Exemplo n.º 1
0
        /**
         * Extracts the column of A and copies it into u while computing the magnitude of the
         * largest element and returning it.
         *
         * <pre>
         * u[ (offsetU+row0+i)*2    ] = A.getReal(row0+i,col)
         * u[ (offsetU+row0+i)*2 + 1] = A.getImag(row0+i,col)
         * </pre>
         *
         * @param A Complex matrix
         * @param row0 First row in A to be copied
         * @param row1 Last row in A + 1 to be copied
         * @param col Column in A
         * @param u Output array storage
         * @param offsetU first index in U
         * @return magnitude of largest element
         */
        public static double extractColumnAndMax(ZMatrixRMaj A,
                                                 int row0, int row1,
                                                 int col, double[] u, int offsetU)
        {
            int indexU = (offsetU + row0) * 2;

            // find the largest value in this column
            // this is used to normalize the column and mitigate overflow/underflow
            double max = 0;

            int indexA = A.getIndex(row0, col);

            double[] h = A.data;

            for (int i = row0; i < row1; i++, indexA += A.numCols * 2)
            {
                // copy the householder vector to an array to reduce cache misses
                // big improvement on larger matrices and a relatively small performance hit on small matrices.
                double realVal = u[indexU++] = h[indexA];
                double imagVal = u[indexU++] = h[indexA + 1];

                double magVal = realVal * realVal + imagVal * imagVal;
                if (max < magVal)
                {
                    max = magVal;
                }
            }
            return(Math.Sqrt(max));
        }
Exemplo n.º 2
0
        /**
         * Extracts a house holder vector from the column of A and stores it in u
         * @param A Complex matrix with householder vectors stored in the lower left triangle
         * @param row0 first row in A (implicitly assumed to be r + i0)
         * @param row1 last row + 1 in A
         * @param col Column in A
         * @param u Output array storage
         * @param offsetU first index in U
         */
        public static void extractHouseholderColumn(ZMatrixRMaj A,
                                                    int row0, int row1,
                                                    int col, double[] u, int offsetU)
        {
            int indexU = (row0 + offsetU) * 2;

            u[indexU++] = 1;
            u[indexU++] = 0;

            for (int row = row0 + 1; row < row1; row++)
            {
                int indexA = A.getIndex(row, col);
                u[indexU++] = A.data[indexA];
                u[indexU++] = A.data[indexA + 1];
            }
        }
        /**
         * <p>
         * Extracts a submatrix from 'src' and inserts it in a submatrix in 'dst'.
         * </p>
         * <p>
         * s<sub>i-y0 , j-x0</sub> = o<sub>ij</sub> for all y0 &le; i &lt; y1 and x0 &le; j &lt; x1 <br>
         * <br>
         * where 's<sub>ij</sub>' is an element in the submatrix and 'o<sub>ij</sub>' is an element in the
         * original matrix.
         * </p>
         *
         * @param src The original matrix which is to be copied.  Not modified.
         * @param srcX0 Start column.
         * @param srcX1 Stop column+1.
         * @param srcY0 Start row.
         * @param srcY1 Stop row+1.
         * @param dst Where the submatrix are stored.  Modified.
         * @param dstY0 Start row in dst.
         * @param dstX0 start column in dst.
         */
        public static void extract(ZMatrixRMaj src,
                                   int srcY0, int srcY1,
                                   int srcX0, int srcX1,
                                   ZMatrixRMaj dst,
                                   int dstY0, int dstX0)
        {
            int numRows = srcY1 - srcY0;
            int stride  = (srcX1 - srcX0) * 2;

            for (int y = 0; y < numRows; y++)
            {
                int indexSrc = src.getIndex(y + srcY0, srcX0);
                int indexDst = dst.getIndex(y + dstY0, dstX0);
                System.Array.Copy(src.data, indexSrc, dst.data, indexDst, stride);
            }
        }
        /**
         * <p>
         * Extracts the diagonal elements 'src' write it to the 'dst' vector.  'dst'
         * can either be a row or column vector.
         * <p>
         *
         * @param src Matrix whose diagonal elements are being extracted. Not modified.
         * @param dst A vector the results will be written into. Modified.
         */
        public static void extractDiag(ZMatrixRMaj src, ZMatrixRMaj dst)
        {
            int N = Math.Min(src.numRows, src.numCols);

            // reshape if it's not the right size
            if (!MatrixFeatures_ZDRM.isVector(dst) || dst.numCols * dst.numCols != N)
            {
                dst.reshape(N, 1);
            }

            for (int i = 0; i < N; i++)
            {
                int index = src.getIndex(i, i);
                dst.data[i * 2]     = src.data[index];
                dst.data[i * 2 + 1] = src.data[index + 1];
            }
        }
Exemplo n.º 5
0
        public override /**/ double quality()
        {
            return(SpecializedOps_ZDRM.qualityTriangular(R));
        }

        /**
         * Solves for X using the QR decomposition.
         *
         * @param B A matrix that is n by m.  Not modified.
         * @param X An n by m matrix where the solution is written to.  Modified.
         */
        //@Override
        public override void solve(ZMatrixRMaj B, ZMatrixRMaj X)
        {
            if (X.numRows != numCols)
            {
                throw new ArgumentException("Unexpected dimensions for X");
            }
            else if (B.numRows != numRows || B.numCols != X.numCols)
            {
                throw new ArgumentException("Unexpected dimensions for B");
            }

            int BnumCols = B.numCols;

            Y.reshape(numRows, 1);
            Z.reshape(numRows, 1);

            // solve each column one by one
            for (int colB = 0; colB < BnumCols; colB++)
            {
                // make a copy of this column in the vector
                for (int i = 0; i < numRows; i++)
                {
                    int indexB = B.getIndex(i, colB);
                    Y.data[i * 2]     = B.data[indexB];
                    Y.data[i * 2 + 1] = B.data[indexB + 1];
                }

                // Solve Qa=b
                // a = Q'b
                CommonOps_ZDRM.mult(Qt, Y, Z);

                // solve for Rx = b using the standard upper triangular solver
                TriangularSolver_ZDRM.solveU(R.data, Z.data, numCols);

                // save the results
                for (int i = 0; i < numCols; i++)
                {
                    X.set(i, colB, Z.data[i * 2], Z.data[i * 2 + 1]);
                }
            }
        }
Exemplo n.º 6
0
        /**
         * Finds the magnitude of the largest element in the row
         * @param A Complex matrix
         * @param row Row in A
         * @param col0 First column in A to be copied
         * @param col1 Last column in A + 1 to be copied
         * @return magnitude of largest element
         */
        public static double computeRowMax(ZMatrixRMaj A,
                                           int row, int col0, int col1)
        {
            double max = 0;

            int indexA = A.getIndex(row, col0);

            double[] h = A.data;

            for (int i = col0; i < col1; i++)
            {
                double realVal = h[indexA++];
                double imagVal = h[indexA++];

                double magVal = realVal * realVal + imagVal * imagVal;
                if (max < magVal)
                {
                    max = magVal;
                }
            }
            return(Math.Sqrt(max));
        }
        /**
         * Converts the columns in a matrix into a set of vectors.
         *
         * @param A Matrix.  Not modified.
         * @param v Optional storage for columns.
         * @return An array of vectors.
         */
        public static ZMatrixRMaj[] columnsToVector(ZMatrixRMaj A, ZMatrixRMaj[] v)
        {
            ZMatrixRMaj[] ret;
            if (v == null || v.Count() < A.numCols)
            {
                ret = new ZMatrixRMaj[A.numCols];
            }
            else
            {
                ret = v;
            }

            for (int i = 0; i < ret.Count(); i++)
            {
                if (ret[i] == null)
                {
                    ret[i] = new ZMatrixRMaj(A.numRows, 1);
                }
                else
                {
                    ret[i].reshape(A.numRows, 1);
                }

                ZMatrixRMaj u = ret[i];

                int indexU = 0;
                for (int j = 0; j < A.numRows; j++)
                {
                    int indexA = A.getIndex(j, i);
                    u.data[indexU++] = A.data[indexA++];
                    u.data[indexU++] = A.data[indexA];
                }
            }

            return(ret);
        }