/// <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);
}
}
/// <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)
{
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]);
}
}
/// <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);
}
}
/// <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));
}
}
