/// <summary>
/// Performs the following operation for 0 <= i < this.<see cref="Length"/>:
/// result[i] = <paramref name="scalar"/> * this[i].
/// The resulting vector is written to a new <see cref="Vector"/> and then returned.
/// </summary>
/// <param name="scalar">The scalar value that multiplies all entries of the vector.</param>
public Vector Scale(double scalar)
{
//TODO: Perhaps this should be done using mkl_malloc and BLAS copy.
double[] result = new double[data.Length];
Array.Copy(data, result, data.Length);
Blas.Dscal(Length, scalar, result, 0, 1);
return(new Vector(result));
}
/// <summary>
/// Performs the following operation for the non-zero entries (i, j), such that 0 <= i < <see cref="NumRows"/>,
/// 0 <= j < <see cref="NumColumns"/>: result[i, j] = <paramref name="scalar"/> * this[i, j].
/// The resulting matrix is written to a new <see cref="CscMatrix"/> and then returned.
/// </summary>
/// <param name="scalar">A scalar that multiplies each entry of this matrix.</param>
public CscMatrix Scale(double scalar)
{
int nnz = this.values.Length;
double[] resultValues = new double[nnz];
Array.Copy(this.values, resultValues, nnz); //TODO: perhaps I should also copy the indexers
Blas.Dscal(nnz, scalar, resultValues, 0, 1);
return(new CscMatrix(this.NumRows, this.NumColumns, resultValues, this.rowIndices, this.colOffsets));
}
/// <summary>
/// Performs the following operation for 0 <= i < this.<see cref="Length"/>:
/// result[i] = <paramref name="scalar"/> * this[i].
/// The resulting vector is written to a new <see cref="SparseVector"/> and then returned.
/// </summary>
/// <param name="scalar">The scalar value that multiplies all entries of the vector.</param>
public SparseVector Scale(double scalar)
{
int nnz = this.values.Length;
double[] resultValues = new double[nnz];
Array.Copy(this.values, resultValues, nnz);
Blas.Dscal(nnz, scalar, resultValues, 0, 1);
return(new SparseVector(Length, resultValues, this.indices)); //TODO: perhaps I should also copy the indices
}
// markov operation
public void DoBackward(double t, double[] x, int right, double[] prob)
{
//int right;
//if (t > maxt)
//{
// right = setMaxT(t);
//}
//else
//{
// right = PoiDist.getRightBound(lambda * t, epsi);
//}
double weight = PoiDist.CompProb(Lambda * t, 0, right, prob);
Blas.Dcopy(ndim, x, xi);
Blas.Fill(ndim, x, 0.0);
Blas.Daxpy(ndim, prob[0], xi, x);
for (int l = 1; l <= right; l++)
{
Blas.Dcopy(ndim, xi, tmp);
DgemvNoTrans(1.0, tmp, 0.0, xi);
Blas.Daxpy(ndim, prob[l], xi, x);
}
Blas.Dscal(ndim, 1.0 / weight, x);
}
public void DoSojournForward(double t, double[] f, double[] b, double[] h, int right, double[] prob, double[][] vc)
{
//int right;
//if (t > maxt)
//{
// right = setMaxT(t);
//}
//else
//{
// right = PoiDist.getRightBound(lambda * t, epsi);
//}
double weight = PoiDist.CompProb(Lambda * t, 0, right + 1, prob);
// forward and backward
Blas.Fill(ndim, vc[right + 1], 0.0);
Blas.Daxpy(ndim, prob[right + 1], b, vc[right + 1]);
for (int l = right; l >= 1; l--)
{
DgemvNoTrans(1.0, vc[l + 1], 0.0, vc[l]);
Blas.Daxpy(ndim, prob[l], b, vc[l]);
}
Blas.Dcopy(ndim, f, xi);
Blas.Fill(ndim, f, 0.0);
Blas.Daxpy(ndim, prob[0], xi, f);
Blas.Fill(ndim * 2, h, 0.0);
Dger(1.0, xi, vc[1], h);
for (int l = 1; l <= right; l++)
{
Blas.Dcopy(ndim, xi, tmp);
DgemvTrans(1.0, tmp, 0.0, xi);
Blas.Daxpy(ndim, prob[l], xi, f);
Dger(1.0, xi, vc[l + 1], h);
}
Blas.Dscal(ndim, 1.0 / weight, f);
Blas.Dscal(ndim * 2, 1.0 / Lambda / weight, h);
}
/// <summary> /// See <see cref="IVector.ScaleIntoThis(double)"/>. /// </summary> public void ScaleIntoThis(double scalar) => Blas.Dscal(Length, scalar, data, 0, 1);
/// <summary> /// See <see cref="IMatrix.ScaleIntoThis(double)"/>. /// </summary> public void ScaleIntoThis(double scalar) => Blas.Dscal(values.Length, scalar, values, 0, 1);
/// <summary> /// See https://software.intel.com/en-us/mkl-developer-reference-fortran-scal#7269DCFE-7235-4690-A69E-D08712D8FC44 /// </summary> public void Dscal(int n, double alpha, double[] x, int offsetX, int incX) => Blas.Dscal(ref n, ref alpha, ref x[offsetX], ref incX);
private void SetScaledRate()
{
lambda = Blas.Amax(ndim, rate) * factor;
Blas.Dcopy(ndim, rate, scaledRate);
Blas.Dscal(ndim, 1.0 / lambda, scaledRate);
}