Ported MatrixMultiplyWithUpdate implementation

Ported CholeskyFactor implementation for double and float.

src/Numerics/Algorithms/LinearAlgebra/Atlas/AtlasLinearAlgebraProvider.cs

@@ -24,11 +24,7 @@
 
 /* This file is automatically generated - do not modify it. 
    Change NativeLinearAlgebraProvider.include instead.
-<<<<<<< HEAD:src/Numerics/Algorithms/LinearAlgebra/Atlas/AtlasLinearAlgebraProvider.cs
-   Last generated on: 14/11/2009 20:09:22
-=======
-   Last generated on: 11/13/2009 9:49:35 AM
->>>>>>> c1c4de3... adding dot product:src/Numerics/Algorithms/LinearAlgebra/Atlas/AtlasLinearAlgebraProvider.cs
+   Last generated on: 28/11/2009 09:32:52
 */
 namespace MathNet.Numerics.Algorithms.LinearAlgebra.Atlas
 {
@@ -350,8 +346,9 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Atlas
         /// </summary>
         /// <param name="a">On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the
         /// the Cholesky factorization.</param>
+        /// <param name="order">The number of rows or columns in the matrix.</param>
         /// <remarks>This is equivalent to the POTRF LAPACK routine.</remarks>
-        public void CholeskyFactor(double[] a)
+        public void CholeskyFactor(double[] a, int order)
         {
             throw new NotImplementedException();
         }
@@ -846,8 +843,9 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Atlas
         /// </summary>
         /// <param name="a">On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the
         /// the Cholesky factorization.</param>
+        /// <param name="order">The number of rows or columns in the matrix.</param>
         /// <remarks>This is equivalent to the POTRF LAPACK routine.</remarks>
-        public void CholeskyFactor(float[] a)
+        public void CholeskyFactor(float[] a, int order)
         {
             throw new NotImplementedException();
         }
@@ -1342,8 +1340,9 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Atlas
         /// </summary>
         /// <param name="a">On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the
         /// the Cholesky factorization.</param>
+        /// <param name="order">The number of rows or columns in the matrix.</param>
         /// <remarks>This is equivalent to the POTRF LAPACK routine.</remarks>
-        public void CholeskyFactor(Complex[] a)
+        public void CholeskyFactor(Complex[] a, int order)
         {
             throw new NotImplementedException();
         }
@@ -1838,8 +1837,9 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Atlas
         /// </summary>
         /// <param name="a">On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the
         /// the Cholesky factorization.</param>
+        /// <param name="order">The number of rows or columns in the matrix.</param>
         /// <remarks>This is equivalent to the POTRF LAPACK routine.</remarks>
-        public void CholeskyFactor(Complex32[] a)
+        public void CholeskyFactor(Complex32[] a, int order)
         {
             throw new NotImplementedException();
         }

src/Numerics/Algorithms/LinearAlgebra/ILinearAlgebraProviderOfT.cs

@@ -294,8 +294,9 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
         /// </summary>
         /// <param name="a">On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the
         /// the Cholesky factorization.</param>
+        /// <param name="order">The number of rows or columns in the matrix.</param>
         /// <remarks>This is equivalent to the POTRF LAPACK routine.</remarks>
-        void CholeskyFactor(T[] a);
+        void CholeskyFactor(T[] a, int order);
 
         /// <summary>
         /// Solves A*X=B for X using Cholesky factorization.

src/Numerics/Algorithms/LinearAlgebra/Mkl/MklLinearAlgebraProvider.cs

@@ -24,11 +24,7 @@
 
 /* This file is automatically generated - do not modify it. 
    Change NativeLinearAlgebraProvider.include instead.
-<<<<<<< HEAD:src/Numerics/Algorithms/LinearAlgebra/Mkl/MklLinearAlgebraProvider.cs
-   Last generated on: 14/11/2009 20:09:20
-=======
-   Last generated on: 11/6/2009 3:03:50 PM
->>>>>>> c1c4de3... adding dot product:src/Numerics/Algorithms/LinearAlgebra/Mkl/MklLinearAlgebraProvider.cs
+   Last generated on: 28/11/2009 09:32:55
 */
 namespace MathNet.Numerics.Algorithms.LinearAlgebra.Mkl
 {
@@ -350,8 +346,9 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Mkl
         /// </summary>
         /// <param name="a">On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the
         /// the Cholesky factorization.</param>
+        /// <param name="order">The number of rows or columns in the matrix.</param>
         /// <remarks>This is equivalent to the POTRF LAPACK routine.</remarks>
-        public void CholeskyFactor(double[] a)
+        public void CholeskyFactor(double[] a, int order)
         {
             throw new NotImplementedException();
         }
@@ -846,8 +843,9 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Mkl
         /// </summary>
         /// <param name="a">On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the
         /// the Cholesky factorization.</param>
+        /// <param name="order">The number of rows or columns in the matrix.</param>
         /// <remarks>This is equivalent to the POTRF LAPACK routine.</remarks>
-        public void CholeskyFactor(float[] a)
+        public void CholeskyFactor(float[] a, int order)
         {
             throw new NotImplementedException();
         }
@@ -1342,8 +1340,9 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Mkl
         /// </summary>
         /// <param name="a">On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the
         /// the Cholesky factorization.</param>
+        /// <param name="order">The number of rows or columns in the matrix.</param>
         /// <remarks>This is equivalent to the POTRF LAPACK routine.</remarks>
-        public void CholeskyFactor(Complex[] a)
+        public void CholeskyFactor(Complex[] a, int order)
         {
             throw new NotImplementedException();
         }
@@ -1838,8 +1837,9 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Mkl
         /// </summary>
         /// <param name="a">On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the
         /// the Cholesky factorization.</param>
+        /// <param name="order">The number of rows or columns in the matrix.</param>
         /// <remarks>This is equivalent to the POTRF LAPACK routine.</remarks>
-        public void CholeskyFactor(Complex32[] a)
+        public void CholeskyFactor(Complex32[] a, int order)
         {
             throw new NotImplementedException();
         }

src/Numerics/Algorithms/LinearAlgebra/NativeAlgebraProvider.include

@@ -346,8 +346,9 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.<#=library#>
         /// </summary>
         /// <param name="a">On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the
         /// the Cholesky factorization.</param>
+        /// <param name="order">The number of rows or columns in the matrix.</param>
         /// <remarks>This is equivalent to the POTRF LAPACK routine.</remarks>
-        public void CholeskyFactor(double[] a)
+        public void CholeskyFactor(double[] a, int order)
         {
             throw new NotImplementedException();
         }
@@ -842,8 +843,9 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.<#=library#>
         /// </summary>
         /// <param name="a">On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the
         /// the Cholesky factorization.</param>
+        /// <param name="order">The number of rows or columns in the matrix.</param>
         /// <remarks>This is equivalent to the POTRF LAPACK routine.</remarks>
-        public void CholeskyFactor(float[] a)
+        public void CholeskyFactor(float[] a, int order)
         {
             throw new NotImplementedException();
         }
@@ -1338,8 +1340,9 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.<#=library#>
         /// </summary>
         /// <param name="a">On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the
         /// the Cholesky factorization.</param>
+        /// <param name="order">The number of rows or columns in the matrix.</param>
         /// <remarks>This is equivalent to the POTRF LAPACK routine.</remarks>
-        public void CholeskyFactor(Complex[] a)
+        public void CholeskyFactor(Complex[] a, int order)
         {
             throw new NotImplementedException();
         }
@@ -1834,8 +1837,9 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.<#=library#>
         /// </summary>
         /// <param name="a">On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the
         /// the Cholesky factorization.</param>
+        /// <param name="order">The number of rows or columns in the matrix.</param>
         /// <remarks>This is equivalent to the POTRF LAPACK routine.</remarks>
-        public void CholeskyFactor(Complex32[] a)
+        public void CholeskyFactor(Complex32[] a, int order)
         {
             throw new NotImplementedException();
         }

src/Numerics/Constants.cs

@@ -162,6 +162,11 @@ namespace MathNet.Numerics
         /// </summary>
         public const int SizeOfDouble = sizeof(double);
 
+        /// <summary>
+        /// The size of a float in bytes.
+        /// </summary>
+        public const int SizeOfFloat = sizeof(float);
+
         #endregion
 
         #region UNIVERSAL CONSTANTS

src/Numerics/Properties/Resources.Designer.cs

@@ -1,7 +1,7 @@
 //------------------------------------------------------------------------------
 // <auto-generated>
 //     This code was generated by a tool.
-//     Runtime Version:2.0.50727.4927
+//     Runtime Version:2.0.50727.4200
 //
 //     Changes to this file may cause incorrect behavior and will be lost if
 //     the code is regenerated.
@@ -61,7 +61,7 @@ namespace MathNet.Numerics.Properties {
         }
         
         /// <summary>
-        ///   Looks up a localized string similar to All arrays must have the same length..
+        ///   Looks up a localized string similar to The array arguments must have the same length..
         /// </summary>
         internal static string ArgumentArraysSameLength {
             get {
@@ -168,6 +168,15 @@ namespace MathNet.Numerics.Properties {
             }
         }
         
+        /// <summary>
+        ///   Looks up a localized string similar to Matrix must be positive definite..
+        /// </summary>
+        internal static string ArgumentMatrixPositiveDefinite {
+            get {
+                return ResourceManager.GetString("ArgumentMatrixPositiveDefinite", resourceCulture);
+            }
+        }
+        
         /// <summary>
         ///   Looks up a localized string similar to Matrix column dimensions must agree..
         /// </summary>

src/Numerics/Properties/Resources.resx

@@ -288,4 +288,10 @@
   <data name="ProposalDistributionNoUpperBound" xml:space="preserve">
     <value>The sampler's proposal distribution is not upper bounding the target density.</value>
   </data>
+  <data name="ArgumentMatrixPositiveDefinite" xml:space="preserve">
+    <value>Matrix must be positive definite.</value>
+  </data>
+  <data name="ArgumentArraysSameLength" xml:space="preserve">
+    <value>The array arguments must have the same length.</value>
+  </data>
 </root>