public MatrixValue Function(MatrixValue x, MatrixValue y, MatrixValue f)
{
if (x.Length != y.Length)
{
throw new YAMPDifferentLengthsException(x.Length, y.Length);
}
if (x.Length != f.DimensionY)
{
throw new YAMPDifferentLengthsException(x.Length, f.DimensionY);
}
var m = f.DimensionX;
if (m < 2)
{
throw new YAMPArgumentInvalidException("Linfit", "f", 3);
}
var M = f;
var b = new MatrixValue(x.Length, 1);
for (var j = 1; j <= M.Rows; j++)
{
b[j, 1] = y[j];
}
var qr = QRDecomposition.Create(M);
return(qr.Solve(b));
}
public static Object Qr(Double[,] matrix)
{
var qr = QRDecomposition.Create(matrix);
return(ObjectHelpers.CreateObject(
"q", qr.Q,
"r", qr.R,
"full", qr.HasFullRank
));
}
public static Double[,] Inverse(Double[,] matrix)
{
var rows = matrix.GetLength(0);
var cols = matrix.GetLength(1);
var target = Helpers.One(cols);
if (cols < 24)
{
var lu = new LUDecomposition(matrix);
return(lu.Solve(target));
}
else if (Helpers.IsSymmetric(matrix))
{
var cho = new CholeskyDecomposition(matrix);
return(cho.Solve(target));
}
else
{
var qr = QRDecomposition.Create(matrix);
return(qr.Solve(target));
}
}
public MatrixValue Function(MatrixValue x, MatrixValue y, ScalarValue n)
{
if (x.Length != y.Length)
{
throw new YAMPDifferentLengthsException(x.Length, y.Length);
}
var nn = n.GetIntegerOrThrowException("n", Name);
var m = nn + 1;
if (m < 2)
{
throw new YAMPArgumentRangeException("n", 0.0);
}
var M = new MatrixValue(x.Length, m);
var b = new MatrixValue(x.Length, 1);
for (var j = 1; j <= M.Rows; j++)
{
var el = ScalarValue.One;
var z = x[j];
for (var i = 1; i <= M.Columns; i++)
{
M[j, i] = el;
el *= z;
}
b[j, 1] = y[j];
}
var qr = QRDecomposition.Create(M);
return(qr.Solve(b));
}
public ArgumentsValue Function(MatrixValue M)
{
var qr = QRDecomposition.Create(M);
return(new ArgumentsValue(qr.Q, qr.R));
}