public static Tuple <Matrix, Vector> EigSymm(this ILinAlg ila, Matrix A)
{
var AA = ila.ToILMat(A);
var VVDD = ila.EigSymm(AA);
Matrix V = VVDD.Item1.ToMatrix();
Vector D = VVDD.Item2;
AA.Dispose();
VVDD.Item1.Dispose();
GC.Collect();
return(new Tuple <Matrix, Vector>(V, D));
}
public static ILinAlgMat HInv(this ILinAlg ila, ILinAlgMat AA, string invtype, params object[] invopt)
{
if (invtype == null)
{
invtype = "inv";
}
object optparam = null;
switch (invtype)
{
case "inv":
return(ila.Inv(AA));
case "pinv":
return(ila.PInv(AA));
case "eig-zerothres":
{
var VVDD = ila.EigSymm(AA);
double threshold = (double)invopt[0];
for (int i = 0; i < VVDD.Item2.Length; i++)
{
if (Math.Abs(VVDD.Item2[i]) < threshold)
{
VVDD.Item2[i] = 0;
}
}
optparam = VVDD;
}
goto case "eig-VVDD";
case "eig-zerocount":
{
var VVDD = ila.EigSymm(AA);
int zerocount = (int)invopt[0];
for (int i = 0; i < zerocount; i++)
{
VVDD.Item2[i] = 0;
}
optparam = VVDD;
}
goto case "eig-VVDD";
case "eig-VVDD":
{
Tuple <ILinAlgMat, double[]> VVDD = optparam as Tuple <ILinAlgMat, double[]>;
for (int i = 0; i < VVDD.Item2.Length; i++)
{
if (VVDD.Item2[i] != 0)
{
VVDD.Item2[i] = 1 / VVDD.Item2[i];
}
}
var invAA = ila.Mul(VVDD.Item1, ila.ToILMat(VVDD.Item2).Diag(), VVDD.Item1.Tr);
if (HDebug.IsDebuggerAttached)
{
var check = AA * invAA;
check.Dispose();
}
VVDD.Item1.Dispose();
return(invAA);
}
default:
throw new NotImplementedException();
}
}
