/// <summary>
/// Create a random symmetric sparse matrix.
/// </summary>
/// <param name="size">The size of the matrix.</param>
/// <param name="density">The density (between 0.0 and 1.0).</param>
/// <param name="definite">If true, the matrix will be positive semi-definite.</param>
/// <param name="random">The random source.</param>
/// <returns>Random sparse matrix.</returns>
public static SparseMatrix RandomSymmetric(int size, double density, bool definite, Random random)
{
// Total number of non-zeros.
int nz = (int)Math.Max(size * size * density, 1d);
var C = new CoordinateStorage <double>(size, size, nz);
int m = nz / 2;
var norm = new double[size];
for (int k = 0; k < m; k++)
{
int i = (int)Math.Min(random.NextDouble() * size, size - 1);
int j = (int)Math.Min(random.NextDouble() * size, size - 1);
if (i == j)
{
// Skip diagonal.
continue;
}
// Fill only lower part.
if (i < j)
{
int temp = i;
i = j;
j = temp;
}
var value = random.NextDouble();
norm[i] += Math.Abs(value);
norm[j] += Math.Abs(value);
C.At(i, j, value);
}
// Fill diagonal.
for (int i = 0; i < size; i++)
{
double value = random.NextDouble();
if (definite)
{
// Make the matrix diagonally dominant.
value = (value + 1.0) * (norm[i] + 1.0);
}
C.At(i, i, value);
}
var A = SparseMatrix.OfIndexed(C);
return((SparseMatrix)A.Add(A.Transpose()));
}
/// <summary>
/// Get the 1D Laplacian matrix (with Dirichlet boundary conditions).
/// </summary>
/// <param name="nx">Grid size.</param>
/// <param name="eigenvalues">Vector to store eigenvalues (optional).</param>
/// <returns>Laplacian sparse matrix.</returns>
public static CompressedColumnStorage <double> Laplacian(int nx, double[] eigenvalues = null)
{
if (nx == 1)
{
// Handle special case n = 1.
var A = new CoordinateStorage <double>(nx, nx, 1);
A.At(0, 0, 2.0);
return(SparseMatrix.OfIndexed(A));
}
var C = new CoordinateStorage <double>(nx, nx, 3 * nx);
for (int i = 0; i < nx; i++)
{
C.At(i, i, 2.0);
if (i == 0)
{
C.At(i, i + 1, -1.0);
}
else if (i == (nx - 1))
{
C.At(i, i - 1, -1.0);
}
else
{
C.At(i, i - 1, -1.0);
C.At(i, i + 1, -1.0);
}
}
if (eigenvalues != null)
{
// Compute eigenvalues.
int count = Math.Min(nx, eigenvalues.Length);
var eigs = new double[nx];
for (int i = 0; i < count; i++)
{
eigs[i] = 4 * Math.Pow(Math.Sin((i + 1) * Math.PI / (2 * (nx + 1))), 2);
}
Array.Sort(eigs);
for (int i = 0; i < count; ++i)
{
eigenvalues[i] = eigs[i];
}
}
return(SparseMatrix.OfIndexed(C));
}
/// <summary>
/// Create a random sparse matrix.
/// </summary>
/// <param name="rows">The number of rows.</param>
/// <param name="columns">The number of columns.</param>
/// <param name="density">The density (between 0.0 and 1.0).</param>
/// <param name="random">The random source.</param>
/// <returns>Random sparse matrix.</returns>
public static SparseMatrix Random(int rows, int columns, double density, Random random)
{
// Number of non-zeros per row.
int nz = (int)Math.Max(columns * density, 1d);
var C = new CoordinateStorage <double>(rows, columns, rows * nz);
for (int i = 0; i < rows; i++)
{
// Ensure non-zero diagonal.
C.At(i, i, random.NextDouble() - 0.5);
for (int j = 0; j < nz; j++)
{
int k = Math.Min(columns - 1, (int)(random.NextDouble() * columns));
C.At(i, k, random.NextDouble());
}
}
return(SparseMatrix.OfIndexed(C) as SparseMatrix);
}
