public static global::dnAnalytics.LinearAlgebra.Matrix ToMatrix(double[,] mat)
{
global::dnAnalytics.LinearAlgebra.Matrix MAT = new global::dnAnalytics.LinearAlgebra.DenseMatrix(mat.GetLength(0), mat.GetLength(1));
for (int r = 0; r < mat.GetLength(0); r++)
{
for (int c = 0; c < mat.GetLength(1); c++)
{
MAT[r, c] = mat[r, c];
}
}
return(MAT);
}
public static double[] SvdSolver(double[,] A, double[] b)
{
if (HDebug.True)
{
// make AA dnAnalytics matrix
global::dnAnalytics.LinearAlgebra.Matrix AA = new global::dnAnalytics.LinearAlgebra.DenseMatrix(A.GetLength(0), A.GetLength(1));
for (int r = 0; r < A.GetLength(0); r++)
{
for (int c = 0; c < A.GetLength(1); c++)
{
AA[r, c] = A[r, c];
}
}
// make bb dnAnalytics vector
global::dnAnalytics.LinearAlgebra.Vector bb = new global::dnAnalytics.LinearAlgebra.DenseVector(b.Length);
for (int i = 0; i < b.Length; i++)
{
bb[i] = b[i];
}
// call SVD solver
global::dnAnalytics.LinearAlgebra.Vector xx = (new global::dnAnalytics.LinearAlgebra.Solvers.Direct.SvdSolver()).Solve(AA, bb);
if (HDebug.IsDebuggerAttached)
{
global::dnAnalytics.LinearAlgebra.Vector err = AA * xx - bb;
double errd = err.DotProduct();
}
// convert xx dnAnalytics vector to x double array
return(xx.ToArray());
//double[] x = new double[xx.Count];
//for(int i=0; i<xx.Count; i++)
// x[i] = xx[i];
//return x;
}
{
// make AA dnAnalytics matrix
global::dnAnalytics.LinearAlgebra.Matrix AA = new global::dnAnalytics.LinearAlgebra.DenseMatrix(A.GetLength(1), A.GetLength(1));
for (int r = 0; r < A.GetLength(1); r++)
{
for (int c = 0; c < A.GetLength(1); c++)
{
for (int i = 0; i < A.GetLength(0); i++)
{
AA[r, c] += A[i, r] * A[i, c];
}
}
}
// make bb dnAnalytics vector
global::dnAnalytics.LinearAlgebra.Vector bb = new global::dnAnalytics.LinearAlgebra.DenseVector(A.GetLength(1));
for (int r = 0; r < A.GetLength(1); r++)
{
for (int c = 0; c < A.GetLength(1); c++)
{
bb[c] += b[r] * A[r, c];
}
}
global::dnAnalytics.LinearAlgebra.Vector xx = (new global::dnAnalytics.LinearAlgebra.Solvers.Iterative.MlkBiCgStab()).Solve(AA, bb);
// convert xx dnAnalytics vector to x double array
double[] x = new double[xx.Count];
for (int i = 0; i < xx.Count; i++)
{
x[i] = xx[i];
}
return(x);
}
}