// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // // Copyright (c) 2009-2013 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // using System; using IStation.Numerics.Providers.LinearAlgebra; namespace IStation.Numerics.LinearAlgebra.Double.Factorization { /// /// A class which encapsulates the functionality of an LU factorization. /// For a matrix A, the LU factorization is a pair of lower triangular matrix L and /// upper triangular matrix U so that A = L*U. /// /// /// The computation of the LU factorization is done at construction time. /// internal sealed class DenseLU : LU { /// /// Initializes a new instance of the class. This object will compute the /// LU factorization when the constructor is called and cache it's factorization. /// /// The matrix to factor. /// If is null. /// If is not a square matrix. public static DenseLU Create(DenseMatrix matrix) { if (matrix == null) { throw new ArgumentNullException(nameof(matrix)); } if (matrix.RowCount != matrix.ColumnCount) { throw new ArgumentException("Matrix must be square."); } // Create an array for the pivot indices. var pivots = new int[matrix.RowCount]; // Create a new matrix for the LU factors, then perform factorization (while overwriting). var factors = (DenseMatrix) matrix.Clone(); LinearAlgebraControl.Provider.LUFactor(factors.Values, factors.RowCount, pivots); return new DenseLU(factors, pivots); } DenseLU(Matrix factors, int[] pivots) : base(factors, pivots) { } /// /// Solves a system of linear equations, AX = B, with A LU factorized. /// /// The right hand side , B. /// The left hand side , X. public override void Solve(Matrix input, Matrix result) { // Check for proper arguments. if (input == null) { throw new ArgumentNullException(nameof(input)); } if (result == null) { throw new ArgumentNullException(nameof(result)); } // Check for proper dimensions. if (result.RowCount != input.RowCount) { throw new ArgumentException("Matrix row dimensions must agree."); } if (result.ColumnCount != input.ColumnCount) { throw new ArgumentException("Matrix column dimensions must agree."); } if (input.RowCount != Factors.RowCount) { throw Matrix.DimensionsDontMatch(input, Factors); } if (input is DenseMatrix dinput && result is DenseMatrix dresult) { // Copy the contents of input to result. Buffer.BlockCopy(dinput.Values, 0, dresult.Values, 0, dinput.Values.Length * Constants.SizeOfDouble); // LU solve by overwriting result. var dfactors = (DenseMatrix) Factors; LinearAlgebraControl.Provider.LUSolveFactored(input.ColumnCount, dfactors.Values, dfactors.RowCount, Pivots, dresult.Values); } else { throw new NotSupportedException("Can only do LU factorization for dense matrices at the moment."); } } /// /// Solves a system of linear equations, Ax = b, with A LU factorized. /// /// The right hand side vector, b. /// The left hand side , x. public override void Solve(Vector input, Vector result) { // Check for proper arguments. if (input == null) { throw new ArgumentNullException(nameof(input)); } if (result == null) { throw new ArgumentNullException(nameof(result)); } // Check for proper dimensions. if (input.Count != result.Count) { throw new ArgumentException("All vectors must have the same dimensionality."); } if (input.Count != Factors.RowCount) { throw Matrix.DimensionsDontMatch(input, Factors); } if (input is DenseVector dinput && result is DenseVector dresult) { // Copy the contents of input to result. Buffer.BlockCopy(dinput.Values, 0, dresult.Values, 0, dinput.Values.Length * Constants.SizeOfDouble); // LU solve by overwriting result. var dfactors = (DenseMatrix) Factors; LinearAlgebraControl.Provider.LUSolveFactored(1, dfactors.Values, dfactors.RowCount, Pivots, dresult.Values); } else { throw new NotSupportedException("Can only do LU factorization for dense vectors at the moment."); } } /// /// Returns the inverse of this matrix. The inverse is calculated using LU decomposition. /// /// The inverse of this matrix. public override Matrix Inverse() { var result = (DenseMatrix) Factors.Clone(); LinearAlgebraControl.Provider.LUInverseFactored(result.Values, result.RowCount, Pivots); return result; } } }