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using System;
namespace IStation.Numerics.LinearAlgebra.Double.Factorization
{
///
/// A class which encapsulates the functionality of the QR decomposition Modified Gram-Schmidt Orthogonalization.
/// Any real square matrix A may be decomposed as A = QR where Q is an orthogonal 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 UserGramSchmidt : GramSchmidt
{
///
/// Initializes a new instance of the class. This object creates an orthogonal 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 UserGramSchmidt Create(Matrix matrix)
{
if (matrix.RowCount < matrix.ColumnCount)
{
throw Matrix.DimensionsDontMatch(matrix);
}
var q = matrix.Clone();
var r = Matrix.Build.SameAs(matrix, matrix.ColumnCount, matrix.ColumnCount, fullyMutable: true);
for (var k = 0; k < q.ColumnCount; k++)
{
var norm = q.Column(k).L2Norm();
if (norm == 0.0)
{
throw new ArgumentException("Matrix must not be rank deficient.");
}
r.At(k, k, norm);
for (var i = 0; i < q.RowCount; i++)
{
q.At(i, k, q.At(i, k) / norm);
}
for (var j = k + 1; j < q.ColumnCount; j++)
{
var dot = q.Column(k).DotProduct(q.Column(j));
r.At(k, j, dot);
for (var i = 0; i < q.RowCount; i++)
{
var value = q.At(i, j) - (q.At(i, k) * dot);
q.At(i, j, value);
}
}
}
return new UserGramSchmidt(q, r);
}
UserGramSchmidt(Matrix q, Matrix rFull)
: base(q, rFull)
{
}
///
/// 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.");
}
var inputCopy = input.Clone();
// Compute Y = transpose(Q)*B
var column = new double[Q.RowCount];
for (var j = 0; j < input.ColumnCount; j++)
{
for (var k = 0; k < Q.RowCount; k++)
{
column[k] = inputCopy.At(k, j);
}
for (var i = 0; i < Q.ColumnCount; i++)
{
double s = 0;
for (var k = 0; k < Q.RowCount; k++)
{
s += Q.At(k, i) * column[k];
}
inputCopy.At(i, j, s);
}
}
// Solve R*X = Y;
for (var k = Q.ColumnCount - 1; k >= 0; k--)
{
for (var j = 0; j < input.ColumnCount; j++)
{
inputCopy.At(k, j, inputCopy.At(k, j) / FullR.At(k, k));
}
for (var i = 0; i < k; i++)
{
for (var j = 0; j < input.ColumnCount; j++)
{
inputCopy.At(i, j, inputCopy.At(i, j) - (inputCopy.At(k, j) * FullR.At(i, k)));
}
}
}
for (var i = 0; i < FullR.ColumnCount; i++)
{
for (var j = 0; j < input.ColumnCount; j++)
{
result.At(i, j, inputCopy.At(i, j));
}
}
}
///
/// 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);
}
var inputCopy = input.Clone();
// Compute Y = transpose(Q)*B
var column = new double[Q.RowCount];
for (var k = 0; k < Q.RowCount; k++)
{
column[k] = inputCopy[k];
}
for (var i = 0; i < Q.ColumnCount; i++)
{
double s = 0;
for (var k = 0; k < Q.RowCount; k++)
{
s += Q.At(k, i) * column[k];
}
inputCopy[i] = s;
}
// Solve R*X = Y;
for (var k = Q.ColumnCount - 1; k >= 0; k--)
{
inputCopy[k] /= FullR.At(k, k);
for (var i = 0; i < k; i++)
{
inputCopy[i] -= inputCopy[k] * FullR.At(i, k);
}
}
for (var i = 0; i < FullR.ColumnCount; i++)
{
result[i] = inputCopy[i];
}
}
}
}