/// <summary>
/// Converts the given matrix to an indexed matrix
/// </summary>
/// <param name='m'>
/// M.
/// </param>
public static IndexedMatrix ToIndexedMatrix(Matrix <double> matrix)
{
IndexedMatrix imat = matrix as IndexedMatrix;
if (imat != null)
{
return(imat);
}
IIndexByName index = null;
DenseMatrix dmat = matrix as DenseMatrix;
if (dmat != null)
{
return(new IndexedMatrix(dmat.Values, dmat.RowCount, dmat.ColumnCount, index, index));
}
imat = new IndexedMatrix(matrix.RowCount, matrix.ColumnCount, index, index);
for (int ri = 0; ri < matrix.RowCount; ri++)
{
for (int ci = 0; ci < matrix.ColumnCount; ci++)
{
imat[ri, ci] = matrix[ri, ci];
}
}
return(imat);
}
/// <summary>
/// Maps across enumerable, creating matrix, mapping function provides vector for each row
/// </summary>
/// <param name="src">Source.</param>
/// <param name="mapping">Mapping.</param>
public static Matrix <double> MapToMatrixByRow <V> (IEnumerable <V> src, Func <V, Vector <double> > mapping)
{
var tmpl = mapping(First(src));
var nrows = Length(src);
var ncols = tmpl.Count;
IIndexByName index = null;
if (tmpl is IndexedVector)
{
index = ((IndexedVector)tmpl).Indices;
}
var mat = new IndexedMatrix(nrows, ncols, null, index);
var ri = 0;
foreach (var v in src)
{
var rvec = mapping(v);
if (rvec.Count != ncols)
{
throw new ArgumentException("ncols does not match mapping function vector size");
}
for (int ci = 0; ci < ncols; ci++)
{
mat [ri, ci] = rvec [ci];
}
ri++;
}
return(mat);
}
/// <summary>
/// Create matrix with named indices and also allow matrix to grow # of columns (if Initialize.Alloc rather than Initialize.Size)
/// </summary>
/// <param name='rows'>
/// Rows.
/// </param>
/// <param name='cols'>
/// Cols.
/// </param>
/// <param name='rownames'>
/// Rownames.
/// </param>
/// <param name='colnames'>
/// Colnames.
/// </param>
/// <param name='init'>
/// Indicate whether rows/cols represent total size (Initialize.Size) or whether cols represents a allocation (Initialize.Alloc)
/// </param>
public IndexedMatrix(
int rows, int cols,
IIndexByName rownames = null,
IIndexByName colnames = null)
: base(rows, cols)
{
_rowindices = rownames;
_colindices = colnames;
}
/// <summary>
/// Initializes a new instance of the <see cref="bridge.math.matrix.IndexedMatrix"/> class.
/// </summary>
/// <param name="src">Source matrix.</param>
/// <param name="rownames">Row names.</param>
/// <param name="colnames">Col names.</param>
public IndexedMatrix(
Matrix <double> src,
IIndexByName rownames = null,
IIndexByName colnames = null)
: base(src.RowCount, src.ColumnCount)
{
_rowindices = rownames;
_colindices = colnames;
src.CopyTo(this);
}
/// <summary>
/// Combine vectors as columns to create new matrix
/// </summary>
/// <param name="cvecs">Column vector list</param>
public static Matrix <double> CBind(Vector <double>[] cvecs)
{
var v1 = cvecs [0];
IIndexByName idx = (v1 is IndexedVector) ? ((IndexedVector)v1).Indices : null;
var mat = new IndexedMatrix(v1.Count, cvecs.Length, idx, null);
for (int ci = 0; ci < cvecs.Length; ci++)
{
var v = cvecs [ci];
for (int ri = 0; ri < v1.Count; ri++)
{
mat [ri, ci] = v [ri];
}
}
return(mat);
}
/// <summary>
/// Determines whether indexed matrix contains a seried of quotes, based on column headers
/// </summary>
public static bool IsQuotes(IndexedMatrix m)
{
IIndexByName colnames = m.ColIndices;
if (colnames == null)
{
return(false);
}
var ordering = colnames.Ordering;
if (ordering.ContainsKey("bid") || ordering.ContainsKey("Bid"))
{
return(true);
}
else
{
return(false);
}
}
/// <summary>
/// Initializes a new vector with data array
/// </summary>
/// <param name="data">raw vector in form of array</param>
/// <param name='names'>Optional name-based index</param>
public IndexedVector(double[] data, IIndexByName names = null)
: base(data)
{
_index = names;
}
/// <summary>
/// Initializes a new vector with given size
/// </summary>
/// <param name='size'>
/// length of vector
/// </param>
/// <param name='names'>
/// Optional name-based index
/// </param>
public IndexedVector(int size, IIndexByName names = null)
: base(size)
{
_index = names;
}
