/// <summary>
/// Accord.NET
/// Computes the product A*B of matrix <c>A</c> and diagonal matrix <c>B</c>.
/// </summary>
///
/// <param name="a">The left matrix <c>A</c>.</param>
/// <param name="diagonal">The diagonal vector of right matrix <c>B</c>.</param>
/// <param name="result">The matrix <c>R</c> to store the product <c>R = A*B</c>
/// of the given matrices <c>A</c> and <c>B</c>.</param>
///
public static double[,] DotWithDiagonal(this double[,] a, double[] diagonal, double[,] result)
{
#if DEBUG
var C = Dot(a.To <double[, ]>(), MatrixEx.Diagonal(diagonal.To <double[]>()));
#endif
int rows = a.Rows();
unsafe
{
fixed(double *ptrA = a)
fixed(double *ptrR = result)
{
double *A = ptrA;
double *R = ptrR;
for (int i = 0; i < rows; i++)
{
for (int j = 0; j < diagonal.Length; j++)
{
*R++ = (double)((double)(*A++) * (double)diagonal[j]);
}
}
}
}
#if DEBUG
if (!MatrixEx.IsEqual(C, result.To <double[, ]>(), 1e-4))
{
throw new Exception();
}
#endif
return(result);
}
/// <summary>
/// Accord.NET
/// Computes the product <c>A*B'</c> of matrix <c>A</c> and transpose of <c>B</c>.
/// </summary>
///
/// <param name="a">The left matrix <c>A</c>.</param>
/// <param name="b">The transposed right matrix <c>B</c>.</param>
///
/// <returns>The product <c>A*B'</c> of the given matrices <c>A</c> and <c>B</c>.</returns>
///
public static double[,] DotWithTransposed(this double[,] a, double[,] b, double[,] result)
{
#if DEBUG
if (a.Columns() != b.Columns() || result.Rows() > a.Rows() || result.Columns() > b.Rows())
{
throw new Exception("Dimension mismatch!");
}
//
var C = MatrixEx.Dot(a.To <double[, ]>(), b.Transpose().To <double[, ]>());
#endif
int n = a.Columns();
int m = a.Rows();
int p = b.Rows();
unsafe
{
fixed(double *A = a)
fixed(double *B = b)
fixed(double *R = result)
{
double *pr = R;
for (int i = 0; i < m; i++)
{
double *pb = B;
for (int j = 0; j < p; j++, pr++)
{
double *pa = A + n * i;
double s = (double)0;
for (int k = 0; k < n; k++)
{
s += (double)((double)(*pa++) * (double)(*pb++));
}
*pr = (double)s;
}
}
}
}
#if DEBUG
if (!MatrixEx.IsEqual(C, result.To <double[, ]>(), 1e-4))
{
throw new Exception();
}
#endif
return(result);
}
/// <summary>
/// Calculation of covariance matrix and return Matrix type
/// </summary>
/// <param name="Xi">arbitrary number of vectors </param>
/// <returns></returns>
public static double[,] CovMatrix(IList <double[]> Xi)
{
if (Xi == null || Xi.Count < 2)
{
throw new Exception("'data' cannot be null or less than 4 elements!");
}
//
double[,] matrix = new double[Xi.Count, Xi.Count];
//
for (int i = 0; i < Xi.Count; i++)
{
for (int j = 0; j < Xi.Count; j++)
{
if (i > j)
{
matrix[i, j] = matrix[j, i];
}
else if (i == j)
{
matrix[i, j] = VarianceOfS(Xi[i]);
}
else
{
matrix[i, j] = Covariance(Xi[i], Xi[j]);
}
}
}
//inverse matrix
try
{
var covMat = matrix.Invert();
return(covMat);
}
catch
{
return(MatrixEx.Identity(Xi.Count, Xi.Count));
}
}
