/** * Computes the Moore–Penrose pseudoinverse using the SVD method. * * Modified version of the original implementation by Kim van der Linde. */ public static GeneralMatrix pinv(GeneralMatrix x) { if (x.Rank() < 1) return null; if (x.ColumnDimension > x.RowDimension) return pinv(x.Transpose()).Transpose(); SingularValueDecomposition svdX = new SingularValueDecomposition(x); double[] singularValues = svdX.SingularValues; double tol = Math.Max(x.ColumnDimension, x.RowDimension) * singularValues[0] * 2E-16; double[] singularValueReciprocals = new double[singularValues.Count()]; for (int i = 0; i < singularValues.Count(); i++) singularValueReciprocals[i] = Math.Abs(singularValues[i]) < tol ? 0 : (1.0 / singularValues[i]); double[][] u = svdX.GetU().Array; double[][] v = svdX.GetV().Array; int min = Math.Min(x.ColumnDimension, u[0].Count()); double[][] inverse = new double[x.ColumnDimension][]; for (int i = 0; i < x.ColumnDimension; i++) { inverse[i] = new double[x.RowDimension]; for (int j = 0; j < u.Count(); j++) for (int k = 0; k < min; k++) inverse[i][j] += v[i][k] * singularValueReciprocals[k] * u[j][k]; } return new GeneralMatrix(inverse); }
public void DEF() { double[][] rankdef = {new double[]{1.0, 4.0, 7.0, 10.0}, new double[]{2.0, 5.0, 8.0, 11.0}, new double[]{3.0, 6.0, 9.0, 12.0}}; GeneralMatrix def = new GeneralMatrix(rankdef); Assert.IsTrue(GeneralTests.Check(def.Rank(), System.Math.Min(def.RowDimension, def.ColumnDimension) - 1)); }
public static void Main(System.String[] argv) { GeneralMatrix A, B, C, Z, O, I, R, S, X, SUB, M, T, SQ, DEF, SOL; int errorCount = 0; int warningCount = 0; double tmp; double[] columnwise = new double[]{1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0, 11.0, 12.0}; double[] rowwise = new double[]{1.0, 4.0, 7.0, 10.0, 2.0, 5.0, 8.0, 11.0, 3.0, 6.0, 9.0, 12.0}; double[][] avals = {new double[]{1.0, 4.0, 7.0, 10.0}, new double[]{2.0, 5.0, 8.0, 11.0}, new double[]{3.0, 6.0, 9.0, 12.0}}; double[][] rankdef = avals; double[][] tvals = {new double[]{1.0, 2.0, 3.0}, new double[]{4.0, 5.0, 6.0}, new double[]{7.0, 8.0, 9.0}, new double[]{10.0, 11.0, 12.0}}; double[][] subavals = {new double[]{5.0, 8.0, 11.0}, new double[]{6.0, 9.0, 12.0}}; double[][] rvals = {new double[]{1.0, 4.0, 7.0}, new double[]{2.0, 5.0, 8.0, 11.0}, new double[]{3.0, 6.0, 9.0, 12.0}}; double[][] pvals = {new double[]{1.0, 1.0, 1.0}, new double[]{1.0, 2.0, 3.0}, new double[]{1.0, 3.0, 6.0}}; double[][] ivals = {new double[]{1.0, 0.0, 0.0, 0.0}, new double[]{0.0, 1.0, 0.0, 0.0}, new double[]{0.0, 0.0, 1.0, 0.0}}; double[][] evals = {new double[]{0.0, 1.0, 0.0, 0.0}, new double[]{1.0, 0.0, 2e-7, 0.0}, new double[]{0.0, - 2e-7, 0.0, 1.0}, new double[]{0.0, 0.0, 1.0, 0.0}}; double[][] square = {new double[]{166.0, 188.0, 210.0}, new double[]{188.0, 214.0, 240.0}, new double[]{210.0, 240.0, 270.0}}; double[][] sqSolution = {new double[]{13.0}, new double[]{15.0}}; double[][] condmat = {new double[]{1.0, 3.0}, new double[]{7.0, 9.0}}; int rows = 3, cols = 4; int invalidld = 5; /* should trigger bad shape for construction with val */ int raggedr = 0; /* (raggedr,raggedc) should be out of bounds in ragged array */ int raggedc = 4; int validld = 3; /* leading dimension of intended test Matrices */ int nonconformld = 4; /* leading dimension which is valid, but nonconforming */ int ib = 1, ie = 2, jb = 1, je = 3; /* index ranges for sub GeneralMatrix */ int[] rowindexset = new int[]{1, 2}; int[] badrowindexset = new int[]{1, 3}; int[] columnindexset = new int[]{1, 2, 3}; int[] badcolumnindexset = new int[]{1, 2, 4}; double columnsummax = 33.0; double rowsummax = 30.0; double sumofdiagonals = 15; double sumofsquares = 650; /// <summary>Constructors and constructor-like methods: /// double[], int /// double[][] /// int, int /// int, int, double /// int, int, double[][] /// Create(double[][]) /// Random(int,int) /// Identity(int) /// /// </summary> print("\nTesting constructors and constructor-like methods...\n"); try { /// <summary>check that exception is thrown in packed constructor with invalid length *</summary> A = new GeneralMatrix(columnwise, invalidld); errorCount = try_failure(errorCount, "Catch invalid length in packed constructor... ", "exception not thrown for invalid input"); } catch (System.ArgumentException e) { try_success("Catch invalid length in packed constructor... ", e.Message); } try { /// <summary>check that exception is thrown in default constructor /// if input array is 'ragged' * /// </summary> A = new GeneralMatrix(rvals); tmp = A.GetElement(raggedr, raggedc); } catch (System.ArgumentException e) { try_success("Catch ragged input to default constructor... ", e.Message); } catch (System.IndexOutOfRangeException e) { errorCount = try_failure(errorCount, "Catch ragged input to constructor... ", "exception not thrown in construction...ArrayIndexOutOfBoundsException thrown later"); System.Console.Out.WriteLine(e.Message); } try { /// <summary>check that exception is thrown in Create /// if input array is 'ragged' * /// </summary> A = GeneralMatrix.Create(rvals); tmp = A.GetElement(raggedr, raggedc); } catch (System.ArgumentException e) { try_success("Catch ragged input to Create... ", e.Message); System.Console.Out.WriteLine(e.Message); } catch (System.IndexOutOfRangeException e) { errorCount = try_failure(errorCount, "Catch ragged input to Create... ", "exception not thrown in construction...ArrayIndexOutOfBoundsException thrown later"); System.Console.Out.WriteLine(e.Message); } A = new GeneralMatrix(columnwise, validld); B = new GeneralMatrix(avals); tmp = B.GetElement(0, 0); avals[0][0] = 0.0; C = B.Subtract(A); avals[0][0] = tmp; B = GeneralMatrix.Create(avals); tmp = B.GetElement(0, 0); avals[0][0] = 0.0; if ((tmp - B.GetElement(0, 0)) != 0.0) { /// <summary>check that Create behaves properly *</summary> errorCount = try_failure(errorCount, "Create... ", "Copy not effected... data visible outside"); } else { try_success("Create... ", ""); } avals[0][0] = columnwise[0]; I = new GeneralMatrix(ivals); try { check(I, GeneralMatrix.Identity(3, 4)); try_success("Identity... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "Identity... ", "Identity GeneralMatrix not successfully created"); System.Console.Out.WriteLine(e.Message); } /// <summary>Access Methods: /// getColumnDimension() /// getRowDimension() /// getArray() /// getArrayCopy() /// getColumnPackedCopy() /// getRowPackedCopy() /// get(int,int) /// GetMatrix(int,int,int,int) /// GetMatrix(int,int,int[]) /// GetMatrix(int[],int,int) /// GetMatrix(int[],int[]) /// set(int,int,double) /// SetMatrix(int,int,int,int,GeneralMatrix) /// SetMatrix(int,int,int[],GeneralMatrix) /// SetMatrix(int[],int,int,GeneralMatrix) /// SetMatrix(int[],int[],GeneralMatrix) /// /// </summary> print("\nTesting access methods...\n"); /// <summary>Various get methods: /// /// </summary> B = new GeneralMatrix(avals); if (B.RowDimension != rows) { errorCount = try_failure(errorCount, "getRowDimension... ", ""); } else { try_success("getRowDimension... ", ""); } if (B.ColumnDimension != cols) { errorCount = try_failure(errorCount, "getColumnDimension... ", ""); } else { try_success("getColumnDimension... ", ""); } B = new GeneralMatrix(avals); double[][] barray = B.Array; if (barray != avals) { errorCount = try_failure(errorCount, "getArray... ", ""); } else { try_success("getArray... ", ""); } barray = B.ArrayCopy; if (barray == avals) { errorCount = try_failure(errorCount, "getArrayCopy... ", "data not (deep) copied"); } try { check(barray, avals); try_success("getArrayCopy... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "getArrayCopy... ", "data not successfully (deep) copied"); System.Console.Out.WriteLine(e.Message); } double[] bpacked = B.ColumnPackedCopy; try { check(bpacked, columnwise); try_success("getColumnPackedCopy... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "getColumnPackedCopy... ", "data not successfully (deep) copied by columns"); System.Console.Out.WriteLine(e.Message); } bpacked = B.RowPackedCopy; try { check(bpacked, rowwise); try_success("getRowPackedCopy... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "getRowPackedCopy... ", "data not successfully (deep) copied by rows"); System.Console.Out.WriteLine(e.Message); } try { tmp = B.GetElement(B.RowDimension, B.ColumnDimension - 1); errorCount = try_failure(errorCount, "get(int,int)... ", "OutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e) { System.Console.Out.WriteLine(e.Message); try { tmp = B.GetElement(B.RowDimension - 1, B.ColumnDimension); errorCount = try_failure(errorCount, "get(int,int)... ", "OutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e1) { try_success("get(int,int)... OutofBoundsException... ", ""); System.Console.Out.WriteLine(e1.Message); } } catch (System.ArgumentException e1) { errorCount = try_failure(errorCount, "get(int,int)... ", "OutOfBoundsException expected but not thrown"); System.Console.Out.WriteLine(e1.Message); } try { if (B.GetElement(B.RowDimension - 1, B.ColumnDimension - 1) != avals[B.RowDimension - 1][B.ColumnDimension - 1]) { errorCount = try_failure(errorCount, "get(int,int)... ", "GeneralMatrix entry (i,j) not successfully retreived"); } else { try_success("get(int,int)... ", ""); } } catch (System.IndexOutOfRangeException e) { errorCount = try_failure(errorCount, "get(int,int)... ", "Unexpected ArrayIndexOutOfBoundsException"); System.Console.Out.WriteLine(e.Message); } SUB = new GeneralMatrix(subavals); try { M = B.GetMatrix(ib, ie + B.RowDimension + 1, jb, je); errorCount = try_failure(errorCount, "GetMatrix(int,int,int,int)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e) { System.Console.Out.WriteLine(e.Message); try { M = B.GetMatrix(ib, ie, jb, je + B.ColumnDimension + 1); errorCount = try_failure(errorCount, "GetMatrix(int,int,int,int)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e1) { try_success("GetMatrix(int,int,int,int)... ArrayIndexOutOfBoundsException... ", ""); System.Console.Out.WriteLine(e1.Message); } } catch (System.ArgumentException e1) { errorCount = try_failure(errorCount, "GetMatrix(int,int,int,int)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); System.Console.Out.WriteLine(e1.Message); } try { M = B.GetMatrix(ib, ie, jb, je); try { check(SUB, M); try_success("GetMatrix(int,int,int,int)... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "GetMatrix(int,int,int,int)... ", "submatrix not successfully retreived"); System.Console.Out.WriteLine(e.Message); } } catch (System.IndexOutOfRangeException e) { errorCount = try_failure(errorCount, "GetMatrix(int,int,int,int)... ", "Unexpected ArrayIndexOutOfBoundsException"); System.Console.Out.WriteLine(e.Message); } try { M = B.GetMatrix(ib, ie, badcolumnindexset); errorCount = try_failure(errorCount, "GetMatrix(int,int,int[])... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e) { System.Console.Out.WriteLine(e.Message); try { M = B.GetMatrix(ib, ie + B.RowDimension + 1, columnindexset); errorCount = try_failure(errorCount, "GetMatrix(int,int,int[])... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e1) { try_success("GetMatrix(int,int,int[])... ArrayIndexOutOfBoundsException... ", ""); System.Console.Out.WriteLine(e1.Message); } } catch (System.ArgumentException e1) { errorCount = try_failure(errorCount, "GetMatrix(int,int,int[])... ", "ArrayIndexOutOfBoundsException expected but not thrown"); System.Console.Out.WriteLine(e1.Message); } try { M = B.GetMatrix(ib, ie, columnindexset); try { check(SUB, M); try_success("GetMatrix(int,int,int[])... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "GetMatrix(int,int,int[])... ", "submatrix not successfully retreived"); System.Console.Out.WriteLine(e.Message); } } catch (System.IndexOutOfRangeException e) { errorCount = try_failure(errorCount, "GetMatrix(int,int,int[])... ", "Unexpected ArrayIndexOutOfBoundsException"); System.Console.Out.WriteLine(e.Message); } try { M = B.GetMatrix(badrowindexset, jb, je); errorCount = try_failure(errorCount, "GetMatrix(int[],int,int)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e) { System.Console.Out.WriteLine(e.Message); try { M = B.GetMatrix(rowindexset, jb, je + B.ColumnDimension + 1); errorCount = try_failure(errorCount, "GetMatrix(int[],int,int)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e1) { try_success("GetMatrix(int[],int,int)... ArrayIndexOutOfBoundsException... ", ""); System.Console.Out.WriteLine(e1.Message); } } catch (System.ArgumentException e1) { errorCount = try_failure(errorCount, "GetMatrix(int[],int,int)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); System.Console.Out.WriteLine(e1.Message); } try { M = B.GetMatrix(rowindexset, jb, je); try { check(SUB, M); try_success("GetMatrix(int[],int,int)... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "GetMatrix(int[],int,int)... ", "submatrix not successfully retreived"); System.Console.Out.WriteLine(e.Message); } } catch (System.IndexOutOfRangeException e) { errorCount = try_failure(errorCount, "GetMatrix(int[],int,int)... ", "Unexpected ArrayIndexOutOfBoundsException"); System.Console.Out.WriteLine(e.Message); } try { M = B.GetMatrix(badrowindexset, columnindexset); errorCount = try_failure(errorCount, "GetMatrix(int[],int[])... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e) { System.Console.Out.WriteLine(e.Message); try { M = B.GetMatrix(rowindexset, badcolumnindexset); errorCount = try_failure(errorCount, "GetMatrix(int[],int[])... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e1) { try_success("GetMatrix(int[],int[])... ArrayIndexOutOfBoundsException... ", ""); System.Console.Out.WriteLine(e1.Message); } } catch (System.ArgumentException e1) { errorCount = try_failure(errorCount, "GetMatrix(int[],int[])... ", "ArrayIndexOutOfBoundsException expected but not thrown"); System.Console.Out.WriteLine(e1.Message); } try { M = B.GetMatrix(rowindexset, columnindexset); try { check(SUB, M); try_success("GetMatrix(int[],int[])... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "GetMatrix(int[],int[])... ", "submatrix not successfully retreived"); System.Console.Out.WriteLine(e.Message); } } catch (System.IndexOutOfRangeException e) { errorCount = try_failure(errorCount, "GetMatrix(int[],int[])... ", "Unexpected ArrayIndexOutOfBoundsException"); System.Console.Out.WriteLine(e.Message); } /// <summary>Various set methods: /// /// </summary> try { B.SetElement(B.RowDimension, B.ColumnDimension - 1, 0.0); errorCount = try_failure(errorCount, "set(int,int,double)... ", "OutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e) { System.Console.Out.WriteLine(e.Message); try { B.SetElement(B.RowDimension - 1, B.ColumnDimension, 0.0); errorCount = try_failure(errorCount, "set(int,int,double)... ", "OutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e1) { try_success("set(int,int,double)... OutofBoundsException... ", ""); System.Console.Out.WriteLine(e1.Message); } } catch (System.ArgumentException e1) { errorCount = try_failure(errorCount, "set(int,int,double)... ", "OutOfBoundsException expected but not thrown"); System.Console.Out.WriteLine(e1.Message); } try { B.SetElement(ib, jb, 0.0); tmp = B.GetElement(ib, jb); try { check(tmp, 0.0); try_success("set(int,int,double)... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "set(int,int,double)... ", "GeneralMatrix element not successfully set"); System.Console.Out.WriteLine(e.Message); } } catch (System.IndexOutOfRangeException e1) { errorCount = try_failure(errorCount, "set(int,int,double)... ", "Unexpected ArrayIndexOutOfBoundsException"); System.Console.Out.WriteLine(e1.Message); } M = new GeneralMatrix(2, 3, 0.0); try { B.SetMatrix(ib, ie + B.RowDimension + 1, jb, je, M); errorCount = try_failure(errorCount, "SetMatrix(int,int,int,int,GeneralMatrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e) { System.Console.Out.WriteLine(e.Message); try { B.SetMatrix(ib, ie, jb, je + B.ColumnDimension + 1, M); errorCount = try_failure(errorCount, "SetMatrix(int,int,int,int,GeneralMatrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e1) { try_success("SetMatrix(int,int,int,int,GeneralMatrix)... ArrayIndexOutOfBoundsException... ", ""); System.Console.Out.WriteLine(e1.Message); } } catch (System.ArgumentException e1) { errorCount = try_failure(errorCount, "SetMatrix(int,int,int,int,GeneralMatrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); System.Console.Out.WriteLine(e1.Message); } try { B.SetMatrix(ib, ie, jb, je, M); try { check(M.Subtract(B.GetMatrix(ib, ie, jb, je)), M); try_success("SetMatrix(int,int,int,int,GeneralMatrix)... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "SetMatrix(int,int,int,int,GeneralMatrix)... ", "submatrix not successfully set"); System.Console.Out.WriteLine(e.Message); } B.SetMatrix(ib, ie, jb, je, SUB); } catch (System.IndexOutOfRangeException e1) { errorCount = try_failure(errorCount, "SetMatrix(int,int,int,int,GeneralMatrix)... ", "Unexpected ArrayIndexOutOfBoundsException"); System.Console.Out.WriteLine(e1.Message); } try { B.SetMatrix(ib, ie + B.RowDimension + 1, columnindexset, M); errorCount = try_failure(errorCount, "SetMatrix(int,int,int[],GeneralMatrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e) { System.Console.Out.WriteLine(e.Message); try { B.SetMatrix(ib, ie, badcolumnindexset, M); errorCount = try_failure(errorCount, "SetMatrix(int,int,int[],GeneralMatrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e1) { try_success("SetMatrix(int,int,int[],GeneralMatrix)... ArrayIndexOutOfBoundsException... ", ""); System.Console.Out.WriteLine(e1.Message); } } catch (System.ArgumentException e1) { errorCount = try_failure(errorCount, "SetMatrix(int,int,int[],GeneralMatrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); System.Console.Out.WriteLine(e1.Message); } try { B.SetMatrix(ib, ie, columnindexset, M); try { check(M.Subtract(B.GetMatrix(ib, ie, columnindexset)), M); try_success("SetMatrix(int,int,int[],GeneralMatrix)... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "SetMatrix(int,int,int[],GeneralMatrix)... ", "submatrix not successfully set"); System.Console.Out.WriteLine(e.Message); } B.SetMatrix(ib, ie, jb, je, SUB); } catch (System.IndexOutOfRangeException e1) { errorCount = try_failure(errorCount, "SetMatrix(int,int,int[],GeneralMatrix)... ", "Unexpected ArrayIndexOutOfBoundsException"); System.Console.Out.WriteLine(e1.Message); } try { B.SetMatrix(rowindexset, jb, je + B.ColumnDimension + 1, M); errorCount = try_failure(errorCount, "SetMatrix(int[],int,int,GeneralMatrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e) { System.Console.Out.WriteLine(e.Message); try { B.SetMatrix(badrowindexset, jb, je, M); errorCount = try_failure(errorCount, "SetMatrix(int[],int,int,GeneralMatrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e1) { try_success("SetMatrix(int[],int,int,GeneralMatrix)... ArrayIndexOutOfBoundsException... ", ""); System.Console.Out.WriteLine(e1.Message); } } catch (System.ArgumentException e1) { errorCount = try_failure(errorCount, "SetMatrix(int[],int,int,GeneralMatrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); System.Console.Out.WriteLine(e1.Message); } try { B.SetMatrix(rowindexset, jb, je, M); try { check(M.Subtract(B.GetMatrix(rowindexset, jb, je)), M); try_success("SetMatrix(int[],int,int,GeneralMatrix)... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "SetMatrix(int[],int,int,GeneralMatrix)... ", "submatrix not successfully set"); System.Console.Out.WriteLine(e.Message); } B.SetMatrix(ib, ie, jb, je, SUB); } catch (System.IndexOutOfRangeException e1) { errorCount = try_failure(errorCount, "SetMatrix(int[],int,int,GeneralMatrix)... ", "Unexpected ArrayIndexOutOfBoundsException"); System.Console.Out.WriteLine(e1.Message); } try { B.SetMatrix(rowindexset, badcolumnindexset, M); errorCount = try_failure(errorCount, "SetMatrix(int[],int[],GeneralMatrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e) { System.Console.Out.WriteLine(e.Message); try { B.SetMatrix(badrowindexset, columnindexset, M); errorCount = try_failure(errorCount, "SetMatrix(int[],int[],GeneralMatrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); } catch (System.IndexOutOfRangeException e1) { try_success("SetMatrix(int[],int[],GeneralMatrix)... ArrayIndexOutOfBoundsException... ", ""); System.Console.Out.WriteLine(e1.Message); } } catch (System.ArgumentException e1) { errorCount = try_failure(errorCount, "SetMatrix(int[],int[],GeneralMatrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown"); System.Console.Out.WriteLine(e1.Message); } try { B.SetMatrix(rowindexset, columnindexset, M); try { check(M.Subtract(B.GetMatrix(rowindexset, columnindexset)), M); try_success("SetMatrix(int[],int[],GeneralMatrix)... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "SetMatrix(int[],int[],GeneralMatrix)... ", "submatrix not successfully set"); System.Console.Out.WriteLine(e.Message); } } catch (System.IndexOutOfRangeException e1) { errorCount = try_failure(errorCount, "SetMatrix(int[],int[],GeneralMatrix)... ", "Unexpected ArrayIndexOutOfBoundsException"); System.Console.Out.WriteLine(e1.Message); } /// <summary>Array-like methods: /// Subtract /// SubtractEquals /// Add /// AddEquals /// ArrayLeftDivide /// ArrayLeftDivideEquals /// ArrayRightDivide /// ArrayRightDivideEquals /// arrayTimes /// ArrayMultiplyEquals /// uminus /// /// </summary> print("\nTesting array-like methods...\n"); S = new GeneralMatrix(columnwise, nonconformld); R = GeneralMatrix.Random(A.RowDimension, A.ColumnDimension); A = R; try { S = A.Subtract(S); errorCount = try_failure(errorCount, "Subtract conformance check... ", "nonconformance not raised"); } catch (System.ArgumentException e) { try_success("Subtract conformance check... ", ""); System.Console.Out.WriteLine(e.Message); } if (A.Subtract(R).Norm1() != 0.0) { errorCount = try_failure(errorCount, "Subtract... ", "(difference of identical Matrices is nonzero,\nSubsequent use of Subtract should be suspect)"); } else { try_success("Subtract... ", ""); } A = R.Copy(); A.SubtractEquals(R); Z = new GeneralMatrix(A.RowDimension, A.ColumnDimension); try { A.SubtractEquals(S); errorCount = try_failure(errorCount, "SubtractEquals conformance check... ", "nonconformance not raised"); } catch (System.ArgumentException e) { try_success("SubtractEquals conformance check... ", ""); System.Console.Out.WriteLine(e.Message); } if (A.Subtract(Z).Norm1() != 0.0) { errorCount = try_failure(errorCount, "SubtractEquals... ", "(difference of identical Matrices is nonzero,\nSubsequent use of Subtract should be suspect)"); } else { try_success("SubtractEquals... ", ""); } A = R.Copy(); B = GeneralMatrix.Random(A.RowDimension, A.ColumnDimension); C = A.Subtract(B); try { S = A.Add(S); errorCount = try_failure(errorCount, "Add conformance check... ", "nonconformance not raised"); } catch (System.ArgumentException e) { try_success("Add conformance check... ", ""); System.Console.Out.WriteLine(e.Message); } try { check(C.Add(B), A); try_success("Add... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "Add... ", "(C = A - B, but C + B != A)"); System.Console.Out.WriteLine(e.Message); } C = A.Subtract(B); C.AddEquals(B); try { A.AddEquals(S); errorCount = try_failure(errorCount, "AddEquals conformance check... ", "nonconformance not raised"); } catch (System.ArgumentException e) { try_success("AddEquals conformance check... ", ""); System.Console.Out.WriteLine(e.Message); } try { check(C, A); try_success("AddEquals... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "AddEquals... ", "(C = A - B, but C = C + B != A)"); System.Console.Out.WriteLine(e.Message); } A = R.UnaryMinus(); try { check(A.Add(R), Z); try_success("UnaryMinus... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "uminus... ", "(-A + A != zeros)"); System.Console.Out.WriteLine(e.Message); } A = R.Copy(); O = new GeneralMatrix(A.RowDimension, A.ColumnDimension, 1.0); C = A.ArrayLeftDivide(R); try { S = A.ArrayLeftDivide(S); errorCount = try_failure(errorCount, "ArrayLeftDivide conformance check... ", "nonconformance not raised"); } catch (System.ArgumentException e) { try_success("ArrayLeftDivide conformance check... ", ""); System.Console.Out.WriteLine(e.Message); } try { check(C, O); try_success("ArrayLeftDivide... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "ArrayLeftDivide... ", "(M.\\M != ones)"); System.Console.Out.WriteLine(e.Message); } try { A.ArrayLeftDivideEquals(S); errorCount = try_failure(errorCount, "ArrayLeftDivideEquals conformance check... ", "nonconformance not raised"); } catch (System.ArgumentException e) { try_success("ArrayLeftDivideEquals conformance check... ", ""); System.Console.Out.WriteLine(e.Message); } A.ArrayLeftDivideEquals(R); try { check(A, O); try_success("ArrayLeftDivideEquals... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "ArrayLeftDivideEquals... ", "(M.\\M != ones)"); System.Console.Out.WriteLine(e.Message); } A = R.Copy(); try { A.ArrayRightDivide(S); errorCount = try_failure(errorCount, "ArrayRightDivide conformance check... ", "nonconformance not raised"); } catch (System.ArgumentException e) { try_success("ArrayRightDivide conformance check... ", ""); System.Console.Out.WriteLine(e.Message); } C = A.ArrayRightDivide(R); try { check(C, O); try_success("ArrayRightDivide... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "ArrayRightDivide... ", "(M./M != ones)"); System.Console.Out.WriteLine(e.Message); } try { A.ArrayRightDivideEquals(S); errorCount = try_failure(errorCount, "ArrayRightDivideEquals conformance check... ", "nonconformance not raised"); } catch (System.ArgumentException e) { try_success("ArrayRightDivideEquals conformance check... ", ""); System.Console.Out.WriteLine(e.Message); } A.ArrayRightDivideEquals(R); try { check(A, O); try_success("ArrayRightDivideEquals... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "ArrayRightDivideEquals... ", "(M./M != ones)"); System.Console.Out.WriteLine(e.Message); } A = R.Copy(); B = GeneralMatrix.Random(A.RowDimension, A.ColumnDimension); try { S = A.ArrayMultiply(S); errorCount = try_failure(errorCount, "arrayTimes conformance check... ", "nonconformance not raised"); } catch (System.ArgumentException e) { try_success("arrayTimes conformance check... ", ""); System.Console.Out.WriteLine(e.Message); } C = A.ArrayMultiply(B); try { check(C.ArrayRightDivideEquals(B), A); try_success("arrayTimes... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "arrayTimes... ", "(A = R, C = A.*B, but C./B != A)"); System.Console.Out.WriteLine(e.Message); } try { A.ArrayMultiplyEquals(S); errorCount = try_failure(errorCount, "ArrayMultiplyEquals conformance check... ", "nonconformance not raised"); } catch (System.ArgumentException e) { try_success("ArrayMultiplyEquals conformance check... ", ""); System.Console.Out.WriteLine(e.Message); } A.ArrayMultiplyEquals(B); try { check(A.ArrayRightDivideEquals(B), R); try_success("ArrayMultiplyEquals... ", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "ArrayMultiplyEquals... ", "(A = R, A = A.*B, but A./B != R)"); System.Console.Out.WriteLine(e.Message); } /// <summary>LA methods: /// Transpose /// Multiply /// Condition /// Rank /// Determinant /// trace /// Norm1 /// norm2 /// normF /// normInf /// Solve /// solveTranspose /// Inverse /// chol /// Eigen /// lu /// qr /// svd /// /// </summary> print("\nTesting linear algebra methods...\n"); A = new GeneralMatrix(columnwise, 3); T = new GeneralMatrix(tvals); T = A.Transpose(); try { check(A.Transpose(), T); try_success("Transpose...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "Transpose()...", "Transpose unsuccessful"); System.Console.Out.WriteLine(e.Message); } A.Transpose(); try { check(A.Norm1(), columnsummax); try_success("Norm1...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "Norm1()...", "incorrect norm calculation"); System.Console.Out.WriteLine(e.Message); } try { check(A.NormInf(), rowsummax); try_success("normInf()...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "normInf()...", "incorrect norm calculation"); System.Console.Out.WriteLine(e.Message); } try { check(A.NormF(), System.Math.Sqrt(sumofsquares)); try_success("normF...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "normF()...", "incorrect norm calculation"); System.Console.Out.WriteLine(e.Message); } try { check(A.Trace(), sumofdiagonals); try_success("trace()...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "trace()...", "incorrect trace calculation"); System.Console.Out.WriteLine(e.Message); } try { check(A.GetMatrix(0, A.RowDimension - 1, 0, A.RowDimension - 1).Determinant(), 0.0); try_success("Determinant()...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "Determinant()...", "incorrect determinant calculation"); System.Console.Out.WriteLine(e.Message); } SQ = new GeneralMatrix(square); try { check(A.Multiply(A.Transpose()), SQ); try_success("Multiply(GeneralMatrix)...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "Multiply(GeneralMatrix)...", "incorrect GeneralMatrix-GeneralMatrix product calculation"); System.Console.Out.WriteLine(e.Message); } try { check(A.Multiply(0.0), Z); try_success("Multiply(double)...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "Multiply(double)...", "incorrect GeneralMatrix-scalar product calculation"); System.Console.Out.WriteLine(e.Message); } A = new GeneralMatrix(columnwise, 4); QRDecomposition QR = A.QRD(); R = QR.R; try { check(A, QR.Q.Multiply(R)); try_success("QRDecomposition...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "QRDecomposition...", "incorrect QR decomposition calculation"); System.Console.Out.WriteLine(e.Message); } SingularValueDecomposition SVD = A.SVD(); try { check(A, SVD.GetU().Multiply(SVD.S.Multiply(SVD.GetV().Transpose()))); try_success("SingularValueDecomposition...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "SingularValueDecomposition...", "incorrect singular value decomposition calculation"); System.Console.Out.WriteLine(e.Message); } DEF = new GeneralMatrix(rankdef); try { check(DEF.Rank(), System.Math.Min(DEF.RowDimension, DEF.ColumnDimension) - 1); try_success("Rank()...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "Rank()...", "incorrect Rank calculation"); System.Console.Out.WriteLine(e.Message); } B = new GeneralMatrix(condmat); SVD = B.SVD(); double[] singularvalues = SVD.SingularValues; try { check(B.Condition(), singularvalues[0] / singularvalues[System.Math.Min(B.RowDimension, B.ColumnDimension) - 1]); try_success("Condition()...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "Condition()...", "incorrect condition number calculation"); System.Console.Out.WriteLine(e.Message); } int n = A.ColumnDimension; A = A.GetMatrix(0, n - 1, 0, n - 1); A.SetElement(0, 0, 0.0); LUDecomposition LU = A.LUD(); try { check(A.GetMatrix(LU.Pivot, 0, n - 1), LU.L.Multiply(LU.U)); try_success("LUDecomposition...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "LUDecomposition...", "incorrect LU decomposition calculation"); System.Console.Out.WriteLine(e.Message); } X = A.Inverse(); try { check(A.Multiply(X), GeneralMatrix.Identity(3, 3)); try_success("Inverse()...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "Inverse()...", "incorrect Inverse calculation"); System.Console.Out.WriteLine(e.Message); } O = new GeneralMatrix(SUB.RowDimension, 1, 1.0); SOL = new GeneralMatrix(sqSolution); SQ = SUB.GetMatrix(0, SUB.RowDimension - 1, 0, SUB.RowDimension - 1); try { check(SQ.Solve(SOL), O); try_success("Solve()...", ""); } catch (System.ArgumentException e1) { errorCount = try_failure(errorCount, "Solve()...", e1.Message); System.Console.Out.WriteLine(e1.Message); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "Solve()...", e.Message); System.Console.Out.WriteLine(e.Message); } A = new GeneralMatrix(pvals); CholeskyDecomposition Chol = A.chol(); GeneralMatrix L = Chol.GetL(); try { check(A, L.Multiply(L.Transpose())); try_success("CholeskyDecomposition...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "CholeskyDecomposition...", "incorrect Cholesky decomposition calculation"); System.Console.Out.WriteLine(e.Message); } X = Chol.Solve(GeneralMatrix.Identity(3, 3)); try { check(A.Multiply(X), GeneralMatrix.Identity(3, 3)); try_success("CholeskyDecomposition Solve()...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "CholeskyDecomposition Solve()...", "incorrect Choleskydecomposition Solve calculation"); System.Console.Out.WriteLine(e.Message); } EigenvalueDecomposition Eig = A.Eigen(); GeneralMatrix D = Eig.D; GeneralMatrix V = Eig.GetV(); try { check(A.Multiply(V), V.Multiply(D)); try_success("EigenvalueDecomposition (symmetric)...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "EigenvalueDecomposition (symmetric)...", "incorrect symmetric Eigenvalue decomposition calculation"); System.Console.Out.WriteLine(e.Message); } A = new GeneralMatrix(evals); Eig = A.Eigen(); D = Eig.D; V = Eig.GetV(); try { check(A.Multiply(V), V.Multiply(D)); try_success("EigenvalueDecomposition (nonsymmetric)...", ""); } catch (System.SystemException e) { errorCount = try_failure(errorCount, "EigenvalueDecomposition (nonsymmetric)...", "incorrect nonsymmetric Eigenvalue decomposition calculation"); System.Console.Out.WriteLine(e.Message); } print("\nTestMatrix completed.\n"); print("Total errors reported: " + System.Convert.ToString(errorCount) + "\n"); print("Total warnings reported: " + System.Convert.ToString(warningCount) + "\n"); }