this matrix.</returns>
|
||||
|
public override float FrobeniusNorm() |
||||
|
{ |
||||
|
var transpose = Transpose(); |
||||
|
var aat = this * transpose; |
||||
|
|
||||
|
var norm = 0.0f; |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
norm += Math.Abs(aat.At(i, i)); |
||||
|
} |
||||
|
|
||||
|
norm = Convert.ToSingle(Math.Sqrt(norm)); |
||||
|
|
||||
|
return norm; |
||||
|
} |
||||
|
|
||||
|
/// <summary>Calculates the infinity norm of this matrix.</summary>
|
||||
|
/// <returns>The infinity norm of this matrix.</returns>
|
||||
|
public override float InfinityNorm() |
||||
|
{ |
||||
|
var norm = 0.0f; |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
var s = 0.0f; |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
s += Math.Abs(At(i, j)); |
||||
|
} |
||||
|
|
||||
|
norm = Math.Max(norm, s); |
||||
|
} |
||||
|
|
||||
|
return norm; |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Adds another matrix to this matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to add to this matrix.</param>
|
||||
|
/// <param name="result">The matrix to store the result of the addition.</param>
|
||||
|
/// <exception cref="ArgumentNullException">If the other matrix is <see langword="null"/>.</exception>
|
||||
|
/// <exception cref="ArgumentOutOfRangeException">If the two matrices don't have the same dimensions.</exception>
|
||||
|
protected override void DoAdd(Matrix<float> other, Matrix<float> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
result.At(i, j, At(i, j) + other.At(i, j)); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Subtracts another matrix from this matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to subtract to this matrix.</param>
|
||||
|
/// <param name="result">The matrix to store the result of subtraction.</param>
|
||||
|
/// <exception cref="ArgumentNullException">If the other matrix is <see langword="null"/>.</exception>
|
||||
|
/// <exception cref="ArgumentOutOfRangeException">If the two matrices don't have the same dimensions.</exception>
|
||||
|
protected override void DoSubtract(Matrix<float> other, Matrix<float> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
result.At(i, j, At(i, j) - other.At(i, j)); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Multiplies each element of the matrix by a scalar and places results into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="scalar">The scalar to multiply the matrix with.</param>
|
||||
|
/// <param name="result">The matrix to store the result of the multiplication.</param>
|
||||
|
protected override void DoMultiply(float scalar, Matrix<float> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j < ColumnCount; j++) |
||||
|
{ |
||||
|
result.At(i, j, At(i, j) * scalar); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Multiplies this matrix with a vector and places the results into the result vector.
|
||||
|
/// </summary>
|
||||
|
/// <param name="rightSide">The vector to multiply with.</param>
|
||||
|
/// <param name="result">The result of the multiplication.</param>
|
||||
|
protected override void DoMultiply(Vector<float> rightSide, Vector<float> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
var s = 0.0f; |
||||
|
for (var j = 0; j != ColumnCount; j++) |
||||
|
{ |
||||
|
s += At(i, j) * rightSide[j]; |
||||
|
} |
||||
|
|
||||
|
result[i] = s; |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Left multiply a matrix with a vector ( = vector * matrix ) and place the result in the result vector.
|
||||
|
/// </summary>
|
||||
|
/// <param name="leftSide">The vector to multiply with.</param>
|
||||
|
/// <param name="result">The result of the multiplication.</param>
|
||||
|
protected override void DoLeftMultiply(Vector<float> leftSide, Vector<float> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
j => |
||||
|
{ |
||||
|
var s = 0.0f; |
||||
|
for (var i = 0; i != leftSide.Count; i++) |
||||
|
{ |
||||
|
s += leftSide[i] * At(i, j); |
||||
|
} |
||||
|
|
||||
|
result[j] = s; |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Multiplies this matrix with another matrix and places the results into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to multiply with.</param>
|
||||
|
/// <param name="result">The result of the multiplication.</param>
|
||||
|
protected override void DoMultiply(Matrix<float> other, Matrix<float> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
j => |
||||
|
{ |
||||
|
for (var i = 0; i != other.ColumnCount; i++) |
||||
|
{ |
||||
|
var s = 0.0f; |
||||
|
for (var l = 0; l < ColumnCount; l++) |
||||
|
{ |
||||
|
s += At(j, l) * other.At(l, i); |
||||
|
} |
||||
|
|
||||
|
result.At(j, i, s); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Divides each element of the matrix by a scalar and places results into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="scalar">The scalar to divide the matrix with.</param>
|
||||
|
/// <param name="result">The matrix to store the result of the division.</param>
|
||||
|
protected override void DoDivide(float scalar, Matrix<float> result) |
||||
|
{ |
||||
|
DoMultiply(1.0f / scalar, result); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Multiplies this matrix with transpose of another matrix and places the results into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to multiply with.</param>
|
||||
|
/// <param name="result">The result of the multiplication.</param>
|
||||
|
protected override void DoTransposeAndMultiply(Matrix<float> other, Matrix<float> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
j => |
||||
|
{ |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
var s = 0.0f; |
||||
|
for (var l = 0; l < ColumnCount; l++) |
||||
|
{ |
||||
|
s += At(i, l) * other.At(j, l); |
||||
|
} |
||||
|
|
||||
|
result.At(i, j, s); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Negate each element of this matrix and place the results into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="result">The result of the negation.</param>
|
||||
|
protected override void DoNegate(Matrix<float> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j != ColumnCount; j++) |
||||
|
{ |
||||
|
result[i, j] = -At(i, j); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Pointwise multiplies this matrix with another matrix and stores the result into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to pointwise multiply with this one.</param>
|
||||
|
/// <param name="result">The matrix to store the result of the pointwise multiplication.</param>
|
||||
|
protected override void DoPointwiseMultiply(Matrix<float> other, Matrix<float> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
ColumnCount, |
||||
|
j => |
||||
|
{ |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
result.At(i, j, At(i, j) * other.At(i, j)); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Pointwise divide this matrix by another matrix and stores the result into the result matrix.
|
||||
|
/// </summary>
|
||||
|
/// <param name="other">The matrix to pointwise divide this one by.</param>
|
||||
|
/// <param name="result">The matrix to store the result of the pointwise division.</param>
|
||||
|
protected override void DoPointwiseDivide(Matrix<float> other, Matrix<float> result) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
ColumnCount, |
||||
|
j => |
||||
|
{ |
||||
|
for (var i = 0; i < RowCount; i++) |
||||
|
{ |
||||
|
result.At(i, j, At(i, j) / other.At(i, j)); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Computes the trace of this matrix.
|
||||
|
/// </summary>
|
||||
|
/// <returns>The trace of this matrix</returns>
|
||||
|
/// <exception cref="ArgumentException">If the matrix is not square</exception>
|
||||
|
public override float Trace() |
||||
|
{ |
||||
|
if (RowCount != ColumnCount) |
||||
|
{ |
||||
|
throw new ArgumentException(Resources.ArgumentMatrixSquare); |
||||
|
} |
||||
|
|
||||
|
return CommonParallel.Aggregate(0, RowCount, i => At(i, i)); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Populates a matrix with random elements.
|
||||
|
/// </summary>
|
||||
|
/// <param name="matrix">The matrix to populate.</param>
|
||||
|
/// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
|
||||
|
protected override void DoRandom(Matrix<float> matrix, IContinuousDistribution distribution) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
matrix.RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j < matrix.ColumnCount; j++) |
||||
|
{ |
||||
|
matrix.At(i, j, Convert.ToSingle(distribution.Sample())); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Populates a matrix with random elements.
|
||||
|
/// </summary>
|
||||
|
/// <param name="matrix">The matrix to populate.</param>
|
||||
|
/// <param name="distribution">Continuous Random Distribution to generate elements from.</param>
|
||||
|
protected override void DoRandom(Matrix<float> matrix, IDiscreteDistribution distribution) |
||||
|
{ |
||||
|
CommonParallel.For( |
||||
|
0, |
||||
|
matrix.RowCount, |
||||
|
i => |
||||
|
{ |
||||
|
for (var j = 0; j < matrix.ColumnCount; j++) |
||||
|
{ |
||||
|
matrix.At(i, j, distribution.Sample()); |
||||
|
} |
||||
|
}); |
||||
|
} |
||||
|
} |
||||
|
} |
||||
Loading…
Reference in new issue