// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // // Copyright (c) 2009-2010 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.LinearAlgebra.Solvers; namespace IStation.Numerics.LinearAlgebra.Complex32.Solvers { using Numerics; /// /// A diagonal preconditioner. The preconditioner uses the inverse /// of the matrix diagonal as preconditioning values. /// public sealed class DiagonalPreconditioner : IPreconditioner { /// /// The inverse of the matrix diagonal. /// Complex32[] _inverseDiagonals; /// /// Returns the decomposed matrix diagonal. /// /// The matrix diagonal. internal DiagonalMatrix DiagonalEntries() { var result = new DiagonalMatrix(_inverseDiagonals.Length); for (var i = 0; i < _inverseDiagonals.Length; i++) { result[i, i] = 1/_inverseDiagonals[i]; } return result; } /// /// Initializes the preconditioner and loads the internal data structures. /// /// /// The upon which this preconditioner is based. /// If is . /// If is not a square matrix. public void Initialize(Matrix matrix) { if (matrix.RowCount != matrix.ColumnCount) { throw new ArgumentException("Matrix must be square.", nameof(matrix)); } _inverseDiagonals = new Complex32[matrix.RowCount]; for (var i = 0; i < matrix.RowCount; i++) { _inverseDiagonals[i] = 1/matrix[i, i]; } } /// /// Approximates the solution to the matrix equation Ax = b. /// /// The right hand side vector. /// The left hand side vector. Also known as the result vector. public void Approximate(Vector rhs, Vector lhs) { if (_inverseDiagonals == null) { throw new ArgumentException("The requested matrix does not exist."); } if ((lhs.Count != rhs.Count) || (lhs.Count != _inverseDiagonals.Length)) { throw new ArgumentException("All vectors must have the same dimensionality.", nameof(rhs)); } for (var i = 0; i < _inverseDiagonals.Length; i++) { lhs[i] = rhs[i]*_inverseDiagonals[i]; } } } }