1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Collections;
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24 | using System.Collections.Generic;
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25 | using System.Linq;
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26 | using HeuristicLab.Common;
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27 | using HeuristicLab.PluginInfrastructure;
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28 |
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29 | namespace HeuristicLab.Algorithms.DataAnalysis {
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30 | [NonDiscoverableType]
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31 | internal class Matrix : IEnumerable<double>, IDeepCloneable {
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32 | // this type is immutable
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33 | private readonly IEnumerable<double> values;
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34 | public readonly int Rows;
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35 | public readonly int Columns;
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36 |
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37 | protected Matrix(Matrix original, Cloner cloner) {
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38 | this.values = original.values.ToArray();
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39 | this.Rows = original.Rows;
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40 | this.Columns = original.Columns;
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41 | cloner.RegisterClonedObject(original, this);
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42 | }
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43 | public Matrix(IEnumerable<double> vector) {
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44 | this.values = vector;
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45 | Rows = 1;
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46 | Columns = vector.Count();
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47 | }
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48 | public Matrix(IEnumerable<double> vector, int length) {
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49 | this.values = vector;
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50 | Rows = 1;
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51 | Columns = length;
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52 | }
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53 | public Matrix(double[,] matrix) {
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54 | this.values = GetOnlineValues(matrix);
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55 | Rows = matrix.GetLength(0);
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56 | Columns = matrix.GetLength(1);
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57 | }
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58 | public Matrix(IEnumerable<double> matrix, int rows, int columns) {
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59 | this.values = matrix;
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60 | Rows = rows;
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61 | Columns = columns;
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62 | }
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63 |
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64 | public object Clone() {
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65 | return Clone(new Cloner());
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66 | }
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67 | public IDeepCloneable Clone(Cloner cloner) {
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68 | return new Matrix(this, cloner);
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69 | }
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70 |
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71 | public Matrix Transpose() {
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72 | return new Matrix(Transpose(values, Columns, Rows), Columns, Rows);
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73 | }
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74 |
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75 | private IEnumerable<double> Transpose(IEnumerable<double> values, int rows, int columns) {
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76 | // vectors don't need to be transposed
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77 | if (rows == 1 || columns == 1) {
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78 | foreach (var v in values) yield return v;
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79 | yield break;
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80 | }
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81 |
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82 | int skip = 0;
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83 | var iter = values.GetEnumerator();
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84 | if (!iter.MoveNext()) yield break;
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85 | while (skip < rows) {
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86 | for (int i = 0; i < skip; i++) iter.MoveNext();
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87 | yield return iter.Current;
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88 | for (int j = 0; j < columns - 1; j++) {
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89 | for (int i = 0; i < rows; i++) iter.MoveNext();
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90 | yield return iter.Current;
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91 | }
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92 | skip++;
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93 | if (skip < rows) {
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94 | iter = values.GetEnumerator();
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95 | iter.MoveNext();
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96 | }
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97 | }
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98 | }
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99 |
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100 | public Matrix Add(Matrix other) {
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101 | return new Matrix(AddOnline(other), Rows, Columns);
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102 | }
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103 |
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104 | public void AddTo(double[,] matrix) {
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105 | if (Rows != matrix.GetLength(0) || Columns != matrix.GetLength(1)) throw new ArgumentException("unequal size", "matrix");
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106 | var iter = values.GetEnumerator();
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107 | for (int i = 0; i < Rows; i++)
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108 | for (int j = 0; j < Columns; j++) {
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109 | iter.MoveNext();
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110 | matrix[i, j] += iter.Current;
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111 | }
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112 | }
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113 |
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114 | public Matrix Subtract(Matrix other) {
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115 | return new Matrix(SubtractOnline(other), Rows, Columns);
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116 | }
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117 |
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118 | public Matrix Multiply(Matrix other) {
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119 | return new Matrix(MultiplyOnline(other), Rows, other.Columns);
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120 | }
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121 |
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122 | public Matrix Multiply(double value) {
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123 | return new Matrix(values.Select(x => x * value), Rows, Columns);
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124 | }
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125 |
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126 | public double EuclideanNorm() {
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127 | return Math.Sqrt(SumOfSquares());
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128 | }
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129 |
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130 | public double SumOfSquares() {
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131 | return values.Sum(x => x * x);
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132 | }
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133 |
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134 | public Matrix OuterProduct(Matrix other) {
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135 | if (Rows != 1 || other.Rows != 1) throw new ArgumentException("OuterProduct can only be applied to vectors.");
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136 | return Transpose().Multiply(other);
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137 | }
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138 |
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139 | public IEnumerable<double> ColumnSums() {
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140 | return Transpose().RowSums();
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141 | }
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142 |
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143 | public IEnumerable<double> RowSums() {
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144 | var sum = 0.0;
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145 | int counter = 0;
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146 | foreach (var v in values) {
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147 | sum += v;
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148 | counter++;
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149 | if (counter == Rows) {
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150 | yield return sum;
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151 | sum = 0.0;
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152 | counter = 0;
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153 | }
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154 | }
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155 | }
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156 |
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157 | public Matrix Negate() {
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158 | return new Matrix(values.Select(x => -x), Rows, Columns);
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159 | }
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160 |
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161 | public Matrix Apply() {
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162 | return new Matrix(values.ToArray(), Rows, Columns);
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163 | }
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164 |
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165 | public IEnumerator<double> GetEnumerator() { return values.GetEnumerator(); }
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166 | IEnumerator IEnumerable.GetEnumerator() { return GetEnumerator(); }
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167 |
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168 |
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169 | private IEnumerable<double> AddOnline(Matrix other) {
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170 | if (Rows != other.Rows || Columns != other.Columns) throw new ArgumentException("Number of rows and columns are not equal.");
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171 | var meIter = values.GetEnumerator();
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172 | var otherIter = other.GetEnumerator();
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173 | if (!meIter.MoveNext()) yield break;
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174 | if (!otherIter.MoveNext()) yield break;
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175 | for (int i = 0; i < Rows * Columns; i++) {
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176 | yield return meIter.Current + otherIter.Current;
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177 | meIter.MoveNext();
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178 | otherIter.MoveNext();
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179 | }
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180 | }
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181 |
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182 | private IEnumerable<double> SubtractOnline(Matrix other) {
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183 | if (Rows != other.Rows || Columns != other.Columns) throw new ArgumentException("Number of rows and columns are not equal.");
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184 | var meIter = values.GetEnumerator();
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185 | var otherIter = other.GetEnumerator();
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186 | if (!meIter.MoveNext()) yield break;
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187 | if (!otherIter.MoveNext()) yield break;
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188 | for (int i = 0; i < Rows * Columns; i++) {
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189 | yield return meIter.Current - otherIter.Current;
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190 | meIter.MoveNext();
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191 | otherIter.MoveNext();
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192 | }
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193 | }
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194 |
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195 | private IEnumerable<double> MultiplyOnline(Matrix other) {
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196 | if (Columns != other.Rows) throw new ArgumentException("Number of rows and columns are not equal.");
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197 | var meIter = values.GetEnumerator();
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198 | var otherByColumn = other.Transpose();
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199 | var otherIter = otherByColumn.GetEnumerator();
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200 | if (!meIter.MoveNext()) yield break;
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201 | if (!otherIter.MoveNext()) yield break;
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202 | for (int r = 0; r < Rows; r++) {
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203 | var row = new double[Columns];
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204 | for (int x = 0; x < Columns; x++) {
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205 | row[x] = meIter.Current;
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206 | meIter.MoveNext();
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207 | }
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208 | for (int c = 0; c < other.Columns; c++) {
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209 | var sum = 0.0;
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210 | for (int y = 0; y < other.Rows; y++) {
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211 | sum += row[y] * otherIter.Current;
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212 | otherIter.MoveNext();
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213 | }
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214 | yield return sum;
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215 | }
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216 | otherIter = otherByColumn.GetEnumerator();
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217 | otherIter.MoveNext();
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218 | }
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219 | }
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220 |
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221 | private IEnumerable<double> GetOnlineValues(double[,] matrix) {
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222 | for (int i = 0; i < matrix.GetLength(0); i++)
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223 | for (int j = 0; j < matrix.GetLength(1); j++) {
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224 | yield return matrix[i, j];
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225 | }
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226 | }
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227 | }
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228 | }
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