1 | /*************************************************************************
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2 | Copyright (c) 1992-2007 The University of Tennessee. All rights reserved.
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3 |
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4 | Contributors:
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5 | * Sergey Bochkanov (ALGLIB project). Translation from FORTRAN to
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6 | pseudocode.
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7 |
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8 | See subroutines comments for additional copyrights.
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9 |
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10 | >>> SOURCE LICENSE >>>
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11 | This program is free software; you can redistribute it and/or modify
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12 | it under the terms of the GNU General Public License as published by
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13 | the Free Software Foundation (www.fsf.org); either version 2 of the
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14 | License, or (at your option) any later version.
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15 |
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16 | This program is distributed in the hope that it will be useful,
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17 | but WITHOUT ANY WARRANTY; without even the implied warranty of
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18 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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19 | GNU General Public License for more details.
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20 |
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21 | A copy of the GNU General Public License is available at
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22 | http://www.fsf.org/licensing/licenses
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23 |
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24 | >>> END OF LICENSE >>>
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25 | *************************************************************************/
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26 |
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27 | using System;
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28 |
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29 | namespace alglib
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30 | {
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31 | public class rotations
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32 | {
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33 | /*************************************************************************
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34 | Application of a sequence of elementary rotations to a matrix
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35 |
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36 | The algorithm pre-multiplies the matrix by a sequence of rotation
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37 | transformations which is given by arrays C and S. Depending on the value
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38 | of the IsForward parameter either 1 and 2, 3 and 4 and so on (if IsForward=true)
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39 | rows are rotated, or the rows N and N-1, N-2 and N-3 and so on, are rotated.
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40 |
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41 | Not the whole matrix but only a part of it is transformed (rows from M1 to
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42 | M2, columns from N1 to N2). Only the elements of this submatrix are changed.
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43 |
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44 | Input parameters:
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45 | IsForward - the sequence of the rotation application.
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46 | M1,M2 - the range of rows to be transformed.
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47 | N1, N2 - the range of columns to be transformed.
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48 | C,S - transformation coefficients.
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49 | Array whose index ranges within [1..M2-M1].
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50 | A - processed matrix.
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51 | WORK - working array whose index ranges within [N1..N2].
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52 |
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53 | Output parameters:
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54 | A - transformed matrix.
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55 |
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56 | Utility subroutine.
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57 | *************************************************************************/
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58 | public static void applyrotationsfromtheleft(bool isforward,
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59 | int m1,
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60 | int m2,
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61 | int n1,
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62 | int n2,
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63 | ref double[] c,
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64 | ref double[] s,
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65 | ref double[,] a,
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66 | ref double[] work)
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67 | {
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68 | int j = 0;
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69 | int jp1 = 0;
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70 | double ctemp = 0;
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71 | double stemp = 0;
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72 | double temp = 0;
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73 | int i_ = 0;
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74 |
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75 | if( m1>m2 | n1>n2 )
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76 | {
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77 | return;
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78 | }
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79 |
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80 | //
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81 | // Form P * A
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82 | //
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83 | if( isforward )
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84 | {
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85 | if( n1!=n2 )
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86 | {
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87 |
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88 | //
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89 | // Common case: N1<>N2
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90 | //
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91 | for(j=m1; j<=m2-1; j++)
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92 | {
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93 | ctemp = c[j-m1+1];
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94 | stemp = s[j-m1+1];
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95 | if( (double)(ctemp)!=(double)(1) | (double)(stemp)!=(double)(0) )
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96 | {
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97 | jp1 = j+1;
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98 | for(i_=n1; i_<=n2;i_++)
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99 | {
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100 | work[i_] = ctemp*a[jp1,i_];
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101 | }
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102 | for(i_=n1; i_<=n2;i_++)
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103 | {
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104 | work[i_] = work[i_] - stemp*a[j,i_];
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105 | }
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106 | for(i_=n1; i_<=n2;i_++)
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107 | {
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108 | a[j,i_] = ctemp*a[j,i_];
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109 | }
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110 | for(i_=n1; i_<=n2;i_++)
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111 | {
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112 | a[j,i_] = a[j,i_] + stemp*a[jp1,i_];
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113 | }
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114 | for(i_=n1; i_<=n2;i_++)
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115 | {
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116 | a[jp1,i_] = work[i_];
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117 | }
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118 | }
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119 | }
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120 | }
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121 | else
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122 | {
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123 |
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124 | //
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125 | // Special case: N1=N2
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126 | //
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127 | for(j=m1; j<=m2-1; j++)
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128 | {
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129 | ctemp = c[j-m1+1];
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130 | stemp = s[j-m1+1];
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131 | if( (double)(ctemp)!=(double)(1) | (double)(stemp)!=(double)(0) )
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132 | {
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133 | temp = a[j+1,n1];
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134 | a[j+1,n1] = ctemp*temp-stemp*a[j,n1];
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135 | a[j,n1] = stemp*temp+ctemp*a[j,n1];
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136 | }
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137 | }
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138 | }
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139 | }
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140 | else
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141 | {
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142 | if( n1!=n2 )
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143 | {
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144 |
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145 | //
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146 | // Common case: N1<>N2
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147 | //
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148 | for(j=m2-1; j>=m1; j--)
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149 | {
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150 | ctemp = c[j-m1+1];
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151 | stemp = s[j-m1+1];
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152 | if( (double)(ctemp)!=(double)(1) | (double)(stemp)!=(double)(0) )
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153 | {
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154 | jp1 = j+1;
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155 | for(i_=n1; i_<=n2;i_++)
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156 | {
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157 | work[i_] = ctemp*a[jp1,i_];
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158 | }
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159 | for(i_=n1; i_<=n2;i_++)
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160 | {
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161 | work[i_] = work[i_] - stemp*a[j,i_];
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162 | }
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163 | for(i_=n1; i_<=n2;i_++)
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164 | {
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165 | a[j,i_] = ctemp*a[j,i_];
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166 | }
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167 | for(i_=n1; i_<=n2;i_++)
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168 | {
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169 | a[j,i_] = a[j,i_] + stemp*a[jp1,i_];
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170 | }
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171 | for(i_=n1; i_<=n2;i_++)
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172 | {
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173 | a[jp1,i_] = work[i_];
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174 | }
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175 | }
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176 | }
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177 | }
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178 | else
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179 | {
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180 |
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181 | //
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182 | // Special case: N1=N2
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183 | //
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184 | for(j=m2-1; j>=m1; j--)
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185 | {
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186 | ctemp = c[j-m1+1];
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187 | stemp = s[j-m1+1];
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188 | if( (double)(ctemp)!=(double)(1) | (double)(stemp)!=(double)(0) )
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189 | {
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190 | temp = a[j+1,n1];
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191 | a[j+1,n1] = ctemp*temp-stemp*a[j,n1];
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192 | a[j,n1] = stemp*temp+ctemp*a[j,n1];
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193 | }
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194 | }
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195 | }
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196 | }
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197 | }
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198 |
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199 |
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200 | /*************************************************************************
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201 | Application of a sequence of elementary rotations to a matrix
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202 |
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203 | The algorithm post-multiplies the matrix by a sequence of rotation
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204 | transformations which is given by arrays C and S. Depending on the value
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205 | of the IsForward parameter either 1 and 2, 3 and 4 and so on (if IsForward=true)
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206 | rows are rotated, or the rows N and N-1, N-2 and N-3 and so on are rotated.
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207 |
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208 | Not the whole matrix but only a part of it is transformed (rows from M1
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209 | to M2, columns from N1 to N2). Only the elements of this submatrix are changed.
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210 |
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211 | Input parameters:
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212 | IsForward - the sequence of the rotation application.
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213 | M1,M2 - the range of rows to be transformed.
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214 | N1, N2 - the range of columns to be transformed.
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215 | C,S - transformation coefficients.
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216 | Array whose index ranges within [1..N2-N1].
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217 | A - processed matrix.
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218 | WORK - working array whose index ranges within [M1..M2].
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219 |
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220 | Output parameters:
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221 | A - transformed matrix.
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222 |
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223 | Utility subroutine.
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224 | *************************************************************************/
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225 | public static void applyrotationsfromtheright(bool isforward,
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226 | int m1,
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227 | int m2,
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228 | int n1,
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229 | int n2,
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230 | ref double[] c,
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231 | ref double[] s,
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232 | ref double[,] a,
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233 | ref double[] work)
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234 | {
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235 | int j = 0;
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236 | int jp1 = 0;
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237 | double ctemp = 0;
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238 | double stemp = 0;
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239 | double temp = 0;
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240 | int i_ = 0;
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241 |
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242 |
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243 | //
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244 | // Form A * P'
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245 | //
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246 | if( isforward )
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247 | {
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248 | if( m1!=m2 )
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249 | {
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250 |
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251 | //
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252 | // Common case: M1<>M2
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253 | //
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254 | for(j=n1; j<=n2-1; j++)
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255 | {
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256 | ctemp = c[j-n1+1];
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257 | stemp = s[j-n1+1];
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258 | if( (double)(ctemp)!=(double)(1) | (double)(stemp)!=(double)(0) )
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259 | {
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260 | jp1 = j+1;
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261 | for(i_=m1; i_<=m2;i_++)
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262 | {
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263 | work[i_] = ctemp*a[i_,jp1];
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264 | }
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265 | for(i_=m1; i_<=m2;i_++)
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266 | {
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267 | work[i_] = work[i_] - stemp*a[i_,j];
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268 | }
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269 | for(i_=m1; i_<=m2;i_++)
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270 | {
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271 | a[i_,j] = ctemp*a[i_,j];
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272 | }
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273 | for(i_=m1; i_<=m2;i_++)
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274 | {
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275 | a[i_,j] = a[i_,j] + stemp*a[i_,jp1];
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276 | }
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277 | for(i_=m1; i_<=m2;i_++)
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278 | {
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279 | a[i_,jp1] = work[i_];
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280 | }
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281 | }
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282 | }
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283 | }
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284 | else
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285 | {
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286 |
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287 | //
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288 | // Special case: M1=M2
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289 | //
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290 | for(j=n1; j<=n2-1; j++)
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291 | {
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292 | ctemp = c[j-n1+1];
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293 | stemp = s[j-n1+1];
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294 | if( (double)(ctemp)!=(double)(1) | (double)(stemp)!=(double)(0) )
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295 | {
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296 | temp = a[m1,j+1];
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297 | a[m1,j+1] = ctemp*temp-stemp*a[m1,j];
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298 | a[m1,j] = stemp*temp+ctemp*a[m1,j];
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299 | }
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300 | }
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301 | }
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302 | }
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303 | else
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304 | {
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305 | if( m1!=m2 )
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306 | {
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307 |
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308 | //
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309 | // Common case: M1<>M2
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310 | //
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311 | for(j=n2-1; j>=n1; j--)
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312 | {
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313 | ctemp = c[j-n1+1];
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314 | stemp = s[j-n1+1];
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315 | if( (double)(ctemp)!=(double)(1) | (double)(stemp)!=(double)(0) )
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316 | {
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317 | jp1 = j+1;
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318 | for(i_=m1; i_<=m2;i_++)
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319 | {
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320 | work[i_] = ctemp*a[i_,jp1];
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321 | }
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322 | for(i_=m1; i_<=m2;i_++)
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323 | {
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324 | work[i_] = work[i_] - stemp*a[i_,j];
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325 | }
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326 | for(i_=m1; i_<=m2;i_++)
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327 | {
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328 | a[i_,j] = ctemp*a[i_,j];
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329 | }
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330 | for(i_=m1; i_<=m2;i_++)
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331 | {
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332 | a[i_,j] = a[i_,j] + stemp*a[i_,jp1];
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333 | }
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334 | for(i_=m1; i_<=m2;i_++)
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335 | {
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336 | a[i_,jp1] = work[i_];
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337 | }
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338 | }
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339 | }
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340 | }
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341 | else
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342 | {
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343 |
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344 | //
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345 | // Special case: M1=M2
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346 | //
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347 | for(j=n2-1; j>=n1; j--)
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348 | {
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349 | ctemp = c[j-n1+1];
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350 | stemp = s[j-n1+1];
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351 | if( (double)(ctemp)!=(double)(1) | (double)(stemp)!=(double)(0) )
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352 | {
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353 | temp = a[m1,j+1];
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354 | a[m1,j+1] = ctemp*temp-stemp*a[m1,j];
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355 | a[m1,j] = stemp*temp+ctemp*a[m1,j];
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356 | }
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357 | }
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358 | }
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359 | }
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360 | }
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361 |
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362 |
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363 | /*************************************************************************
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364 | The subroutine generates the elementary rotation, so that:
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365 |
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366 | [ CS SN ] . [ F ] = [ R ]
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367 | [ -SN CS ] [ G ] [ 0 ]
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368 |
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369 | CS**2 + SN**2 = 1
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370 | *************************************************************************/
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371 | public static void generaterotation(double f,
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372 | double g,
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373 | ref double cs,
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374 | ref double sn,
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375 | ref double r)
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376 | {
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377 | double f1 = 0;
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378 | double g1 = 0;
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379 |
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380 | if( (double)(g)==(double)(0) )
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381 | {
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382 | cs = 1;
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383 | sn = 0;
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384 | r = f;
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385 | }
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386 | else
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387 | {
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388 | if( (double)(f)==(double)(0) )
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389 | {
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390 | cs = 0;
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391 | sn = 1;
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392 | r = g;
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393 | }
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394 | else
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395 | {
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396 | f1 = f;
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397 | g1 = g;
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398 | if( (double)(Math.Abs(f1))>(double)(Math.Abs(g1)) )
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399 | {
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400 | r = Math.Abs(f1)*Math.Sqrt(1+AP.Math.Sqr(g1/f1));
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401 | }
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402 | else
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403 | {
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404 | r = Math.Abs(g1)*Math.Sqrt(1+AP.Math.Sqr(f1/g1));
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405 | }
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406 | cs = f1/r;
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407 | sn = g1/r;
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408 | if( (double)(Math.Abs(f))>(double)(Math.Abs(g)) & (double)(cs)<(double)(0) )
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409 | {
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410 | cs = -cs;
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411 | sn = -sn;
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412 | r = -r;
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413 | }
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414 | }
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415 | }
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416 | }
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417 | }
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418 | }
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