public static MedianPolish GetMedianPolish(double?[,] matrix, double epsilon, int maxIterations)
{
int rowCount = matrix.GetLength(0);
int columnCount = matrix.GetLength(1);
double overallConstant = 0;
Vector <double> rowEffects = new DenseVector(rowCount);
Vector <double> columnEffects = new DenseVector(columnCount);
double?[,] residuals = (double?[, ])matrix.Clone();
double oldSum = 0;
for (int iteration = 0; iteration < maxIterations; iteration++)
{
for (int iRow = 0; iRow < rowCount; iRow++)
{
double median = GetRow(residuals, iRow).Median();
SetRow(residuals, iRow, GetRow(residuals, iRow).Select(value => value - median));
rowEffects[iRow] += median;
}
double cDelta = columnEffects.Median();
columnEffects = columnEffects.Subtract(cDelta);
overallConstant += cDelta;
for (int iCol = 0; iCol < columnCount; iCol++)
{
double median = GetColumn(residuals, iCol).Median();
SetColumn(residuals, iCol, GetColumn(residuals, iCol).Select(value => value - median));
columnEffects[iCol] += median;
}
double rDelta = rowEffects.Median();
rowEffects = rowEffects.Subtract(rDelta);
overallConstant += rDelta;
double newSum = 0;
foreach (var value in residuals)
{
newSum += Math.Abs(value.GetValueOrDefault());
}
bool converged = newSum == 0 || Math.Abs(newSum - oldSum) < epsilon * newSum;
if (converged)
{
break;
}
oldSum = newSum;
}
return(new MedianPolish
{
ColumnEffects = columnEffects.ToArray(),
OverallConstant = overallConstant,
Residuals = residuals,
RowEffects = rowEffects.ToArray()
});
}
