/// <summary>
/// Compute the inverse of the upper triangle (in place).
/// </summary>
public static void InvertUpperTriangle(this DenseMatrix matrix)
{
int n = matrix.RowCount;
Complex sum;
for (int j = n - 1; j > -1; j--)
{
matrix.At(j, j, 1.0 / matrix.At(j, j));
for (int i = j - 1; i > -1; i--)
{
sum = 0.0;
for (int k = j; k > i; k--)
{
sum -= matrix.At(i, k) * matrix.At(k, j);
}
matrix.At(i, j, sum / matrix.At(i, i));
}
}
}
/// <summary>
/// Compute the inverse of the lower triangle (in place).
/// </summary>
public static void InvertLowerTriangle(this DenseMatrix matrix)
{
int n = matrix.RowCount;
Complex sum;
for (int j = 0; j < n; j++)
{
matrix.At(j, j, 1.0 / matrix.At(j, j));
for (int i = j + 1; i < n; i++)
{
sum = 0.0;
for (int k = j; k < i; k++)
{
sum -= matrix.At(i, k) * matrix.At(k, j);
}
matrix.At(i, j, sum / matrix.At(i, i));
}
}
}
/// <summary>
/// Outer product of two vectors
/// </summary>
/// <param name="u">First vector</param>
/// <param name="v">Second vector</param>
/// <returns>Matrix M[i,j] = u[i]*v[j] </returns>
/// <exception cref="ArgumentNullException">If the u vector is <see langword="null" />.</exception>
/// <exception cref="ArgumentNullException">If the v vector is <see langword="null" />.</exception>
public static DenseMatrix OuterProduct(DenseVector u, DenseVector v)
{
if (u == null)
{
throw new ArgumentNullException("u");
}
if (v == null)
{
throw new ArgumentNullException("v");
}
var matrix = new DenseMatrix(u.Count, v.Count);
CommonParallel.For(
0,
u.Count,
i =>
{
for (var j = 0; j < v.Count; j++)
{
matrix.At(i, j, u._values[i] * v._values[j]);
}
});
return matrix;
}
/// <summary>
/// Create a matrix based on this vector in row form (one single row).
/// </summary>
/// <returns>This vector as a row matrix.</returns>
public override Matrix<Complex> ToRowMatrix()
{
var matrix = new DenseMatrix(1, _length);
for (var i = 0; i < _values.Length; i++)
{
matrix.At(0, i, _values[i]);
}
return matrix;
}
/// <summary>
/// Create a matrix based on this vector in column form (one single column).
/// </summary>
/// <returns>This vector as a column matrix.</returns>
public override Matrix<Complex> ToColumnMatrix()
{
var matrix = new DenseMatrix(_length, 1);
for (var i = 0; i < _values.Length; i++)
{
matrix.At(i, 0, _values[i]);
}
return matrix;
}
/// <summary>
/// Create a matrix based on this vector in row form (one single row).
/// </summary>
/// <returns>This vector as a row matrix.</returns>
public override Matrix<Complex> ToRowMatrix()
{
var matrix = new DenseMatrix(1, Count);
for (var i = 0; i < Data.Length; i++)
{
matrix.At(0, i, Data[i]);
}
return matrix;
}
/// <summary>
/// Create a matrix based on this vector in column form (one single column).
/// </summary>
/// <returns>This vector as a column matrix.</returns>
public override Matrix<Complex> ToColumnMatrix()
{
var matrix = new DenseMatrix(Count, 1);
for (var i = 0; i < Data.Length; i++)
{
matrix.At(i, 0, Data[i]);
}
return matrix;
}