public static Vector operator *(Vector v, Matrix m)
{
Contract.Requires(v != null);
Contract.Requires(m != null);
LowerTriangEtaMatrix ltr = m as LowerTriangEtaMatrix;
if (ltr != null)
return v * ltr;
TranspositionMatrix tr = m as TranspositionMatrix;
if (tr != null)
return v * tr;
Contract.Assume(v.Length == m.NumberOfRows);
Vector r = new Vector(m.NumberOfColumns);
for (int i = 0; i < m.NumberOfColumns; i++)
{
double s = 0;
for (int j = 0; j < v.Length; j++)
s += v[j] * m[j, i];
r[i] = s;
}
return r;
}
/*
private void InitMarkowitzNumbers() {
markovitzNumbers = new int[dim];
for (int i = 0; i < dim; i++)
for (int j = 0; j < A.NumberOfColumns; j++)
if (A[i, j]!=0)
markovitzNumbers[i]++;
}
*/
internal override void Solve_yBEquals_cB(double[] y)
{
/*
* We have LB=UE or B =L(-1)UE. We have yB=c or y=cB(-1)=cE(-1)(U-1)L.
* First we find cE(-1)=y, then yU(-1)=y, and then y=yL
*/
//solving yE=cB or yE1...Ek=cB
for (int i = this.etaList.Count - 1; i >= 0; i--)
etaList[i].SolveLeftSystem(y);
//solving xU=y, and putting the answer into y
this.U.SolveLeftSystem(y);
Vector v = new Vector(y);
for (int i = LP.Count - 1; i > -1; i--)
v *= LP[i];//will update coefficient of v, that is y
}
