| //Copyright � 2009 Jose Antonio De Santiago-Castillo | |
| //E-mail:JAntonioDeSantiago@gmail.com | |
| //Web: www.DotNumerics.com | |
| // | |
| using System; | |
| using System.Collections.Generic; | |
| using System.Text; | |
| using System.Diagnostics; | |
| using System.IO; | |
| namespace DotNumerics.LinearAlgebra | |
| { | |
| /// <summary> | |
| /// Represents a Vector. | |
| /// </summary> | |
| [] | |
| [] | |
| public class Vector | |
| { | |
| /// <summary> | |
| /// Los datos del vector | |
| /// </summary> | |
| [] | |
| protected double[] _Data; | |
| //private int MeLength = 1; | |
| /// <summary> | |
| /// El tipo de vector. | |
| /// </summary> | |
| [] | |
| protected VectorType _Type = VectorType.Column; | |
| /// <summary> | |
| /// Initializes a new instance of the Vector class of the given size. | |
| /// </summary> | |
| /// <param name="length">The vector length</param> | |
| public Vector(int length) : this(VectorType.Column, length) { } | |
| /// <summary> | |
| /// Initializes a new instance of the Vector class of the given size and type. | |
| /// </summary> | |
| /// <param name="type">The vector type</param> | |
| /// <param name="length">length">The vector length</param> | |
| public Vector(VectorType type, int length) | |
| { | |
| if (length < 1) throw new System.ArgumentException("length < 1"); | |
| this._Type = type; | |
| this._Data = new double[length]; | |
| } | |
| /// <summary> | |
| /// Initializes a new instance of the Vector class that contains elements | |
| /// copied from the specified array. | |
| /// </summary> | |
| /// <param name="data">The array whose elements are copied to the vector.</param> | |
| public Vector(double[] data) : this(VectorType.Column, data) { } | |
| /// <summary> | |
| /// Initializes a new instance of the Vector class that contains elements | |
| /// copied from the specified array. | |
| /// </summary> | |
| /// <param name="type">The vector type</param> | |
| /// <param name="data">The array whose elements are copied to the vector.</param> | |
| public Vector(VectorType type, double[] data) | |
| { | |
| if (data.Length < 1) throw new System.ArgumentException("data.Length < 1"); | |
| this._Type = type; | |
| this._Data = new double[data.Length]; | |
| data.CopyTo(this._Data, 0); | |
| //for (int i = 0; i < data.Length; i++) | |
| //{ | |
| // this.MeData[i] = data[i]; | |
| //} | |
| } | |
| /// <summary> | |
| /// Los datos del vector | |
| /// </summary> | |
| [] | |
| internal double[] Data | |
| { | |
| get { return this._Data; } | |
| } | |
| /// <summary> | |
| /// Returns the number of elements. | |
| /// </summary> | |
| [] | |
| public int Length | |
| { | |
| get { return this._Data.Length; } | |
| } | |
| /// <summary> | |
| /// The vector type. | |
| /// </summary> | |
| public VectorType Type | |
| { | |
| get { return this._Type; } | |
| set { this._Type = value; } | |
| } | |
| /// <summary> | |
| /// Gets or sets the element at the specified index. | |
| /// </summary> | |
| /// <param name="index">The zero-based index of the element to get or set.</param> | |
| /// <returns>The element at the specified index.</returns> | |
| public virtual double this[int index] | |
| { | |
| get | |
| { | |
| return this._Data[index]; | |
| } | |
| set | |
| { | |
| this._Data[index] = value; | |
| } | |
| } | |
| /// <summary> | |
| /// Vector addition. | |
| /// </summary> | |
| /// <param name="A">The left side vector of the addition operator.</param> | |
| /// <param name="B">The right side vector of the addition operator.</param> | |
| /// <returns>A vector that represents the result of the addition.</returns> | |
| public static Vector operator +(Vector A, Vector B) | |
| { | |
| return A.Add(B); | |
| } | |
| /// <summary> | |
| /// Unary minus. | |
| /// </summary> | |
| /// <param name="v">The vector.</param> | |
| /// <returns>Vector r[i] = -this[i]</returns> | |
| public static Vector operator -(Vector v) | |
| { | |
| return v.UnaryMinus(); | |
| } | |
| /// <summary> | |
| /// Vector subtraction. | |
| /// </summary> | |
| /// <param name="A"> The left side vector of the subtraction operator.</param> | |
| /// <param name="B">The right side vector of the subtraction operator.</param> | |
| /// <returns>A vector that represents the result of the vector subtraction.</returns> | |
| public static Vector operator -(Vector A, Vector B) | |
| { | |
| return A.Subtract(B); | |
| } | |
| /// <summary> | |
| /// Scalar-Vector multiplication. | |
| /// </summary> | |
| /// <param name="s"> The left side scalar of the multiplication operator.</param> | |
| /// <param name="A">The right side vector of the multiplication operator.</param> | |
| /// <returns>A vector that represents the result of the multiplication.</returns> | |
| public static Vector operator *(double s, Vector A) | |
| { | |
| return A.Multiply(s); | |
| } | |
| /// <summary> | |
| /// Vector-Scalar multiplication. | |
| /// </summary> | |
| /// <param name="A">The left side vector of the multiplication operator.</param> | |
| /// <param name="s"> The right side scalar of the multiplication operator.</param> | |
| /// <returns>A vector that represents the result of the multiplication.</returns> | |
| public static Vector operator *(Vector A, double s) | |
| { | |
| return A.Multiply(s); | |
| } | |
| ///// <summary> | |
| ///// Vector - Vector multiplication. | |
| ///// Row Vector * Column Vector: Inner product. | |
| ///// Column Vector * Row Vector: Outer product. | |
| ///// </summary> | |
| ///// <param name="A"> The left side vector of the multiplication operator.</param> | |
| ///// <param name="B">The right side vector of the multiplication operator.</param> | |
| ///// <returns>A value that represents the result of the vector multiplication.</returns> | |
| ///// <remarks> | |
| ///// The dot product is the result of multiplying all the components of two vectors together and adding the results. | |
| ///// </remarks> | |
| //public static Matrix operator *(Vector A, Vector B) | |
| //{ | |
| // Matrix matrixA = A; | |
| // Matrix matrixB = B; | |
| // return matrixA * matrixB; | |
| //} | |
| /// <summary> | |
| /// Dot product or scalar product. | |
| /// </summary> | |
| /// <param name="A"> The left side vector of the operator.</param> | |
| /// <param name="B">The right side vector of the operator.</param> | |
| /// <remarks> | |
| /// The dot product is the result of multiplying all the components of two vectors together and adding the results, res= Sum(A[i]*B[i]). | |
| /// </remarks> | |
| /// <returns>The dot product = Sum(A[i]*B[i])</returns> | |
| public static double DotProduct(Vector A, Vector B) | |
| { | |
| //if (A.Type != VectorType.Row || B.Type != VectorType.Column || B.Length != A.Length) | |
| //{ | |
| // throw new System.ArgumentException("Vector dimensions or type are not valid."); | |
| //} | |
| if ( B.Length != A.Length) | |
| { | |
| throw new System.ArgumentException("Vector dimensions must agree."); | |
| } | |
| double C = 0.0; | |
| double[] AData = A.Data; | |
| double[] BData = B.Data; | |
| for (int i = 0; i < AData.Length; i++) | |
| { | |
| C += AData[i] * BData[i]; | |
| } | |
| return C; | |
| } | |
| /// <summary> | |
| /// Dot product of this vector with another vector. | |
| /// </summary> | |
| /// <param name="B">The other vector.</param> | |
| /// <remarks> | |
| /// The dot product is the result of multiplying all the components of two vectors together and adding the results, res= Sum(A[i]*B[i]). | |
| /// </remarks> | |
| /// <returns>r = Sum(this[i]*B[i])</returns> | |
| public double DotProduct( Vector B) | |
| { | |
| return Vector.DotProduct(this, B); | |
| } | |
| /// <summary> | |
| /// Transposed vector. | |
| /// </summary> | |
| /// <returns>The transposed vector.</returns> | |
| /// <remarks> | |
| /// Transposition turns a row vector into a column vector ( Or a column vector into a row vector). | |
| /// </remarks> | |
| public Vector Transpose() | |
| { | |
| Vector AT = new Vector(this._Data); | |
| if (this._Type == VectorType.Column) AT.Type = VectorType.Row; | |
| else AT.Type = VectorType.Column; | |
| return AT; | |
| } | |
| /// <summary> | |
| /// Matrix- Vector multiplication. | |
| /// </summary> | |
| /// <param name="A"> The left side matrix of the multiplication operator.</param> | |
| /// <param name="B">The right side vector of the multiplication operator.</param> | |
| /// <returns>A matrix that represents the result of the matrix multiplication.</returns> | |
| public static Matrix operator *(BaseMatrix A, Vector B) | |
| { | |
| int BRows; | |
| int BColumns; | |
| if (B.Type == VectorType.Column) | |
| { | |
| BColumns = 1; | |
| BRows = B.Length; | |
| } | |
| else | |
| { | |
| BColumns = B.Length; | |
| BRows = 1; | |
| } | |
| if (A.ColumnCount != BRows) | |
| { | |
| throw new System.ArgumentException("Matrix dimensions are not valid."); | |
| } | |
| Matrix C = new Matrix(A.RowCount, BColumns); | |
| double[] AData = A.Data; | |
| double[] BData = B.Data; | |
| double[] CData = C.Data; | |
| int ARows = A.RowCount; | |
| int AColumns = A.ColumnCount; | |
| double Sum = 0.0; | |
| for (int j = 0; j < BColumns; j++) | |
| { | |
| for (int i = 0; i < ARows; i++) | |
| { | |
| Sum = 0.0; | |
| for (int k = 0; k < AColumns; k++) | |
| { | |
| Sum += AData[i + k * ARows] * BData[k + j * BRows]; | |
| } | |
| CData[i + j * ARows] = Sum; | |
| } | |
| } | |
| return C; | |
| } | |
| ///// <summary> | |
| ///// Vector-Matrix multiplication. | |
| ///// </summary> | |
| ///// <param name="A"> The left side vector of the multiplication operator.</param> | |
| ///// <param name="B">The right side matrix of the multiplication operator.</param> | |
| ///// <returns>A matrix that represents the result of the matrix multiplication.</returns> | |
| //public static Matrix operator *(Vector A, BaseMatrix B) | |
| //{ | |
| // int ARows; | |
| // int AColumns; | |
| // if (A.Type == VectorType.Column) | |
| // { | |
| // AColumns = 1; | |
| // ARows = A.Length; | |
| // } | |
| // else | |
| // { | |
| // AColumns = A.Length; | |
| // ARows = 1; | |
| // } | |
| // if (B.Rows != AColumns) | |
| // { | |
| // throw new System.ArgumentException("Matrix dimensions are not valid."); | |
| // } | |
| // Matrix C = new Matrix(ARows, B.Columns); | |
| // double[] AData = A.Data; | |
| // double[] BData = B.Data; | |
| // double[] CData = C.Data; | |
| // int BRows = B.Rows; | |
| // int BColumns = B.Columns; | |
| // double Sum = 0.0; | |
| // for (int j = 0; j < BColumns; j++) | |
| // { | |
| // for (int i = 0; i < ARows; i++) | |
| // { | |
| // Sum = 0.0; | |
| // for (int k = 0; k < AColumns; k++) | |
| // { | |
| // Sum += AData[i + k * ARows] * BData[k + j * BRows]; | |
| // } | |
| // CData[i + j * ARows] = Sum; | |
| // } | |
| // } | |
| // return C; | |
| //} | |
| /// <summary> | |
| /// Implicit Vector to Matrix conversion. | |
| /// </summary> | |
| /// <param name="V">The Vector</param> | |
| /// <returns>The Matrix.</returns> | |
| public static implicit operator Matrix (Vector V) | |
| { | |
| Matrix NewMatrix; | |
| if (V.Type == VectorType.Column) | |
| { | |
| NewMatrix = new Matrix(V.Length, 1, V.Data); | |
| } | |
| else | |
| { | |
| NewMatrix = new Matrix(1, V.Length, V.Data); | |
| } | |
| return NewMatrix; | |
| } | |
| /// <summary> | |
| /// Copies the elements of this vector to a new array. | |
| /// </summary> | |
| /// <returns>An array containing copies of the elements of this vector.</returns> | |
| public double[] ToArray() | |
| { | |
| double[] VectData = new double[this.Data.Length]; | |
| this._Data.CopyTo(VectData, 0); | |
| return VectData; | |
| } | |
| /// <summary> | |
| /// Add a scalar to all elements of this vector. | |
| /// </summary> | |
| /// <param name="s">The scalar.</param> | |
| /// <returns> | |
| /// Vector r[i] = this[i] + s | |
| /// </returns> | |
| public Vector Add( double s) | |
| { | |
| Vector v = new Vector(this._Type, this._Data.Length); | |
| double[] vData = v.Data; | |
| for (int i = 0; i < vData.Length; i++) | |
| { | |
| vData[i] = this._Data[i] + s; | |
| } | |
| return v; | |
| } | |
| /// <summary> | |
| /// In place add a scalar to all elements of this vector. | |
| /// </summary> | |
| /// <param name="s">The scalar.</param> | |
| public void AddInplace(double s) | |
| { | |
| for (int i = 0; i < this._Data.Length; i++) | |
| { | |
| this._Data[i] += s; | |
| } | |
| } | |
| /// <summary> | |
| /// Add a Vector. | |
| /// </summary> | |
| /// <param name="B">The vector B.</param> | |
| /// <returns> | |
| /// Vector r[i] = this[i] + B[i] | |
| /// </returns> | |
| public Vector Add(Vector B) | |
| { | |
| if (B.Type != this.Type || B.Length != this.Length) | |
| { | |
| throw new System.ArgumentException("Vector dimensions or type are not valid."); | |
| } | |
| Vector r = new Vector(this._Type, this.Length); | |
| double[] rData = r.Data; | |
| for (int i = 0; i < rData.Length; i++) | |
| { | |
| rData[i] = this._Data[i] + B[i]; | |
| } | |
| return r; | |
| } | |
| /// <summary> | |
| /// In place add a Vector. | |
| /// </summary> | |
| /// <param name="B">The vector B.</param> | |
| public void AddInplace(Vector B) | |
| { | |
| if (B.Type != this.Type || B.Length != this.Length) | |
| { | |
| throw new System.ArgumentException("Vector dimensions or type are not valid."); | |
| } | |
| for (int i = 0; i < this._Data.Length; i++) | |
| { | |
| this._Data[i] += B[i]; | |
| } | |
| } | |
| /// <summary> | |
| /// Subtract a scalar to all elements of this vector. | |
| /// </summary> | |
| /// <param name="s">The scalar.</param> | |
| /// <returns> | |
| /// Vector r[i] = this[i] - s | |
| /// </returns> | |
| public Vector Subtract(double s) | |
| { | |
| Vector v = new Vector(this._Type, this.Length); | |
| double[] vData = v.Data; | |
| for (int i = 0; i < vData.Length; i++) | |
| { | |
| vData[i] = this._Data[i] - s; | |
| } | |
| return v; | |
| } | |
| /// <summary> | |
| /// In place subtract a scalar to all elements of this vector. | |
| /// </summary> | |
| /// <param name="s">The scalar.</param> | |
| public void SubtractInplace(double s) | |
| { | |
| for (int i = 0; i < this._Data.Length; i++) | |
| { | |
| this._Data[i] -= s; | |
| } | |
| } | |
| /// <summary> | |
| /// Subtract a Vector. | |
| /// </summary> | |
| /// <param name="B">The vector B.</param> | |
| /// <returns> | |
| /// Vector r[i] = this[i] - B[i] | |
| /// </returns> | |
| public Vector Subtract(Vector B) | |
| { | |
| if (B.Type != this.Type || B.Length != this.Length) | |
| { | |
| throw new System.ArgumentException("Vector dimensions or type are not valid."); | |
| } | |
| Vector r = new Vector(this._Type, this.Length); | |
| double[] rData = r.Data; | |
| for (int i = 0; i < rData.Length; i++) | |
| { | |
| rData[i] = this._Data[i] - B[i]; | |
| } | |
| return r; | |
| } | |
| /// <summary> | |
| /// In place add a Vector. | |
| /// </summary> | |
| /// <param name="B">The vector B.</param> | |
| public void SubtractInplace(Vector B) | |
| { | |
| if (B.Type != this.Type || B.Length != this.Length) | |
| { | |
| throw new System.ArgumentException("Vector dimensions or type are not valid."); | |
| } | |
| for (int i = 0; i < this._Data.Length; i++) | |
| { | |
| this._Data[i] -= B[i]; | |
| } | |
| } | |
| /// <summary> | |
| /// Multiply a scalar to all elements of this vector. | |
| /// </summary> | |
| /// <param name="s">The scalar.</param> | |
| /// <returns> | |
| /// Vector r[i] = this[i] * s | |
| /// </returns> | |
| public Vector Multiply(double s) | |
| { | |
| Vector v = new Vector(this._Type, this.Length); | |
| double[] vData = v.Data; | |
| for (int i = 0; i < vData.Length; i++) | |
| { | |
| vData[i] = this._Data[i] * s; | |
| } | |
| return v; | |
| } | |
| /// <summary> | |
| /// In place multiply this vector with a scalar. | |
| /// </summary> | |
| /// <param name="scalar">The scalar </param> | |
| public void MultiplyInplace(double scalar) | |
| { | |
| for (int i = 0; i < this._Data.Length; i++) | |
| { | |
| this._Data[i] *= scalar; | |
| } | |
| } | |
| /// <summary> | |
| /// Unary minus. | |
| /// </summary> | |
| /// <returns> | |
| /// Vector r[i] = -this[i] | |
| /// </returns> | |
| public Vector UnaryMinus() | |
| { | |
| Vector v = new Vector(this._Type, this.Length); | |
| double[] vData = v.Data; | |
| for (int i = 0; i < vData.Length; i++) | |
| { | |
| vData[i] -= this._Data[i] ; | |
| } | |
| return v; | |
| } | |
| /// <summary> | |
| /// In place unary minus of this vector. | |
| /// </summary> | |
| public void UnaryMinusInplace() | |
| { | |
| for (int i = 0; i < this._Data.Length; i++) | |
| { | |
| this._Data[i] = -this._Data[i]; | |
| } | |
| } | |
| /// <summary> | |
| /// Calculate the norm of the vector (The 2-norm of the vector). | |
| /// </summary> | |
| /// <remarks> | |
| /// The 2-norm of a vector is the square root of the sum of squares of the vector coefficients. | |
| /// res = sum(u[i]^2) | |
| /// </remarks> | |
| /// <returns>The norm</returns> | |
| public double Norm() | |
| { | |
| double norm = 0.0; | |
| for (int i = 0; i < this._Data.Length; i++) | |
| { | |
| norm += this._Data[i] * this._Data[i]; | |
| } | |
| norm = Math.Sqrt(norm); | |
| return norm; | |
| } | |
| /// <summary> | |
| /// Calculate the 1-norm of the vector. | |
| /// </summary> | |
| /// <returns> | |
| /// r = sum(abs(this[i])) | |
| /// </returns> | |
| public double Norm1() | |
| { | |
| double sum = 0; | |
| for (int i = 0; i < this._Data.Length; i++) | |
| { | |
| sum += Math.Abs(this._Data[i]); | |
| } | |
| return sum; | |
| } | |
| /// <summary> | |
| /// Calculate the p-Norm. | |
| /// </summary> | |
| /// <returns> | |
| /// res = Sum(abs(u[i])^p))^(1/p) | |
| /// </returns> | |
| public double NormP(int p) | |
| { | |
| if (p < 1) | |
| { | |
| throw new ArgumentOutOfRangeException("p, p < 1"); | |
| } | |
| if (1 == p) | |
| { | |
| return Norm1(); | |
| } | |
| if (2 == p) | |
| { | |
| return Norm(); | |
| } | |
| double sum = 0; | |
| for (int i = 0; i < this._Data.Length; i++) | |
| { | |
| sum += Math.Pow(Math.Abs(this._Data[i]), p); | |
| } | |
| return Math.Pow(sum, 1.0 / p); | |
| } | |
| /// <summary> | |
| /// Infinity-Norm. | |
| /// </summary> | |
| /// <returns> | |
| /// res = max(abs(u[i])) | |
| /// </returns> | |
| public double NormInf() | |
| { | |
| double max = 0; | |
| for (int i = 0; i < this._Data.Length; i++) | |
| { | |
| max = Math.Max(max, Math.Abs(this._Data[i])); | |
| } | |
| return max; | |
| } | |
| /// <summary> | |
| /// Normalizes this vector to a unit vector with respect to the Eucliden 2-Norm. | |
| /// </summary> | |
| public Vector Normalize() | |
| { | |
| double norm = Norm(); | |
| Vector normalized = this.Clone(); | |
| if (norm < 1E-13) | |
| { | |
| return normalized; | |
| } | |
| normalized.MultiplyInplace(1.0/norm); | |
| return normalized; | |
| } | |
| /// <summary> | |
| /// Creates a copy of the vector. | |
| /// </summary> | |
| /// <returns>The copy of the vector.</returns> | |
| public Vector Clone() | |
| { | |
| Vector NewVector = new Vector(this._Type, this._Data); | |
| return NewVector; | |
| } | |
| /// <summary> | |
| /// Returns the equivalent string representation of the vector. | |
| /// </summary> | |
| /// <returns>The string representation of the vector.</returns> | |
| public string VectorToString() | |
| { | |
| using (StringWriter writer = new StringWriter()) | |
| { | |
| if (this._Type == VectorType.Column) | |
| { | |
| for (int i = 0; i < this._Data.Length; i++) | |
| { | |
| writer.Write(this._Data[i]); | |
| if (i < this._Data.Length - 1) writer.WriteLine(); | |
| } | |
| } | |
| else if (this._Type == VectorType.Row) | |
| { | |
| for (int i = 0; i < this._Data.Length; i++) | |
| { | |
| if (i < this._Data.Length - 1) | |
| writer.Write(this._Data[i] + ", "); | |
| else | |
| writer.Write(this._Data[i]); | |
| } | |
| } | |
| return writer.ToString(); | |
| } | |
| } | |
| } | |
| } | |