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LA Storage: diagonal sub matrix

la-knuth
Christoph Ruegg 14 years ago
parent
bd7a3632e8
commit
2bf58e0c61
13 changed files with 234 additions and 306 deletions
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  1. 65
      src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs
  2. 6
      src/Numerics/LinearAlgebra/Complex/SparseMatrix.cs
  3. 65
      src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs
  4. 6
      src/Numerics/LinearAlgebra/Complex32/SparseMatrix.cs
  5. 65
      src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs
  6. 6
      src/Numerics/LinearAlgebra/Double/SparseMatrix.cs
  7. 65
      src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs
  8. 6
      src/Numerics/LinearAlgebra/Single/SparseMatrix.cs
  9. 77
      src/Numerics/LinearAlgebra/Storage/ArgumentValidation.cs
  10. 67
      src/Numerics/LinearAlgebra/Storage/DenseColumnMajorMatrixStorage.cs
  11. 108
      src/Numerics/LinearAlgebra/Storage/SparseDiagonalMatrixStorage.cs
  12. 1
      src/Numerics/Numerics.csproj
  13. 3
      src/Portable/Portable.csproj

65
src/Numerics/LinearAlgebra/Complex/DiagonalMatrix.cs
View File

@ -1174,68 +1174,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
/// is not positive.</exception>
public override Matrix<Complex> SubMatrix(int rowIndex, int rowCount, int columnIndex, int columnCount)
{
if (rowIndex >= RowCount || rowIndex < 0)
{
throw new ArgumentOutOfRangeException("rowIndex");
}
if (columnIndex >= ColumnCount || columnIndex < 0)
{
throw new ArgumentOutOfRangeException("columnIndex");
}
if (rowCount < 1)
{
throw new ArgumentException(Resources.ArgumentMustBePositive, "rowCount");
}
if (columnCount < 1)
{
throw new ArgumentException(Resources.ArgumentMustBePositive, "columnCount");
}
var colMax = columnIndex + columnCount;
var rowMax = rowIndex + rowCount;
if (rowMax > RowCount)
{
throw new ArgumentOutOfRangeException("rowCount");
}
// TODO: if rowIndex == columnIndex, use a diagonal matrix instead of a sparse one
if (colMax > ColumnCount)
{
throw new ArgumentOutOfRangeException("columnCount");
}
var result = new SparseMatrix(rowCount, columnCount);
if (rowIndex > columnIndex && columnIndex + columnCount > rowIndex)
{
int columnInit = rowIndex - columnIndex;
int end = Math.Min(columnCount, rowCount + columnInit);
for (var i = 0; columnInit + i < end; i++)
{
result[i, columnInit + i] = _data[rowIndex + i];
}
}
else if (rowIndex < columnIndex && rowIndex + rowCount > columnIndex)
{
int rowInit = columnIndex - rowIndex;
int end = Math.Min(columnCount + rowInit, rowCount);
for (var i = 0; rowInit + i < end; i++)
{
result[rowInit + i, i] = _data[columnIndex + i];
}
}
else
{
for (var i = 0; i < Math.Min(columnCount, rowCount); i++)
{
result[i, i] = _data[rowIndex + i];
}
}
return result;
var storage = new SparseCompressedRowMatrixStorage<Complex>(rowCount, columnCount, Complex.Zero);
_storage.CopySubMatrixTo(storage, rowIndex, 0, rowCount, columnIndex, 0, columnCount, true);
return new SparseMatrix(storage);
}
/// <summary>

6
src/Numerics/LinearAlgebra/Complex/SparseMatrix.cs
View File

@ -56,6 +56,12 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
get { return _storage.ValueCount; }
}
internal SparseMatrix(SparseCompressedRowMatrixStorage<Complex> storage)
: base(storage.RowCount, storage.ColumnCount)
{
_storage = storage;
}
/// <summary>
/// Initializes a new instance of the <see cref="SparseMatrix"/> class.
/// </summary>

65
src/Numerics/LinearAlgebra/Complex32/DiagonalMatrix.cs
View File

@ -1179,68 +1179,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
/// is not positive.</exception>
public override Matrix<Complex32> SubMatrix(int rowIndex, int rowCount, int columnIndex, int columnCount)
{
if (rowIndex >= RowCount || rowIndex < 0)
{
throw new ArgumentOutOfRangeException("rowIndex");
}
if (columnIndex >= ColumnCount || columnIndex < 0)
{
throw new ArgumentOutOfRangeException("columnIndex");
}
if (rowCount < 1)
{
throw new ArgumentException(Resources.ArgumentMustBePositive, "rowCount");
}
if (columnCount < 1)
{
throw new ArgumentException(Resources.ArgumentMustBePositive, "columnCount");
}
var colMax = columnIndex + columnCount;
var rowMax = rowIndex + rowCount;
if (rowMax > RowCount)
{
throw new ArgumentOutOfRangeException("rowCount");
}
// TODO: if rowIndex == columnIndex, use a diagonal matrix instead of a sparse one
if (colMax > ColumnCount)
{
throw new ArgumentOutOfRangeException("columnCount");
}
var result = new SparseMatrix(rowCount, columnCount);
if (rowIndex > columnIndex && columnIndex + columnCount > rowIndex)
{
int columnInit = rowIndex - columnIndex;
int end = Math.Min(columnCount, rowCount + columnInit);
for (var i = 0; columnInit + i < end; i++)
{
result[i, columnInit + i] = _data[rowIndex + i];
}
}
else if (rowIndex < columnIndex && rowIndex + rowCount > columnIndex)
{
int rowInit = columnIndex - rowIndex;
int end = Math.Min(columnCount + rowInit, rowCount);
for (var i = 0; rowInit + i < end; i++)
{
result[rowInit + i, i] = _data[columnIndex + i];
}
}
else
{
for (var i = 0; i < Math.Min(columnCount, rowCount); i++)
{
result[i, i] = _data[rowIndex + i];
}
}
return result;
var storage = new SparseCompressedRowMatrixStorage<Complex32>(rowCount, columnCount, Complex32.Zero);
_storage.CopySubMatrixTo(storage, rowIndex, 0, rowCount, columnIndex, 0, columnCount, true);
return new SparseMatrix(storage);
}
/// <summary>

6
src/Numerics/LinearAlgebra/Complex32/SparseMatrix.cs
View File

@ -56,6 +56,12 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
get { return _storage.ValueCount; }
}
internal SparseMatrix(SparseCompressedRowMatrixStorage<Complex32> storage)
: base(storage.RowCount, storage.ColumnCount)
{
_storage = storage;
}
/// <summary>
/// Initializes a new instance of the <see cref="SparseMatrix"/> class.
/// </summary>

65
src/Numerics/LinearAlgebra/Double/DiagonalMatrix.cs
View File

@ -1168,68 +1168,11 @@ namespace MathNet.Numerics.LinearAlgebra.Double
/// is not positive.</exception>
public override Matrix<double> SubMatrix(int rowIndex, int rowCount, int columnIndex, int columnCount)
{
if (rowIndex >= RowCount || rowIndex < 0)
{
throw new ArgumentOutOfRangeException("rowIndex");
}
if (columnIndex >= ColumnCount || columnIndex < 0)
{
throw new ArgumentOutOfRangeException("columnIndex");
}
if (rowCount < 1)
{
throw new ArgumentException(Resources.ArgumentMustBePositive, "rowCount");
}
if (columnCount < 1)
{
throw new ArgumentException(Resources.ArgumentMustBePositive, "columnCount");
}
var colMax = columnIndex + columnCount;
var rowMax = rowIndex + rowCount;
if (rowMax > RowCount)
{
throw new ArgumentOutOfRangeException("rowCount");
}
// TODO: if rowIndex == columnIndex, use a diagonal matrix instead of a sparse one
if (colMax > ColumnCount)
{
throw new ArgumentOutOfRangeException("columnCount");
}
var result = new SparseMatrix(rowCount, columnCount);
if (rowIndex > columnIndex && columnIndex + columnCount > rowIndex)
{
int columnInit = rowIndex - columnIndex;
int end = Math.Min(columnCount, rowCount + columnInit);
for (var i = 0; columnInit + i < end; i++)
{
result[i, columnInit + i] = _data[rowIndex + i];
}
}
else if (rowIndex < columnIndex && rowIndex + rowCount > columnIndex)
{
int rowInit = columnIndex - rowIndex;
int end = Math.Min(columnCount + rowInit, rowCount);
for (var i = 0; rowInit + i < end; i++)
{
result[rowInit + i, i] = _data[columnIndex + i];
}
}
else
{
for (var i = 0; i < Math.Min(columnCount, rowCount); i++)
{
result[i, i] = _data[rowIndex + i];
}
}
return result;
var storage = new SparseCompressedRowMatrixStorage<double>(rowCount, columnCount, 0d);
_storage.CopySubMatrixTo(storage, rowIndex, 0, rowCount, columnIndex, 0, columnCount, true);
return new SparseMatrix(storage);
}
/// <summary>

6
src/Numerics/LinearAlgebra/Double/SparseMatrix.cs
View File

@ -55,6 +55,12 @@ namespace MathNet.Numerics.LinearAlgebra.Double
get { return _storage.ValueCount; }
}
internal SparseMatrix(SparseCompressedRowMatrixStorage<double> storage)
: base(storage.RowCount, storage.ColumnCount)
{
_storage = storage;
}
/// <summary>
/// Initializes a new instance of the <see cref="SparseMatrix"/> class.
/// </summary>

65
src/Numerics/LinearAlgebra/Single/DiagonalMatrix.cs
View File

@ -1173,68 +1173,11 @@ namespace MathNet.Numerics.LinearAlgebra.Single
/// is not positive.</exception>
public override Matrix<float> SubMatrix(int rowIndex, int rowCount, int columnIndex, int columnCount)
{
if (rowIndex >= RowCount || rowIndex < 0)
{
throw new ArgumentOutOfRangeException("rowIndex");
}
if (columnIndex >= ColumnCount || columnIndex < 0)
{
throw new ArgumentOutOfRangeException("columnIndex");
}
if (rowCount < 1)
{
throw new ArgumentException(Resources.ArgumentMustBePositive, "rowCount");
}
if (columnCount < 1)
{
throw new ArgumentException(Resources.ArgumentMustBePositive, "columnCount");
}
var colMax = columnIndex + columnCount;
var rowMax = rowIndex + rowCount;
if (rowMax > RowCount)
{
throw new ArgumentOutOfRangeException("rowCount");
}
// TODO: if rowIndex == columnIndex, use a diagonal matrix instead of a sparse one
if (colMax > ColumnCount)
{
throw new ArgumentOutOfRangeException("columnCount");
}
var result = new SparseMatrix(rowCount, columnCount);
if (rowIndex > columnIndex && columnIndex + columnCount > rowIndex)
{
int columnInit = rowIndex - columnIndex;
int end = Math.Min(columnCount, rowCount + columnInit);
for (var i = 0; columnInit + i < end; i++)
{
result[i, columnInit + i] = _data[rowIndex + i];
}
}
else if (rowIndex < columnIndex && rowIndex + rowCount > columnIndex)
{
int rowInit = columnIndex - rowIndex;
int end = Math.Min(columnCount + rowInit, rowCount);
for (var i = 0; rowInit + i < end; i++)
{
result[rowInit + i, i] = _data[columnIndex + i];
}
}
else
{
for (var i = 0; i < Math.Min(columnCount, rowCount); i++)
{
result[i, i] = _data[rowIndex + i];
}
}
return result;
var storage = new SparseCompressedRowMatrixStorage<float>(rowCount, columnCount, 0f);
_storage.CopySubMatrixTo(storage, rowIndex, 0, rowCount, columnIndex, 0, columnCount, true);
return new SparseMatrix(storage);
}
/// <summary>

6
src/Numerics/LinearAlgebra/Single/SparseMatrix.cs
View File

@ -55,6 +55,12 @@ namespace MathNet.Numerics.LinearAlgebra.Single
get { return _storage.ValueCount; }
}
internal SparseMatrix(SparseCompressedRowMatrixStorage<float> storage)
: base(storage.RowCount, storage.ColumnCount)
{
_storage = storage;
}
/// <summary>
/// Initializes a new instance of the <see cref="SparseMatrix"/> class.
/// </summary>

77
src/Numerics/LinearAlgebra/Storage/ArgumentValidation.cs
View File

@ -0,0 +1,77 @@
using System;
using MathNet.Numerics.Properties;
namespace MathNet.Numerics.LinearAlgebra.Storage
{
// ReSharper disable UnusedParameter.Global
internal static class ArgumentValidation
{
public static void CopySubMatrixTo(
int sourceRowCount, int sourceColumnCount,
int targetRowCount, int targetColumnCount,
int sourceRowIndex, int targetRowIndex, int rowCount,
int sourceColumnIndex, int targetColumnIndex, int columnCount)
{
if (rowCount < 1)
{
throw new ArgumentException(Resources.ArgumentMustBePositive, "rowCount");
}
if (columnCount < 1)
{
throw new ArgumentException(Resources.ArgumentMustBePositive, "columnCount");
}
// Verify Source
if (sourceRowIndex >= sourceRowCount || sourceRowIndex < 0)
{
throw new ArgumentOutOfRangeException("sourceRowIndex");
}
if (sourceColumnIndex >= sourceColumnCount || sourceColumnIndex < 0)
{
throw new ArgumentOutOfRangeException("sourceColumnIndex");
}
var sourceRowMax = sourceRowIndex + rowCount;
var sourceColumnMax = sourceColumnIndex + columnCount;
if (sourceRowMax > sourceRowCount)
{
throw new ArgumentOutOfRangeException("rowCount");
}
if (sourceColumnMax > sourceColumnCount)
{
throw new ArgumentOutOfRangeException("columnCount");
}
// Verify Target
if (targetRowIndex >= targetRowCount || targetRowIndex < 0)
{
throw new ArgumentOutOfRangeException("targetRowIndex");
}
if (targetColumnIndex >= targetColumnCount || targetColumnIndex < 0)
{
throw new ArgumentOutOfRangeException("targetColumnIndex");
}
var targetRowMax = targetRowIndex + rowCount;
var targetColumnMax = targetColumnIndex + columnCount;
if (targetRowMax > targetRowCount)
{
throw new ArgumentOutOfRangeException("rowCount");
}
if (targetColumnMax > targetColumnCount)
{
throw new ArgumentOutOfRangeException("columnCount");
}
}
}
// ReSharper restore UnusedParameter.Global
}

67
src/Numerics/LinearAlgebra/Storage/DenseColumnMajorMatrixStorage.cs
View File

@ -121,43 +121,6 @@ namespace MathNet.Numerics.LinearAlgebra.Storage
int sourceRowIndex, int targetRowIndex, int rowCount,
int sourceColumnIndex, int targetColumnIndex, int columnCount)
{
if (rowCount < 1)
{
throw new ArgumentException(Resources.ArgumentMustBePositive, "rowCount");
}
if (columnCount < 1)
{
throw new ArgumentException(Resources.ArgumentMustBePositive, "columnCount");
}
// Verify Source
if (sourceRowIndex >= RowCount || sourceRowIndex < 0)
{
throw new ArgumentOutOfRangeException("sourceRowIndex");
}
if (sourceColumnIndex >= ColumnCount || sourceColumnIndex < 0)
{
throw new ArgumentOutOfRangeException("sourceColumnIndex");
}
var sourceRowMax = sourceRowIndex + rowCount;
var sourceColumnMax = sourceColumnIndex + columnCount;
if (sourceRowMax > RowCount)
{
throw new ArgumentOutOfRangeException("rowCount");
}
if (sourceColumnMax > ColumnCount)
{
throw new ArgumentOutOfRangeException("columnCount");
}
// Verify Target
if (target == null)
{
throw new ArgumentNullException("target");
@ -168,32 +131,12 @@ namespace MathNet.Numerics.LinearAlgebra.Storage
throw new NotSupportedException();
}
if (targetRowIndex >= target.RowCount || targetRowIndex < 0)
{
throw new ArgumentOutOfRangeException("targetRowIndex");
}
if (targetColumnIndex >= target.ColumnCount || targetColumnIndex < 0)
{
throw new ArgumentOutOfRangeException("targetColumnIndex");
}
var targetRowMax = targetRowIndex + rowCount;
var targetColumnMax = targetColumnIndex + columnCount;
if (targetRowMax > target.RowCount)
{
throw new ArgumentOutOfRangeException("rowCount");
}
if (targetColumnMax > target.ColumnCount)
{
throw new ArgumentOutOfRangeException("columnCount");
}
// Copy
ArgumentValidation.CopySubMatrixTo(RowCount, ColumnCount,
target.RowCount, target.ColumnCount,
sourceRowIndex, targetRowIndex, rowCount,
sourceColumnIndex, targetColumnIndex, columnCount);
for (int j = sourceColumnIndex, jj = targetColumnIndex; j < sourceColumnMax; j++, jj++)
for (int j = sourceColumnIndex, jj = targetColumnIndex; j < sourceColumnIndex + columnCount; j++, jj++)
{
//Buffer.BlockCopy(Data, j*RowCount + sourceRowIndex, target.Data, jj*target.RowCount + targetRowIndex, rowCount * System.Runtime.InteropServices.Marshal.SizeOf(typeof(T)));
Array.Copy(Data, j*RowCount + sourceRowIndex, target.Data, jj*target.RowCount + targetRowIndex, rowCount);

108
src/Numerics/LinearAlgebra/Storage/SparseDiagonalMatrixStorage.cs
View File

@ -174,5 +174,113 @@ namespace MathNet.Numerics.LinearAlgebra.Storage
target.Data[i*(target.RowCount + 1)] = Data[i];
}
}
public void CopySubMatrixTo(DenseColumnMajorMatrixStorage<T> target,
int sourceRowIndex, int targetRowIndex, int rowCount,
int sourceColumnIndex, int targetColumnIndex, int columnCount,
bool skipClearing = false)
{
if (target == null)
{
throw new ArgumentNullException("target");
}
ArgumentValidation.CopySubMatrixTo(RowCount, ColumnCount,
target.RowCount, target.ColumnCount,
sourceRowIndex, targetRowIndex, rowCount,
sourceColumnIndex, targetColumnIndex, columnCount);
if (!skipClearing)
{
target.Clear();
}
if (sourceRowIndex > sourceColumnIndex && sourceColumnIndex + columnCount > sourceRowIndex)
{
// column by column, but skip resulting zero columns at the beginning
int columnInit = sourceRowIndex - sourceColumnIndex;
int offset = (columnInit + targetColumnIndex) * target.RowCount + targetRowIndex;
int step = target.RowCount + 1;
int end = Math.Min(columnCount - columnInit, rowCount) + sourceRowIndex;
for (int i = sourceRowIndex, j = offset; i < end; i++, j += step)
{
target.Data[j] = Data[i];
}
}
else if (sourceRowIndex < sourceColumnIndex && sourceRowIndex + rowCount > sourceColumnIndex)
{
// row by row, but skip resulting zero rows at the beginning
int rowInit = sourceColumnIndex - sourceRowIndex;
int offset = targetColumnIndex*target.RowCount + rowInit + targetRowIndex;
int step = target.RowCount + 1;
int end = Math.Min(columnCount, rowCount - rowInit) + sourceColumnIndex;
for (int i = sourceColumnIndex, j = offset; i < end; i++, j += step)
{
target.Data[j] = Data[i];
}
}
else
{
int offset = targetColumnIndex*target.RowCount + targetRowIndex;
int step = target.RowCount + 1;
var end = Math.Min(columnCount, rowCount) + sourceRowIndex;
for (int i = sourceRowIndex, j = offset; i < end; i++, j += step)
{
target.Data[j] = Data[i];
}
}
}
public void CopySubMatrixTo(SparseCompressedRowMatrixStorage<T> target,
int sourceRowIndex, int targetRowIndex, int rowCount,
int sourceColumnIndex, int targetColumnIndex, int columnCount,
bool skipClearing = false)
{
if (target == null)
{
throw new ArgumentNullException("target");
}
ArgumentValidation.CopySubMatrixTo(RowCount, ColumnCount,
target.RowCount, target.ColumnCount,
sourceRowIndex, targetRowIndex, rowCount,
sourceColumnIndex, targetColumnIndex, columnCount);
if (!skipClearing)
{
target.Clear();
}
if (sourceRowIndex > sourceColumnIndex && sourceColumnIndex + columnCount > sourceRowIndex)
{
// column by column, but skip resulting zero columns at the beginning
int columnInit = sourceRowIndex - sourceColumnIndex;
for (var i = 0; i < Math.Min(columnCount - columnInit, rowCount); i++)
{
target.At(i + targetRowIndex, columnInit + i + targetColumnIndex, Data[sourceRowIndex + i]);
}
}
else if (sourceRowIndex < sourceColumnIndex && sourceRowIndex + rowCount > sourceColumnIndex)
{
// row by row, but skip resulting zero rows at the beginning
int rowInit = sourceColumnIndex - sourceRowIndex;
for (var i = 0; i < Math.Min(columnCount, rowCount - rowInit); i++)
{
target.At(rowInit + i + targetRowIndex, i + targetColumnIndex, Data[sourceColumnIndex + i]);
}
}
else
{
for (var i = 0; i < Math.Min(columnCount, rowCount); i++)
{
target.At(i + targetRowIndex, i + targetColumnIndex, Data[sourceRowIndex + i]);
}
}
}
}
}

1
src/Numerics/Numerics.csproj
View File

@ -122,6 +122,7 @@
<Compile Include="Distributions\Multivariate\InverseWishart.cs" />
<Compile Include="Distributions\Multivariate\MatrixNormal.cs" />
<Compile Include="Distributions\Multivariate\Wishart.cs" />
<Compile Include="LinearAlgebra\Storage\ArgumentValidation.cs" />
<Compile Include="LinearAlgebra\Complex32\ExtensionMethods.cs" />
<Compile Include="LinearAlgebra\Complex32\Factorization\Cholesky.cs" />
<Compile Include="LinearAlgebra\Complex32\DenseMatrix.cs" />

3
src/Portable/Portable.csproj
View File

@ -888,6 +888,9 @@
<Compile Include="..\Numerics\LinearAlgebra\Single\Vector.cs">
<Link>LinearAlgebra\Single\Vector.cs</Link>
</Compile>
<Compile Include="..\Numerics\LinearAlgebra\Storage\ArgumentValidation.cs">
<Link>LinearAlgebra\Storage\ArgumentValidation.cs</Link>
</Compile>
<Compile Include="..\Numerics\LinearAlgebra\Storage\DenseColumnMajorMatrixStorage.cs">
<Link>LinearAlgebra\Storage\DenseColumnMajorMatrixStorage.cs</Link>
</Compile>

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