//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
//
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using System;
using IStation.Numerics.LinearAlgebra.Complex.Factorization;
using IStation.Numerics.LinearAlgebra.Factorization;
using IStation.Numerics.LinearAlgebra.Storage;
namespace IStation.Numerics.LinearAlgebra.Complex
{
using Complex = System.Numerics.Complex;
///
/// Complex version of the class.
///
[Serializable]
public abstract class Matrix : Matrix
{
///
/// Initializes a new instance of the Matrix class.
///
protected Matrix(MatrixStorage storage)
: base(storage)
{
}
///
/// Set all values whose absolute value is smaller than the threshold to zero.
///
public override void CoerceZero(double threshold)
{
MapInplace(x => x.Magnitude < threshold ? Complex.Zero : x, Zeros.AllowSkip);
}
///
/// Returns the conjugate transpose of this matrix.
///
/// The conjugate transpose of this matrix.
public sealed override Matrix ConjugateTranspose()
{
var ret = Transpose();
ret.MapInplace(c => c.Conjugate(), Zeros.AllowSkip);
return ret;
}
///
/// Puts the conjugate transpose of this matrix into the result matrix.
///
public sealed override void ConjugateTranspose(Matrix result)
{
Transpose(result);
result.MapInplace(c => c.Conjugate(), Zeros.AllowSkip);
}
///
/// Complex conjugates each element of this matrix and place the results into the result matrix.
///
/// The result of the conjugation.
protected override void DoConjugate(Matrix result)
{
Map(Complex.Conjugate, result, Zeros.AllowSkip);
}
///
/// Negate each element of this matrix and place the results into the result matrix.
///
/// The result of the negation.
protected override void DoNegate(Matrix result)
{
Map(Complex.Negate, result, Zeros.AllowSkip);
}
///
/// Add a scalar to each element of the matrix and stores the result in the result vector.
///
/// The scalar to add.
/// The matrix to store the result of the addition.
protected override void DoAdd(Complex scalar, Matrix result)
{
Map(x => x + scalar, result, Zeros.Include);
}
///
/// Adds another matrix to this matrix.
///
/// The matrix to add to this matrix.
/// The matrix to store the result of the addition.
/// If the other matrix is .
/// If the two matrices don't have the same dimensions.
protected override void DoAdd(Matrix other, Matrix result)
{
Map2(Complex.Add, other, result, Zeros.AllowSkip);
}
///
/// Subtracts a scalar from each element of the vector and stores the result in the result vector.
///
/// The scalar to subtract.
/// The matrix to store the result of the subtraction.
protected override void DoSubtract(Complex scalar, Matrix result)
{
Map(x => x - scalar, result, Zeros.Include);
}
///
/// Subtracts another matrix from this matrix.
///
/// The matrix to subtract to this matrix.
/// The matrix to store the result of subtraction.
/// If the other matrix is .
/// If the two matrices don't have the same dimensions.
protected override void DoSubtract(Matrix other, Matrix result)
{
Map2(Complex.Subtract, other, result, Zeros.AllowSkip);
}
///
/// Multiplies each element of the matrix by a scalar and places results into the result matrix.
///
/// The scalar to multiply the matrix with.
/// The matrix to store the result of the multiplication.
protected override void DoMultiply(Complex scalar, Matrix result)
{
Map(x => x*scalar, result, Zeros.AllowSkip);
}
///
/// Multiplies this matrix with a vector and places the results into the result vector.
///
/// The vector to multiply with.
/// The result of the multiplication.
protected override void DoMultiply(Vector rightSide, Vector result)
{
for (var i = 0; i < RowCount; i++)
{
var s = Complex.Zero;
for (var j = 0; j < ColumnCount; j++)
{
s += At(i, j)*rightSide[j];
}
result[i] = s;
}
}
///
/// Multiplies this matrix with another matrix and places the results into the result matrix.
///
/// The matrix to multiply with.
/// The result of the multiplication.
protected override void DoMultiply(Matrix other, Matrix result)
{
for (var i = 0; i < RowCount; i++)
{
for (var j = 0; j != other.ColumnCount; j++)
{
var s = Complex.Zero;
for (var k = 0; k < ColumnCount; k++)
{
s += At(i, k)*other.At(k, j);
}
result.At(i, j, s);
}
}
}
///
/// Divides each element of the matrix by a scalar and places results into the result matrix.
///
/// The scalar to divide the matrix with.
/// The matrix to store the result of the division.
protected override void DoDivide(Complex divisor, Matrix result)
{
Map(x => x/divisor, result, divisor.IsZero() ? Zeros.Include : Zeros.AllowSkip);
}
///
/// Divides a scalar by each element of the matrix and stores the result in the result matrix.
///
/// The scalar to divide by each element of the matrix.
/// The matrix to store the result of the division.
protected override void DoDivideByThis(Complex dividend, Matrix result)
{
Map(x => dividend/x, result, Zeros.Include);
}
///
/// Multiplies this matrix with transpose of another matrix and places the results into the result matrix.
///
/// The matrix to multiply with.
/// The result of the multiplication.
protected override void DoTransposeAndMultiply(Matrix other, Matrix result)
{
for (var j = 0; j < other.RowCount; j++)
{
for (var i = 0; i < RowCount; i++)
{
var s = Complex.Zero;
for (var k = 0; k < ColumnCount; k++)
{
s += At(i, k)*other.At(j, k);
}
result.At(i, j, s);
}
}
}
///
/// Multiplies this matrix with the conjugate transpose of another matrix and places the results into the result matrix.
///
/// The matrix to multiply with.
/// The result of the multiplication.
protected override void DoConjugateTransposeAndMultiply(Matrix other, Matrix result)
{
for (var j = 0; j < other.RowCount; j++)
{
for (var i = 0; i < RowCount; i++)
{
var s = Complex.Zero;
for (var k = 0; k < ColumnCount; k++)
{
s += At(i, k)*other.At(j, k).Conjugate();
}
result.At(i, j, s);
}
}
}
///
/// Multiplies the transpose of this matrix with another matrix and places the results into the result matrix.
///
/// The matrix to multiply with.
/// The result of the multiplication.
protected override void DoTransposeThisAndMultiply(Matrix other, Matrix result)
{
for (var j = 0; j < other.ColumnCount; j++)
{
for (var i = 0; i < ColumnCount; i++)
{
var s = Complex.Zero;
for (var k = 0; k < RowCount; k++)
{
s += At(k, i)*other.At(k, j);
}
result.At(i, j, s);
}
}
}
///
/// Multiplies the transpose of this matrix with another matrix and places the results into the result matrix.
///
/// The matrix to multiply with.
/// The result of the multiplication.
protected override void DoConjugateTransposeThisAndMultiply(Matrix other, Matrix result)
{
for (var j = 0; j < other.ColumnCount; j++)
{
for (var i = 0; i < ColumnCount; i++)
{
var s = Complex.Zero;
for (var k = 0; k < RowCount; k++)
{
s += At(k, i).Conjugate()*other.At(k, j);
}
result.At(i, j, s);
}
}
}
///
/// Multiplies the transpose of this matrix with a vector and places the results into the result vector.
///
/// The vector to multiply with.
/// The result of the multiplication.
protected override void DoTransposeThisAndMultiply(Vector rightSide, Vector result)
{
for (var j = 0; j < ColumnCount; j++)
{
var s = Complex.Zero;
for (var i = 0; i < RowCount; i++)
{
s += At(i, j)*rightSide[i];
}
result[j] = s;
}
}
///
/// Multiplies the conjugate transpose of this matrix with a vector and places the results into the result vector.
///
/// The vector to multiply with.
/// The result of the multiplication.
protected override void DoConjugateTransposeThisAndMultiply(Vector rightSide, Vector result)
{
for (var j = 0; j < ColumnCount; j++)
{
var s = Complex.Zero;
for (var i = 0; i < RowCount; i++)
{
s += At(i, j).Conjugate()*rightSide[i];
}
result[j] = s;
}
}
///
/// Pointwise multiplies this matrix with another matrix and stores the result into the result matrix.
///
/// The matrix to pointwise multiply with this one.
/// The matrix to store the result of the pointwise multiplication.
protected override void DoPointwiseMultiply(Matrix other, Matrix result)
{
Map2(Complex.Multiply, other, result, Zeros.AllowSkip);
}
///
/// Pointwise divide this matrix by another matrix and stores the result into the result matrix.
///
/// The matrix to pointwise divide this one by.
/// The matrix to store the result of the pointwise division.
protected override void DoPointwiseDivide(Matrix divisor, Matrix result)
{
Map2(Complex.Divide, divisor, result, Zeros.Include);
}
///
/// Pointwise raise this matrix to an exponent and store the result into the result matrix.
///
/// The exponent to raise this matrix values to.
/// The matrix to store the result of the pointwise power.
protected override void DoPointwisePower(Complex exponent, Matrix result)
{
Map(x => x.Power(exponent), result, Zeros.Include);
}
///
/// Pointwise raise this matrix to an exponent and store the result into the result matrix.
///
/// The exponent to raise this matrix values to.
/// The vector to store the result of the pointwise power.
protected override void DoPointwisePower(Matrix exponent, Matrix result)
{
Map2(Complex.Pow, result, Zeros.Include);
}
///
/// Pointwise canonical modulus, where the result has the sign of the divisor,
/// of this matrix with another matrix and stores the result into the result matrix.
///
/// The pointwise denominator matrix to use
/// The result of the modulus.
protected sealed override void DoPointwiseModulus(Matrix divisor, Matrix result)
{
throw new NotSupportedException();
}
///
/// Pointwise remainder (% operator), where the result has the sign of the dividend,
/// of this matrix with another matrix and stores the result into the result matrix.
///
/// The pointwise denominator matrix to use
/// The result of the modulus.
protected sealed override void DoPointwiseRemainder(Matrix divisor, Matrix result)
{
throw new NotSupportedException();
}
///
/// Computes the canonical modulus, where the result has the sign of the divisor,
/// for the given divisor each element of the matrix.
///
/// The scalar denominator to use.
/// Matrix to store the results in.
protected sealed override void DoModulus(Complex divisor, Matrix result)
{
throw new NotSupportedException();
}
///
/// Computes the canonical modulus, where the result has the sign of the divisor,
/// for the given dividend for each element of the matrix.
///
/// The scalar numerator to use.
/// A vector to store the results in.
protected sealed override void DoModulusByThis(Complex dividend, Matrix result)
{
throw new NotSupportedException();
}
///
/// Computes the remainder (% operator), where the result has the sign of the dividend,
/// for the given divisor each element of the matrix.
///
/// The scalar denominator to use.
/// Matrix to store the results in.
protected sealed override void DoRemainder(Complex divisor, Matrix result)
{
throw new NotSupportedException();
}
///
/// Computes the remainder (% operator), where the result has the sign of the dividend,
/// for the given dividend for each element of the matrix.
///
/// The scalar numerator to use.
/// A vector to store the results in.
protected sealed override void DoRemainderByThis(Complex dividend, Matrix result)
{
throw new NotSupportedException();
}
///
/// Pointwise applies the exponential function to each value and stores the result into the result matrix.
///
/// The matrix to store the result.
protected override void DoPointwiseExp(Matrix result)
{
Map(Complex.Exp, result, Zeros.Include);
}
///
/// Pointwise applies the natural logarithm function to each value and stores the result into the result matrix.
///
/// The matrix to store the result.
protected override void DoPointwiseLog(Matrix result)
{
Map(Complex.Log, result, Zeros.Include);
}
protected override void DoPointwiseAbs(Matrix result)
{
Map(x => (Complex)Complex.Abs(x), result, Zeros.AllowSkip);
}
protected override void DoPointwiseAcos(Matrix result)
{
Map(Complex.Acos, result, Zeros.Include);
}
protected override void DoPointwiseAsin(Matrix result)
{
Map(Complex.Asin, result, Zeros.AllowSkip);
}
protected override void DoPointwiseAtan(Matrix result)
{
Map(Complex.Atan, result, Zeros.AllowSkip);
}
protected override void DoPointwiseAtan2(Matrix other, Matrix result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseCeiling(Matrix result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseCos(Matrix result)
{
Map(Complex.Cos, result, Zeros.Include);
}
protected override void DoPointwiseCosh(Matrix result)
{
Map(Complex.Cosh, result, Zeros.Include);
}
protected override void DoPointwiseFloor(Matrix result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseLog10(Matrix result)
{
Map(Complex.Log10, result, Zeros.Include);
}
protected override void DoPointwiseRound(Matrix result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseSign(Matrix result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseSin(Matrix result)
{
Map(Complex.Sin, result, Zeros.AllowSkip);
}
protected override void DoPointwiseSinh(Matrix result)
{
Map(Complex.Sinh, result, Zeros.AllowSkip);
}
protected override void DoPointwiseSqrt(Matrix result)
{
Map(Complex.Sqrt, result, Zeros.AllowSkip);
}
protected override void DoPointwiseTan(Matrix result)
{
Map(Complex.Tan, result, Zeros.AllowSkip);
}
protected override void DoPointwiseTanh(Matrix result)
{
Map(Complex.Tanh, result, Zeros.AllowSkip);
}
///
/// Computes the Moore-Penrose Pseudo-Inverse of this matrix.
///
public override Matrix PseudoInverse()
{
var svd = Svd(true);
var w = svd.W;
var s = svd.S;
double tolerance = Math.Max(RowCount, ColumnCount) * svd.L2Norm * Precision.DoublePrecision;
for (int i = 0; i < s.Count; i++)
{
s[i] = s[i].Magnitude < tolerance ? 0 : 1/s[i];
}
w.SetDiagonal(s);
return (svd.U * (w * svd.VT)).ConjugateTranspose();
}
///
/// Computes the trace of this matrix.
///
/// The trace of this matrix
/// If the matrix is not square
public override Complex Trace()
{
if (RowCount != ColumnCount)
{
throw new ArgumentException("Matrix must be square.");
}
var sum = Complex.Zero;
for (var i = 0; i < RowCount; i++)
{
sum += At(i, i);
}
return sum;
}
protected override void DoPointwiseMinimum(Complex scalar, Matrix result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseMaximum(Complex scalar, Matrix result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseAbsoluteMinimum(Complex scalar, Matrix result)
{
double absolute = scalar.Magnitude;
Map(x => Math.Min(absolute, x.Magnitude), result, Zeros.AllowSkip);
}
protected override void DoPointwiseAbsoluteMaximum(Complex scalar, Matrix result)
{
double absolute = scalar.Magnitude;
Map(x => Math.Max(absolute, x.Magnitude), result, Zeros.Include);
}
protected override void DoPointwiseMinimum(Matrix other, Matrix result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseMaximum(Matrix other, Matrix result)
{
throw new NotSupportedException();
}
protected override void DoPointwiseAbsoluteMinimum(Matrix other, Matrix result)
{
Map2((x, y) => Math.Min(x.Magnitude, y.Magnitude), other, result, Zeros.AllowSkip);
}
protected override void DoPointwiseAbsoluteMaximum(Matrix other, Matrix result)
{
Map2((x, y) => Math.Max(x.Magnitude, y.Magnitude), other, result, Zeros.AllowSkip);
}
/// Calculates the induced L1 norm of this matrix.
/// The maximum absolute column sum of the matrix.
public override double L1Norm()
{
var norm = 0d;
for (var j = 0; j < ColumnCount; j++)
{
var s = 0d;
for (var i = 0; i < RowCount; i++)
{
s += At(i, j).Magnitude;
}
norm = Math.Max(norm, s);
}
return norm;
}
/// Calculates the induced infinity norm of this matrix.
/// The maximum absolute row sum of the matrix.
public override double InfinityNorm()
{
var norm = 0d;
for (var i = 0; i < RowCount; i++)
{
var s = 0d;
for (var j = 0; j < ColumnCount; j++)
{
s += At(i, j).Magnitude;
}
norm = Math.Max(norm, s);
}
return norm;
}
/// Calculates the entry-wise Frobenius norm of this matrix.
/// The square root of the sum of the squared values.
public override double FrobeniusNorm()
{
var transpose = ConjugateTranspose();
var aat = this*transpose;
var norm = 0d;
for (var i = 0; i < RowCount; i++)
{
norm += aat.At(i, i).Magnitude;
}
return Math.Sqrt(norm);
}
///
/// Calculates the p-norms of all row vectors.
/// Typical values for p are 1.0 (L1, Manhattan norm), 2.0 (L2, Euclidean norm) and positive infinity (infinity norm)
///
public override Vector RowNorms(double norm)
{
if (norm <= 0.0)
{
throw new ArgumentOutOfRangeException(nameof(norm), "Value must be positive.");
}
var ret = new double[RowCount];
if (norm == 2.0)
{
Storage.FoldByRowUnchecked(ret, (s, x) => s + x.MagnitudeSquared(), (x, c) => Math.Sqrt(x), ret, Zeros.AllowSkip);
}
else if (norm == 1.0)
{
Storage.FoldByRowUnchecked(ret, (s, x) => s + x.Magnitude, (x, c) => x, ret, Zeros.AllowSkip);
}
else if (double.IsPositiveInfinity(norm))
{
Storage.FoldByRowUnchecked(ret, (s, x) => Math.Max(s, x.Magnitude), (x, c) => x, ret, Zeros.AllowSkip);
}
else
{
double invnorm = 1.0/norm;
Storage.FoldByRowUnchecked(ret, (s, x) => s + Math.Pow(x.Magnitude, norm), (x, c) => Math.Pow(x, invnorm), ret, Zeros.AllowSkip);
}
return Vector.Build.Dense(ret);
}
///
/// Calculates the p-norms of all column vectors.
/// Typical values for p are 1.0 (L1, Manhattan norm), 2.0 (L2, Euclidean norm) and positive infinity (infinity norm)
///
public override Vector ColumnNorms(double norm)
{
if (norm <= 0.0)
{
throw new ArgumentOutOfRangeException(nameof(norm), "Value must be positive.");
}
var ret = new double[ColumnCount];
if (norm == 2.0)
{
Storage.FoldByColumnUnchecked(ret, (s, x) => s + x.MagnitudeSquared(), (x, c) => Math.Sqrt(x), ret, Zeros.AllowSkip);
}
else if (norm == 1.0)
{
Storage.FoldByColumnUnchecked(ret, (s, x) => s + x.Magnitude, (x, c) => x, ret, Zeros.AllowSkip);
}
else if (double.IsPositiveInfinity(norm))
{
Storage.FoldByColumnUnchecked(ret, (s, x) => Math.Max(s, x.Magnitude), (x, c) => x, ret, Zeros.AllowSkip);
}
else
{
double invnorm = 1.0/norm;
Storage.FoldByColumnUnchecked(ret, (s, x) => s + Math.Pow(x.Magnitude, norm), (x, c) => Math.Pow(x, invnorm), ret, Zeros.AllowSkip);
}
return Vector.Build.Dense(ret);
}
///
/// Normalizes all row vectors to a unit p-norm.
/// Typical values for p are 1.0 (L1, Manhattan norm), 2.0 (L2, Euclidean norm) and positive infinity (infinity norm)
///
public sealed override Matrix NormalizeRows(double norm)
{
var norminv = ((DenseVectorStorage)RowNorms(norm).Storage).Data;
for (int i = 0; i < norminv.Length; i++)
{
norminv[i] = norminv[i] == 0d ? 1d : 1d/norminv[i];
}
var result = Build.SameAs(this, RowCount, ColumnCount);
Storage.MapIndexedTo(result.Storage, (i, j, x) => norminv[i]*x, Zeros.AllowSkip, ExistingData.AssumeZeros);
return result;
}
///
/// Normalizes all column vectors to a unit p-norm.
/// Typical values for p are 1.0 (L1, Manhattan norm), 2.0 (L2, Euclidean norm) and positive infinity (infinity norm)
///
public sealed override Matrix NormalizeColumns(double norm)
{
var norminv = ((DenseVectorStorage)ColumnNorms(norm).Storage).Data;
for (int i = 0; i < norminv.Length; i++)
{
norminv[i] = norminv[i] == 0d ? 1d : 1d/norminv[i];
}
var result = Build.SameAs(this, RowCount, ColumnCount);
Storage.MapIndexedTo(result.Storage, (i, j, x) => norminv[j]*x, Zeros.AllowSkip, ExistingData.AssumeZeros);
return result;
}
///
/// Calculates the value sum of each row vector.
///
public override Vector RowSums()
{
var ret = new Complex[RowCount];
Storage.FoldByRowUnchecked(ret, (s, x) => s + x, (x, c) => x, ret, Zeros.AllowSkip);
return Vector.Build.Dense(ret);
}
///
/// Calculates the absolute value sum of each row vector.
///
public override Vector RowAbsoluteSums()
{
var ret = new Complex[RowCount];
Storage.FoldByRowUnchecked(ret, (s, x) => s + x.Magnitude, (x, c) => x, ret, Zeros.AllowSkip);
return Vector.Build.Dense(ret);
}
///
/// Calculates the value sum of each column vector.
///
public override Vector ColumnSums()
{
var ret = new Complex[ColumnCount];
Storage.FoldByColumnUnchecked(ret, (s, x) => s + x, (x, c) => x, ret, Zeros.AllowSkip);
return Vector.Build.Dense(ret);
}
///
/// Calculates the absolute value sum of each column vector.
///
public override Vector ColumnAbsoluteSums()
{
var ret = new Complex[ColumnCount];
Storage.FoldByColumnUnchecked(ret, (s, x) => s + x.Magnitude, (x, c) => x, ret, Zeros.AllowSkip);
return Vector.Build.Dense(ret);
}
///
/// Evaluates whether this matrix is Hermitian (conjugate symmetric).
///
public override bool IsHermitian()
{
if (RowCount != ColumnCount)
{
return false;
}
for (var k = 0; k < RowCount; k++)
{
if (!At(k, k).IsReal())
{
return false;
}
}
for (var row = 0; row < RowCount; row++)
{
for (var column = row + 1; column < ColumnCount; column++)
{
if (!At(row, column).Equals(At(column, row).Conjugate()))
{
return false;
}
}
}
return true;
}
public override Cholesky Cholesky()
{
return UserCholesky.Create(this);
}
public override LU LU()
{
return UserLU.Create(this);
}
public override QR QR(QRMethod method = QRMethod.Thin)
{
return UserQR.Create(this, method);
}
public override GramSchmidt GramSchmidt()
{
return UserGramSchmidt.Create(this);
}
public override Svd Svd(bool computeVectors = true)
{
return UserSvd.Create(this, computeVectors);
}
public override Evd Evd(Symmetricity symmetricity = Symmetricity.Unknown)
{
return UserEvd.Create(this, symmetricity);
}
}
}