/// <summary>
///
/// </summary>
/// <param name="other"></param>
/// <returns></returns>
public VectorXD Solve(VectorXD other, DenseSolverType denseSolverType = DenseSolverType.ColPivHouseholderQR)
{
double[] vout = new double[Rows];
switch (denseSolverType)
{
case DenseSolverType.PartialPivLU:
EigenDenseUtilities.SolvePartialPivLU(GetValues(), Rows, Cols, other.GetValues(), vout);
break;
case DenseSolverType.FullPivLU:
EigenDenseUtilities.SolveFullPivLU(GetValues(), Rows, Cols, other.GetValues(), vout);
break;
case DenseSolverType.LDLT:
EigenDenseUtilities.SolveLDLT(GetValues(), Rows, Cols, other.GetValues(), vout);
break;
case DenseSolverType.LLT:
EigenDenseUtilities.SolveLLT(GetValues(), Rows, Cols, other.GetValues(), vout);
break;
case DenseSolverType.ColPivHouseholderQR:
default:
EigenDenseUtilities.SolveColPivHouseholderQr(GetValues(), Rows, Cols, other.GetValues(), vout);
break;
}
return(new VectorXD(vout));
}
private bool IsEqual(VectorXD other)
{
if (Length != other.Length)
{
return(false);
}
return(ArrayHelpers.ArraysEqual(_values, other._values));
}
public VectorXD Mult(VectorXD other)
{
double[] outVector = new double[Rows];
EigenDenseUtilities.Mult(GetValues(),
Rows,
Cols,
other.GetValues(),
other.Length,
outVector);
return(new VectorXD(outVector));
}
/// <summary>
///
/// </summary>
/// <param name="rhs"></param>
public VectorXD LeastSquaresSVD(VectorXD rhs, SVDType svdType = SVDType.Jacobi)
{
double[] vout = new double[Cols];
if (svdType == SVDType.Jacobi)
{
EigenDenseUtilities.SVDLeastSquares(GetValues(), Rows, Cols, rhs.GetValues(), vout);
}
else
{
EigenDenseUtilities.SVDLeastSquaresBdcSvd(GetValues(), Rows, Cols, rhs.GetValues(), vout);
}
return(new VectorXD(vout));
}
/// <summary>
/// A^TAx = A^b
/// </summary>
/// <param name="rhs"></param>
/// <returns></returns>
public VectorXD LeastSquaresNE(VectorXD rhs)
{
double[] vout = new double[Cols];
EigenDenseUtilities.NormalEquationsLeastSquares(GetValues(), Rows, Cols, rhs.GetValues(), vout);
return(new VectorXD(vout));
}
public double RelativeError(VectorXD rhs, VectorXD x)
{
return(EigenDenseUtilities.RelativeError(GetValues(), Rows, Cols, rhs.GetValues(), x.GetValues()));
}
public double Dot(VectorXD other)
{
return(EigenDenseUtilities.Dot(GetValues(), other.GetValues(), Length));
}
public VectorXD Minus(VectorXD other)
{
return(new VectorXD(ArrayHelpers.ArraysMinus(_values, other._values)));
}
public VectorXD Add(VectorXD other)
{
double[] outVector = new double[Length];
EigenDenseUtilities.Add(GetValues(), other.GetValues(), Length, outVector);
return(new VectorXD(outVector));
}
