public override RealVector ebeDivide(RealVector v) /*Todo: Supposed to be ArrayRealVector */
{
if (v is ArrayRealVector)
{
double[] vData = ((ArrayRealVector)v).data;
int dim = vData.Length;
checkVectorDimensions(dim);
ArrayRealVector result = new ArrayRealVector(dim);
double[] resultData = result.data;
for (int i = 0; i < dim; i++)
{
resultData[i] = data[i] / vData[i];
}
return(result);
}
else
{
checkVectorDimensions(v);
double[] @out = data.Clone() as double[];
for (int i = 0; i < data.Length; i++)
{
@out[i] /= v.getEntry(i);
}
return(new ArrayRealVector(@out, false));
}
}
/**
* Solves the linear equation A × X = B for symmetric matrices A.
* <p>
* This method only finds exact linear solutions, i.e. solutions for
* which ||A × X - B|| is exactly 0.
* </p>
*
* @param b Right-hand side of the equation A × X = B.
* @return a Vector X that minimizes the two norm of A × X - B.
*
* @throws DimensionMismatchException if the matrices dimensions do not match.
* @throws SingularMatrixException if the decomposed matrix is singular.
*/
public RealVector solve(RealVector b)
{
if (!isNonSingular())
{
throw new Exception("SingularMatrixException");
}
int m = realEigenvalues.Length;
if (b.getDimension() != m)
{
throw new Exception("DimensionMismatchException");
}
double[] bp = new double[m];
for (int i = 0; i < m; ++i)
{
ArrayRealVector v = eigenvectors[i];
double[] vData = v.getDataRef();
double s = v.dotProduct(b) / realEigenvalues[i];
for (int j = 0; j < m; ++j)
{
bp[j] += s * vData[j];
}
}
return(new ArrayRealVector(bp, false));
}
public override RealVector subtract(RealVector v) /*Todo: Supposed to return ArrayRealVector */
{
if (v is ArrayRealVector)
{
double[] vData = ((ArrayRealVector)v).data;
int dim = vData.Length;
checkVectorDimensions(dim);
ArrayRealVector result = new ArrayRealVector(dim);
double[] resultData = result.data;
for (int i = 0; i < dim; i++)
{
resultData[i] = data[i] - vData[i];
}
return(result);
}
else
{
checkVectorDimensions(v);
double[] @out = data.Clone() as double[];
var it = v.iterator();
while (it.MoveNext())
{
Entry e = it.Current;
@out[e.getIndex()] -= e.getValue();
}
return(new ArrayRealVector(@out, false));
}
}
/**
* Construct a vector by appending one vector to another vector.
* @param v1 First vector (will be put in front of the new vector).
* @param v2 Second vector (will be put at back of the new vector).
*/
public ArrayRealVector(double[] v1, ArrayRealVector v2)
{
int l1 = v1.Length;
int l2 = v2.getDimension();
data = new double[l1 + l2];
Array.Copy(v1, 0, data, 0, l1);
Array.Copy(v2.data, 0, data, l1, l2);
}
/**
* Construct a vector by appending one vector to another vector.
* @param v1 First vector (will be put in front of the new vector).
* @param v2 Second vector (will be put at back of the new vector).
*/
public ArrayRealVector(RealVector v1, ArrayRealVector v2)
{
int l1 = v1.getDimension();
int l2 = v2.data.Length;
data = new double[l1 + l2];
for (int i = 0; i < l1; ++i)
{
data[i] = v1.getEntry(i);
}
Array.Copy(v2.data, 0, data, l1, l2);
}
/**
* Construct a vector by appending one vector to another vector.
* @param v1 First vector (will be put in front of the new vector).
* @param v2 Second vector (will be put at back of the new vector).
*/
public ArrayRealVector(ArrayRealVector v1, RealVector v2)
{
int l1 = v1.data.Length;
int l2 = v2.getDimension();
data = new double[l1 + l2];
Array.Copy(v1.data, 0, data, 0, l1);
for (int i = 0; i < l2; ++i)
{
data[l1 + i] = v2.getEntry(i);
}
}
public override RealVector getSubVector(int index, int n)
{
if (n < 0)
{
throw new Exception("NotPositiveException");
}
ArrayRealVector @out = new ArrayRealVector(n);
try {
Array.Copy(data, index, @out.data, 0, n);
} catch (IndexOutOfRangeException e) {
checkIndex(index);
checkIndex(index + n - 1);
}
return(@out);
}
/** {@inheritDoc} */
public RealMatrix solve(RealMatrix b)
{
if (!isNonSingular())
{
throw new Exception("SingularMatrixException");
}
int m = realEigenvalues.Length;
if (b.getRowDimension() != m)
{
throw new Exception("DimensionMismatchException");
}
int nColB = b.getColumnDimension();
double[][] bp = Java.CreateArray <double[][]>(m, nColB);// new double[m][nColB];
double[] tmpCol = new double[m];
for (int k = 0; k < nColB; ++k)
{
for (int i = 0; i < m; ++i)
{
tmpCol[i] = b.getEntry(i, k);
bp[i][k] = 0;
}
for (int i = 0; i < m; ++i)
{
ArrayRealVector v = eigenvectors[i];
double[] vData = v.getDataRef();
double s = 0;
for (int j = 0; j < m; ++j)
{
s += v.getEntry(j) * tmpCol[j];
}
s /= realEigenvalues[i];
for (int j = 0; j < m; ++j)
{
bp[j][k] += s * vData[j];
}
}
}
return(new Array2DRowRealMatrix(bp, false));
}
/**
* Find eigenvectors from a matrix transformed to Schur form.
*
* @param schur the schur transformation of the matrix
* @throws MathArithmeticException if the Schur form has a norm of zero
*/
private void findEigenVectorsFromSchur(SchurTransformer schur)
{
double[][] matrixT = schur.getT().getData();
double[][] matrixP = schur.getP().getData();
int n = matrixT.Length;
// compute matrix norm
double norm = 0.0;
for (int i = 0; i < n; i++)
{
for (int j = Math.Max(i - 1, 0); j < n; j++)
{
norm += Math.Abs(matrixT[i][j]);
}
}
// we can not handle a matrix with zero norm
if (Precision.equals(norm, 0.0, EPSILON))
{
throw new Exception("MathArithmeticException");
}
// Backsubstitute to find vectors of upper triangular form
double r = 0.0;
double s = 0.0;
double z = 0.0;
for (int idx = n - 1; idx >= 0; idx--)
{
double p = realEigenvalues[idx];
double q = imagEigenvalues[idx];
if (Precision.equals(q, 0.0))
{
// Real vector
int l = idx;
matrixT[idx][idx] = 1.0;
for (int i = idx - 1; i >= 0; i--)
{
double w = matrixT[i][i] - p;
r = 0.0;
for (int j = l; j <= idx; j++)
{
r += matrixT[i][j] * matrixT[j][idx];
}
if (Precision.compareTo(imagEigenvalues[i], 0.0, EPSILON) < 0)
{
z = w;
s = r;
}
else
{
l = i;
if (Precision.equals(imagEigenvalues[i], 0.0))
{
if (w != 0.0)
{
matrixT[i][idx] = -r / w;
}
else
{
matrixT[i][idx] = -r / (Precision.EPSILON * norm);
}
}
else
{
// Solve real equations
double x = matrixT[i][i + 1];
double y = matrixT[i + 1][i];
q = (realEigenvalues[i] - p) * (realEigenvalues[i] - p) +
imagEigenvalues[i] * imagEigenvalues[i];
double t = (x * s - z * r) / q;
matrixT[i][idx] = t;
if (Math.Abs(x) > Math.Abs(z))
{
matrixT[i + 1][idx] = (-r - w * t) / x;
}
else
{
matrixT[i + 1][idx] = (-s - y * t) / z;
}
}
// Overflow control
double tx = Math.Abs(matrixT[i][idx]);
if ((Precision.EPSILON * tx) * tx > 1)
{
for (int j = i; j <= idx; j++)
{
matrixT[j][idx] /= tx;
}
}
}
}
}
else if (q < 0.0)
{
// Complex vector
int l = idx - 1;
// Last vector component imaginary so matrix is triangular
if (Math.Abs(matrixT[idx][idx - 1]) > Math.Abs(matrixT[idx - 1][idx]))
{
matrixT[idx - 1][idx - 1] = q / matrixT[idx][idx - 1];
matrixT[idx - 1][idx] = -(matrixT[idx][idx] - p) / matrixT[idx][idx - 1];
}
else
{
Complex result = cdiv(0.0, -matrixT[idx - 1][idx],
matrixT[idx - 1][idx - 1] - p, q);
matrixT[idx - 1][idx - 1] = result.getReal();
matrixT[idx - 1][idx] = result.getImaginary();
}
matrixT[idx][idx - 1] = 0.0;
matrixT[idx][idx] = 1.0;
for (int i = idx - 2; i >= 0; i--)
{
double ra = 0.0;
double sa = 0.0;
for (int j = l; j <= idx; j++)
{
ra += matrixT[i][j] * matrixT[j][idx - 1];
sa += matrixT[i][j] * matrixT[j][idx];
}
double w = matrixT[i][i] - p;
if (Precision.compareTo(imagEigenvalues[i], 0.0, EPSILON) < 0)
{
z = w;
r = ra;
s = sa;
}
else
{
l = i;
if (Precision.equals(imagEigenvalues[i], 0.0))
{
Complex c = cdiv(-ra, -sa, w, q);
matrixT[i][idx - 1] = c.getReal();
matrixT[i][idx] = c.getImaginary();
}
else
{
// Solve complex equations
double x = matrixT[i][i + 1];
double y = matrixT[i + 1][i];
double vr = (realEigenvalues[i] - p) * (realEigenvalues[i] - p) +
imagEigenvalues[i] * imagEigenvalues[i] - q * q;
double vi = (realEigenvalues[i] - p) * 2.0 * q;
if (Precision.equals(vr, 0.0) && Precision.equals(vi, 0.0))
{
vr = Precision.EPSILON * norm *
(Math.Abs(w) + Math.Abs(q) + Math.Abs(x) +
Math.Abs(y) + Math.Abs(z));
}
Complex c = cdiv(x * r - z * ra + q * sa,
x * s - z * sa - q * ra, vr, vi);
matrixT[i][idx - 1] = c.getReal();
matrixT[i][idx] = c.getImaginary();
if (Math.Abs(x) > (Math.Abs(z) + Math.Abs(q)))
{
matrixT[i + 1][idx - 1] = (-ra - w * matrixT[i][idx - 1] +
q * matrixT[i][idx]) / x;
matrixT[i + 1][idx] = (-sa - w * matrixT[i][idx] -
q * matrixT[i][idx - 1]) / x;
}
else
{
Complex c2 = cdiv(-r - y * matrixT[i][idx - 1],
-s - y * matrixT[i][idx], z, q);
matrixT[i + 1][idx - 1] = c2.getReal();
matrixT[i + 1][idx] = c2.getImaginary();
}
}
// Overflow control
double t = Math.Max(Math.Abs(matrixT[i][idx - 1]),
Math.Abs(matrixT[i][idx]));
if ((Precision.EPSILON * t) * t > 1)
{
for (int j = i; j <= idx; j++)
{
matrixT[j][idx - 1] /= t;
matrixT[j][idx] /= t;
}
}
}
}
}
}
// Back transformation to get eigenvectors of original matrix
for (int j = n - 1; j >= 0; j--)
{
for (int i = 0; i <= n - 1; i++)
{
z = 0.0;
for (int k = 0; k <= Math.Min(j, n - 1); k++)
{
z += matrixP[i][k] * matrixT[k][j];
}
matrixP[i][j] = z;
}
}
eigenvectors = new ArrayRealVector[n];
double[] tmp = new double[n];
for (int i = 0; i < n; i++)
{
for (int j = 0; j < n; j++)
{
tmp[j] = matrixP[j][i];
}
eigenvectors[i] = new ArrayRealVector(tmp);
}
}
/**
* Find eigenvalues and eigenvectors (Dubrulle et al., 1971)
*
* @param householderMatrix Householder matrix of the transformation
* to tridiagonal form.
*/
private void findEigenVectors(double[][] householderMatrix)
{
double[][] z = householderMatrix.Clone() as double[][];
int n = main.Length;
realEigenvalues = new double[n];
imagEigenvalues = new double[n];
double[] e = new double[n];
for (int i = 0; i < n - 1; i++)
{
realEigenvalues[i] = main[i];
e[i] = secondary[i];
}
realEigenvalues[n - 1] = main[n - 1];
e[n - 1] = 0;
// Determine the largest main and secondary value in absolute term.
double maxAbsoluteValue = 0;
for (int i = 0; i < n; i++)
{
if (Math.Abs(realEigenvalues[i]) > maxAbsoluteValue)
{
maxAbsoluteValue = Math.Abs(realEigenvalues[i]);
}
if (Math.Abs(e[i]) > maxAbsoluteValue)
{
maxAbsoluteValue = Math.Abs(e[i]);
}
}
// Make null any main and secondary value too small to be significant
if (maxAbsoluteValue != 0)
{
for (int i = 0; i < n; i++)
{
if (Math.Abs(realEigenvalues[i]) <= Precision.EPSILON * maxAbsoluteValue)
{
realEigenvalues[i] = 0;
}
if (Math.Abs(e[i]) <= Precision.EPSILON * maxAbsoluteValue)
{
e[i] = 0;
}
}
}
for (int j = 0; j < n; j++)
{
int its = 0;
int m;
do
{
for (m = j; m < n - 1; m++)
{
double delta = Math.Abs(realEigenvalues[m]) +
Math.Abs(realEigenvalues[m + 1]);
if (Math.Abs(e[m]) + delta == delta)
{
break;
}
}
if (m != j)
{
if (its == maxIter)
{
throw new Exception("MaxCountExceededException");
}
its++;
double q = (realEigenvalues[j + 1] - realEigenvalues[j]) / (2 * e[j]);
double t = Math.Sqrt(1 + q * q);
if (q < 0.0)
{
q = realEigenvalues[m] - realEigenvalues[j] + e[j] / (q - t);
}
else
{
q = realEigenvalues[m] - realEigenvalues[j] + e[j] / (q + t);
}
double u = 0.0;
double s = 1.0;
double c = 1.0;
int i;
for (i = m - 1; i >= j; i--)
{
double p = s * e[i];
double h = c * e[i];
if (Math.Abs(p) >= Math.Abs(q))
{
c = q / p;
t = Math.Sqrt(c * c + 1.0);
e[i + 1] = p * t;
s = 1.0 / t;
c *= s;
}
else
{
s = p / q;
t = Math.Sqrt(s * s + 1.0);
e[i + 1] = q * t;
c = 1.0 / t;
s *= c;
}
if (e[i + 1] == 0.0)
{
realEigenvalues[i + 1] -= u;
e[m] = 0.0;
break;
}
q = realEigenvalues[i + 1] - u;
t = (realEigenvalues[i] - q) * s + 2.0 * c * h;
u = s * t;
realEigenvalues[i + 1] = q + u;
q = c * t - h;
for (int ia = 0; ia < n; ia++)
{
p = z[ia][i + 1];
z[ia][i + 1] = s * z[ia][i] + c * p;
z[ia][i] = c * z[ia][i] - s * p;
}
}
if (t == 0.0 && i >= j)
{
continue;
}
realEigenvalues[j] -= u;
e[j] = q;
e[m] = 0.0;
}
} while (m != j);
}
//Sort the eigen values (and vectors) in increase order
for (int i = 0; i < n; i++)
{
int k = i;
double p = realEigenvalues[i];
for (int j = i + 1; j < n; j++)
{
if (realEigenvalues[j] > p)
{
k = j;
p = realEigenvalues[j];
}
}
if (k != i)
{
realEigenvalues[k] = realEigenvalues[i];
realEigenvalues[i] = p;
for (int j = 0; j < n; j++)
{
p = z[j][i];
z[j][i] = z[j][k];
z[j][k] = p;
}
}
}
// Determine the largest eigen value in absolute term.
maxAbsoluteValue = 0;
for (int i = 0; i < n; i++)
{
if (Math.Abs(realEigenvalues[i]) > maxAbsoluteValue)
{
maxAbsoluteValue = Math.Abs(realEigenvalues[i]);
}
}
// Make null any eigen value too small to be significant
if (maxAbsoluteValue != 0.0)
{
for (int i = 0; i < n; i++)
{
if (Math.Abs(realEigenvalues[i]) < Precision.EPSILON * maxAbsoluteValue)
{
realEigenvalues[i] = 0;
}
}
}
eigenvectors = new ArrayRealVector[n];
double[] tmp = new double[n];
for (int i = 0; i < n; i++)
{
for (int j = 0; j < n; j++)
{
tmp[j] = z[j][i];
}
eigenvectors[i] = new ArrayRealVector(tmp);
}
}
/**
* Construct a vector by appending a vector to this vector.
*
* @param v Vector to append to this one.
* @return a new vector.
*/
public ArrayRealVector append(ArrayRealVector v)
{
return(new ArrayRealVector(this, v));
}
/**
* Construct a vector by appending one vector to another vector.
* @param v1 First vector (will be put in front of the new vector).
* @param v2 Second vector (will be put at back of the new vector).
*/
public ArrayRealVector(ArrayRealVector v1, ArrayRealVector v2)
{
data = new double[v1.data.Length + v2.data.Length];
Array.Copy(v1.data, 0, data, 0, v1.data.Length);
Array.Copy(v2.data, 0, data, v1.data.Length, v2.data.Length);
}
/**
* Construct a vector from another vector.
*
* @param v Vector to copy.
* @param deep If {@code true} perform a deep copy, otherwise perform a
* shallow copy.
*/
public ArrayRealVector(ArrayRealVector v, bool deep)
{
data = (deep ? v.data.Clone() : v.data) as double[];
}
/**
* Construct a vector from another vector, using a deep copy.
*
* @param v Vector to copy.
* @throws NullArgumentException if {@code v} is {@code null}.
*/
public ArrayRealVector(ArrayRealVector v) : this(v, true)
{
}
