protected override bool InvEigImpl(Matrix mat, double?thresEigval, int?numZeroEigval, out Matrix inv, InfoPack extra)
{
NamedLock.FuncO <Matrix, bool> func = delegate(out Matrix linv)
{
Matlab.Clear("HTLib2_Matlab_InvEigImpl");
Matlab.PutMatrix("HTLib2_Matlab_InvEigImpl.A", mat.ToArray());
Matlab.PutValue("HTLib2_Matlab_InvEigImpl.ze", numZeroEigval.GetValueOrDefault(0));
Matlab.PutValue("HTLib2_Matlab_InvEigImpl.th", Math.Abs(thresEigval.GetValueOrDefault(0)));
Matlab.Execute("[HTLib2_Matlab_InvEigImpl.V, HTLib2_Matlab_InvEigImpl.D] = eig(HTLib2_Matlab_InvEigImpl.A);");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.D = diag(HTLib2_Matlab_InvEigImpl.D);");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.sortAbsD = sort(abs(HTLib2_Matlab_InvEigImpl.D));");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.sortAbsD0 = [0; HTLib2_Matlab_InvEigImpl.sortAbsD];"); // add zero to the first list, for the case ze=0 (null)
Matlab.Execute("HTLib2_Matlab_InvEigImpl.ze = HTLib2_Matlab_InvEigImpl.sortAbsD0(HTLib2_Matlab_InvEigImpl.ze+1);");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.th = max(HTLib2_Matlab_InvEigImpl.th, HTLib2_Matlab_InvEigImpl.ze);");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.idx = abs(HTLib2_Matlab_InvEigImpl.D) <= HTLib2_Matlab_InvEigImpl.th;");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.invD = ones(size(HTLib2_Matlab_InvEigImpl.D)) ./ HTLib2_Matlab_InvEigImpl.D;");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.invD(HTLib2_Matlab_InvEigImpl.idx) = 0;");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.invD = diag(HTLib2_Matlab_InvEigImpl.invD);");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.invA = HTLib2_Matlab_InvEigImpl.V * HTLib2_Matlab_InvEigImpl.invD * inv(HTLib2_Matlab_InvEigImpl.V);");
linv = Matlab.GetMatrix("HTLib2_Matlab_InvEigImpl.invA");
if (extra != null)
{
int num_zero_eigvals = Matlab.GetValueInt("sum(HTLib2_Matlab_InvEigImpl.idx)");
HDebug.AssertIf(numZeroEigval != null, numZeroEigval.GetValueOrDefault() <= num_zero_eigvals);
extra["num_zero_eigvals"] = num_zero_eigvals;
extra["eigenvalues"] = Matlab.GetVector("HTLib2_Matlab_InvEigImpl.D");
}
Matlab.Clear("HTLib2_Matlab_InvEigImpl");
return(true);
};
//return NamedLock.LockedCall("bool HTLib2.Matlab.NumericSolver.InvEigImpl(Matrix, double?, int?, out Matrix, InfoPack)", func, out inv);
return(NamedLock.LockedCall(Matlab.NamedLock.GetName("HTLib2_Matlab_InvEigImpl"), func, out inv));
}
public override ILinAlgMat _Inv(ILinAlgMat A)
{
using (new Matlab.NamedLock("LA"))
{
Matlab.PutMatrix("LA.A", A.ToArray());
CMatrix inv = Matlab.GetMatrix("inv(LA.A)");
Matlab.Clear();
return(inv);
}
}
public override ILinAlgMat _Diag(ILinAlgMat mat)
{
using (new Matlab.NamedLock("LA"))
{
Matlab.PutMatrix("LA.A", mat.ToArray());
CMatrix diag = Matlab.GetMatrix("diag(LA.A)");
Matlab.Clear();
return(diag);
}
}
public override double _Det(ILinAlgMat mat)
{
using (new Matlab.NamedLock("LA"))
{
Matlab.PutMatrix("LA.A", mat.ToArray());
double det = Matlab.GetValue("det(LA.A)");
Matlab.Clear();
return(det);
}
}
public override ILinAlgMat _LinSolve(ILinAlgMat A, ILinAlgMat B)
{
using (new Matlab.NamedLock("LA"))
{
Matlab.PutMatrix("LA.A", A.ToArray());
Matlab.PutMatrix("LA.B", B.ToArray());
CMatrix X = Matlab.GetMatrix(@"LA.A \ LA.B"); /// A X = B => X = A\B
Matlab.Clear();
return(X);
}
}
protected override bool QuadraticProgrammingConstrainedImpl(out Vector x
, Matrix H, Vector f
, Matrix A = null, Vector b = null
, Matrix Aeq = null, Vector beq = null
, Vector lb = null, Vector ub = null
, Vector x0 = null
, string options = null
)
{
using (new Matlab.NamedLock("NUMSLV"))
{
Matlab.Clear("NUMSLV");
Matlab.PutMatrix("NUMSLV.H", H.ToArray());
Matlab.PutVector("NUMSLV.f", f.ToArray());
Matlab.Execute("NUMSLV.A = [];"); if (A != null)
{
Matlab.PutMatrix("NUMSLV.A", A.ToArray());
}
Matlab.Execute("NUMSLV.b = [];"); if (b != null)
{
Matlab.PutVector("NUMSLV.b", b.ToArray());
}
Matlab.Execute("NUMSLV.Aeq = [];"); if (Aeq != null)
{
Matlab.PutMatrix("NUMSLV.Aeq", Aeq.ToArray());
}
Matlab.Execute("NUMSLV.beq = [];"); if (beq != null)
{
Matlab.PutVector("NUMSLV.beq", beq.ToArray());
}
Matlab.Execute("NUMSLV.lb = [];"); if (lb != null)
{
Matlab.PutVector("NUMSLV.lb", lb.ToArray());
}
Matlab.Execute("NUMSLV.ub = [];"); if (ub != null)
{
Matlab.PutVector("NUMSLV.ub", ub.ToArray());
}
Matlab.Execute("NUMSLV.x0 = [];"); if (x0 != null)
{
Matlab.PutVector("NUMSLV.x0", x0.ToArray());
}
if (options == null)
{
options = "[]";
}
Matlab.Execute("NUMSLV.x = quadprog(NUMSLV.H, NUMSLV.f, NUMSLV.A, NUMSLV.b, NUMSLV.Aeq, NUMSLV.beq, NUMSLV.lb, NUMSLV.ub, NUMSLV.x0, " + options + ");", true);
x = Matlab.GetVector("NUMSLV.x");
Matlab.Clear("NUMSLV");
}
return(true);
}
protected override bool LeastSquareConstrainedImpl(out Vector x
, Matrix C, Vector d
, Matrix A = null, Vector b = null
, Matrix Aeq = null, Vector beq = null
, Vector lb = null, Vector ub = null
, Vector x0 = null
, string options = null
)
{
using (new Matlab.NamedLock("NUMSLV"))
{
Matlab.Clear("NUMSLV");
Matlab.PutMatrix("NUMSLV.C", C.ToArray());
Matlab.PutVector("NUMSLV.d", d.ToArray());
Matlab.Execute("NUMSLV.A = [];"); if (A != null)
{
Matlab.PutMatrix("NUMSLV.A", A.ToArray());
}
Matlab.Execute("NUMSLV.b = [];"); if (b != null)
{
Matlab.PutVector("NUMSLV.b", b.ToArray());
}
Matlab.Execute("NUMSLV.Aeq = [];"); if (Aeq != null)
{
Matlab.PutMatrix("NUMSLV.Aeq", Aeq.ToArray());
}
Matlab.Execute("NUMSLV.beq = [];"); if (beq != null)
{
Matlab.PutVector("NUMSLV.beq", beq.ToArray());
}
Matlab.Execute("NUMSLV.lb = [];"); if (lb != null)
{
Matlab.PutVector("NUMSLV.lb", lb.ToArray());
}
Matlab.Execute("NUMSLV.ub = [];"); if (ub != null)
{
Matlab.PutVector("NUMSLV.ub", ub.ToArray());
}
Matlab.Execute("NUMSLV.x0 = [];"); if (x0 != null)
{
Matlab.PutVector("NUMSLV.x0", x0.ToArray());
}
if (options == null)
{
options = "[]";
}
Matlab.Execute("NUMSLV.x = lsqlin(NUMSLV.C, NUMSLV.d, NUMSLV.A, NUMSLV.b, NUMSLV.Aeq, NUMSLV.beq, NUMSLV.lb, NUMSLV.ub, NUMSLV.x0, " + options + ");", true);
x = Matlab.GetVector("NUMSLV.x");
Matlab.Clear("NUMSLV");
}
return(true);
}
protected override bool RankImpl(Matrix mat, out int rank)
{
NamedLock.FuncO <int, bool> func = delegate(out int lrank)
{
string varname = "HTLib2_Matlab_RankImpl";
Matlab.Clear(varname);
Matlab.PutMatrix(varname, mat.ToArray());
lrank = Matlab.GetValueInt("rank(" + varname + ")");
Matlab.Clear(varname);
return(true);
};
//return NamedLock.LockedCall("bool HTLib2.Matlab.NumericSolver.RankImpl(Matrix, out int)", func, out rank);
return(NamedLock.LockedCall(Matlab.NamedLock.GetName("HTLib2_Matlab_RankImpl"), func, out rank));
}
protected override bool CorrImpl(Vector vec1, Vector vec2, out double corr)
{
NamedLock.FuncO <double, bool> func = delegate(out double lcorr)
{
Matlab.Clear("HTLib2_Matlab_CorrImpl");
Matlab.PutVector("HTLib2_Matlab_CorrImpl.vec1", vec1.ToArray());
Matlab.PutVector("HTLib2_Matlab_CorrImpl.vec2", vec2.ToArray());
Matlab.Execute("HTLib2_Matlab_CorrImpl.corr = corr(HTLib2_Matlab_CorrImpl.vec1, HTLib2_Matlab_CorrImpl.vec2);");
lcorr = Matlab.GetValue("HTLib2_Matlab_CorrImpl.corr");
Matlab.Clear("HTLib2_Matlab_CorrImpl");
return(true);
};
//return NamedLock.LockedCall("bool HTLib2.Matlab.NumericSolver.CorrImpl(Vector, Vector, out double)", func, out corr);
return(NamedLock.LockedCall(Matlab.NamedLock.GetName("HTLib2_Matlab_CorrImpl"), func, out corr));
}
protected override bool SvdImpl(Matrix X, out Matrix U, out Vector S, out Matrix V)
{
using (new Matlab.NamedLock("NUMSLV"))
{
Matlab.Clear("NUMSLV");
Matlab.PutMatrix("NUMSLV.X", X.ToArray());
Matlab.Execute("[NUMSLV.U, NUMSLV.S, NUMSLV.V] = svd(NUMSLV.X);");
Matlab.Execute("NUMSLV.S = diag(NUMSLV.S);");
U = Matlab.GetMatrix("NUMSLV.U");
S = Matlab.GetVector("NUMSLV.S");
V = Matlab.GetMatrix("NUMSLV.V");
Matlab.Clear("NUMSLV");
}
return(true);
}
public override ILinAlgMat _Mul(params ILinAlgMat[] mats)
{
using (new Matlab.NamedLock("LA"))
{
Matlab.PutMatrix("LA.mul", mats[0].ToArray(), true);
for (int i = 1; i < mats.Length; i++)
{
Matlab.PutMatrix("LA.tmp", mats[i].ToArray(), true);
Matlab.Execute("LA.mul = LA.mul * LA.tmp;");
}
CMatrix mul = Matlab.GetMatrix("LA.mul", true);
Matlab.Clear();
return(mul);
}
}
protected override bool EigImpl(Matrix A, Matrix B, out Matrix eigvec, out Vector eigval)
{
NamedLock.FuncOO <Matrix, Vector, bool> func = delegate(out Matrix leigvec, out Vector leigval)
{
Matlab.Clear("HTLib2_Matlab_EigImpl");
Matlab.PutMatrix("HTLib2_Matlab_EigImpl.A", A.ToArray());
Matlab.PutMatrix("HTLib2_Matlab_EigImpl.B", B.ToArray());
Matlab.Execute("[HTLib2_Matlab_EigImpl.V, HTLib2_Matlab_EigImpl.D] = eig(HTLib2_Matlab_EigImpl.A, HTLib2_Matlab_EigImpl.B);");
Matlab.Execute("HTLib2_Matlab_EigImpl.D = diag(HTLib2_Matlab_EigImpl.D);");
leigvec = Matlab.GetMatrix("HTLib2_Matlab_EigImpl.V");
leigval = Matlab.GetVector("HTLib2_Matlab_EigImpl.D");
Matlab.Clear("HTLib2_Matlab_EigImpl");
return(true);
};
//return NamedLock.LockedCall("bool HTLib2.Matlab.NumericSolver.EigImpl(Matrix, Matrix, out Matrix, out Vector)", func, out eigvec, out eigval);
return(NamedLock.LockedCall(Matlab.NamedLock.GetName("HTLib2_Matlab_EigImpl"), func, out eigvec, out eigval));
}
protected override bool EigImpl(Matrix mat, out Matrix eigvec, out Vector eigval)
{
NamedLock.FuncOO <Matrix, Vector, bool> func = delegate(out Matrix leigvec, out Vector leigval)
{
bool bUseFile = (mat.ColSize * mat.ColSize > 1000 * 1000);
Matlab.Clear("HTLib2_Matlab_EigImpl");
Matlab.PutMatrix("HTLib2_Matlab_EigImpl.A", mat.ToArray(), bUseFile);
Matlab.Execute("[HTLib2_Matlab_EigImpl.V, HTLib2_Matlab_EigImpl.D] = eig(HTLib2_Matlab_EigImpl.A);");
Matlab.Execute("HTLib2_Matlab_EigImpl.D = diag(HTLib2_Matlab_EigImpl.D);");
leigvec = Matlab.GetMatrix("HTLib2_Matlab_EigImpl.V", bUseFile);
leigval = Matlab.GetVector("HTLib2_Matlab_EigImpl.D");
Matlab.Clear("HTLib2_Matlab_EigImpl");
return(true);
};
//return NamedLock.LockedCall("bool HTLib2.Matlab.NumericSolver.EigImpl(Matrix, out Matrix, out Vector)", func, out eigvec, out eigval);
return(NamedLock.LockedCall(Matlab.NamedLock.GetName("HTLib2_Matlab_EigImpl"), func, out eigvec, out eigval));
}
protected override bool PinvImpl(Matrix mat, out Matrix pinv, InfoPack extra)
{
NamedLock.FuncO <Matrix, bool> func = delegate(out Matrix lpinv)
{
Matlab.Clear("HTLib2_Matlab_PinvImpl");
Matlab.PutMatrix("HTLib2_Matlab_PinvImpl", mat.ToArray());
if (extra != null)
{
extra.SetValue("rank", Matlab.GetValueInt("rank(HTLib2_Matlab_PinvImpl)"));
}
Matlab.Execute("HTLib2_Matlab_PinvImpl = pinv(HTLib2_Matlab_PinvImpl);");
lpinv = Matlab.GetMatrix("HTLib2_Matlab_PinvImpl");
Matlab.Clear("HTLib2_Matlab_PinvImpl");
return(true);
};
//return NamedLock.LockedCall("bool HTLib2.Matlab.NumericSolver.PinvImpl(Matrix, out Matrix, InfoPack)", func, out pinv);
return(NamedLock.LockedCall(Matlab.NamedLock.GetName("HTLib2_Matlab_PinvImpl"), func, out pinv));
}
public override Tuple <ILinAlgMat, double[]> _EigSymm(ILinAlgMat A)
{
using (new Matlab.NamedLock("LA"))
{
Matlab.PutMatrix("LA.A", A.ToArray());
Matlab.Execute("LA.A = (LA.A + LA.A)/2;");
Matlab.Execute("[LA.V, LA.D] = eig(LA.A);");
Matlab.Execute("LA.D = diag(LA.D);");
CMatrix V = Matlab.GetMatrix("LA.V");
double[] D = Matlab.GetVector("LA.D");
if (HDebug.IsDebuggerAttached)
{
Matlab.Execute("LA.ERR = LA.A - (LA.V * diag(LA.D) * LA.V');");
Matlab.Execute("LA.ERR = max(max(abs(LA.ERR)));");
double err = Matlab.GetValue("LA.ERR");
HDebug.AssertTolerance(0.00000001, err);
}
Matlab.Clear();
return(new Tuple <ILinAlgMat, double[]>(V, D));
}
}