/// <summary>
/// Computes the solution to a real system of linear equations A * X = B, where A is a general matrix.
/// </summary>
/// <param name="A">The square matrix.</param>
/// <param name="B">The vector containing the right-hand side of the linear system.</param>
/// <returns>A vector containing the solution to the linear system of equations.</returns>
public Vector Solve(Matrix A, Vector B)
{
this.CheckDimensions(A, B);
Matrix Solution = B.Clone();
Matrix AClon = A.Clone();
this.SolveInplace(AClon, Solution);
return Solution.GetColumnVector(0);
}
/// <summary>
/// Computes the solution to a real system of linear equations A * X = B, where A is a general matrix.
/// </summary>
/// <param name="A">The square matrix.</param>
/// <param name="B">The vector containing the right-hand side of the linear system.</param>
/// <returns>A vector containing the solution to the linear system of equations.</returns>
public double[] Solve(double[,] A, double[] B)
{
Vector Solution = new Vector(B);
Matrix AClon = new Matrix(A);
this.CheckDimensions(AClon, Solution);
this.SolveInplace(AClon, Solution);
double[] solutionDate = Solution.Data;
return solutionDate;
}
/// <summary>
/// Unary minus.
/// </summary>
/// <returns>
/// Vector r[i] = -this[i]
/// </returns>
public Vector UnaryMinus()
{
Vector v = new Vector(this._Type, this.Length);
double[] vData = v.Data;
for (int i = 0; i < vData.Length; i++)
{
vData[i] -= this._Data[i] ;
}
return v;
}
/// <summary>
/// Transposed vector.
/// </summary>
/// <returns>The transposed vector.</returns>
/// <remarks>
/// Transposition turns a row vector into a column vector ( Or a column vector into a row vector).
/// </remarks>
public Vector Transpose()
{
Vector AT = new Vector(this._Data);
if (this._Type == VectorType.Column) AT.Type = VectorType.Row;
else AT.Type = VectorType.Column;
return AT;
}
/// <summary>
/// In place add a Vector.
/// </summary>
/// <param name="B">The vector B.</param>
public void SubtractInplace(Vector B)
{
if (B.Type != this.Type || B.Length != this.Length)
{
throw new System.ArgumentException("Vector dimensions or type are not valid.");
}
for (int i = 0; i < this._Data.Length; i++)
{
this._Data[i] -= B[i];
}
}
/// <summary>
/// Subtract all elements of this vector from a scalar.
/// </summary>
/// <param name="s">The scalar.</param>
/// <returns>
/// Vector r[i] = this[i] - s
/// </returns>
public Vector SubtractFrom(double s)
{
Vector v = new Vector(this._Type, this.Length);
double[] vData = v.Data;
for (int i = 0; i < vData.Length; i++)
{
vData[i] = s - this._Data[i];
}
return v;
}
/// <summary>
/// Subtract a Vector.
/// </summary>
/// <param name="B">The vector B.</param>
/// <returns>
/// Vector r[i] = this[i] - B[i]
/// </returns>
public Vector Subtract(Vector B)
{
if (B.Type != this.Type || B.Length != this.Length)
{
throw new System.ArgumentException("Vector dimensions or type are not valid.");
}
Vector r = new Vector(this._Type, this.Length);
double[] rData = r.Data;
for (int i = 0; i < rData.Length; i++)
{
rData[i] = this._Data[i] - B[i];
}
return r;
}
/// <summary>
/// Multiply a scalar to all elements of this vector.
/// </summary>
/// <param name="s">The scalar.</param>
/// <returns>
/// Vector r[i] = this[i] * s
/// </returns>
public Vector Multiply(double s)
{
Vector v = new Vector(this._Type, this.Length);
double[] vData = v.Data;
for (int i = 0; i < vData.Length; i++)
{
vData[i] = this._Data[i] * s;
}
return v;
}
/// <summary>
/// Dot product of this vector with another vector.
/// </summary>
/// <param name="B">The other vector.</param>
/// <remarks>
/// The dot product is the result of multiplying all the components of two vectors together and adding the results, res= Sum(A[i]*B[i]).
/// </remarks>
/// <returns>r = Sum(this[i]*B[i])</returns>
public double DotProduct( Vector B)
{
return Vector.DotProduct(this, B);
}
/// <summary>
/// Creates a copy of the vector.
/// </summary>
/// <returns>The copy of the vector.</returns>
public Vector Clone()
{
Vector NewVector = new Vector(this._Type, this._Data);
return NewVector;
}
///// <summary>
///// Vector - Vector multiplication.
///// Row Vector * Column Vector: Inner product.
///// Column Vector * Row Vector: Outer product.
///// </summary>
///// <param name="A"> The left side vector of the multiplication operator.</param>
///// <param name="B">The right side vector of the multiplication operator.</param>
///// <returns>A value that represents the result of the vector multiplication.</returns>
///// <remarks>
///// The dot product is the result of multiplying all the components of two vectors together and adding the results.
///// </remarks>
//public static Matrix operator *(Vector A, Vector B)
//{
// Matrix matrixA = A;
// Matrix matrixB = B;
// return matrixA * matrixB;
//}
/// <summary>
/// Dot product or scalar product.
/// </summary>
/// <param name="A"> The left side vector of the operator.</param>
/// <param name="B">The right side vector of the operator.</param>
/// <remarks>
/// The dot product is the result of multiplying all the components of two vectors together and adding the results, res= Sum(A[i]*B[i]).
/// </remarks>
/// <returns>The dot product = Sum(A[i]*B[i])</returns>
public static double DotProduct(Vector A, Vector B)
{
//if (A.Type != VectorType.Row || B.Type != VectorType.Column || B.Length != A.Length)
//{
// throw new System.ArgumentException("Vector dimensions or type are not valid.");
//}
if ( B.Length != A.Length)
{
throw new System.ArgumentException("Vector dimensions must agree.");
}
double C = 0.0;
double[] AData = A.Data;
double[] BData = B.Data;
for (int i = 0; i < AData.Length; i++)
{
C += AData[i] * BData[i];
}
return C;
}
/// <summary>
///Computes the singular value decomposition (SVD) of a real
/// M-by-N matrix A.
/// The SVD is written
/// A = U * S * transpose(V)
/// </summary>
/// <param name="A">The A matrix.</param>
/// <param name="S">A vector of singular values.</param>
public void ComputeSVD(Matrix A, out Vector S)
{
if (this._dgesvd == null) this._dgesvd = new DGESVD();
Matrix ACopy = A.Clone();
double[] ACopyData = ACopy.Data;
S = new Vector(Math.Min(A.RowCount, A.ColumnCount));// (output) DOUBLE PRECISION array, dimension (min(M,N))
double[] SingularValuesData = S.Data;
Matrix U = new Matrix(1, 1); // A is MxN, U is MxM, como aqui no se requiere no importa
double[] UData = U.Data;
Matrix VT = new Matrix(1, 1);// A is MxN, V is NxN, como aqui no se requiere no importa
double[] VTData = VT.Data;
double[] Work = new double[1];
int LWork = -1;
int Info = 0;
//Calculamos LWORK
this._dgesvd.Run("N", "N", A.RowCount, A.ColumnCount, ref ACopyData, 0, A.RowCount, ref SingularValuesData, 0, ref UData, 0, U.RowCount, ref VTData, 0, VT.RowCount, ref Work, 0, LWork, ref Info);
LWork = Convert.ToInt32(Work[0]);
if (LWork > 0)
{
Work = new double[LWork];
_dgesvd.Run("N", "N", A.RowCount, A.ColumnCount, ref ACopyData, 0, A.RowCount, ref SingularValuesData, 0, ref UData, 0, U.RowCount, ref VTData, 0, VT.RowCount, ref Work, 0, LWork, ref Info);
}
else
{
//Error
}
#region Error
// <param name="INFO">
// (output) INTEGER
// = 0: successful exit.
// .LT. 0: if INFO = -i, the i-th argument had an illegal value.
// .GT. 0: if DBDSQR did not converge, INFO specifies how many
// superdiagonals of an intermediate bidiagonal form B
// did not converge to zero. See the description of WORK
// above for details.
if (Info < 0)
{
string infoSTg = Math.Abs(Info).ToString();
throw new ArgumentException("the " + infoSTg + " -th argument had an illegal value");
}
else if (Info > 0)
{
string infoSTg = Math.Abs(Info).ToString();
throw new Exception("DBDSQR did not converge.");
}
#endregion
}
private void CheckDimensions(BaseMatrix matrixA, Vector vectorB)
{
if (matrixA.IsSquare != true)
{
throw new System.ArgumentException("Matrix A is not a square matrix.");
}
if (vectorB.Type != VectorType.Column)
{
throw new System.ArgumentException("The vector should be a column vector.");
}
if (matrixA.RowCount != vectorB.Length)
{
throw new System.ArgumentException("Matrix dimensions are not valid.");
}
}
/// <summary>
/// Computes the solution to a real system of linear equations
/// A * X = B, where A is a band matrix.
/// </summary>
/// <param name="A">The band matrix.</param>
/// <param name="B">The vector containing the right-hand side of the linear system.</param>
/// <returns>A vector containing the solution to the linear system of equations.</returns>
public Vector Solve(BandMatrix A, Vector B)
{
Matrix myB = B;
Vector solution = this.Solve(A, myB).GetColumnVector(0);
return this.Solve(A, B);
}
public VectorDebuggerDisplay(Vector TheVector)
{
this.MeVector = TheVector;
}
public MainViewModel()
{
Model = new PlotModel {
Title = "Chart"
};
Model.Axes.Add(new LinearColorAxis {
Position = AxisPosition.None, Minimum = 0.1, Maximum = 0.9, HighColor = OxyColors.Red, LowColor = OxyColors.Black
});
Model.Axes.Add(new LinearAxis {
Position = AxisPosition.Bottom, Title = "Condition number", FontSize = 14
});
Model.Axes.Add(new LinearAxis {
Position = AxisPosition.Left, Title = "Solutions difference", FontSize = 14
});
var series = new ScatterSeries[8];
series[0] = new ScatterSeries {
MarkerType = MarkerType.Circle
};
series[1] = new ScatterSeries {
MarkerType = MarkerType.Circle
};
series[2] = new ScatterSeries {
MarkerType = MarkerType.Circle
};
series[3] = new ScatterSeries {
MarkerType = MarkerType.Circle
};
series[4] = new ScatterSeries {
MarkerType = MarkerType.Circle
};
series[5] = new ScatterSeries {
MarkerType = MarkerType.Circle
};
series[6] = new ScatterSeries {
MarkerType = MarkerType.Circle
};
series[7] = new ScatterSeries {
MarkerType = MarkerType.Circle
};
var equations = new List <(Matrix, DotNumerics.LinearAlgebra.Vector, DotNumerics.LinearAlgebra.Vector)>();
var matrix1 = new Matrix(2, 2);
matrix1[0, 0] = -400.6;
matrix1[0, 1] = 199.8;
matrix1[1, 0] = 1198.8;
matrix1[1, 1] = -600.4;
var vector1 = new DotNumerics.LinearAlgebra.Vector(new double[] { 200, -600 });
var exactSolution1 = new DotNumerics.LinearAlgebra.Vector(new double[] { -0.2, 0.6 });
equations.Add((matrix1, vector1, exactSolution1));
var matrix2 = new Matrix(2, 2);
matrix2[0, 0] = -401.98;
matrix2[0, 1] = 200.34;
matrix2[1, 0] = 1202.04;
matrix2[1, 1] = -602.32;
var vector2 = new DotNumerics.LinearAlgebra.Vector(new double[] { 722.264, -2166.272 });
var exactSolution2 = new DotNumerics.LinearAlgebra.Vector(new double[] { -0.8, 2 });
equations.Add((matrix2, vector2, exactSolution2));
var matrix3 = new Matrix(2, 2);
matrix3[0, 0] = -400.94;
matrix3[0, 1] = 200.2;
matrix3[1, 0] = 1200.12;
matrix3[1, 1] = -600.96;
var vector3 = new DotNumerics.LinearAlgebra.Vector(new double[] { -160.268, 480.408 });
var exactSolution3 = new DotNumerics.LinearAlgebra.Vector(new double[] { 0.2, -0.4 });
equations.Add((matrix3, vector3, exactSolution3));
var matrix4 = new Matrix(2, 2);
matrix4[0, 0] = -41;
matrix4[0, 1] = 127;
matrix4[1, 0] = 113;
matrix4[1, 1] = -60;
var vector4 = new DotNumerics.LinearAlgebra.Vector(new double[] { -787, 1589 });
var exactSolution4 = new DotNumerics.LinearAlgebra.Vector(new double[] { 13, -2 });
equations.Add((matrix4, vector4, exactSolution4));
var matrix5 = new Matrix(2, 2);
matrix5[0, 0] = -402.9;
matrix5[0, 1] = 200.7;
matrix5[1, 0] = 1204.2;
matrix5[1, 1] = -603.6;
var vector5 = new DotNumerics.LinearAlgebra.Vector(new double[] { 201, -603 });
var exactSolution5 = new DotNumerics.LinearAlgebra.Vector(new double[] { -0.2, 0.6 });
equations.Add((matrix5, vector5, exactSolution5));
// bad condition matrix
var matrix6 = new Matrix(2, 2);
matrix6[0, 0] = 1;
matrix6[0, 1] = 0.99;
matrix6[1, 0] = 0.99;
matrix6[1, 1] = 0.98;
var vector6 = new DotNumerics.LinearAlgebra.Vector(new double[] { 2, 2 });
var exactSolution6 = new DotNumerics.LinearAlgebra.Vector(new double[] { 200, -200 });
equations.Add((matrix6, vector6, exactSolution6));
// Hilbert matrix
var matrix7 = new Matrix(7, 7);
for (var i = 0; i < 7; i++)
{
for (var j = 0; j < 7; j++)
{
matrix7[i, j] = 1;
matrix7[i, j] /= 1 + i + j;
}
}
var vector7 = new DotNumerics.LinearAlgebra.Vector(new double[] { 1, 1, 1, 1, 1, 1, 1 });
vector7[0] = vector7[0] * 5699 / 420;
vector7[1] = vector7[1] * 4103 / 420;
vector7[2] = vector7[2] * 19661 / 2520;
vector7[3] = vector7[3] * 157 / 24;
vector7[4] = vector7[4] * 156631 / 27720;
vector7[5] = vector7[5] * 34523 / 6930;
vector7[6] = vector7[6] * 146077 / 32760;
var exactSolution7 = new DotNumerics.LinearAlgebra.Vector(new double[] { 2, 9, 4, 7, 11, 9, 2 });
equations.Add((matrix7, vector7, exactSolution7));
for (var i = 0; i < 7; i++)
{
var conditionNumber = new ConditionNumber(equations[i].Item1, equations[i].Item2, equations[i].Item3);
var spectralCriterion = conditionNumber.CalculateSpectralCriterion();
var volumetricCriterion = conditionNumber.CalculateVolumetricCriterion();
var angleCriterion = conditionNumber.CalculateAngleCriterion();
var variedSolution1 = conditionNumber.CalculateVariedSolution(0.1);
var variedSolution2 = conditionNumber.CalculateVariedSolution(0.01);
var variedSolution3 = conditionNumber.CalculateVariedSolution(0.001);
var difference1 = equations[i].Item3 - variedSolution1;
var difference2 = equations[i].Item3 - variedSolution2;
var difference3 = equations[i].Item3 - variedSolution3;
double delta1 = 0;
double delta2 = 0;
double delta3 = 0;
for (var j = 0; j < equations[i].Item1.RowCount; j++)
{
delta1 += difference1[j] * difference1[j];
delta2 += difference2[j] * difference2[j];
delta3 += difference3[j] * difference3[j];
}
delta1 = Math.Sqrt(delta1);
delta2 = Math.Sqrt(delta2);
delta3 = Math.Sqrt(delta3);
// red dots
series[i].Points.Add(new ScatterPoint(spectralCriterion, delta1, 3, 1));
// green dots
series[i].Points.Add(new ScatterPoint(spectralCriterion, delta2, 3, 0.4));
// black dots
series[i].Points.Add(new ScatterPoint(spectralCriterion, delta3, 3, 0));
Model.Series.Add(series[i]);
}
}
