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| namespace Mapack | |
| { | |
| using System; | |
| using System.IO; | |
| using System.Globalization; | |
| /// <summary>Matrix provides the fundamental operations of numerical linear algebra.</summary> | |
| public class Matrix | |
| { | |
| private double[][] data; | |
| private int rows; | |
| private int columns; | |
| private static Random random = new Random(); | |
| /// <summary>Constructs an empty matrix of the given size.</summary> | |
| /// <param name="rows">Number of rows.</param> | |
| /// <param name="columns">Number of columns.</param> | |
| public Matrix(int rows, int columns) | |
| { | |
| this.rows = rows; | |
| this.columns = columns; | |
| this.data = new double[rows][]; | |
| for (int i = 0; i < rows; i++) | |
| { | |
| this.data[i] = new double[columns]; | |
| } | |
| } | |
| /// <summary>Constructs a matrix of the given size and assigns a given value to all diagonal elements.</summary> | |
| /// <param name="rows">Number of rows.</param> | |
| /// <param name="columns">Number of columns.</param> | |
| /// <param name="value">Value to assign to the diagnoal elements.</param> | |
| public Matrix(int rows, int columns, double value) | |
| { | |
| this.rows = rows; | |
| this.columns = columns; | |
| this.data = new double[rows][]; | |
| for (int i = 0; i < rows; i++) | |
| { | |
| data[i] = new double[columns]; | |
| } | |
| for (int i = 0; i < rows; i++) | |
| { | |
| data[i][i] = value; | |
| } | |
| } | |
| /// <summary>Constructs a matrix from the given array.</summary> | |
| /// <param name="value">The array the matrix gets constructed from.</param> | |
| [] | |
| public Matrix(double[][] value) | |
| { | |
| this.rows = value.Length; | |
| this.columns = value[0].Length; | |
| for (int i = 0; i < rows; i++) | |
| { | |
| if (value[i].Length != columns) | |
| { | |
| throw new ArgumentException("Argument out of range."); | |
| } | |
| } | |
| this.data = value; | |
| } | |
| /// <summary>Determines weather two instances are equal.</summary> | |
| public override bool Equals(object obj) | |
| { | |
| return Equals(this, (Matrix) obj); | |
| } | |
| /// <summary>Determines weather two instances are equal.</summary> | |
| public static bool Equals(Matrix left, Matrix right) | |
| { | |
| if (((object) left) == ((object) right)) | |
| { | |
| return true; | |
| } | |
| if ((((object) left) == null) || (((object) right) == null)) | |
| { | |
| return false; | |
| } | |
| if ((left.Rows != right.Rows) || (left.Columns != right.Columns)) | |
| { | |
| return false; | |
| } | |
| for (int i = 0; i < left.Rows; i++) | |
| { | |
| for (int j = 0; j < left.Columns; j++) | |
| { | |
| if (left[i, j] != right[i, j]) | |
| { | |
| return false; | |
| } | |
| } | |
| } | |
| return true; | |
| } | |
| /// <summary>Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table.</summary> | |
| public override int GetHashCode() | |
| { | |
| return (this.Rows + this.Columns); | |
| } | |
| internal double[][] Array | |
| { | |
| get | |
| { | |
| return this.data; | |
| } | |
| } | |
| /// <summary>Returns the number of columns.</summary> | |
| public int Rows | |
| { | |
| get | |
| { | |
| return this.rows; | |
| } | |
| } | |
| /// <summary>Returns the number of columns.</summary> | |
| public int Columns | |
| { | |
| get | |
| { | |
| return this.columns; | |
| } | |
| } | |
| /// <summary>Return <see langword="true"/> if the matrix is a square matrix.</summary> | |
| public bool Square | |
| { | |
| get | |
| { | |
| return (rows == columns); | |
| } | |
| } | |
| /// <summary>Returns <see langword="true"/> if the matrix is symmetric.</summary> | |
| public bool Symmetric | |
| { | |
| get | |
| { | |
| if (this.Square) | |
| { | |
| for (int i = 0; i < rows; i++) | |
| { | |
| for (int j = 0; j <= i; j++) | |
| { | |
| if (data[i][j] != data[j][i]) | |
| { | |
| return false; | |
| } | |
| } | |
| } | |
| return true; | |
| } | |
| return false; | |
| } | |
| } | |
| /// <summary>Access the value at the given location.</summary> | |
| public double this[int row, int column] | |
| { | |
| set | |
| { | |
| this.data[row][column] = value; | |
| } | |
| get | |
| { | |
| return this.data[row][column]; | |
| } | |
| } | |
| /// <summary>Returns a sub matrix extracted from the current matrix.</summary> | |
| /// <param name="startRow">Start row index</param> | |
| /// <param name="endRow">End row index</param> | |
| /// <param name="startColumn">Start column index</param> | |
| /// <param name="endColumn">End column index</param> | |
| public Matrix Submatrix(int startRow, int endRow, int startColumn, int endColumn) | |
| { | |
| if ((startRow > endRow) || (startColumn > endColumn) || (startRow < 0) || (startRow >= this.rows) || (endRow < 0) || (endRow >= this.rows) || (startColumn < 0) || (startColumn >= this.columns) || (endColumn < 0) || (endColumn >= this.columns)) | |
| { | |
| throw new ArgumentException("Argument out of range."); | |
| } | |
| Matrix X = new Matrix(endRow - startRow + 1, endColumn - startColumn + 1); | |
| double[][] x = X.Array; | |
| for (int i = startRow; i <= endRow; i++) | |
| { | |
| for (int j = startColumn; j <= endColumn; j++) | |
| { | |
| x[i - startRow][j - startColumn] = data[i][j]; | |
| } | |
| } | |
| return X; | |
| } | |
| /// <summary>Returns a sub matrix extracted from the current matrix.</summary> | |
| /// <param name="rowIndexes">Array of row indices</param> | |
| /// <param name="columnIndexes">Array of column indices</param> | |
| public Matrix Submatrix(int[] rowIndexes, int[] columnIndexes) | |
| { | |
| Matrix X = new Matrix(rowIndexes.Length, columnIndexes.Length); | |
| double[][] x = X.Array; | |
| for (int i = 0; i < rowIndexes.Length; i++) | |
| { | |
| for (int j = 0; j < columnIndexes.Length; j++) | |
| { | |
| if ((rowIndexes[i] < 0) || (rowIndexes[i] >= rows) || (columnIndexes[j] < 0) || (columnIndexes[j] >= columns)) | |
| { | |
| throw new ArgumentException("Argument out of range."); | |
| } | |
| x[i][j] = data[rowIndexes[i]][columnIndexes[j]]; | |
| } | |
| } | |
| return X; | |
| } | |
| /// <summary>Returns a sub matrix extracted from the current matrix.</summary> | |
| /// <param name="i0">Starttial row index</param> | |
| /// <param name="i1">End row index</param> | |
| /// <param name="c">Array of row indices</param> | |
| public Matrix Submatrix(int i0, int i1, int[] c) | |
| { | |
| if ((i0 > i1) || (i0 < 0) || (i0 >= this.rows) || (i1 < 0) || (i1 >= this.rows)) | |
| { | |
| throw new ArgumentException("Argument out of range."); | |
| } | |
| Matrix X = new Matrix(i1 - i0 + 1, c.Length); | |
| double[][] x = X.Array; | |
| for (int i = i0; i <= i1; i++) | |
| { | |
| for (int j = 0; j < c.Length; j++) | |
| { | |
| if ((c[j] < 0) || (c[j] >= columns)) | |
| { | |
| throw new ArgumentException("Argument out of range."); | |
| } | |
| x[i - i0][j] = data[i][c[j]]; | |
| } | |
| } | |
| return X; | |
| } | |
| /// <summary>Returns a sub matrix extracted from the current matrix.</summary> | |
| /// <param name="r">Array of row indices</param> | |
| /// <param name="j0">Start column index</param> | |
| /// <param name="j1">End column index</param> | |
| public Matrix Submatrix(int[] r, int j0, int j1) | |
| { | |
| if ((j0 > j1) || (j0 < 0) || (j0 >= columns) || (j1 < 0) || (j1 >= columns)) | |
| { | |
| throw new ArgumentException("Argument out of range."); | |
| } | |
| Matrix X = new Matrix(r.Length, j1-j0+1); | |
| double[][] x = X.Array; | |
| for (int i = 0; i < r.Length; i++) | |
| { | |
| for (int j = j0; j <= j1; j++) | |
| { | |
| if ((r[i] < 0) || (r[i] >= this.rows)) | |
| { | |
| throw new ArgumentException("Argument out of range."); | |
| } | |
| x[i][j - j0] = data[r[i]][j]; | |
| } | |
| } | |
| return X; | |
| } | |
| /// <summary>Creates a copy of the matrix.</summary> | |
| public Matrix Clone() | |
| { | |
| Matrix X = new Matrix(rows, columns); | |
| double[][] x = X.Array; | |
| for (int i = 0; i < rows; i++) | |
| { | |
| for (int j = 0; j < columns; j++) | |
| { | |
| x[i][j] = data[i][j]; | |
| } | |
| } | |
| return X; | |
| } | |
| /// <summary>Returns the transposed matrix.</summary> | |
| public Matrix Transpose() | |
| { | |
| Matrix X = new Matrix(columns, rows); | |
| double[][] x = X.Array; | |
| for (int i = 0; i < rows; i++) | |
| { | |
| for (int j = 0; j < columns; j++) | |
| { | |
| x[j][i] = data[i][j]; | |
| } | |
| } | |
| return X; | |
| } | |
| /// <summary>Returns the One Norm for the matrix.</summary> | |
| /// <value>The maximum column sum.</value> | |
| public double Norm1 | |
| { | |
| get | |
| { | |
| double f = 0; | |
| for (int j = 0; j < columns; j++) | |
| { | |
| double s = 0; | |
| for (int i = 0; i < rows; i++) | |
| { | |
| s += Math.Abs(data[i][j]); | |
| } | |
| f = Math.Max(f, s); | |
| } | |
| return f; | |
| } | |
| } | |
| /// <summary>Returns the Infinity Norm for the matrix.</summary> | |
| /// <value>The maximum row sum.</value> | |
| public double InfinityNorm | |
| { | |
| get | |
| { | |
| double f = 0; | |
| for (int i = 0; i < rows; i++) | |
| { | |
| double s = 0; | |
| for (int j = 0; j < columns; j++) | |
| s += Math.Abs(data[i][j]); | |
| f = Math.Max(f, s); | |
| } | |
| return f; | |
| } | |
| } | |
| /// <summary>Returns the Frobenius Norm for the matrix.</summary> | |
| /// <value>The square root of sum of squares of all elements.</value> | |
| public double FrobeniusNorm | |
| { | |
| get | |
| { | |
| double f = 0; | |
| for (int i = 0; i < rows; i++) | |
| { | |
| for (int j = 0; j < columns; j++) | |
| { | |
| f = Hypotenuse(f, data[i][j]); | |
| } | |
| } | |
| return f; | |
| } | |
| } | |
| /// <summary>Unary minus.</summary> | |
| public static Matrix Negate(Matrix value) | |
| { | |
| if (value == null) | |
| { | |
| throw new ArgumentNullException("value"); | |
| } | |
| int rows = value.Rows; | |
| int columns = value.Columns; | |
| double[][] data = value.Array; | |
| Matrix X = new Matrix(rows, columns); | |
| double[][] x = X.Array; | |
| for (int i = 0; i < rows; i++) | |
| { | |
| for (int j = 0; j < columns; j++) | |
| { | |
| x[i][j] = -data[i][j]; | |
| } | |
| } | |
| return X; | |
| } | |
| /// <summary>Unary minus.</summary> | |
| public static Matrix operator-(Matrix value) | |
| { | |
| if (value == null) | |
| { | |
| throw new ArgumentNullException("value"); | |
| } | |
| return Negate(value); | |
| } | |
| /// <summary>Matrix equality.</summary> | |
| public static bool operator==(Matrix left, Matrix right) | |
| { | |
| return Equals(left, right); | |
| } | |
| /// <summary>Matrix inequality.</summary> | |
| public static bool operator!=(Matrix left, Matrix right) | |
| { | |
| return !Equals(left, right); | |
| } | |
| /// <summary>Matrix addition.</summary> | |
| public static Matrix Add(Matrix left, Matrix right) | |
| { | |
| if (left == null) | |
| { | |
| throw new ArgumentNullException("left"); | |
| } | |
| if (right == null) | |
| { | |
| throw new ArgumentNullException("right"); | |
| } | |
| int rows = left.Rows; | |
| int columns = left.Columns; | |
| double[][] data = left.Array; | |
| if ((rows != right.Rows) || (columns != right.Columns)) | |
| { | |
| throw new ArgumentException("Matrix dimension do not match."); | |
| } | |
| Matrix X = new Matrix(rows, columns); | |
| double[][] x = X.Array; | |
| for (int i = 0; i < rows; i++) | |
| { | |
| for (int j = 0; j < columns; j++) | |
| { | |
| x[i][j] = data[i][j] + right[i,j]; | |
| } | |
| } | |
| return X; | |
| } | |
| /// <summary>Matrix addition.</summary> | |
| public static Matrix operator+(Matrix left, Matrix right) | |
| { | |
| if (left == null) | |
| { | |
| throw new ArgumentNullException("left"); | |
| } | |
| if (right == null) | |
| { | |
| throw new ArgumentNullException("right"); | |
| } | |
| return Add(left, right); | |
| } | |
| /// <summary>Matrix subtraction.</summary> | |
| public static Matrix Subtract(Matrix left, Matrix right) | |
| { | |
| if (left == null) | |
| { | |
| throw new ArgumentNullException("left"); | |
| } | |
| if (right == null) | |
| { | |
| throw new ArgumentNullException("right"); | |
| } | |
| int rows = left.Rows; | |
| int columns = left.Columns; | |
| double[][] data = left.Array; | |
| if ((rows != right.Rows) || (columns != right.Columns)) | |
| { | |
| throw new ArgumentException("Matrix dimension do not match."); | |
| } | |
| Matrix X = new Matrix(rows, columns); | |
| double[][] x = X.Array; | |
| for (int i = 0; i < rows; i++) | |
| { | |
| for (int j = 0; j < columns; j++) | |
| { | |
| x[i][j] = data[i][j] - right[i,j]; | |
| } | |
| } | |
| return X; | |
| } | |
| /// <summary>Matrix subtraction.</summary> | |
| public static Matrix operator-(Matrix left, Matrix right) | |
| { | |
| if (left == null) | |
| { | |
| throw new ArgumentNullException("left"); | |
| } | |
| if (right == null) | |
| { | |
| throw new ArgumentNullException("right"); | |
| } | |
| return Subtract(left, right); | |
| } | |
| /// <summary>Matrix-scalar multiplication.</summary> | |
| public static Matrix Multiply(Matrix left, double right) | |
| { | |
| if (left == null) | |
| { | |
| throw new ArgumentNullException("left"); | |
| } | |
| int rows = left.Rows; | |
| int columns = left.Columns; | |
| double[][] data = left.Array; | |
| Matrix X = new Matrix(rows, columns); | |
| double[][] x = X.Array; | |
| for (int i = 0; i < rows; i++) | |
| { | |
| for (int j = 0; j < columns; j++) | |
| { | |
| x[i][j] = data[i][j] * right; | |
| } | |
| } | |
| return X; | |
| } | |
| /// <summary>Matrix-scalar multiplication.</summary> | |
| public static Matrix operator*(Matrix left, double right) | |
| { | |
| if (left == null) | |
| { | |
| throw new ArgumentNullException("left"); | |
| } | |
| return Multiply(left, right); | |
| } | |
| /// <summary>Matrix-matrix multiplication.</summary> | |
| public static Matrix Multiply(Matrix left, Matrix right) | |
| { | |
| if (left == null) | |
| { | |
| throw new ArgumentNullException("left"); | |
| } | |
| if (right == null) | |
| { | |
| throw new ArgumentNullException("right"); | |
| } | |
| int rows = left.Rows; | |
| double[][] data = left.Array; | |
| if (right.Rows != left.columns) | |
| { | |
| throw new ArgumentException("Matrix dimensions are not valid."); | |
| } | |
| int columns = right.Columns; | |
| Matrix X = new Matrix(rows, columns); | |
| double[][] x = X.Array; | |
| int size = left.columns; | |
| double[] column = new double[size]; | |
| for (int j = 0; j < columns; j++) | |
| { | |
| for (int k = 0; k < size; k++) | |
| { | |
| column[k] = right[k,j]; | |
| } | |
| for (int i = 0; i < rows; i++) | |
| { | |
| double[] row = data[i]; | |
| double s = 0; | |
| for (int k = 0; k < size; k++) | |
| { | |
| s += row[k] * column[k]; | |
| } | |
| x[i][j] = s; | |
| } | |
| } | |
| return X; | |
| } | |
| /// <summary>Matrix-matrix multiplication.</summary> | |
| public static Matrix operator*(Matrix left, Matrix right) | |
| { | |
| if (left == null) | |
| { | |
| throw new ArgumentNullException("left"); | |
| } | |
| if (right == null) | |
| { | |
| throw new ArgumentNullException("right"); | |
| } | |
| return Multiply(left, right); | |
| } | |
| /// <summary>Returns the LHS solution vetor if the matrix is square or the least squares solution otherwise.</summary> | |
| public Matrix Solve(Matrix rightHandSide) | |
| { | |
| return (rows == columns) ? new LuDecomposition(this).Solve(rightHandSide) : new QrDecomposition(this).Solve(rightHandSide); | |
| } | |
| /// <summary>Inverse of the matrix if matrix is square, pseudoinverse otherwise.</summary> | |
| public Matrix Inverse | |
| { | |
| get | |
| { | |
| return this.Solve(Diagonal(rows, rows, 1.0)); | |
| } | |
| } | |
| /// <summary>Determinant if matrix is square.</summary> | |
| public double Determinant | |
| { | |
| get | |
| { | |
| return new LuDecomposition(this).Determinant; | |
| } | |
| } | |
| /// <summary>Returns the trace of the matrix.</summary> | |
| /// <returns>Sum of the diagonal elements.</returns> | |
| public double Trace | |
| { | |
| get | |
| { | |
| double trace = 0; | |
| for (int i = 0; i < Math.Min(rows, columns); i++) | |
| { | |
| trace += data[i][i]; | |
| } | |
| return trace; | |
| } | |
| } | |
| /// <summary>Returns a matrix filled with random values.</summary> | |
| public static Matrix Random(int rows, int columns) | |
| { | |
| Matrix X = new Matrix(rows, columns); | |
| double[][] x = X.Array; | |
| for (int i = 0; i < rows; i++) | |
| { | |
| for (int j = 0; j < columns; j++) | |
| { | |
| x[i][j] = random.NextDouble(); | |
| } | |
| } | |
| return X; | |
| } | |
| /// <summary>Returns a diagonal matrix of the given size.</summary> | |
| public static Matrix Diagonal(int rows, int columns, double value) | |
| { | |
| Matrix X = new Matrix(rows, columns); | |
| double[][] x = X.Array; | |
| for (int i = 0; i < rows; i++) | |
| { | |
| for (int j = 0; j < columns; j++) | |
| { | |
| x[i][j] = ((i == j) ? value : 0.0); | |
| } | |
| } | |
| return X; | |
| } | |
| /// <summary>Returns the matrix in a textual form.</summary> | |
| public override string ToString() | |
| { | |
| using (StringWriter writer = new StringWriter(CultureInfo.InvariantCulture)) | |
| { | |
| for (int i = 0; i < rows; i++) | |
| { | |
| for (int j = 0; j < columns; j++) | |
| { | |
| writer.Write(this.data[i][j] + " "); | |
| } | |
| writer.WriteLine(); | |
| } | |
| return writer.ToString(); | |
| } | |
| } | |
| private static double Hypotenuse(double a, double b) | |
| { | |
| if (Math.Abs(a) > Math.Abs(b)) | |
| { | |
| double r = b / a; | |
| return Math.Abs(a) * Math.Sqrt(1 + r * r); | |
| } | |
| if (b != 0) | |
| { | |
| double r = a / b; | |
| return Math.Abs(b) * Math.Sqrt(1 + r * r); | |
| } | |
| return 0.0; | |
| } | |
| } | |
| } | |