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using System;
using IStation.Numerics.LinearAlgebra.Factorization;
using IStation.Numerics.Providers.LinearAlgebra;
namespace IStation.Numerics.LinearAlgebra.Complex.Factorization
{
using Complex = System.Numerics.Complex;
///
/// A class which encapsulates the functionality of the QR decomposition Modified Gram-Schmidt Orthogonalization.
/// Any complex square matrix A may be decomposed as A = QR where Q is an unitary mxn matrix and R is an nxn upper triangular matrix.
///
///
/// The computation of the QR decomposition is done at construction time by modified Gram-Schmidt Orthogonalization.
///
internal sealed class DenseGramSchmidt : GramSchmidt
{
///
/// Initializes a new instance of the class. This object creates an unitary matrix
/// using the modified Gram-Schmidt method.
///
/// The matrix to factor.
/// If is null.
/// If row count is less then column count
/// If is rank deficient
public static DenseGramSchmidt Create(Matrix matrix)
{
if (matrix.RowCount < matrix.ColumnCount)
{
throw Matrix.DimensionsDontMatch(matrix);
}
var q = (DenseMatrix)matrix.Clone();
var r = new DenseMatrix(matrix.ColumnCount, matrix.ColumnCount);
Factorize(q.Values, q.RowCount, q.ColumnCount, r.Values);
return new DenseGramSchmidt(q, r);
}
DenseGramSchmidt(Matrix q, Matrix rFull)
: base(q, rFull)
{
}
///
/// Factorize matrix using the modified Gram-Schmidt method.
///
/// Initial matrix. On exit is replaced by Q.
/// Number of rows in Q.
/// Number of columns in Q.
/// On exit is filled by R.
private static void Factorize(Complex[] q, int rowsQ, int columnsQ, Complex[] r)
{
for (var k = 0; k < columnsQ; k++)
{
var norm = 0.0;
for (var i = 0; i < rowsQ; i++)
{
norm += q[(k * rowsQ) + i].Magnitude * q[(k * rowsQ) + i].Magnitude;
}
norm = Math.Sqrt(norm);
if (norm == 0.0)
{
throw new ArgumentException("Matrix must not be rank deficient.");
}
r[(k * columnsQ) + k] = norm;
for (var i = 0; i < rowsQ; i++)
{
q[(k * rowsQ) + i] /= norm;
}
for (var j = k + 1; j < columnsQ; j++)
{
var k1 = k;
var j1 = j;
var dot = Complex.Zero;
for (var index = 0; index < rowsQ; index++)
{
dot += q[(k1 * rowsQ) + index].Conjugate() * q[(j1 * rowsQ) + index];
}
r[(j * columnsQ) + k] = dot;
for (var i = 0; i < rowsQ; i++)
{
var value = q[(j * rowsQ) + i] - (q[(k * rowsQ) + i] * dot);
q[(j * rowsQ) + i] = value;
}
}
}
}
///
/// Solves a system of linear equations, AX = B, with A QR factorized.
///
/// The right hand side , B.
/// The left hand side , X.
public override void Solve(Matrix input, Matrix result)
{
// The solution X should have the same number of columns as B
if (input.ColumnCount != result.ColumnCount)
{
throw new ArgumentException("Matrix column dimensions must agree.");
}
// The dimension compatibility conditions for X = A\B require the two matrices A and B to have the same number of rows
if (Q.RowCount != input.RowCount)
{
throw new ArgumentException("Matrix row dimensions must agree.");
}
// The solution X row dimension is equal to the column dimension of A
if (Q.ColumnCount != result.RowCount)
{
throw new ArgumentException("Matrix column dimensions must agree.");
}
if (input is DenseMatrix dinput && result is DenseMatrix dresult)
{
LinearAlgebraControl.Provider.QRSolveFactored(((DenseMatrix) Q).Values, ((DenseMatrix) FullR).Values, Q.RowCount, FullR.ColumnCount, null, dinput.Values, input.ColumnCount, dresult.Values, QRMethod.Thin);
}
else
{
throw new NotSupportedException("Can only do GramSchmidt factorization for dense matrices at the moment.");
}
}
///
/// Solves a system of linear equations, Ax = b, with A QR factorized.
///
/// The right hand side vector, b.
/// The left hand side , x.
public override void Solve(Vector input, Vector result)
{
// Ax=b where A is an m x n matrix
// Check that b is a column vector with m entries
if (Q.RowCount != input.Count)
{
throw new ArgumentException("All vectors must have the same dimensionality.");
}
// Check that x is a column vector with n entries
if (Q.ColumnCount != result.Count)
{
throw Matrix.DimensionsDontMatch(Q, result);
}
if (input is DenseVector dinput && result is DenseVector dresult)
{
LinearAlgebraControl.Provider.QRSolveFactored(((DenseMatrix) Q).Values, ((DenseMatrix) FullR).Values, Q.RowCount, FullR.ColumnCount, null, dinput.Values, 1, dresult.Values, QRMethod.Thin);
}
else
{
throw new NotSupportedException("Can only do GramSchmidt factorization for dense vectors at the moment.");
}
}
}
}