#region Copyright © 2009, De Santiago-Castillo JA. All rights reserved.
//Copyright © 2009 Jose Antonio De Santiago-Castillo
//E-mail:JAntonioDeSantiago@gmail.com
//Web: www.DotNumerics.com
//
#endregion
using System;
using System.Collections.Generic;
using System.Text;
using System.Diagnostics;
using System.IO;
using DotNumerics.LinearAlgebra.CSLapack;
namespace DotNumerics.LinearAlgebra
{
///
/// Represents a Base Matrix.
///
[DebuggerDisplay("[{RowCount},{ColumnCount}]")]
//[DebuggerDisplay("[{RowCount},{ColumnCount}]", Name = "BandMatrix")]
[DebuggerTypeProxy(typeof(MatrixDebuggerDisplay))]
public abstract class BaseMatrix: IMatrix
{
#region Static Fields
internal static DGETRF _dgetrf;
internal static DGETRI _dgetri;
#endregion
#region Fields
///
/// Los datos de la matriz, los datos se almacenan en un un array unidimensional,
/// Los elementos se almacenan por columnas, esto para que sean compatible con los Arrays de Fortran
///
[DebuggerBrowsable(DebuggerBrowsableState.Never)]
protected double[] _Data;
///
/// El numero de renglones
///
[DebuggerBrowsable(DebuggerBrowsableState.Never)]
protected int _RowCount;
///
/// El numero de columnas
///
[DebuggerBrowsable(DebuggerBrowsableState.Never)]
protected int _ColumnCount;
#endregion
#region Public Constructors
///
/// Initializes a new instance of the BaseMatrix class of the given size.
///
/// Number of rows.
/// Number of columns.
public BaseMatrix(int rows, int columns)
{
if (rows < 1) throw new System.ArgumentException("rows < 1");
if (columns < 1) throw new System.ArgumentException("columns < 1");
this._Data = new double[rows * columns];
this._RowCount = rows;
this._ColumnCount = columns;
}
///
/// Initializes a new instance of the BaseMatrix class of the given size using a array
///
/// Number of rows.
/// Number of columns.
/// The data, the data is copied.
internal BaseMatrix(int rows, int columns, double[] data)
{
if (rows < 1) throw new System.ArgumentException("rows < 1");
if (columns < 1) throw new System.ArgumentException("columns < 1");
this._Data = new double[rows * columns];
this._RowCount = rows;
this._ColumnCount = columns;
data.CopyTo(this._Data, 0);
////Si incluye la posibilidad de que los datos tengan menos valores que la matriz a crear
//for (int i = 0; i < Math.Min(this.MeData.Length, data.Length); i++)
//{
// this.MeData[i] = data[i];
//}
}
///
/// Initializes a new instance of the BaseMatrix class of the given size.
///
/// Size
public BaseMatrix(int size)
{
if (size < 1) throw new System.ArgumentException("size < 1");
this._Data = new double[size * size];
this._RowCount = size;
this._ColumnCount = size;
}
///
/// Initializes a new instance of the BaseMatrix class of the given size using a array
///
/// Size
/// The data
internal BaseMatrix(int size, double[] data)
{
if (size < 1) throw new System.ArgumentException("size < 1");
this._Data = new double[size * size];
this._RowCount = size;
this._ColumnCount = size;
data.CopyTo(this._Data, 0);
////Si incluye la posibilidad de que los datos tengan menos valores que la matriz a crear
//for (int i = 0; i < Math.Min(this.MeData.Length, data.Length); i++)
//{
// this.MeData[i] = Data[i];
//}
}
#endregion
#region Public Properties
///
/// Los datos de la matriz
///
[DebuggerBrowsable(DebuggerBrowsableState.Never)]
internal double[] Data
{
get { return this._Data; }
}
///
/// Returns the number of rows.
///
[DebuggerBrowsable(DebuggerBrowsableState.Never)]
public int RowCount
{
get { return _RowCount; }
//set { MeRowCount = value; }
}
///
/// Returns the number of columns.
///
[DebuggerBrowsable(DebuggerBrowsableState.Never)]
public int ColumnCount
{
get { return _ColumnCount; }
//set { MeColumnCount = value; }
}
///
/// Gets a value indicating if the matrix is square.
///
public bool IsSquare
{
get
{
bool isSquare = false;
if (this._ColumnCount == this.RowCount) isSquare = true;
return isSquare;
}
}
///
/// Gets or set the value of a element of this matrix.
///
/// The row value (zero-based).
/// The column value (zero-based).
/// The matrix element at (row, column).
public virtual double this[int row, int column]
{
get
{
if (column >= this._ColumnCount)
{
throw new ArgumentException("Index was outside the bounds of the matrix.");
}
return this._Data[row + column * this._RowCount];
}
set
{
if (column >= this._ColumnCount)
{
throw new ArgumentException("Index was outside the bounds of the matrix.");
}
this._Data[row + column * this._RowCount] = value;
}
}
#endregion
#region Private Methods
/// Check if size(this) == size(B)
internal protected void CheckMatrixDimensions(BaseMatrix B)
{
if (this._RowCount != B.RowCount || B.ColumnCount != this._ColumnCount)
{
throw new System.ArgumentException("Matrix dimensions must agree.");
}
}
#endregion // Private Methods
#region Elementary linear operations
///
/// aij=Math.Abs(aij)
///
public virtual void ElementsAbs()
{
for (int i = 0; i < this._Data.Length; i++)
{
this._Data[i] = Math.Abs(this._Data[i]);
}
}
///
/// Element-by-element division: aij = aij/bij
///
/// The B Matrix.
public virtual void ElemntsDiv(BaseMatrix B)
{
CheckMatrixDimensions(B);
double[] BData = B.Data;
for (int i = 0; i < this._Data.Length; i++)
{
this._Data[i] /= BData[i];
}
}
///
/// Element-by-element multiplication: aij = aij*bij
///
/// The B Matrix.
public virtual void ElemntsMult(BaseMatrix B)
{
CheckMatrixDimensions(B);
double[] BData = B.Data;
for (int i = 0; i < this._Data.Length; i++)
{
this._Data[i] *= BData[i];
}
}
///
/// Addition C=A+B
///
/// The Matrix
/// C=A+B
public virtual Matrix Add(BaseMatrix B)
{
CheckMatrixDimensions(B);
Matrix C = new Matrix(this._RowCount, this._ColumnCount);
double[] BData = B.Data;
double[] dataC = C.Data;
for (int i = 0; i < this._Data.Length; i++)
{
dataC[i] = this._Data[i] + BData[i];
}
return C;
}
///
/// In place scalar-matrix multiplication, A=s*A
///
/// The scalar
public virtual void MultiplyInplace(double s)
{
for (int i = 0; i < this._Data.Length; i++)
{
this._Data[i] *= s;
}
}
///
/// Scalar-matrix multiplication, C=s*A
///
/// The scalar
/// C=s*A
public Matrix Multiply(double s)
{
Matrix C = new Matrix(this._RowCount, this._ColumnCount);
double[] dataC = C.Data;
for (int i = 0; i < this._Data.Length; i++)
{
dataC[i] = this._Data[i] * s;
}
return C;
}
///
/// Matrix-Matrix multiplication, C=A*B
///
/// The matrix.
/// C=A*B
public Matrix Multiply(BaseMatrix B)
{
if (B.RowCount != this.ColumnCount)
{
throw new System.ArgumentException("Matrix dimensions are not valid.");
}
Matrix C = new Matrix(this.RowCount, B.ColumnCount);
double[] AData = this.Data;
double[] BData = B.Data;
double[] CData = C.Data;
int ARows = this.RowCount;
int AColumns = this.ColumnCount;
int BRows = B.RowCount;
int BColumns = B.ColumnCount;
double Sum = 0.0;
int indexBJ;
int indexAJ;
for (int j = 0; j < BColumns; j++)
{
indexBJ = j * BRows;
indexAJ = j * ARows;
for (int i = 0; i < ARows; i++)
{
Sum = 0.0;
for (int k = 0; k < AColumns; k++)
{
Sum += AData[i + k * ARows] * BData[k + indexBJ];
}
CData[i + indexAJ] = Sum;
}
}
return C;
//To reading every time elements from array , why we are taking some group of element i.e. Block size, then no need to read every element. A groups of element will be on catche and we can do fast as given above algo. This algorithm called " Block Algorithm". This Block algorithm can be applied many place where this type of situation will come.
//Block Algorithm for Matrix Multiplication:
//Code: C
// #define n 1000
//int main()
//{
// int a[n][n],b[n][n],c[n][n];
// c[0][0]=0;
// for( i=0;i
/// Matrix subtraction, C=A-B
///
/// The Matrix
/// C=A-B
public Matrix Subtract(BaseMatrix B)
{
CheckMatrixDimensions(B);
Matrix C = new Matrix(this._RowCount, this._ColumnCount);
double[] BData = B.Data;
double[] dataC = C.Data;
for (int i = 0; i < this._Data.Length; i++)
{
dataC[i] = this._Data[i] - BData[i];
}
return C;
}
///
/// In place unary minus -A
///
public virtual void UnaryMinusInplace()
{
for (int i = 0; i < this._Data.Length; i++)
{
this._Data[i] = -this._Data[i];
}
}
#endregion
#region Methods
///
/// Calculates the inverse of the matrix.
///
/// The inverse of the matrix.
public Matrix Inverse()
{
if (this.IsSquare != true)
{
throw new System.ArgumentException("This is not a square matrix.");
}
if (BaseMatrix._dgetrf == null)
{
BaseMatrix._dgetrf = new DGETRF();
}
if (BaseMatrix._dgetri == null)
{
BaseMatrix._dgetri = new DGETRI();
}
Matrix inverseMatrix= new Matrix(this.RowCount, this.ColumnCount, this.Data);
double[] inverseData= inverseMatrix.Data;
int[] ipiv= new int[this.RowCount];
int Info = 0;
double[] Work = new double[1];
int LWork = -1;
//Calculamos LWORK
BaseMatrix._dgetri.Run(this.RowCount, ref inverseData, 0, this.RowCount, ipiv, 0, ref Work, 0, LWork, ref Info);
LWork = Convert.ToInt32(Work[0]);
if (LWork > 0)
{
Work = new double[LWork];
BaseMatrix._dgetrf.Run(this.RowCount, this.ColumnCount, ref inverseData, 0, this.RowCount, ref ipiv, 0, ref Info);
#region Error
/// = 0: successful exit
/// .LT. 0: if INFO = -i, the i-th argument had an illegal value
/// .GT. 0: if INFO = i, U(i,i) is exactly zero. The factorization
/// has been completed, but the factor U is exactly
/// singular, and division by zero will occur if it is used
/// to solve a system of equations.
if (Info < 0)
{
string infoSTg = Math.Abs(Info).ToString();
throw new ArgumentException("the " + infoSTg + " -th argument had an illegal value");
}
else if (Info > 0)
{
string infoSTg = Math.Abs(Info).ToString();
throw new Exception("The matrix is numerically singular..");
}
#endregion
BaseMatrix._dgetri.Run(this.RowCount, ref inverseData, 0, this.RowCount, ipiv, 0, ref Work, 0, LWork, ref Info);
}
else
{
//Error
}
#region Error
/// (output) INTEGER
/// = 0: successful exit
/// .LT. 0: if INFO = -i, the i-th argument had an illegal value
/// .GT. 0: if INFO = i, U(i,i) is exactly zero; the matrix is
/// singular and its inverse could not be computed.
if (Info < 0)
{
string infoSTg = Math.Abs(Info).ToString();
throw new ArgumentException("the " + infoSTg + " -th argument had an illegal value");
}
else if (Info > 0)
{
string infoSTg = Math.Abs(Info).ToString();
throw new Exception("The matrix is numerically singular..");
}
#endregion
return inverseMatrix;
}
///
/// Calculates the determinant of the matrix.
///
/// The determinant of the matrix.
public double Determinant()
{
double det = 1.0;
if (this.IsSquare != true)
{
throw new System.ArgumentException("This is not a square matrix.");
}
if (BaseMatrix._dgetrf == null)
{
BaseMatrix._dgetrf = new DGETRF();
}
Matrix clonMatrix = new Matrix(this.RowCount, this.ColumnCount, this.Data);
double[] clonData = clonMatrix.Data;
int[] ipiv = new int[this.RowCount];
int Info = 0;
BaseMatrix._dgetrf.Run(this.RowCount, this.ColumnCount, ref clonData, 0, this.RowCount, ref ipiv, 0, ref Info);
#region Error
//
// (output) INTEGER
//= 0: successful exit
// .LT. 0: if INFO = -i, the i-th argument had an illegal value
// .GT. 0: if INFO = i, U(i,i) is exactly zero. The factorization
// has been completed, but the factor U is exactly
// singular, and division by zero will occur if it is used
// to solve a system of equations.
if (Info < 0)
{
string infoSTg = Math.Abs(Info).ToString();
throw new ArgumentException("the " + infoSTg + " -th argument had an illegal value");
}
//else if (Info > 0)
//{
// string infoSTg = Math.Abs(Info).ToString();
// throw new Exception("The matrix is numerically singular..");
//}
#endregion
//The LU factorization yields three matrices, the product of which is the original
//complex matrix. Therefore the determinat is the product of the three determinants
//of P, L and U. The determinant of the triangular matrices L and U is the product
//of the elements on the diagonal - as for any triangular matrix (for L this is 1
//as all elements of the diagonal are one.) The determinant of P is either +1 or -1
//depending of whether the number of row permutations is even or odd.
//Thank you very much for your answer. It seems to be that your message got tructated somehow, but I think I got the point.
//I also did some searching on the web and found the following two pieces of code which both claim to calculate the determinant of a square matrix.
//============================================
//call dgetrf(n,n,a,n,piv,info)
//det = 0d0
//if (info.ne.0) then
//return
//endif
//det = 1d0
//do 10,i=1,n
//if (piv(i).ne.i) then
//det = -det * a(i,i)
//else
//det = det * a(i,i)
//endif
//10 continue
//end
for (int i = 0; i < this._RowCount; i++)
{
if (ipiv[i] != (i + 1)) // i+1 debido a que aqui la base es 0 y en fortran es 1
{
det *= -clonMatrix[i, i];
}
else
{
det *= clonMatrix[i, i];
}
}
return det;
}
///
/// Gets the column vectors of this matrix.
///
/// The columns vectors.
public Vector[] GetColumnVectors()
{
Vector[] columnVects = new Vector[this._ColumnCount];
double[] VectData;
for (int j = 0; j < this._ColumnCount; j++)
{
columnVects[j] = new Vector(VectorType.Column, this._RowCount);
VectData = columnVects[j].Data;
for (int i = 0; i < VectData.Length; i++)
{
VectData[i] = this._Data[i + j * this._RowCount];
}
}
return columnVects;
}
///
/// Gets a column vector of this matrix at the selected position.
///
/// The column index (zero-based).
/// The column vector.
public Vector GetColumnVector(int columnIndex)
{
if (columnIndex >= this._ColumnCount)
{
throw new System.ArgumentException("columnIndex >= number of columns.");
}
if (columnIndex < 0)
{
throw new System.ArgumentException("columnIndex < 0");
}
Vector columnVect;
double[] VectData;
columnVect = new Vector(VectorType.Column, this._RowCount);
VectData = columnVect.Data;
for (int i = 0; i < VectData.Length; i++)
{
VectData[i] = this._Data[i + columnIndex * this._RowCount];
}
return columnVect;
}
///
/// Gets a column array of this matrix at the selected position.
///
/// The column index (zero-based).
/// The column array.
public double[] GetColumnArray(int columnIndex)
{
if (columnIndex >= this._ColumnCount)
{
throw new System.ArgumentException("columnIndex >= number of columns.");
}
if (columnIndex < 0)
{
throw new System.ArgumentException("columnIndex < 0");
}
double[] VectData = new double[this._RowCount];
for (int i = 0; i < VectData.Length; i++)
{
VectData[i] = this._Data[i + columnIndex * this._RowCount];
}
return VectData;
}
///
/// Gets the row vectors of this matrix.
///
/// The row vectors.
public Vector[] GetRowVectors()
{
Vector[] rowVects = new Vector[this.RowCount];
double[] VectData;
for (int i = 0; i < this._RowCount; i++)
{
rowVects[i] = new Vector(VectorType.Row, this._ColumnCount);
VectData = rowVects[i].Data;
for (int j = 0; j < VectData.Length; j++)
{
VectData[j] = this._Data[i + j * this._RowCount];
}
}
return rowVects;
}
///
/// Gets a row vector of this matrix at the selected position.
///
/// The row index (zero-based).
/// The row vector.
public Vector GetRowVector(int rowIndex)
{
if (rowIndex >= this._RowCount)
{
throw new System.ArgumentException("rowIndex >= number of rows.");
}
if (rowIndex < 0)
{
throw new System.ArgumentException("rowIndex < 0");
}
Vector rowVect;
double[] VectData;
rowVect = new Vector(VectorType.Row, this._ColumnCount);
VectData = rowVect.Data;
for (int j = 0; j < VectData.Length; j++)
{
VectData[j] = this._Data[rowIndex + j * this._RowCount];
}
return rowVect;
}
///
/// Gets a row array of this matrix at the selected position.
///
/// The row index (zero-based).
/// The row array.
public double[] GetRowArray(int rowIndex)
{
if (rowIndex >= this._RowCount)
{
throw new System.ArgumentException("rowIndex >= number of rows.");
}
if (rowIndex < 0)
{
throw new System.ArgumentException("rowIndex < 0");
}
double[] VectData = new double[this._ColumnCount];
for (int j = 0; j < VectData.Length; j++)
{
VectData[j] = this._Data[rowIndex + j * this._RowCount];
}
//}
return VectData;
}
///
/// Returns the equivalent string representation of the matrix.
///
/// The string representation of the matrix.
public string MatrixToString()
{
using (StringWriter writer = new StringWriter())
{
for (int i = 0; i < this._RowCount; i++)
{
for (int j = 0; j < this._ColumnCount; j++)
writer.Write(this[i, j].ToString() + ", ");
writer.WriteLine();
}
return writer.ToString();
}
}
///
/// Returns the equivalent string representation of the matrix.
///
/// A numeric format string.
/// The string representation of the matrix.
public string MatrixToString(string format)
{
using (StringWriter writer = new StringWriter())
{
for (int i = 0; i < this._RowCount; i++)
{
for (int j = 0; j < this._ColumnCount; j++)
writer.Write(this[i, j].ToString(format) + ", ");
writer.WriteLine();
}
return writer.ToString();
}
}
///
/// One Norm for the matrix.
///
/// The maximum column sum.
public double Norm1()
{
double n = 0.0;
double ColSum = 0.0;
int NRows = this._RowCount;
for (int j = 0; j < this._ColumnCount; j++)
{
ColSum = 0.0;
for (int i = 0; i < this._RowCount; i++)
{
ColSum += Math.Abs(this._Data[i + j * NRows]);
}
n = Math.Max(n, ColSum);
}
return n;
}
///
/// Infinity Norm for the matrix.
///
/// The maximum row sum.
public double NormInf()
{
double n = 0.0;
double RowSum = 0.0;
int NRows = this._RowCount;
for (int i = 0; i < this._RowCount; i++)
{
RowSum = 0.0;
for (int j = 0; j < this._ColumnCount; j++)
{
RowSum += Math.Abs(this._Data[i + j * NRows]);
}
n = Math.Max(n, RowSum);
}
return n;
}
/// Frobenius norm
/// The square root of sum of squares of all elements.
public double FrobeniusNorm()
{
double n=0;
for(int i=0; isqrt(a^2 + b^2) without under/overflow.
private double Hypot(double a, double b)
{
double r;
if (Math.Abs(a) > Math.Abs(b))
{
r = b/a;
r = Math.Abs(a) * Math.Sqrt(1 + r * r);
}
else if (b != 0)
{
r = a/b;
r = Math.Abs(b) * Math.Sqrt(1 + r * r);
}
else
{
r = 0.0;
}
return r;
}
///
/// Sum of elements =SUMij(A[i,j])
///
/// The sum of elements.
public double ElementsSum()
{
double TemSum = 0.0;
for (int i = 0; i < this._Data.Length; i++)
{
TemSum += this._Data[i];
}
return TemSum;
}
///
/// Transposed matrix.
///
/// The transposed matrix.
public Matrix Transpose()
{
Matrix AT = new Matrix(this._ColumnCount, this._RowCount);
int ATRows = AT.RowCount;
int ATColumns = AT.ColumnCount;
double[] ATData = AT.Data;
for (int j = 0; j < this._ColumnCount; j++)
{
for (int i = 0; i < this._RowCount; i++)
{
ATData[j + i * ATRows] = this._Data[i + j * this._RowCount];
}
}
return AT;
}
/// Returns the trace of the matrix.
/// Sum of the diagonal elements.
public double Trace
{
get
{
double trace = 0;
for (int i = 0; i < Math.Min(this.RowCount, this.ColumnCount ); i++)
{
trace += this[i, i];
}
return trace;
}
}
#endregion
#region Matrix-Matrix Multiplication
///
/// Matrix multiplication.
///
/// The left side matrix of the multiplication operator.
/// The right side matrix of the multiplication operator.
/// A matrix that represents the result of the matrix multiplication.
public static Matrix operator *(BaseMatrix A, BaseMatrix B)
{
return A.Multiply(B);
}
#endregion
#region Matrix-Matrix Addition
///
/// Matrix addition.
///
/// The left side matrix of the addition operator.
/// The right side matrix of the addition operator.
/// A matrix that represents the result of the matrix addition.
public static Matrix operator +(BaseMatrix A, BaseMatrix B)
{
return A.Add(B);
}
#endregion
#region Matrix-Matrix Subtraction
///
/// Matrix subtraction.
///
/// The left side matrix of the subtraction operator.
/// The right side matrix of the subtraction operator.
/// A matrix that represents the result of the matrix subtraction.
public static Matrix operator -(BaseMatrix A, BaseMatrix B)
{
return A.Subtract(B);
}
#endregion
#region IMatrix Members
///
/// Copy all elements of this matrix to a rectangular 2D array.
///
/// A rectangular 2D array.
public double[,] CopyToArray()
{
double[,] matrixData = new double[this._RowCount, this._ColumnCount];
for (int j = 0; j < this._ColumnCount; j++)
{
for (int i = 0; i < this._RowCount; i++)
{
matrixData[i,j] = this._Data[i + j * this._RowCount];
}
}
return matrixData;
}
///
/// Copy all elements of this matrix to a jagged array.
///
/// A jagged array.
public double[][] CopyToJaggedArray()
{
double[][] newData = new double[this._RowCount][];
for (int i = 0; i < this._RowCount; i++)
{
double[] row = new double[this._ColumnCount];
for (int j = 0; j < this._ColumnCount; j++)
{
row[j] = this._Data[i + j * this._RowCount];
}
newData[i] = row;
}
return newData;
}
public ComplexMatrix CopyToComplex()
{
ComplexMatrix complexMatrix = new ComplexMatrix(this._RowCount, this._ColumnCount);
Complex[] data = complexMatrix.Data;
for (int i = 0; i < this._Data.Length; i++)
{
data[i].Real = this._Data[i];
}
return complexMatrix;
}
#endregion
}
}