//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
//
// Copyright (c) 2009-2011 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.
//
#if NATIVEACML
using IStation.Numerics.LinearAlgebra.Factorization;
using System;
using System.Security;
namespace IStation.Numerics.Providers.LinearAlgebra.Acml
{
///
/// AMD Core Math Library (ACML) linear algebra provider.
///
internal partial class AcmlLinearAlgebraProvider
{
///
/// Computes the dot product of x and y.
///
/// The vector x.
/// The vector y.
/// The dot product of x and y.
/// This is equivalent to the DOT BLAS routine.
[SecuritySafeCritical]
public override Complex32 DotProduct(Complex32[] x, Complex32[] y)
{
if (y == null)
{
throw new ArgumentNullException(nameof(y));
}
if (x == null)
{
throw new ArgumentNullException(nameof(x));
}
if (x.Length != y.Length)
{
throw new ArgumentException("The array arguments must have the same length.");
}
return SafeNativeMethods.c_dot_product(x.Length, x, y);
}
///
/// Adds a scaled vector to another: result = y + alpha*x.
///
/// The vector to update.
/// The value to scale by.
/// The vector to add to .
/// The result of the addition.
/// This is similar to the AXPY BLAS routine.
[SecuritySafeCritical]
public override void AddVectorToScaledVector(Complex32[] y, Complex32 alpha, Complex32[] x, Complex32[] result)
{
if (y == null)
{
throw new ArgumentNullException(nameof(y));
}
if (x == null)
{
throw new ArgumentNullException(nameof(x));
}
if (y.Length != x.Length)
{
throw new ArgumentException("All vectors must have the same dimensionality.");
}
if (!ReferenceEquals(y, result))
{
Array.Copy(y, 0, result, 0, y.Length);
}
if (alpha == Complex32.Zero)
{
return;
}
SafeNativeMethods.c_axpy(y.Length, alpha, x, result);
}
///
/// Scales an array. Can be used to scale a vector and a matrix.
///
/// The scalar.
/// The values to scale.
/// This result of the scaling.
/// This is similar to the SCAL BLAS routine.
[SecuritySafeCritical]
public override void ScaleArray(Complex32 alpha, Complex32[] x, Complex32[] result)
{
if (x == null)
{
throw new ArgumentNullException(nameof(x));
}
if (!ReferenceEquals(x, result))
{
Array.Copy(x, 0, result, 0, x.Length);
}
if (alpha == Complex32.One)
{
return;
}
SafeNativeMethods.c_scale(x.Length, alpha, result);
}
///
/// Multiples two matrices. result = x * y
///
/// The x matrix.
/// The number of rows in the x matrix.
/// The number of columns in the x matrix.
/// The y matrix.
/// The number of rows in the y matrix.
/// The number of columns in the y matrix.
/// Where to store the result of the multiplication.
/// This is a simplified version of the BLAS GEMM routine with alpha
/// set to Complex32.One and beta set to Complex32.Zero, and x and y are not transposed.
public override void MatrixMultiply(Complex32[] x, int rowsX, int columnsX, Complex32[] y, int rowsY, int columnsY, Complex32[] result)
{
MatrixMultiplyWithUpdate(Transpose.DontTranspose, Transpose.DontTranspose, Complex32.One, x, rowsX, columnsX, y, rowsY, columnsY, Complex32.Zero, result);
}
///
/// Multiplies two matrices and updates another with the result. c = alpha*op(a)*op(b) + beta*c
///
/// How to transpose the matrix.
/// How to transpose the matrix.
/// The value to scale matrix.
/// The a matrix.
/// The number of rows in the matrix.
/// The number of columns in the matrix.
/// The b matrix
/// The number of rows in the matrix.
/// The number of columns in the matrix.
/// The value to scale the matrix.
/// The c matrix.
[SecuritySafeCritical]
public override void MatrixMultiplyWithUpdate(Transpose transposeA, Transpose transposeB, Complex32 alpha, Complex32[] a, int rowsA, int columnsA, Complex32[] b, int rowsB, int columnsB, Complex32 beta, Complex32[] c)
{
if (a == null)
{
throw new ArgumentNullException(nameof(a));
}
if (b == null)
{
throw new ArgumentNullException(nameof(b));
}
if (c == null)
{
throw new ArgumentNullException(nameof(c));
}
var m = transposeA == Transpose.DontTranspose ? rowsA : columnsA;
var n = transposeB == Transpose.DontTranspose ? columnsB : rowsB;
var k = transposeA == Transpose.DontTranspose ? columnsA : rowsA;
var l = transposeB == Transpose.DontTranspose ? rowsB : columnsB;
if (c.Length != m*n)
{
throw new ArgumentException("Matrix dimensions must agree.");
}
if (k != l)
{
throw new ArgumentException("Matrix dimensions must agree.");
}
SafeNativeMethods.c_matrix_multiply(transposeA, transposeB, m, n, k, alpha, a, b, beta, c);
}
///
/// Computes the LUP factorization of A. P*A = L*U.
///
/// An by matrix. The matrix is overwritten with the
/// the LU factorization on exit. The lower triangular factor L is stored in under the diagonal of (the diagonal is always Complex32.One
/// for the L factor). The upper triangular factor U is stored on and above the diagonal of .
/// The order of the square matrix .
/// On exit, it contains the pivot indices. The size of the array must be .
/// This is equivalent to the GETRF LAPACK routine.
[SecuritySafeCritical]
public override void LUFactor(Complex32[] data, int order, int[] ipiv)
{
if (data == null)
{
throw new ArgumentNullException(nameof(data));
}
if (ipiv == null)
{
throw new ArgumentNullException(nameof(ipiv));
}
if (data.Length != order*order)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(data));
}
if (ipiv.Length != order)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(ipiv));
}
SafeNativeMethods.c_lu_factor(order, data, ipiv);
}
///
/// Computes the inverse of matrix using LU factorization.
///
/// The N by N matrix to invert. Contains the inverse On exit.
/// The order of the square matrix .
/// This is equivalent to the GETRF and GETRI LAPACK routines.
[SecuritySafeCritical]
public override void LUInverse(Complex32[] a, int order)
{
if (a == null)
{
throw new ArgumentNullException(nameof(a));
}
if (a.Length != order*order)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(a));
}
var work = new Complex32[order];
SafeNativeMethods.c_lu_inverse(order, a, work, work.Length);
}
///
/// Computes the inverse of a previously factored matrix.
///
/// The LU factored N by N matrix. Contains the inverse On exit.
/// The order of the square matrix .
/// The pivot indices of .
/// This is equivalent to the GETRI LAPACK routine.
[SecuritySafeCritical]
public override void LUInverseFactored(Complex32[] a, int order, int[] ipiv)
{
if (a == null)
{
throw new ArgumentNullException(nameof(a));
}
if (ipiv == null)
{
throw new ArgumentNullException(nameof(ipiv));
}
if (a.Length != order*order)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(a));
}
if (ipiv.Length != order)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(ipiv));
}
var work = new Complex32[order];
SafeNativeMethods.c_lu_inverse_factored(order, a, ipiv, work, order);
}
///
/// Computes the inverse of matrix using LU factorization.
///
/// The N by N matrix to invert. Contains the inverse On exit.
/// The order of the square matrix .
/// The work array. The array must have a length of at least N,
/// but should be N*blocksize. The blocksize is machine dependent. On exit, work[0] contains the optimal
/// work size value.
/// This is equivalent to the GETRF and GETRI LAPACK routines.
[SecuritySafeCritical]
public override void LUInverse(Complex32[] a, int order, Complex32[] work)
{
if (a == null)
{
throw new ArgumentNullException(nameof(a));
}
if (a.Length != order*order)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(a));
}
if (work == null)
{
throw new ArgumentNullException(nameof(work));
}
if (work.Length < order)
{
throw new ArgumentException(Resources.WorkArrayTooSmall, nameof(work));
}
SafeNativeMethods.c_lu_inverse(order, a, work, work.Length);
}
///
/// Computes the inverse of a previously factored matrix.
///
/// The LU factored N by N matrix. Contains the inverse On exit.
/// The order of the square matrix .
/// The pivot indices of .
/// The work array. The array must have a length of at least N,
/// but should be N*blocksize. The blocksize is machine dependent. On exit, work[0] contains the optimal
/// work size value.
/// This is equivalent to the GETRI LAPACK routine.
[SecuritySafeCritical]
public override void LUInverseFactored(Complex32[] a, int order, int[] ipiv, Complex32[] work)
{
if (a == null)
{
throw new ArgumentNullException(nameof(a));
}
if (ipiv == null)
{
throw new ArgumentNullException(nameof(ipiv));
}
if (a.Length != order*order)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(a));
}
if (ipiv.Length != order)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(ipiv));
}
if (work == null)
{
throw new ArgumentNullException(nameof(work));
}
if (work.Length < order)
{
throw new ArgumentException(Resources.WorkArrayTooSmall, nameof(work));
}
SafeNativeMethods.c_lu_inverse_factored(order, a, ipiv, work, order);
}
///
/// Solves A*X=B for X using LU factorization.
///
/// The number of columns of B.
/// The square matrix A.
/// The order of the square matrix .
/// On entry the B matrix; on exit the X matrix.
/// This is equivalent to the GETRF and GETRS LAPACK routines.
[SecuritySafeCritical]
public override void LUSolve(int columnsOfB, Complex32[] a, int order, Complex32[] b)
{
if (a == null)
{
throw new ArgumentNullException(nameof(a));
}
if (a.Length != order*order)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(a));
}
if (b.Length != columnsOfB*order)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(b));
}
if (ReferenceEquals(a, b))
{
throw new ArgumentException("Arguments must be different objects.");
}
SafeNativeMethods.c_lu_solve(order, columnsOfB, a, b);
}
///
/// Solves A*X=B for X using a previously factored A matrix.
///
/// The number of columns of B.
/// The factored A matrix.
/// The order of the square matrix .
/// The pivot indices of .
/// On entry the B matrix; on exit the X matrix.
/// This is equivalent to the GETRS LAPACK routine.
[SecuritySafeCritical]
public override void LUSolveFactored(int columnsOfB, Complex32[] a, int order, int[] ipiv, Complex32[] b)
{
if (a == null)
{
throw new ArgumentNullException(nameof(a));
}
if (ipiv == null)
{
throw new ArgumentNullException(nameof(ipiv));
}
if (a.Length != order*order)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(a));
}
if (ipiv.Length != order)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(ipiv));
}
if (b.Length != columnsOfB*order)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(b));
}
if (ReferenceEquals(a, b))
{
throw new ArgumentException("Arguments must be different objects.");
}
SafeNativeMethods.c_lu_solve_factored(order, columnsOfB, a, ipiv, b);
}
///
/// Computes the Cholesky factorization of A.
///
/// On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the
/// the Cholesky factorization.
/// The number of rows or columns in the matrix.
/// This is equivalent to the POTRF LAPACK routine.
[SecuritySafeCritical]
public override void CholeskyFactor(Complex32[] a, int order)
{
if (a == null)
{
throw new ArgumentNullException(nameof(a));
}
if (order < 1)
{
throw new ArgumentException("Value must be positive.", nameof(order));
}
if (a.Length != order*order)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(a));
}
var info = SafeNativeMethods.c_cholesky_factor(order, a);
if (info > 0)
{
throw new ArgumentException("Matrix must be positive definite.");
}
}
///
/// Solves A*X=B for X using Cholesky factorization.
///
/// The square, positive definite matrix A.
/// The number of rows and columns in A.
/// On entry the B matrix; on exit the X matrix.
/// The number of columns in the B matrix.
/// This is equivalent to the POTRF add POTRS LAPACK routines.
///
[SecuritySafeCritical]
public override void CholeskySolve(Complex32[] a, int orderA, Complex32[] b, int columnsB)
{
if (a == null)
{
throw new ArgumentNullException(nameof(a));
}
if (b == null)
{
throw new ArgumentNullException(nameof(b));
}
if (b.Length != orderA*columnsB)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(b));
}
if (ReferenceEquals(a, b))
{
throw new ArgumentException("Arguments must be different objects.");
}
SafeNativeMethods.c_cholesky_solve(orderA, columnsB, a, b);
}
///
/// Solves A*X=B for X using a previously factored A matrix.
///
/// The square, positive definite matrix A.
/// The number of rows and columns in A.
/// On entry the B matrix; on exit the X matrix.
/// The number of columns in the B matrix.
/// This is equivalent to the POTRS LAPACK routine.
[SecuritySafeCritical]
public override void CholeskySolveFactored(Complex32[] a, int orderA, Complex32[] b, int columnsB)
{
if (a == null)
{
throw new ArgumentNullException(nameof(a));
}
if (b == null)
{
throw new ArgumentNullException(nameof(b));
}
if (b.Length != orderA*columnsB)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(b));
}
if (ReferenceEquals(a, b))
{
throw new ArgumentException("Arguments must be different objects.");
}
SafeNativeMethods.c_cholesky_solve_factored(orderA, columnsB, a, b);
}
///
/// Computes the QR factorization of A.
///
/// On entry, it is the M by N A matrix to factor. On exit,
/// it is overwritten with the R matrix of the QR factorization.
/// The number of rows in the A matrix.
/// The number of columns in the A matrix.
/// On exit, A M by M matrix that holds the Q matrix of the
/// QR factorization.
/// A min(m,n) vector. On exit, contains additional information
/// to be used by the QR solve routine.
/// This is similar to the GEQRF and ORGQR LAPACK routines.
[SecuritySafeCritical]
public override void QRFactor(Complex32[] r, int rowsR, int columnsR, Complex32[] q, Complex32[] tau)
{
if (r == null)
{
throw new ArgumentNullException(nameof(r));
}
if (q == null)
{
throw new ArgumentNullException(nameof(q));
}
if (r.Length != rowsR*columnsR)
{
throw new ArgumentException(string.Format(Resources.ArgumentArrayWrongLength, "rowsR * columnsR"), "r");
}
if (tau.Length < Math.Min(rowsR, columnsR))
{
throw new ArgumentException(string.Format(Resources.ArrayTooSmall, "min(m,n)"), "tau");
}
if (q.Length != rowsR*rowsR)
{
throw new ArgumentException(string.Format(Resources.ArgumentArrayWrongLength, "rowsR * rowsR"), "q");
}
var work = new Complex32[columnsR*Control.BlockSize];
SafeNativeMethods.c_qr_factor(rowsR, columnsR, r, tau, q, work, work.Length);
}
///
/// Computes the QR factorization of A.
///
/// On entry, it is the M by N A matrix to factor. On exit,
/// it is overwritten with the R matrix of the QR factorization.
/// The number of rows in the A matrix.
/// The number of columns in the A matrix.
/// On exit, A M by M matrix that holds the Q matrix of the
/// QR factorization.
/// A min(m,n) vector. On exit, contains additional information
/// to be used by the QR solve routine.
/// The work array. The array must have a length of at least N,
/// but should be N*blocksize. The blocksize is machine dependent. On exit, work[0] contains the optimal
/// work size value.
/// This is similar to the GEQRF and ORGQR LAPACK routines.
[SecuritySafeCritical]
public override void QRFactor(Complex32[] r, int rowsR, int columnsR, Complex32[] q, Complex32[] tau, Complex32[] work)
{
if (r == null)
{
throw new ArgumentNullException(nameof(r));
}
if (q == null)
{
throw new ArgumentNullException(nameof(q));
}
if (work == null)
{
throw new ArgumentNullException(nameof(work));
}
if (r.Length != rowsR*columnsR)
{
throw new ArgumentException(string.Format(Resources.ArgumentArrayWrongLength, "rowsR * columnsR"), "r");
}
if (tau.Length < Math.Min(rowsR, columnsR))
{
throw new ArgumentException(string.Format(Resources.ArrayTooSmall, "min(m,n)"), "tau");
}
if (q.Length != rowsR*rowsR)
{
throw new ArgumentException(string.Format(Resources.ArgumentArrayWrongLength, "rowsR * rowsR"), "q");
}
if (work.Length < columnsR*Control.BlockSize)
{
work[0] = columnsR*Control.BlockSize;
throw new ArgumentException(Resources.WorkArrayTooSmall, nameof(work));
}
SafeNativeMethods.c_qr_factor(rowsR, columnsR, r, tau, q, work, work.Length);
}
///
/// Solves A*X=B for X using QR factorization of A.
///
/// The A matrix.
/// The number of rows in the A matrix.
/// The number of columns in the A matrix.
/// The B matrix.
/// The number of columns of B.
/// On exit, the solution matrix.
/// Rows must be greater or equal to columns.
public override void QRSolve(Complex32[] a, int rows, int columns, Complex32[] b, int columnsB, Complex32[] x, QRMethod method = QRMethod.Full)
{
if (a == null)
{
throw new ArgumentNullException(nameof(a));
}
if (b == null)
{
throw new ArgumentNullException(nameof(b));
}
if (x == null)
{
throw new ArgumentNullException(nameof(x));
}
if (a.Length != rows*columns)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(a));
}
if (b.Length != rows*columnsB)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(b));
}
if (x.Length != columns*columnsB)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(x));
}
if (rows < columns)
{
throw new ArgumentException(Resources.RowsLessThanColumns);
}
var work = new Complex32[columns*Control.BlockSize];
QRSolve(a, rows, columns, b, columnsB, x, work);
}
///
/// Solves A*X=B for X using QR factorization of A.
///
/// The A matrix.
/// The number of rows in the A matrix.
/// The number of columns in the A matrix.
/// The B matrix.
/// The number of columns of B.
/// On exit, the solution matrix.
/// The work array. The array must have a length of at least N,
/// but should be N*blocksize. The blocksize is machine dependent. On exit, work[0] contains the optimal
/// work size value.
/// Rows must be greater or equal to columns.
public override void QRSolve(Complex32[] a, int rows, int columns, Complex32[] b, int columnsB, Complex32[] x, Complex32[] work, QRMethod method = QRMethod.Full)
{
if (a == null)
{
throw new ArgumentNullException(nameof(a));
}
if (b == null)
{
throw new ArgumentNullException(nameof(b));
}
if (x == null)
{
throw new ArgumentNullException(nameof(x));
}
if (work == null)
{
throw new ArgumentNullException(nameof(work));
}
if (a.Length != rows*columns)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(a));
}
if (b.Length != rows*columnsB)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(b));
}
if (x.Length != columns*columnsB)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(x));
}
if (rows < columns)
{
throw new ArgumentException(Resources.RowsLessThanColumns);
}
if (work.Length < 1)
{
work[0] = rows*Control.BlockSize;
throw new ArgumentException(Resources.WorkArrayTooSmall, nameof(work));
}
SafeNativeMethods.c_qr_solve(rows, columns, columnsB, a, b, x, work, work.Length);
}
///
/// Solves A*X=B for X using a previously QR factored matrix.
///
/// The Q matrix obtained by calling .
/// The R matrix obtained by calling .
/// The number of rows in the A matrix.
/// The number of columns in the A matrix.
/// Contains additional information on Q. Only used for the native solver
/// and can be null for the managed provider.
/// The B matrix.
/// The number of columns of B.
/// On exit, the solution matrix.
/// Rows must be greater or equal to columns.
[SecuritySafeCritical]
public override void QRSolveFactored(Complex32[] q, Complex32[] r, int rowsR, int columnsR, Complex32[] tau, Complex32[] b, int columnsB, Complex32[] x, QRMethod method = QRMethod.Full)
{
if (r == null)
{
throw new ArgumentNullException(nameof(r));
}
if (q == null)
{
throw new ArgumentNullException(nameof(q));
}
if (b == null)
{
throw new ArgumentNullException(nameof(q));
}
if (x == null)
{
throw new ArgumentNullException(nameof(q));
}
if (r.Length != rowsR*columnsR)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(r));
}
if (q.Length != rowsR*rowsR)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(q));
}
if (b.Length != rowsR*columnsB)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(b));
}
if (x.Length != columnsR*columnsB)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(x));
}
if (rowsR < columnsR)
{
throw new ArgumentException(Resources.RowsLessThanColumns);
}
var work = new Complex32[columnsR*Control.BlockSize];
QRSolveFactored(q, r, rowsR, columnsR, tau, b, columnsB, x, work);
}
///
/// Solves A*X=B for X using a previously QR factored matrix.
///
/// The Q matrix obtained by QR factor. This is only used for the managed provider and can be
/// null for the native provider. The native provider uses the Q portion stored in the R matrix.
/// The R matrix obtained by calling .
/// The number of rows in the A matrix.
/// The number of columns in the A matrix.
/// Contains additional information on Q. Only used for the native solver
/// and can be null for the managed provider.
/// On entry the B matrix; on exit the X matrix.
/// The number of columns of B.
/// On exit, the solution matrix.
/// The work array - only used in the native provider. The array must have a length of at least N,
/// but should be N*blocksize. The blocksize is machine dependent. On exit, work[0] contains the optimal
/// work size value.
/// Rows must be greater or equal to columns.
public override void QRSolveFactored(Complex32[] q, Complex32[] r, int rowsR, int columnsR, Complex32[] tau, Complex32[] b, int columnsB, Complex32[] x, Complex32[] work, QRMethod method = QRMethod.Full)
{
if (r == null)
{
throw new ArgumentNullException(nameof(r));
}
if (q == null)
{
throw new ArgumentNullException(nameof(q));
}
if (b == null)
{
throw new ArgumentNullException(nameof(q));
}
if (x == null)
{
throw new ArgumentNullException(nameof(q));
}
if (work == null)
{
throw new ArgumentNullException(nameof(work));
}
if (r.Length != rowsR*columnsR)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(r));
}
if (q.Length != rowsR*rowsR)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(q));
}
if (b.Length != rowsR*columnsB)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(b));
}
if (x.Length != columnsR*columnsB)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(x));
}
if (rowsR < columnsR)
{
throw new ArgumentException(Resources.RowsLessThanColumns);
}
if (work.Length < 1)
{
work[0] = rowsR*Control.BlockSize;
throw new ArgumentException(Resources.WorkArrayTooSmall, nameof(work));
}
SafeNativeMethods.c_qr_solve_factored(rowsR, columnsR, columnsB, r, b, tau, x, work, work.Length);
}
///
/// Computes the singular value decomposition of A.
///
/// Compute the singular U and VT vectors or not.
/// On entry, the M by N matrix to decompose. On exit, A may be overwritten.
/// The number of rows in the A matrix.
/// The number of columns in the A matrix.
/// The singular values of A in ascending value.
/// If is true, on exit U contains the left
/// singular vectors.
/// If is true, on exit VT contains the transposed
/// right singular vectors.
/// This is equivalent to the GESVD LAPACK routine.
[SecuritySafeCritical]
public override void SingularValueDecomposition(bool computeVectors, Complex32[] a, int rowsA, int columnsA, Complex32[] s, Complex32[] u, Complex32[] vt)
{
if (a == null)
{
throw new ArgumentNullException(nameof(a));
}
if (s == null)
{
throw new ArgumentNullException(nameof(s));
}
if (u == null)
{
throw new ArgumentNullException(nameof(u));
}
if (vt == null)
{
throw new ArgumentNullException(nameof(vt));
}
if (u.Length != rowsA*rowsA)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(u));
}
if (vt.Length != columnsA*columnsA)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(vt));
}
if (s.Length != Math.Min(rowsA, columnsA))
{
throw new ArgumentException("The array arguments must have the same length.", nameof(s));
}
var work = new Complex32[(2*Math.Min(rowsA, columnsA)) + Math.Max(rowsA, columnsA)];
SingularValueDecomposition(computeVectors, a, rowsA, columnsA, s, u, vt, work);
}
///
/// Solves A*X=B for X using the singular value decomposition of A.
///
/// On entry, the M by N matrix to decompose.
/// The number of rows in the A matrix.
/// The number of columns in the A matrix.
/// The B matrix.
/// The number of columns of B.
/// On exit, the solution matrix.
public override void SvdSolve(Complex32[] a, int rowsA, int columnsA, Complex32[] b, int columnsB, Complex32[] x)
{
if (a == null)
{
throw new ArgumentNullException(nameof(a));
}
if (b == null)
{
throw new ArgumentNullException(nameof(b));
}
if (x == null)
{
throw new ArgumentNullException(nameof(x));
}
if (b.Length != rowsA*columnsB)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(b));
}
if (x.Length != columnsA*columnsB)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(b));
}
var work = new Complex32[(2*Math.Min(rowsA, columnsA)) + Math.Max(rowsA, columnsA)];
var s = new Complex32[Math.Min(rowsA, columnsA)];
var u = new Complex32[rowsA*rowsA];
var vt = new Complex32[columnsA*columnsA];
var clone = new Complex32[a.Length];
a.Copy(clone);
SingularValueDecomposition(true, clone, rowsA, columnsA, s, u, vt, work);
SvdSolveFactored(rowsA, columnsA, s, u, vt, b, columnsB, x);
}
///
/// Computes the singular value decomposition of A.
///
/// Compute the singular U and VT vectors or not.
/// On entry, the M by N matrix to decompose. On exit, A may be overwritten.
/// The number of rows in the A matrix.
/// The number of columns in the A matrix.
/// The singular values of A in ascending value.
/// If is true, on exit U contains the left
/// singular vectors.
/// If is true, on exit VT contains the transposed
/// right singular vectors.
/// The work array. For real matrices, the work array should be at least
/// Max(3*Min(M, N) + Max(M, N), 5*Min(M,N)). For complex matrices, 2*Min(M, N) + Max(M, N).
/// On exit, work[0] contains the optimal work size value.
/// This is equivalent to the GESVD LAPACK routine.
[SecuritySafeCritical]
public override void SingularValueDecomposition(bool computeVectors, Complex32[] a, int rowsA, int columnsA, Complex32[] s, Complex32[] u, Complex32[] vt, Complex32[] work)
{
if (a == null)
{
throw new ArgumentNullException(nameof(a));
}
if (s == null)
{
throw new ArgumentNullException(nameof(s));
}
if (u == null)
{
throw new ArgumentNullException(nameof(u));
}
if (vt == null)
{
throw new ArgumentNullException(nameof(vt));
}
if (work == null)
{
throw new ArgumentNullException(nameof(work));
}
if (u.Length != rowsA*rowsA)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(u));
}
if (vt.Length != columnsA*columnsA)
{
throw new ArgumentException("The array arguments must have the same length.", nameof(vt));
}
if (s.Length != Math.Min(rowsA, columnsA))
{
throw new ArgumentException("The array arguments must have the same length.", nameof(s));
}
if (work.Length == 0)
{
throw new ArgumentException(Resources.ArgumentSingleDimensionArray, nameof(work));
}
if (work.Length < (2*Math.Min(rowsA, columnsA)) + Math.Max(rowsA, columnsA))
{
work[0] = (2*Math.Min(rowsA, columnsA)) + Math.Max(rowsA, columnsA);
throw new ArgumentException(Resources.WorkArrayTooSmall, nameof(work));
}
SafeNativeMethods.c_svd_factor(computeVectors, rowsA, columnsA, a, s, u, vt, work, work.Length);
}
}
}
#endif