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using System;
namespace IStation.Numerics.LinearAlgebra.Factorization
{
using Numerics;
using Complex = System.Numerics.Complex;
///
/// Eigenvalues and eigenvectors of a real matrix.
///
///
/// If A is symmetric, then A = V*D*V' where the eigenvalue matrix D is
/// diagonal and the eigenvector matrix V is orthogonal.
/// I.e. A = V*D*V' and V*VT=I.
/// If A is not symmetric, then the eigenvalue matrix D is block diagonal
/// with the real eigenvalues in 1-by-1 blocks and any complex eigenvalues,
/// lambda + i*mu, in 2-by-2 blocks, [lambda, mu; -mu, lambda]. The
/// columns of V represent the eigenvectors in the sense that A*V = V*D,
/// i.e. A.Multiply(V) equals V.Multiply(D). The matrix V may be badly
/// conditioned, or even singular, so the validity of the equation
/// A = V*D*Inverse(V) depends upon V.Condition().
///
/// Supported data types are double, single, , and .
public abstract class Evd : ISolver
where T : struct, IEquatable, IFormattable
{
protected Evd(Matrix eigenVectors, Vector eigenValues, Matrix blockDiagonal, bool isSymmetric)
{
EigenVectors = eigenVectors;
EigenValues = eigenValues;
D = blockDiagonal;
IsSymmetric = isSymmetric;
}
///
/// Gets or sets a value indicating whether matrix is symmetric or not
///
public bool IsSymmetric { get; private set; }
///
/// Gets the absolute value of determinant of the square matrix for which the EVD was computed.
///
public abstract T Determinant { get; }
///
/// Gets the effective numerical matrix rank.
///
/// The number of non-negligible singular values.
public abstract int Rank { get; }
///
/// Gets a value indicating whether the matrix is full rank or not.
///
/// true if the matrix is full rank; otherwise false.
public abstract bool IsFullRank { get; }
///
/// Gets or sets the eigen values (λ) of matrix in ascending value.
///
public Vector EigenValues { get; private set; }
///
/// Gets or sets eigenvectors.
///
public Matrix EigenVectors { get; private set; }
///
/// Gets or sets the block diagonal eigenvalue matrix.
///
public Matrix D { get; private set; }
///
/// Solves a system of linear equations, AX = B, with A EVD factorized.
///
/// The right hand side , B.
/// The left hand side , X.
public virtual Matrix Solve(Matrix input)
{
var x = Matrix.Build.SameAs(EigenVectors, EigenVectors.ColumnCount, input.ColumnCount, fullyMutable: true);
Solve(input, x);
return x;
}
///
/// Solves a system of linear equations, AX = B, with A EVD factorized.
///
/// The right hand side , B.
/// The left hand side , X.
public abstract void Solve(Matrix input, Matrix result);
///
/// Solves a system of linear equations, Ax = b, with A EVD factorized.
///
/// The right hand side vector, b.
/// The left hand side , x.
public virtual Vector Solve(Vector input)
{
var x = Vector.Build.SameAs(EigenVectors, EigenVectors.ColumnCount);
Solve(input, x);
return x;
}
///
/// Solves a system of linear equations, Ax = b, with A EVD factorized.
///
/// The right hand side vector, b.
/// The left hand side , x.
public abstract void Solve(Vector input, Vector result);
}
}