public static DoubleDenseMatrix Mul(DoubleDenseMatrix left, DoubleDenseMatrix right)
{
// <preconditions>
if (left == (DoubleDenseMatrix)null)
{
throw new ArgumentNullException("left");
}
if (right == (DoubleDenseMatrix)null)
{
throw new ArgumentNullException("right");
}
// </preconditions>
if (left.ColumnCount != right.RowCount)
{
throw new MatrixSizeMistmatchException();
}
DoubleDenseMatrix m = new DoubleDenseMatrix(left.RowCount, right.ColumnCount);
for (int i = 0; i < left.RowCount; ++i)
{
for (int j = 0; j < left.ColumnCount; ++j)
{
for (int k = 0; k < right.ColumnCount; ++k)
{
m[i, k] += left[i, j] * right[j, k];
}
}
}
return(m);
}
public MatrixSizeMistmatchException(
DoubleDenseMatrix left,
DoubleDenseMatrix right)
: this(String.Format("Matrix size ({0}x{1}) does not match ({2}x{3})",
left.RowCount,left.ColumnCount,right.RowCount, right.ColumnCount))
{
}
public static DoubleDenseMatrix Identity(int count)
{
DoubleDenseMatrix m = new DoubleDenseMatrix(count, count);
for (int i = 0; i < count; ++i)
{
m[i, i] = 1;
}
return(m);
}
public DoubleDenseMatrix Sub(DoubleDenseMatrix matrix)
{
VerifySize(matrix);
for (int i = 0; i < data.Length; ++i)
{
this.data[i] -= matrix.data[i];
}
return(this);
}
private void VerifySize(DoubleDenseMatrix matrix)
{
if (this.RowCount != matrix.RowCount)
{
throw new MatrixSizeMistmatchException();
}
if (this.ColumnCount != matrix.ColumnCount)
{
throw new MatrixSizeMistmatchException();
}
}
public static DoubleDenseMatrix Add(DoubleDenseMatrix left, DoubleDenseMatrix right)
{
// <preconditions>
if (left == (DoubleDenseMatrix)null)
{
throw new ArgumentNullException("left");
}
// </preconditions>
DoubleDenseMatrix m = Create(left);
return(m.Add(right));
}
public DoubleDenseMatrix Transpose()
{
DoubleDenseMatrix m = new DoubleDenseMatrix(this.ColumnCount, this.RowCount);
for (int i = 0; i < this.RowCount; ++i)
{
for (int j = 0; j < this.ColumnCount; ++j)
{
m[j, i] = this[i, j];
}
}
return(m);
}
public DoubleDenseMatrix Trace()
{
if (this.RowCount != this.ColumnCount)
{
throw new MatrixSizeMistmatchException();
}
DoubleDenseMatrix m = new DoubleDenseMatrix(this.RowCount, 1);
for (int i = 0; i < this.RowCount; ++i)
{
m.data[i] = this[i, i];
}
return(m);
}
public static DoubleDenseMatrix Similarity(
DoubleDenseMatrix A,
DoubleDenseMatrix B,
double tolerance
)
{
// <preconditions>
if (A == (DoubleDenseMatrix)null)
{
throw new ArgumentNullException("A");
}
if (B == (DoubleDenseMatrix)null)
{
throw new ArgumentNullException("B");
}
// </preconditions>
DoubleDenseMatrix AT = A.Transpose();
DoubleDenseMatrix BT = B.Transpose();
DoubleDenseMatrix Zk = DoubleDenseMatrix.Create(B.RowCount, A.RowCount, 1.0 / (A.RowCount * B.RowCount));
DoubleDenseMatrix Zk1 = null;
DoubleDenseMatrix ZkOld = null;
int iteration = 0;
do
{
Zk1 = B * Zk * AT + BT * Zk * A;
Zk1.Div(Zk1.GetNorm2());
ZkOld = Zk;
Zk = B * Zk1 * AT + BT * Zk1 * A;
Zk.Div(Zk.GetNorm2());
Console.WriteLine(iteration);
Zk.WriteMatrix(Console.Out);
Console.WriteLine((Zk - ZkOld).GetNorm2());
if (iteration++ > 100)
{
throw new InvalidOperationException();
}
} while ((Zk - ZkOld).GetNorm2() > tolerance);
return(Zk);
}
private void VerifySize(DoubleDenseMatrix matrix)
{
if (this.RowCount != matrix.RowCount)
throw new MatrixSizeMistmatchException();
if (this.ColumnCount != matrix.ColumnCount)
throw new MatrixSizeMistmatchException();
}
public static DoubleDenseMatrix Mul(DoubleDenseMatrix left, double factor)
{
DoubleDenseMatrix m = Create(left);
return m.Mul(factor);
}
public static DoubleDenseMatrix Identity(int count)
{
DoubleDenseMatrix m = new DoubleDenseMatrix(count, count);
for (int i = 0; i < count; ++i)
m[i, i] = 1;
return m;
}
public static DoubleDenseMatrix Mul(DoubleDenseMatrix left, DoubleDenseMatrix right)
{
// <preconditions>
if (left == (DoubleDenseMatrix)null)
throw new ArgumentNullException("left");
if (right == (DoubleDenseMatrix)null)
throw new ArgumentNullException("right");
// </preconditions>
if (left.ColumnCount != right.RowCount)
throw new MatrixSizeMistmatchException();
DoubleDenseMatrix m = new DoubleDenseMatrix(left.RowCount, right.ColumnCount);
for (int i = 0; i < left.RowCount; ++i)
{
for (int j = 0; j < left.ColumnCount; ++j)
{
for (int k = 0; k < right.ColumnCount; ++k)
{
m[i,k] += left[i,j] * right[j,k];
}
}
}
return m;
}
public static DoubleDenseMatrix Mul(double factor, DoubleDenseMatrix right)
{
DoubleDenseMatrix m = Create(right);
return m.Mul(factor);
}
public static DoubleDenseMatrix Mul(DoubleDenseMatrix left, double factor)
{
DoubleDenseMatrix m = Create(left);
return(m.Mul(factor));
}
public static DoubleDenseMatrix Mul(double factor, DoubleDenseMatrix right)
{
DoubleDenseMatrix m = Create(right);
return(m.Mul(factor));
}
public static DoubleDenseMatrix Similarity(
DoubleDenseMatrix A,
DoubleDenseMatrix B,
double tolerance
)
{
// <preconditions>
if (A == (DoubleDenseMatrix)null)
throw new ArgumentNullException("A");
if (B == (DoubleDenseMatrix)null)
throw new ArgumentNullException("B");
// </preconditions>
DoubleDenseMatrix AT = A.Transpose();
DoubleDenseMatrix BT = B.Transpose();
DoubleDenseMatrix Zk = DoubleDenseMatrix.Create(B.RowCount, A.RowCount, 1.0/(A.RowCount*B.RowCount));
DoubleDenseMatrix Zk1 = null;
DoubleDenseMatrix ZkOld = null;
int iteration = 0;
do
{
Zk1 = B * Zk * AT + BT * Zk * A;
Zk1.Div(Zk1.GetNorm2());
ZkOld = Zk;
Zk = B * Zk1 * AT + BT * Zk1 * A;
Zk.Div(Zk.GetNorm2());
Console.WriteLine(iteration);
Zk.WriteMatrix(Console.Out);
Console.WriteLine((Zk - ZkOld).GetNorm2());
if (iteration++ > 100)
throw new InvalidOperationException();
} while ((Zk - ZkOld).GetNorm2() > tolerance);
return Zk;
}
public static DoubleDenseMatrix Sub(DoubleDenseMatrix left, DoubleDenseMatrix right)
{
DoubleDenseMatrix m = Create(left);
return(m.Sub(right));
}
public static DoubleDenseMatrix Sub(DoubleDenseMatrix left, DoubleDenseMatrix right)
{
DoubleDenseMatrix m = Create(left);
return m.Sub(right);
}
public static DoubleDenseMatrix Create(DoubleDenseMatrix matrix)
{
return new DoubleDenseMatrix(matrix.RowCount, matrix.ColumnCount, matrix.GetData());
}
public DoubleDenseMatrix Sub(DoubleDenseMatrix matrix)
{
VerifySize(matrix);
for (int i = 0; i < data.Length; ++i)
this.data[i] -= matrix.data[i];
return this;
}
public DoubleDenseMatrix Transpose()
{
DoubleDenseMatrix m = new DoubleDenseMatrix(this.ColumnCount, this.RowCount);
for (int i = 0; i < this.RowCount; ++i)
for (int j = 0; j < this.ColumnCount; ++j)
m[j, i] = this[i, j];
return m;
}
public DoubleDenseMatrix Trace()
{
if (this.RowCount != this.ColumnCount)
throw new MatrixSizeMistmatchException();
DoubleDenseMatrix m = new DoubleDenseMatrix(this.RowCount,1);
for (int i = 0; i < this.RowCount; ++i)
m.data[i] = this[i, i];
return m;
}
public static DoubleDenseMatrix Create(DoubleDenseMatrix matrix)
{
return(new DoubleDenseMatrix(matrix.RowCount, matrix.ColumnCount, matrix.GetData()));
}
public static DoubleDenseMatrix Add(DoubleDenseMatrix left, DoubleDenseMatrix right)
{
// <preconditions>
if (left == (DoubleDenseMatrix)null)
throw new ArgumentNullException("left");
// </preconditions>
DoubleDenseMatrix m = Create(left);
return m.Add(right);
}
