public static Matrix <double> GenerateRandomPositiveDefiniteUserDefinedMatrix(int order)
{
// Fill a matrix with standard random numbers.
var normal = new Distributions.Normal();
normal.RandomSource = new Numerics.Random.MersenneTwister(1);
var matrixA = new UserDefinedMatrix(order);
for (int i = 0; i < order; i++)
{
for (int j = 0; j < order; j++)
{
matrixA[i, j] = normal.Sample();
}
}
// Generate a matrix which is positive definite.
return(matrixA.Transpose() * matrixA);
}
/// <summary>
/// Creates a <c>UserDefinedMatrix</c> with random values.
/// </summary>
/// <param name="row">The number of rows.</param>
/// <param name="col">The number of columns.</param>
/// <returns>A <c>UserDefinedMatrix</c> with the given dimensions and random values.</returns>
public static Matrix GenerateRandomUserDefinedMatrix(int row, int col)
{
// Fill a matrix with standard random numbers.
var normal = new Normal
{
RandomSource = new MersenneTwister(1)
};
var matrixA = new UserDefinedMatrix(row, col);
for (var i = 0; i < row; i++)
{
for (var j = 0; j < col; j++)
{
matrixA[i, j] = normal.Sample();
}
}
return(matrixA);
}
/// <summary>
/// Creates a positive definite <c>UserDefinedMatrix</c> with random values.
/// </summary>
/// <param name="order">The order of the matrix.</param>
/// <returns>A positive definite <c>UserDefinedMatrix</c> with the given order and random values.</returns>
public static Matrix<double> GenerateRandomPositiveDefiniteUserDefinedMatrix(int order)
{
// Fill a matrix with standard random numbers.
var normal = new Normal(new MersenneTwister(1));
var matrixA = new UserDefinedMatrix(order);
for (var i = 0; i < order; i++)
{
for (var j = 0; j < order; j++)
{
matrixA[i, j] = normal.Sample();
}
}
// Generate a matrix which is positive definite.
return matrixA.Transpose()*matrixA;
}
/// <summary>
/// Creates a <c>UserDefinedMatrix</c> with random values.
/// </summary>
/// <param name="row">The number of rows.</param>
/// <param name="col">The number of columns.</param>
/// <returns>A <c>UserDefinedMatrix</c> with the given dimensions and random values.</returns>
public static Matrix GenerateRandomUserDefinedMatrix(int row, int col)
{
// Fill a matrix with standard random numbers.
var normal = new Normal(new MersenneTwister(1));
var matrixA = new UserDefinedMatrix(row, col);
for (var i = 0; i < row; i++)
{
for (var j = 0; j < col; j++)
{
matrixA[i, j] = normal.Sample();
}
}
return matrixA;
}
public static Matrix GenerateRandomPositiveDefiniteUserDefinedMatrix(int order)
{
// Fill a matrix with standard random numbers.
var normal = new Distributions.Normal();
normal.RandomSource = new Random.MersenneTwister(1);
var A = new UserDefinedMatrix(order);
for (int i = 0; i < order; i++)
{
for (int j = 0; j < order; j++)
{
A[i, j] = normal.Sample();
}
}
// Generate a matrix which is positive definite.
return A.Transpose() * A;
}
public static Matrix GenerateRandomUserDefinedMatrix(int row, int col)
{
// Fill a matrix with standard random numbers.
var normal = new Distributions.Normal();
normal.RandomSource = new Random.MersenneTwister(1);
var A = new UserDefinedMatrix(row, col);
for (int i = 0; i < row; i++)
{
for (int j = 0; j < col; j++)
{
A[i, j] = normal.Sample();
}
}
// Generate a matrix which is positive definite.
return A;
}
/// <summary>
/// Initializes a square matrix with all zero's except for ones on the diagonal.
/// </summary>
/// <param name="order">the size of the square matrix.</param>
/// <returns>A identity matrix.</returns>
public static UserDefinedMatrix Identity(int order)
{
var m = new UserDefinedMatrix(order, order);
for (var i = 0; i < order; i++)
{
m[i, i] = 1.0;
}
return m;
}
