protected override bool InvEigImpl(Matrix mat, double?thresEigval, int?numZeroEigval, out Matrix inv, InfoPack extra)
{
NamedLock.FuncO <Matrix, bool> func = delegate(out Matrix linv)
{
Matlab.Clear("HTLib2_Matlab_InvEigImpl");
Matlab.PutMatrix("HTLib2_Matlab_InvEigImpl.A", mat.ToArray());
Matlab.PutValue("HTLib2_Matlab_InvEigImpl.ze", numZeroEigval.GetValueOrDefault(0));
Matlab.PutValue("HTLib2_Matlab_InvEigImpl.th", Math.Abs(thresEigval.GetValueOrDefault(0)));
Matlab.Execute("[HTLib2_Matlab_InvEigImpl.V, HTLib2_Matlab_InvEigImpl.D] = eig(HTLib2_Matlab_InvEigImpl.A);");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.D = diag(HTLib2_Matlab_InvEigImpl.D);");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.sortAbsD = sort(abs(HTLib2_Matlab_InvEigImpl.D));");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.sortAbsD0 = [0; HTLib2_Matlab_InvEigImpl.sortAbsD];"); // add zero to the first list, for the case ze=0 (null)
Matlab.Execute("HTLib2_Matlab_InvEigImpl.ze = HTLib2_Matlab_InvEigImpl.sortAbsD0(HTLib2_Matlab_InvEigImpl.ze+1);");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.th = max(HTLib2_Matlab_InvEigImpl.th, HTLib2_Matlab_InvEigImpl.ze);");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.idx = abs(HTLib2_Matlab_InvEigImpl.D) <= HTLib2_Matlab_InvEigImpl.th;");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.invD = ones(size(HTLib2_Matlab_InvEigImpl.D)) ./ HTLib2_Matlab_InvEigImpl.D;");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.invD(HTLib2_Matlab_InvEigImpl.idx) = 0;");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.invD = diag(HTLib2_Matlab_InvEigImpl.invD);");
Matlab.Execute("HTLib2_Matlab_InvEigImpl.invA = HTLib2_Matlab_InvEigImpl.V * HTLib2_Matlab_InvEigImpl.invD * inv(HTLib2_Matlab_InvEigImpl.V);");
linv = Matlab.GetMatrix("HTLib2_Matlab_InvEigImpl.invA");
if (extra != null)
{
int num_zero_eigvals = Matlab.GetValueInt("sum(HTLib2_Matlab_InvEigImpl.idx)");
HDebug.AssertIf(numZeroEigval != null, numZeroEigval.GetValueOrDefault() <= num_zero_eigvals);
extra["num_zero_eigvals"] = num_zero_eigvals;
extra["eigenvalues"] = Matlab.GetVector("HTLib2_Matlab_InvEigImpl.D");
}
Matlab.Clear("HTLib2_Matlab_InvEigImpl");
return(true);
};
//return NamedLock.LockedCall("bool HTLib2.Matlab.NumericSolver.InvEigImpl(Matrix, double?, int?, out Matrix, InfoPack)", func, out inv);
return(NamedLock.LockedCall(Matlab.NamedLock.GetName("HTLib2_Matlab_InvEigImpl"), func, out inv));
}
protected override bool RankImpl(Matrix mat, out int rank)
{
NamedLock.FuncO <int, bool> func = delegate(out int lrank)
{
string varname = "HTLib2_Matlab_RankImpl";
Matlab.Clear(varname);
Matlab.PutMatrix(varname, mat.ToArray());
lrank = Matlab.GetValueInt("rank(" + varname + ")");
Matlab.Clear(varname);
return(true);
};
//return NamedLock.LockedCall("bool HTLib2.Matlab.NumericSolver.RankImpl(Matrix, out int)", func, out rank);
return(NamedLock.LockedCall(Matlab.NamedLock.GetName("HTLib2_Matlab_RankImpl"), func, out rank));
}
protected override bool CorrImpl(Vector vec1, Vector vec2, out double corr)
{
NamedLock.FuncO <double, bool> func = delegate(out double lcorr)
{
Matlab.Clear("HTLib2_Matlab_CorrImpl");
Matlab.PutVector("HTLib2_Matlab_CorrImpl.vec1", vec1.ToArray());
Matlab.PutVector("HTLib2_Matlab_CorrImpl.vec2", vec2.ToArray());
Matlab.Execute("HTLib2_Matlab_CorrImpl.corr = corr(HTLib2_Matlab_CorrImpl.vec1, HTLib2_Matlab_CorrImpl.vec2);");
lcorr = Matlab.GetValue("HTLib2_Matlab_CorrImpl.corr");
Matlab.Clear("HTLib2_Matlab_CorrImpl");
return(true);
};
//return NamedLock.LockedCall("bool HTLib2.Matlab.NumericSolver.CorrImpl(Vector, Vector, out double)", func, out corr);
return(NamedLock.LockedCall(Matlab.NamedLock.GetName("HTLib2_Matlab_CorrImpl"), func, out corr));
}
protected override bool PinvImpl(Matrix mat, out Matrix pinv, InfoPack extra)
{
NamedLock.FuncO <Matrix, bool> func = delegate(out Matrix lpinv)
{
Matlab.Clear("HTLib2_Matlab_PinvImpl");
Matlab.PutMatrix("HTLib2_Matlab_PinvImpl", mat.ToArray());
if (extra != null)
{
extra.SetValue("rank", Matlab.GetValueInt("rank(HTLib2_Matlab_PinvImpl)"));
}
Matlab.Execute("HTLib2_Matlab_PinvImpl = pinv(HTLib2_Matlab_PinvImpl);");
lpinv = Matlab.GetMatrix("HTLib2_Matlab_PinvImpl");
Matlab.Clear("HTLib2_Matlab_PinvImpl");
return(true);
};
//return NamedLock.LockedCall("bool HTLib2.Matlab.NumericSolver.PinvImpl(Matrix, out Matrix, InfoPack)", func, out pinv);
return(NamedLock.LockedCall(Matlab.NamedLock.GetName("HTLib2_Matlab_PinvImpl"), func, out pinv));
}
