Beispiel #1
0
        /// <summary>
        /// MATLAB 'backslash' solver for the system
        /// <paramref name="M"/>*<paramref name="X"/> = <paramref name="RHS"/>.
        /// </summary>
        /// <param name="M">
        /// Matrix of the linear system.
        /// </param>
        /// <param name="RHS">
        /// Input, the right hand side of the linear system.
        /// </param>
        /// <param name="X">
        /// Output, the solution.
        /// </param>
        /// <param name="__WorkingPath"></param>
        public static void SolveMATLAB <T1, T2>(this IMutableMatrixEx M, T1 X, T2 RHS, string __WorkingPath = null)
            where T1 : IList <double>
            where T2 : IList <double> //
        {
            if (M.RowPartitioning.LocalLength != RHS.Count)
            {
                throw new ArgumentException("Mismatch between number of rows and length of right-hand-side.");
            }
            if (M.ColPartition.LocalLength != X.Count)
            {
                throw new ArgumentException("Mismatch between number of columns and length of unknown vector.");
            }

            MultidimensionalArray Xwrapper = MultidimensionalArray.Create(X.Count, 1);

            using (var connector = new BatchmodeConnector(WorkingPath: __WorkingPath)) {
                MultidimensionalArray output = MultidimensionalArray.Create(1, 1);
                connector.PutSparseMatrix(M, "Matrix");
                connector.PutVector(RHS, "RHS");

                connector.Cmd("X = Matrix \\ RHS ;");
                connector.GetMatrix(Xwrapper, "X");

                connector.Execute(false);

                Xwrapper.GetColumn(0, X);
            }
        }
Beispiel #2
0
        /// <summary>
        /// MATLAB function 'eigs' (eigenvalues and eigenvectors);
        /// </summary>
        /// <param name="M">
        /// A sparse Matrix.
        /// </param>
        /// <param name="__WorkingPath"></param>
        public static (double[] EigenVals, MultidimensionalArray EigenVect) eigsV(this IMatrix M, string __WorkingPath = null)
        {
            using (var connector = new BatchmodeConnector(WorkingPath: __WorkingPath)) {
                if (M == null)
                {
                    throw new ArgumentNullException();
                }
                if (M.NoOfCols != M.NoOfRows)
                {
                    throw new ArgumentException("Not supported for non-symmetrical matrices.");
                }
                int N = M.NoOfCols;

                MultidimensionalArray eVect = MultidimensionalArray.Create(N, N);
                MultidimensionalArray eVal  = MultidimensionalArray.Create(N, 1);
                connector.PutMatrix(M, "Matrix");
                connector.Cmd(string.Format("[V,D] = eigs(Matrix,{0});", M.NoOfCols));
                connector.Cmd(string.Format("ev = diag(D);"));
                connector.GetMatrix(eVect, "V");
                connector.GetMatrix(eVal, "ev");

                connector.Execute(false);

                return(eVal.GetColumn(0), eVect);
            }
        }
Beispiel #3
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        /// <summary>
        /// MATLAB function 'condest' (condition number estimation for sparse
        /// matrices)
        /// </summary>
        public static double condest(this IMutableMatrixEx M, string __WorkingPath = null)
        {
            using (var connector = new BatchmodeConnector(WorkingPath: __WorkingPath)) {
                MultidimensionalArray output = MultidimensionalArray.Create(1, 1);
                connector.PutSparseMatrix(M, "Matrix");
                connector.Cmd("cond = condest(Matrix)");
                connector.GetMatrix(output, "cond");

                connector.Execute(false);

                return(output[0, 0]);
            }
        }
Beispiel #4
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        /// <summary>
        /// MATLAB function 'eigs' (eigenvalues of a matrix);
        /// </summary>
        /// <param name="C">
        /// options, ('lm': largest magnitude, etc.) see MATLAB documentation.
        /// </param>
        /// <param name="K">
        /// Number of eigenvalues.
        /// </param>
        /// <param name="M">
        /// Matrix.
        /// </param>
        /// <param name="__WorkingPath"></param>
        public static double[] eigs(this IMutableMatrixEx M, int K, string C, string __WorkingPath = null)
        {
            using (var connector = new BatchmodeConnector(WorkingPath: __WorkingPath)) {
                MultidimensionalArray output = MultidimensionalArray.Create(1, 1);
                connector.PutSparseMatrix(M, "Matrix");
                connector.Cmd(string.Format("EV = eigs(Matrix,{0},'{1}')", K, C));
                connector.GetMatrix(output, "EV");

                connector.Execute(false);

                return(output.GetColumn(0));
            }
        }
Beispiel #5
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        /// <summary>
        /// Tests, via a Cholesky factorization, if a symmetric matrix is negative definite.
        /// </summary>
        public static bool IsNegDef(this IMutableMatrixEx M, string __WorkingPath = null)
        {
            using (var connector = new BatchmodeConnector(WorkingPath: __WorkingPath)) {
                MultidimensionalArray output = MultidimensionalArray.Create(1, 1);
                connector.PutSparseMatrix(M, "Matrix");
                connector.Cmd("[V,r]=chol(-0.5*(Matrix+Matrix'));");
                connector.GetMatrix(output, "r");

                connector.Execute(false);

                return(output[0, 0] == 0);
            }
        }
Beispiel #6
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        /// <summary>
        /// Evaluation of the condition number of a full matrix
        /// <paramref name="M"/>.
        /// </summary>
        /// <param name="M">A full square matrix</param>
        /// <param name="workingPath"></param>
        /// <returns>
        /// The condition number of <paramref name="M"/>
        /// </returns>
        public static double cond(this IMatrix M, string workingPath = null)
        {
            if (M == null)
            {
                throw new ArgumentNullException();
            }
            using (var connector = new BatchmodeConnector(WorkingPath: workingPath)) {
                MultidimensionalArray output = MultidimensionalArray.Create(1, 1);
                connector.PutMatrix(M, "Matrix");
                connector.Cmd("cond = cond(Matrix)");
                connector.GetMatrix(output, "cond");

                connector.Execute(false);

                return(output[0, 0]);
            }
        }
Beispiel #7
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        /// <summary>
        /// MATLAB function 'rank' (rank of a matrix);
        /// </summary>
        public static double rank(this IMutableMatrixEx M, string __WorkingPath = null)
        {
            if (M == null)
            {
                throw new ArgumentNullException();
            }
            using (var connector = new BatchmodeConnector(WorkingPath: __WorkingPath)) {
                MultidimensionalArray output = MultidimensionalArray.Create(1, 1);
                connector.PutSparseMatrix(M, "Matrix");
                connector.Cmd("rank = rank(full(Matrix))");
                connector.GetMatrix(output, "rank");

                connector.Execute(false);

                return(output[0, 0]);
            }
        }
Beispiel #8
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        /// <summary>
        /// Evaluation of the eigenvalues of a full matrix
        /// <paramref name="M"/>.
        /// </summary>
        /// <param name="M">A full square matrix</param>
        /// <param name="workingPath"></param>
        /// <returns>
        /// The eigenvalues of <paramref name="M"/> in ascending order
        /// </returns>
        public static double[] eig(this IMatrix M, string workingPath = null)
        {
            if (M.NoOfCols != M.NoOfRows)
            {
                throw new ArgumentException("Matrix must be square");
            }

            using (var connector = new BatchmodeConnector(WorkingPath: workingPath)) {
                MultidimensionalArray output = MultidimensionalArray.Create(M.NoOfCols, 1);
                connector.PutMatrix(M, "Matrix");
                connector.Cmd("eig = eig(Matrix)");
                connector.GetMatrix(output, "eig");

                connector.Execute(false);

                return(output.Storage);
            }
        }
Beispiel #9
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        /// <summary>
        /// Tests, via a Cholesky factorization, if a symmetric matrix is positive or negative definite.
        /// </summary>
        public static bool IsDefinite(this IMutableMatrixEx M, string __WorkingPath = null)
        {
            if (M == null)
            {
                throw new ArgumentNullException();
            }
            using (var connector = new BatchmodeConnector(WorkingPath: __WorkingPath)) {
                MultidimensionalArray output = MultidimensionalArray.Create(1, 2);
                connector.PutSparseMatrix(M, "Matrix");
                connector.Cmd("[V,pr]=chol( 0.5*(Matrix+Matrix'));");
                connector.Cmd("[V,nr]=chol(-0.5*(Matrix+Matrix'));");
                connector.Cmd("ret=[pr,nr]");
                connector.GetMatrix(output, "ret");

                connector.Execute(false);

                return(output[0, 0] == 0 || output[0, 1] == 0);
            }
        }
Beispiel #10
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        /// <summary>
        /// MATLAB function 'eigs' (eigenvalues of a sparse matrix);
        /// </summary>
        /// <param name="C">
        /// options, ('lm': largest magnitude, etc.) see MATLAB documentation.
        /// </param>
        /// <param name="K">
        /// Number of eigenvalues.
        /// </param>
        /// <param name="M">
        /// A sparse Matrix.
        /// </param>
        /// <param name="__WorkingPath"></param>
        public static double[] eigs(this IMutableMatrixEx M, int K, string C, string __WorkingPath = null)
        {
            using (var connector = new BatchmodeConnector(WorkingPath: __WorkingPath)) {
                if (M == null)
                {
                    throw new ArgumentNullException();
                }
                if (K < 1)
                {
                    throw new ArgumentOutOfRangeException();
                }

                MultidimensionalArray output = MultidimensionalArray.Create(K, 1);
                connector.PutSparseMatrix(M, "Matrix");
                connector.Cmd(string.Format("EV = eigs(Matrix,{0},'{1}');", K, C));
                connector.GetMatrix(output, "EV");

                connector.Execute(false);

                return(output.GetColumn(0));
            }
        }
Beispiel #11
0
        /// <summary>
        /// MATLAB function 'eigs' (eigenvalues of a dense matrix);
        /// </summary>
        /// <param name="M">
        /// A sparse Matrix.
        /// </param>
        /// <param name="__WorkingPath"></param>
        public static double[] eigs(this IMatrix M, string __WorkingPath = null)
        {
            using (var connector = new BatchmodeConnector(WorkingPath: __WorkingPath)) {
                if (M == null)
                {
                    throw new ArgumentNullException();
                }
                if (M.NoOfCols != M.NoOfRows)
                {
                    throw new ArgumentException("Not supported for non-symmetrical matrices.");
                }
                int N = M.NoOfCols;

                MultidimensionalArray output = MultidimensionalArray.Create(N, 1);
                connector.PutMatrix(M, "Matrix");
                connector.Cmd(string.Format("EV = eigs(Matrix,{0});", M.NoOfCols));
                connector.GetMatrix(output, "EV");

                connector.Execute(false);

                return(output.GetColumn(0));
            }
        }