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using System;
using IStation.Numerics.LinearAlgebra.Factorization;
using IStation.Numerics.Providers.LinearAlgebra;
namespace IStation.Numerics.LinearAlgebra.Double.Factorization
{
///
/// A class which encapsulates the functionality of the QR decomposition.
/// Any real square matrix A may be decomposed as A = QR where Q is an orthogonal matrix
/// (its columns are orthogonal unit vectors meaning QTQ = I) and R is an upper triangular matrix
/// (also called right triangular matrix).
///
///
/// The computation of the QR decomposition is done at construction time by Householder transformation.
///
internal sealed class DenseQR : QR
{
///
/// Gets or sets Tau vector. Contains additional information on Q - used for native solver.
///
double[] Tau { get; set; }
///
/// Initializes a new instance of the class. This object will compute the
/// QR factorization when the constructor is called and cache it's factorization.
///
/// The matrix to factor.
/// The type of QR factorization to perform.
/// If is null.
/// If row count is less then column count
public static DenseQR Create(DenseMatrix matrix, QRMethod method = QRMethod.Full)
{
if (matrix.RowCount < matrix.ColumnCount)
{
throw Matrix.DimensionsDontMatch(matrix);
}
var tau = new double[Math.Min(matrix.RowCount, matrix.ColumnCount)];
Matrix q;
Matrix r;
if (method == QRMethod.Full)
{
r = matrix.Clone();
q = new DenseMatrix(matrix.RowCount);
LinearAlgebraControl.Provider.QRFactor(((DenseMatrix) r).Values, matrix.RowCount, matrix.ColumnCount, ((DenseMatrix) q).Values, tau);
}
else
{
q = matrix.Clone();
r = new DenseMatrix(matrix.ColumnCount);
LinearAlgebraControl.Provider.ThinQRFactor(((DenseMatrix) q).Values, matrix.RowCount, matrix.ColumnCount, ((DenseMatrix) r).Values, tau);
}
return new DenseQR(q, r, method, tau);
}
DenseQR(Matrix q, Matrix rFull, QRMethod method, double[] tau)
: base(q, rFull, method)
{
Tau = tau;
}
///
/// 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 (FullR.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, Tau, dinput.Values, input.ColumnCount, dresult.Values, Method);
}
else
{
throw new NotSupportedException("Can only do QR 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 (FullR.ColumnCount != result.Count)
{
throw Matrix.DimensionsDontMatch(FullR, result);
}
if (input is DenseVector dinput && result is DenseVector dresult)
{
LinearAlgebraControl.Provider.QRSolveFactored(((DenseMatrix) Q).Values, ((DenseMatrix) FullR).Values, Q.RowCount, FullR.ColumnCount, Tau, dinput.Values, 1, dresult.Values, Method);
}
else
{
throw new NotSupportedException("Can only do QR factorization for dense vectors at the moment.");
}
}
}
}