/// <summary>Computes the minimum norm solution to a real linear least squares problem
/// </summary>
/// <param name="A">left hand side (overwritten on exit)</param>
/// <param name="B">right hand side</param>
/// <param name="S">
/// The singular values of A in decreasing order. The condition number
/// of A in the 2-norm = S(1)/S(min(m,n))
/// </param>
/// <param name="rank">
/// an IntVector of size 1, on exit the first element contains the
/// effective rank of A, i.e., the number of singular values which are
/// greater than RCOND*S(1)
/// </param>
/// <param name="work">a work vector</param>
/// <param name="workSize">
/// if -1 then workspace query is assumed and work[0] will contain the
/// size of the optimal workspace
/// </param>
/// <returns>
/// 0 success, <0 -ith argument had an error, >0 the algorithm for
/// computing the SVD failed to converge; if INFO = i, i off-diagonal
/// elements of an intermediate bidiagonal form did not converge to zero.
/// </returns>
public static int dgelss(fastmath.DoubleMatrix A, fastmath.DoubleMatrix B, fastmath.Vector
S, fastmath.IntVector rank, fastmath.Vector work, int workSize)
{
System.Diagnostics.Debug.Assert(B.getRowCount() >= System.Math.max(A.getRowCount(
), A.getColCount()), "B.rows < max(A.rows,A.cols)");
System.Diagnostics.Debug.Assert(S.Count == System.Math.min(A.getRowCount(), A.getColCount
()), "S.length < min(A.rows,A.cols)");
System.Diagnostics.Debug.Assert(A.getRowIncrement() == 1, "A must be col major, 1 != rowIncrement = "
+ A.getRowIncrement());
// On entry, the M-by-N matrix A. On exit, the first min(m,n) rows of
// A are overwritten with its right singular vectors, stored rowwise.
throw new System.NotSupportedException("TODO");
}
/// <exception cref="fastmath.exceptions.NotInvertableException"/>
public virtual fastmath.DoubleColMatrix invert()
{
fastmath.IntVector pivots = new fastmath.IntVector(getRowCount());
com.sun.jna.Pointer rowCount = newIntParam(getRowCount());
com.sun.jna.Pointer colCount = newIntParam(getColCount());
fastmath.IntVector output = new fastmath.IntVector(1);
com.sun.jna.Pointer outBuffer = com.sun.jna.Native.getDirectBufferPointer(output.
getBuffer());
com.sun.jna.Pointer pivotBuffer = com.sun.jna.Native.getDirectBufferPointer(pivots
.getBuffer());
fastmath.LAPACK.instance.dgetrf_(rowCount, colCount, getPointer(), rowCount, pivotBuffer
, outBuffer);
if (output.elementAt(0) > 0)
{
throw new fastmath.exceptions.NotInvertableException(output.elementAt(0));
}
else
{
if (output.elementAt(0) < 0)
{
throw new System.ArgumentException("the " + -output.elementAt(0) + "-th argument had an illegal value"
);
}
}
fastmath.Vector workspace = new fastmath.Vector(1024);
com.sun.jna.Pointer lwork = newIntParam(workspace.size);
fastmath.LAPACK.instance.dgetri_(rowCount, getPointer(), rowCount, pivotBuffer, workspace
.getPointer(), lwork, outBuffer);
if (output.elementAt(0) > 0)
{
throw new fastmath.exceptions.NotInvertableException(output.elementAt(0));
}
else
{
if (output.elementAt(0) < 0)
{
throw new System.ArgumentException("the " + -output.elementAt(0) + "-th argument had an illegal value"
);
}
}
return(this);
}
// Fastmath.instance.dcopy(X.size, X.getBuffer().asDoubleBuffer(),
// X.getIncrement(), Y.getBuffer().asDoubleBuffer(), Y.getIncrement());
public static int dgetrf(fastmath.AbstractMatrix A, fastmath.IntVector ipiv)
{
return(dgetrf(A.isColMajor(), A.getRowCount(), A.getColCount(), A.getBuffer(), A.
getOffset(0, 0), A.getRowCount(), ipiv.getBuffer()));
}
private com.sun.jna.Pointer newIntParam(int rowCount)
{
fastmath.IntVector ib = new fastmath.IntVector(1);
ib.setElementAt(0, rowCount);
return(com.sun.jna.Native.getDirectBufferPointer(ib.getBuffer()));
}
