示例#1
0
        public void MakeLU() // Function for LU decomposition
        {
            if (!IsSquare()) throw new Exception("The matrix is not square!");
            L = IdentityMatrix(rows, cols);
            U = Duplicate();

            pi = new int[rows];
            for (var i = 0; i < rows; i++) pi[i] = i;

            var k0 = 0;

            for (var k = 0; k < cols - 1; k++)
            {
                double p = 0;
                for (var i = k; i < rows; i++) // find the row with the biggest pivot
                {
                    if (Math.Abs(U[i, k]) > p)
                    {
                        p = Math.Abs(U[i, k]);
                        k0 = i;
                    }
                }
                if (p == 0) 
                    throw new Exception("The matrix is singular!");

                var pom1 = pi[k];
                pi[k] = pi[k0];
                pi[k0] = pom1; // switch two rows in permutation matrix

                double pom2;
                for (var i = 0; i < k; i++)
                {
                    pom2 = L[k, i];
                    L[k, i] = L[k0, i];
                    L[k0, i] = pom2;
                }

                if (k != k0) detOfP *= -1;

                for (var i = 0; i < cols; i++) // Switch rows in U
                {
                    pom2 = U[k, i];
                    U[k, i] = U[k0, i];
                    U[k0, i] = pom2;
                }

                for (var i = k + 1; i < rows; i++)
                {
                    L[i, k] = U[i, k]/U[k, k];
                    for (var j = k; j < cols; j++)
                        U[i, j] = U[i, j] - L[i, k]*U[k, j];
                }
            }
        }
示例#2
0
        public static XLMatrix StupidMultiply(XLMatrix m1, XLMatrix m2) // Stupid matrix multiplication
        {
            if (m1.cols != m2.rows)
            {
                throw new ArgumentException("Wrong dimensions of matrix!");
            }

            var result = ZeroMatrix(m1.rows, m2.cols);

            for (var i = 0; i < result.rows; i++)
            {
                for (var j = 0; j < result.cols; j++)
                {
                    for (var k = 0; k < m1.cols; k++)
                    {
                        result[i, j] += m1[i, k] * m2[k, j];
                    }
                }
            }
            return(result);
        }
示例#3
0
        public static XLMatrix Power(XLMatrix m, int pow) // Power matrix to exponent
        {
            if (pow == 0)
            {
                return(IdentityMatrix(m.rows, m.cols));
            }
            if (pow == 1)
            {
                return(m.Duplicate());
            }
            if (pow == -1)
            {
                return(m.Invert());
            }

            XLMatrix x;

            if (pow < 0)
            {
                x    = m.Invert();
                pow *= -1;
            }
            else
            {
                x = m.Duplicate();
            }

            var ret = IdentityMatrix(m.rows, m.cols);

            while (pow != 0)
            {
                if ((pow & 1) == 1)
                {
                    ret *= x;
                }
                x    *= x;
                pow >>= 1;
            }
            return(ret);
        }
示例#4
0
        public static XLMatrix Parse(string ps) // Function parses the matrix from string
        {
            var s      = NormalizeMatrixString(ps);
            var rows   = Regex.Split(s, "\r\n");
            var nums   = rows[0].Split(' ');
            var matrix = new XLMatrix(rows.Length, nums.Length);

            try
            {
                for (var i = 0; i < rows.Length; i++)
                {
                    nums = rows[i].Split(' ');
                    for (var j = 0; j < nums.Length; j++)
                    {
                        matrix[i, j] = double.Parse(nums[j]);
                    }
                }
            }
            catch (FormatException)
            {
                throw new Exception("Wrong input format!");
            }
            return(matrix);
        }
示例#5
0
        // Function solves Ax = b for A as a lower triangular matrix
        public static XLMatrix SubsForth(XLMatrix A, XLMatrix b)
        {
            if (A.L == null) A.MakeLU();
            var n = A.rows;
            var x = new XLMatrix(n, 1);

            for (var i = 0; i < n; i++)
            {
                x[i, 0] = b[i, 0];
                for (var j = 0; j < i; j++) x[i, 0] -= A[i, j]*x[j, 0];
                x[i, 0] = x[i, 0]/A[i, i];
            }
            return x;
        }
示例#6
0
 public void SetCol(XLMatrix v, int k)
 {
     for (var i = 0; i < rows; i++) mat[i, k] = v[i, 0];
 }
示例#7
0
 private static XLMatrix Multiply(double n, XLMatrix m) // Multiplication by constant n
 {
     var r = new XLMatrix(m.rows, m.cols);
     for (var i = 0; i < m.rows; i++)
         for (var j = 0; j < m.cols; j++)
             r[i, j] = m[i, j]*n;
     return r;
 }
示例#8
0
 public XLMatrix GetCol(int k)
 {
     var m = new XLMatrix(rows, 1);
     for (var i = 0; i < rows; i++) m[i, 0] = mat[i, k];
     return m;
 }
示例#9
0
        private static XLMatrix StrassenMultiply(XLMatrix A, XLMatrix B) // Smart matrix multiplication
        {
            if (A.cols != B.rows) throw new Exception("Wrong dimension of matrix!");

            XLMatrix R;

            var msize = Math.Max(Math.Max(A.rows, A.cols), Math.Max(B.rows, B.cols));

            if (msize < 32)
            {
                R = ZeroMatrix(A.rows, B.cols);
                for (var i = 0; i < R.rows; i++)
                    for (var j = 0; j < R.cols; j++)
                        for (var k = 0; k < A.cols; k++)
                            R[i, j] += A[i, k]*B[k, j];
                return R;
            }

            var size = 1;
            var n = 0;
            while (msize > size)
            {
                size *= 2;
                n++;
            }
            
            var h = size/2;


            var mField = new XLMatrix[n,9];

            /*
             *  8x8, 8x8, 8x8, ...
             *  4x4, 4x4, 4x4, ...
             *  2x2, 2x2, 2x2, ...
             *  . . .
             */

            for (var i = 0; i < n - 4; i++) // rows
            {
                var z = (int) Math.Pow(2, n - i - 1);
                for (var j = 0; j < 9; j++) mField[i, j] = new XLMatrix(z, z);
            }

            SafeAplusBintoC(A, 0, 0, A, h, h, mField[0, 0], h);
            SafeAplusBintoC(B, 0, 0, B, h, h, mField[0, 1], h);
            StrassenMultiplyRun(mField[0, 0], mField[0, 1], mField[0, 1 + 1], 1, mField); // (A11 + A22) * (B11 + B22);

            SafeAplusBintoC(A, 0, h, A, h, h, mField[0, 0], h);
            SafeACopytoC(B, 0, 0, mField[0, 1], h);
            StrassenMultiplyRun(mField[0, 0], mField[0, 1], mField[0, 1 + 2], 1, mField); // (A21 + A22) * B11;

            SafeACopytoC(A, 0, 0, mField[0, 0], h);
            SafeAminusBintoC(B, h, 0, B, h, h, mField[0, 1], h);
            StrassenMultiplyRun(mField[0, 0], mField[0, 1], mField[0, 1 + 3], 1, mField); //A11 * (B12 - B22);

            SafeACopytoC(A, h, h, mField[0, 0], h);
            SafeAminusBintoC(B, 0, h, B, 0, 0, mField[0, 1], h);
            StrassenMultiplyRun(mField[0, 0], mField[0, 1], mField[0, 1 + 4], 1, mField); //A22 * (B21 - B11);

            SafeAplusBintoC(A, 0, 0, A, h, 0, mField[0, 0], h);
            SafeACopytoC(B, h, h, mField[0, 1], h);
            StrassenMultiplyRun(mField[0, 0], mField[0, 1], mField[0, 1 + 5], 1, mField); //(A11 + A12) * B22;

            SafeAminusBintoC(A, 0, h, A, 0, 0, mField[0, 0], h);
            SafeAplusBintoC(B, 0, 0, B, h, 0, mField[0, 1], h);
            StrassenMultiplyRun(mField[0, 0], mField[0, 1], mField[0, 1 + 6], 1, mField); //(A21 - A11) * (B11 + B12);

            SafeAminusBintoC(A, h, 0, A, h, h, mField[0, 0], h);
            SafeAplusBintoC(B, 0, h, B, h, h, mField[0, 1], h);
            StrassenMultiplyRun(mField[0, 0], mField[0, 1], mField[0, 1 + 7], 1, mField); // (A12 - A22) * (B21 + B22);

            R = new XLMatrix(A.rows, B.cols); // result

            // C11
            for (var i = 0; i < Math.Min(h, R.rows); i++) // rows
                for (var j = 0; j < Math.Min(h, R.cols); j++) // cols
                    R[i, j] = mField[0, 1 + 1][i, j] + mField[0, 1 + 4][i, j] - mField[0, 1 + 5][i, j] +
                              mField[0, 1 + 7][i, j];

            // C12
            for (var i = 0; i < Math.Min(h, R.rows); i++) // rows
                for (var j = h; j < Math.Min(2*h, R.cols); j++) // cols
                    R[i, j] = mField[0, 1 + 3][i, j - h] + mField[0, 1 + 5][i, j - h];

            // C21
            for (var i = h; i < Math.Min(2*h, R.rows); i++) // rows
                for (var j = 0; j < Math.Min(h, R.cols); j++) // cols
                    R[i, j] = mField[0, 1 + 2][i - h, j] + mField[0, 1 + 4][i - h, j];

            // C22
            for (var i = h; i < Math.Min(2*h, R.rows); i++) // rows
                for (var j = h; j < Math.Min(2*h, R.cols); j++) // cols
                    R[i, j] = mField[0, 1 + 1][i - h, j - h] - mField[0, 1 + 2][i - h, j - h] +
                              mField[0, 1 + 3][i - h, j - h] + mField[0, 1 + 6][i - h, j - h];

            return R;
        }
示例#10
0
 private static void AminusBintoC(XLMatrix A, int xa, int ya, XLMatrix B, int xb, int yb, XLMatrix C, int size)
 {
     for (var i = 0; i < size; i++) // rows
         for (var j = 0; j < size; j++) C[i, j] = A[ya + i, xa + j] - B[yb + i, xb + j];
 }
示例#11
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 private static void SafeAminusBintoC(XLMatrix A, int xa, int ya, XLMatrix B, int xb, int yb, XLMatrix C, int size)
 {
     for (var i = 0; i < size; i++) // rows
         for (var j = 0; j < size; j++) // cols
         {
             C[i, j] = 0;
             if (xa + j < A.cols && ya + i < A.rows) C[i, j] += A[ya + i, xa + j];
             if (xb + j < B.cols && yb + i < B.rows) C[i, j] -= B[yb + i, xb + j];
         }
 }
示例#12
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 public static XLMatrix Transpose(XLMatrix m) // XLMatrix transpose, for any rectangular matrix
 {
     var t = new XLMatrix(m.cols, m.rows);
     for (var i = 0; i < m.rows; i++)
         for (var j = 0; j < m.cols; j++)
             t[j, i] = m[i, j];
     return t;
 }
示例#13
0
 public static XLMatrix RandomMatrix(int iRows, int iCols, int dispersion) // Function generates the zero matrix
 {
     var random = new Random();
     var matrix = new XLMatrix(iRows, iCols);
     for (var i = 0; i < iRows; i++)
         for (var j = 0; j < iCols; j++)
             matrix[i, j] = random.Next(-dispersion, dispersion);
     return matrix;
 }
示例#14
0
        public static XLMatrix SubsBack(XLMatrix A, XLMatrix b) // Function solves Ax = b for A as an upper triangular matrix
        {
            if (A.L == null) A.MakeLU();
            var n = A.rows;
            var x = new XLMatrix(n, 1);

            for (var i = n - 1; i > -1; i--)
            {
                x[i, 0] = b[i, 0];
                for (var j = n - 1; j > i; j--) x[i, 0] -= A[i, j]*x[j, 0];
                x[i, 0] = x[i, 0]/A[i, i];
            }
            return x;
        }
示例#15
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 // XLMatrix transpose, for any rectangular matrix
 public static XLMatrix Transpose(XLMatrix m)
 {
     var t = new XLMatrix(m.cols, m.rows);
     for (var i = 0; i < m.rows; i++)
         for (var j = 0; j < m.cols; j++)
             t[j, i] = m[i, j];
     return t;
 }
示例#16
0
        private static object MInverse(List<Expression> p)
        {
            var arr = GetArray(p[0]);
            var m = new XLMatrix(arr);

            return m.Invert().mat;
        }
示例#17
0
        private static object MDeterm(List<Expression> p)
        {
            var arr = GetArray(p[0]);
            var m = new XLMatrix(arr);

            return m.Determinant();
        }
示例#18
0
 // Function returns the copy of this matrix
 public XLMatrix Duplicate()
 {
     var matrix = new XLMatrix(rows, cols);
     for (var i = 0; i < rows; i++)
         for (var j = 0; j < cols; j++)
             matrix[i, j] = mat[i, j];
     return matrix;
 }
示例#19
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 // Function generates the zero matrix
 public static XLMatrix ZeroMatrix(int iRows, int iCols)
 {
     var matrix = new XLMatrix(iRows, iCols);
     for (var i = 0; i < iRows; i++)
         for (var j = 0; j < iCols; j++)
             matrix[i, j] = 0;
     return matrix;
 }
示例#20
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 public static XLMatrix ZeroMatrix(int iRows, int iCols) // Function generates the zero matrix
 {
     var matrix = new XLMatrix(iRows, iCols);
     for (var i = 0; i < iRows; i++)
         for (var j = 0; j < iCols; j++)
             matrix[i, j] = 0;
     return matrix;
 }
示例#21
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 private static void SafeAminusBintoC(XLMatrix A, int xa, int ya, XLMatrix B, int xb, int yb, XLMatrix C, int size)
 {
     for (var i = 0; i < size; i++)     // rows
     {
         for (var j = 0; j < size; j++) // cols
         {
             C[i, j] = 0;
             if (xa + j < A.cols && ya + i < A.rows)
             {
                 C[i, j] += A[ya + i, xa + j];
             }
             if (xb + j < B.cols && yb + i < B.rows)
             {
                 C[i, j] -= B[yb + i, xb + j];
             }
         }
     }
 }
示例#22
0
 public static XLMatrix Parse(string ps) // Function parses the matrix from string
 {
     var s = NormalizeMatrixString(ps);
     var rows = Regex.Split(s, "\r\n");
     var nums = rows[0].Split(' ');
     var matrix = new XLMatrix(rows.Length, nums.Length);
     try
     {
         for (var i = 0; i < rows.Length; i++)
         {
             nums = rows[i].Split(' ');
             for (var j = 0; j < nums.Length; j++) matrix[i, j] = double.Parse(nums[j]);
         }
     }
     catch (FormatException)
     {
         throw new Exception("Wrong input format!");
     }
     return matrix;
 }
示例#23
0
 private static void AminusBintoC(XLMatrix A, int xa, int ya, XLMatrix B, int xb, int yb, XLMatrix C, int size)
 {
     for (var i = 0; i < size; i++) // rows
     {
         for (var j = 0; j < size; j++)
         {
             C[i, j] = A[ya + i, xa + j] - B[yb + i, xb + j];
         }
     }
 }
示例#24
0
        public static XLMatrix Power(XLMatrix m, int pow) // Power matrix to exponent
        {
            if (pow == 0) return IdentityMatrix(m.rows, m.cols);
            if (pow == 1) return m.Duplicate();
            if (pow == -1) return m.Invert();

            XLMatrix x;
            if (pow < 0)
            {
                x = m.Invert();
                pow *= -1;
            }
            else x = m.Duplicate();

            var ret = IdentityMatrix(m.rows, m.cols);
            while (pow != 0)
            {
                if ((pow & 1) == 1) ret *= x;
                x *= x;
                pow >>= 1;
            }
            return ret;
        }
示例#25
0
        private static XLMatrix StrassenMultiply(XLMatrix A, XLMatrix B) // Smart matrix multiplication
        {
            if (A.cols != B.rows)
            {
                throw new Exception("Wrong dimension of matrix!");
            }

            XLMatrix R;

            var msize = Math.Max(Math.Max(A.rows, A.cols), Math.Max(B.rows, B.cols));

            if (msize < 32)
            {
                R = ZeroMatrix(A.rows, B.cols);
                for (var i = 0; i < R.rows; i++)
                {
                    for (var j = 0; j < R.cols; j++)
                    {
                        for (var k = 0; k < A.cols; k++)
                        {
                            R[i, j] += A[i, k] * B[k, j];
                        }
                    }
                }
                return(R);
            }

            var size = 1;
            var n    = 0;

            while (msize > size)
            {
                size *= 2;
                n++;
            }

            var h = size / 2;


            var mField = new XLMatrix[n, 9];

            /*
             *  8x8, 8x8, 8x8, ...
             *  4x4, 4x4, 4x4, ...
             *  2x2, 2x2, 2x2, ...
             *  . . .
             */

            for (var i = 0; i < n - 4; i++) // rows
            {
                var z = (int)Math.Pow(2, n - i - 1);
                for (var j = 0; j < 9; j++)
                {
                    mField[i, j] = new XLMatrix(z, z);
                }
            }

            SafeAplusBintoC(A, 0, 0, A, h, h, mField[0, 0], h);
            SafeAplusBintoC(B, 0, 0, B, h, h, mField[0, 1], h);
            StrassenMultiplyRun(mField[0, 0], mField[0, 1], mField[0, 1 + 1], 1, mField); // (A11 + A22) * (B11 + B22);

            SafeAplusBintoC(A, 0, h, A, h, h, mField[0, 0], h);
            SafeACopytoC(B, 0, 0, mField[0, 1], h);
            StrassenMultiplyRun(mField[0, 0], mField[0, 1], mField[0, 1 + 2], 1, mField); // (A21 + A22) * B11;

            SafeACopytoC(A, 0, 0, mField[0, 0], h);
            SafeAminusBintoC(B, h, 0, B, h, h, mField[0, 1], h);
            StrassenMultiplyRun(mField[0, 0], mField[0, 1], mField[0, 1 + 3], 1, mField); //A11 * (B12 - B22);

            SafeACopytoC(A, h, h, mField[0, 0], h);
            SafeAminusBintoC(B, 0, h, B, 0, 0, mField[0, 1], h);
            StrassenMultiplyRun(mField[0, 0], mField[0, 1], mField[0, 1 + 4], 1, mField); //A22 * (B21 - B11);

            SafeAplusBintoC(A, 0, 0, A, h, 0, mField[0, 0], h);
            SafeACopytoC(B, h, h, mField[0, 1], h);
            StrassenMultiplyRun(mField[0, 0], mField[0, 1], mField[0, 1 + 5], 1, mField); //(A11 + A12) * B22;

            SafeAminusBintoC(A, 0, h, A, 0, 0, mField[0, 0], h);
            SafeAplusBintoC(B, 0, 0, B, h, 0, mField[0, 1], h);
            StrassenMultiplyRun(mField[0, 0], mField[0, 1], mField[0, 1 + 6], 1, mField); //(A21 - A11) * (B11 + B12);

            SafeAminusBintoC(A, h, 0, A, h, h, mField[0, 0], h);
            SafeAplusBintoC(B, 0, h, B, h, h, mField[0, 1], h);
            StrassenMultiplyRun(mField[0, 0], mField[0, 1], mField[0, 1 + 7], 1, mField); // (A12 - A22) * (B21 + B22);

            R = new XLMatrix(A.rows, B.cols);                                             // result

            // C11
            for (var i = 0; i < Math.Min(h, R.rows); i++)     // rows
            {
                for (var j = 0; j < Math.Min(h, R.cols); j++) // cols
                {
                    R[i, j] = mField[0, 1 + 1][i, j] + mField[0, 1 + 4][i, j] - mField[0, 1 + 5][i, j] +
                              mField[0, 1 + 7][i, j];
                }
            }

            // C12
            for (var i = 0; i < Math.Min(h, R.rows); i++)         // rows
            {
                for (var j = h; j < Math.Min(2 * h, R.cols); j++) // cols
                {
                    R[i, j] = mField[0, 1 + 3][i, j - h] + mField[0, 1 + 5][i, j - h];
                }
            }

            // C21
            for (var i = h; i < Math.Min(2 * h, R.rows); i++) // rows
            {
                for (var j = 0; j < Math.Min(h, R.cols); j++) // cols
                {
                    R[i, j] = mField[0, 1 + 2][i - h, j] + mField[0, 1 + 4][i - h, j];
                }
            }

            // C22
            for (var i = h; i < Math.Min(2 * h, R.rows); i++)     // rows
            {
                for (var j = h; j < Math.Min(2 * h, R.cols); j++) // cols
                {
                    R[i, j] = mField[0, 1 + 1][i - h, j - h] - mField[0, 1 + 2][i - h, j - h] +
                              mField[0, 1 + 3][i - h, j - h] + mField[0, 1 + 6][i - h, j - h];
                }
            }

            return(R);
        }
示例#26
0
 private static void SafeACopytoC(XLMatrix A, int xa, int ya, XLMatrix C, int size)
 {
     for (var i = 0; i < size; i++) // rows
         for (var j = 0; j < size; j++) // cols
         {
             C[i, j] = 0;
             if (xa + j < A.cols && ya + i < A.rows) C[i, j] += A[ya + i, xa + j];
         }
 }
示例#27
0
        // function for square matrix 2^N x 2^N

        private static void StrassenMultiplyRun(XLMatrix A, XLMatrix B, XLMatrix C, int l, XLMatrix[,] f)
        // A * B into C, level of recursion, matrix field
        {
            var size = A.rows;
            var h    = size / 2;

            if (size < 32)
            {
                for (var i = 0; i < C.rows; i++)
                {
                    for (var j = 0; j < C.cols; j++)
                    {
                        C[i, j] = 0;
                        for (var k = 0; k < A.cols; k++)
                        {
                            C[i, j] += A[i, k] * B[k, j];
                        }
                    }
                }
                return;
            }

            AplusBintoC(A, 0, 0, A, h, h, f[l, 0], h);
            AplusBintoC(B, 0, 0, B, h, h, f[l, 1], h);
            StrassenMultiplyRun(f[l, 0], f[l, 1], f[l, 1 + 1], l + 1, f); // (A11 + A22) * (B11 + B22);

            AplusBintoC(A, 0, h, A, h, h, f[l, 0], h);
            ACopytoC(B, 0, 0, f[l, 1], h);
            StrassenMultiplyRun(f[l, 0], f[l, 1], f[l, 1 + 2], l + 1, f); // (A21 + A22) * B11;

            ACopytoC(A, 0, 0, f[l, 0], h);
            AminusBintoC(B, h, 0, B, h, h, f[l, 1], h);
            StrassenMultiplyRun(f[l, 0], f[l, 1], f[l, 1 + 3], l + 1, f); //A11 * (B12 - B22);

            ACopytoC(A, h, h, f[l, 0], h);
            AminusBintoC(B, 0, h, B, 0, 0, f[l, 1], h);
            StrassenMultiplyRun(f[l, 0], f[l, 1], f[l, 1 + 4], l + 1, f); //A22 * (B21 - B11);

            AplusBintoC(A, 0, 0, A, h, 0, f[l, 0], h);
            ACopytoC(B, h, h, f[l, 1], h);
            StrassenMultiplyRun(f[l, 0], f[l, 1], f[l, 1 + 5], l + 1, f); //(A11 + A12) * B22;

            AminusBintoC(A, 0, h, A, 0, 0, f[l, 0], h);
            AplusBintoC(B, 0, 0, B, h, 0, f[l, 1], h);
            StrassenMultiplyRun(f[l, 0], f[l, 1], f[l, 1 + 6], l + 1, f); //(A21 - A11) * (B11 + B12);

            AminusBintoC(A, h, 0, A, h, h, f[l, 0], h);
            AplusBintoC(B, 0, h, B, h, h, f[l, 1], h);
            StrassenMultiplyRun(f[l, 0], f[l, 1], f[l, 1 + 7], l + 1, f); // (A12 - A22) * (B21 + B22);

            // C11
            for (var i = 0; i < h; i++)     // rows
            {
                for (var j = 0; j < h; j++) // cols
                {
                    C[i, j] = f[l, 1 + 1][i, j] + f[l, 1 + 4][i, j] - f[l, 1 + 5][i, j] + f[l, 1 + 7][i, j];
                }
            }

            // C12
            for (var i = 0; i < h; i++)        // rows
            {
                for (var j = h; j < size; j++) // cols
                {
                    C[i, j] = f[l, 1 + 3][i, j - h] + f[l, 1 + 5][i, j - h];
                }
            }

            // C21
            for (var i = h; i < size; i++)  // rows
            {
                for (var j = 0; j < h; j++) // cols
                {
                    C[i, j] = f[l, 1 + 2][i - h, j] + f[l, 1 + 4][i - h, j];
                }
            }

            // C22
            for (var i = h; i < size; i++)     // rows
            {
                for (var j = h; j < size; j++) // cols
                {
                    C[i, j] = f[l, 1 + 1][i - h, j - h] - f[l, 1 + 2][i - h, j - h] + f[l, 1 + 3][i - h, j - h] +
                              f[l, 1 + 6][i - h, j - h];
                }
            }
        }
示例#28
0
 private static void ACopytoC(XLMatrix A, int xa, int ya, XLMatrix C, int size)
 {
     for (var i = 0; i < size; i++) // rows
         for (var j = 0; j < size; j++) C[i, j] = A[ya + i, xa + j];
 }
示例#29
0
        public void MakeLU() // Function for LU decomposition
        {
            if (!IsSquare())
            {
                throw new Exception("The matrix is not square!");
            }
            L = IdentityMatrix(rows, cols);
            U = Duplicate();

            pi = new int[rows];
            for (var i = 0; i < rows; i++)
            {
                pi[i] = i;
            }

            var k0 = 0;

            for (var k = 0; k < cols - 1; k++)
            {
                double p = 0;
                for (var i = k; i < rows; i++) // find the row with the biggest pivot
                {
                    if (Math.Abs(U[i, k]) > p)
                    {
                        p  = Math.Abs(U[i, k]);
                        k0 = i;
                    }
                }
                if (p == 0)
                {
                    throw new Exception("The matrix is singular!");
                }

                var pom1 = pi[k];
                pi[k]  = pi[k0];
                pi[k0] = pom1; // switch two rows in permutation matrix

                double pom2;
                for (var i = 0; i < k; i++)
                {
                    pom2     = L[k, i];
                    L[k, i]  = L[k0, i];
                    L[k0, i] = pom2;
                }

                if (k != k0)
                {
                    detOfP *= -1;
                }

                for (var i = 0; i < cols; i++) // Switch rows in U
                {
                    pom2     = U[k, i];
                    U[k, i]  = U[k0, i];
                    U[k0, i] = pom2;
                }

                for (var i = k + 1; i < rows; i++)
                {
                    L[i, k] = U[i, k] / U[k, k];
                    for (var j = k; j < cols; j++)
                    {
                        U[i, j] = U[i, j] - L[i, k] * U[k, j];
                    }
                }
            }
        }
示例#30
0
        // function for square matrix 2^N x 2^N

        private static void StrassenMultiplyRun(XLMatrix A, XLMatrix B, XLMatrix C, int l, XLMatrix[,] f)
            // A * B into C, level of recursion, matrix field
        {
            var size = A.rows;
            var h = size/2;

            if (size < 32)
            {
                for (var i = 0; i < C.rows; i++)
                    for (var j = 0; j < C.cols; j++)
                    {
                        C[i, j] = 0;
                        for (var k = 0; k < A.cols; k++) C[i, j] += A[i, k]*B[k, j];
                    }
                return;
            }

            AplusBintoC(A, 0, 0, A, h, h, f[l, 0], h);
            AplusBintoC(B, 0, 0, B, h, h, f[l, 1], h);
            StrassenMultiplyRun(f[l, 0], f[l, 1], f[l, 1 + 1], l + 1, f); // (A11 + A22) * (B11 + B22);

            AplusBintoC(A, 0, h, A, h, h, f[l, 0], h);
            ACopytoC(B, 0, 0, f[l, 1], h);
            StrassenMultiplyRun(f[l, 0], f[l, 1], f[l, 1 + 2], l + 1, f); // (A21 + A22) * B11;

            ACopytoC(A, 0, 0, f[l, 0], h);
            AminusBintoC(B, h, 0, B, h, h, f[l, 1], h);
            StrassenMultiplyRun(f[l, 0], f[l, 1], f[l, 1 + 3], l + 1, f); //A11 * (B12 - B22);

            ACopytoC(A, h, h, f[l, 0], h);
            AminusBintoC(B, 0, h, B, 0, 0, f[l, 1], h);
            StrassenMultiplyRun(f[l, 0], f[l, 1], f[l, 1 + 4], l + 1, f); //A22 * (B21 - B11);

            AplusBintoC(A, 0, 0, A, h, 0, f[l, 0], h);
            ACopytoC(B, h, h, f[l, 1], h);
            StrassenMultiplyRun(f[l, 0], f[l, 1], f[l, 1 + 5], l + 1, f); //(A11 + A12) * B22;

            AminusBintoC(A, 0, h, A, 0, 0, f[l, 0], h);
            AplusBintoC(B, 0, 0, B, h, 0, f[l, 1], h);
            StrassenMultiplyRun(f[l, 0], f[l, 1], f[l, 1 + 6], l + 1, f); //(A21 - A11) * (B11 + B12);

            AminusBintoC(A, h, 0, A, h, h, f[l, 0], h);
            AplusBintoC(B, 0, h, B, h, h, f[l, 1], h);
            StrassenMultiplyRun(f[l, 0], f[l, 1], f[l, 1 + 7], l + 1, f); // (A12 - A22) * (B21 + B22);

            // C11
            for (var i = 0; i < h; i++) // rows
                for (var j = 0; j < h; j++) // cols
                    C[i, j] = f[l, 1 + 1][i, j] + f[l, 1 + 4][i, j] - f[l, 1 + 5][i, j] + f[l, 1 + 7][i, j];

            // C12
            for (var i = 0; i < h; i++) // rows
                for (var j = h; j < size; j++) // cols
                    C[i, j] = f[l, 1 + 3][i, j - h] + f[l, 1 + 5][i, j - h];

            // C21
            for (var i = h; i < size; i++) // rows
                for (var j = 0; j < h; j++) // cols
                    C[i, j] = f[l, 1 + 2][i - h, j] + f[l, 1 + 4][i - h, j];

            // C22
            for (var i = h; i < size; i++) // rows
                for (var j = h; j < size; j++) // cols
                    C[i, j] = f[l, 1 + 1][i - h, j - h] - f[l, 1 + 2][i - h, j - h] + f[l, 1 + 3][i - h, j - h] +
                              f[l, 1 + 6][i - h, j - h];
        }
示例#31
0
        public XLMatrix SolveWith(XLMatrix v) // Function solves Ax = v in confirmity with solution vector "v"
        {
            if (rows != cols) throw new Exception("The matrix is not square!");
            if (rows != v.rows) throw new Exception("Wrong number of results in solution vector!");
            if (L == null) MakeLU();

            var b = new XLMatrix(rows, 1);
            for (var i = 0; i < rows; i++) b[i, 0] = v[pi[i], 0]; // switch two items in "v" due to permutation matrix

            var z = SubsForth(L, b);
            var x = SubsBack(U, z);

            return x;
        }
示例#32
0
        public static XLMatrix StupidMultiply(XLMatrix m1, XLMatrix m2) // Stupid matrix multiplication
        {
            if (m1.cols != m2.rows) throw new Exception("Wrong dimensions of matrix!");

            var result = ZeroMatrix(m1.rows, m2.cols);
            for (var i = 0; i < result.rows; i++)
                for (var j = 0; j < result.cols; j++)
                    for (var k = 0; k < m1.cols; k++)
                        result[i, j] += m1[i, k]*m2[k, j];
            return result;
        }
示例#33
0
        public XLMatrix Invert() // Function returns the inverted matrix
        {
            if (L == null) MakeLU();

            var inv = new XLMatrix(rows, cols);

            for (var i = 0; i < rows; i++)
            {
                var Ei = ZeroMatrix(rows, 1);
                Ei[i, 0] = 1;
                var col = SolveWith(Ei);
                inv.SetCol(col, i);
            }
            return inv;
        }
示例#34
0
 private static XLMatrix Add(XLMatrix m1, XLMatrix m2) 
 {
     if (m1.rows != m2.rows || m1.cols != m2.cols)
         throw new Exception("Matrices must have the same dimensions!");
     var r = new XLMatrix(m1.rows, m1.cols);
     for (var i = 0; i < r.rows; i++)
         for (var j = 0; j < r.cols; j++)
             r[i, j] = m1[i, j] + m2[i, j];
     return r;
 }
示例#35
0
 public XLMatrix Duplicate() // Function returns the copy of this matrix
 {
     var matrix = new XLMatrix(rows, cols);
     for (var i = 0; i < rows; i++)
         for (var j = 0; j < cols; j++)
             matrix[i, j] = mat[i, j];
     return matrix;
 }
示例#36
0
        public static XLMatrix SubsForth(XLMatrix A, XLMatrix b) // Function solves Ax = b for A as a lower triangular matrix
        {
            if (A.L == null) A.MakeLU();
            var n = A.rows;
            var x = new XLMatrix(n, 1);

            for (var i = 0; i < n; i++)
            {
                x[i, 0] = b[i, 0];
                for (var j = 0; j < i; j++) x[i, 0] -= A[i, j]*x[j, 0];
                x[i, 0] = x[i, 0]/A[i, i];
            }
            return x;
        }
示例#37
0
        // Function solves Ax = b for A as an upper triangular matrix
        public static XLMatrix SubsBack(XLMatrix A, XLMatrix b)
        {
            if (A.L == null) A.MakeLU();
            var n = A.rows;
            var x = new XLMatrix(n, 1);

            for (var i = n - 1; i > -1; i--)
            {
                x[i, 0] = b[i, 0];
                for (var j = n - 1; j > i; j--) x[i, 0] -= A[i, j]*x[j, 0];
                x[i, 0] = x[i, 0]/A[i, i];
            }
            return x;
        }