[8420] | 1 | #region License Information
|
---|
| 2 | /* HeuristicLab
|
---|
[12009] | 3 | * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
|
---|
[8420] | 4 | *
|
---|
| 5 | * This file is part of HeuristicLab.
|
---|
| 6 | *
|
---|
| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
|
---|
| 8 | * it under the terms of the GNU General Public License as published by
|
---|
| 9 | * the Free Software Foundation, either version 3 of the License, or
|
---|
| 10 | * (at your option) any later version.
|
---|
| 11 | *
|
---|
| 12 | * HeuristicLab is distributed in the hope that it will be useful,
|
---|
| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
|
---|
| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
---|
| 15 | * GNU General Public License for more details.
|
---|
| 16 | *
|
---|
| 17 | * You should have received a copy of the GNU General Public License
|
---|
| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
|
---|
| 19 | */
|
---|
| 20 | #endregion
|
---|
| 21 |
|
---|
| 22 | using System;
|
---|
| 23 | using System.Collections;
|
---|
| 24 | using System.Collections.Generic;
|
---|
| 25 | using System.Linq;
|
---|
| 26 | using HeuristicLab.Common;
|
---|
| 27 | using HeuristicLab.PluginInfrastructure;
|
---|
| 28 |
|
---|
[8471] | 29 | namespace HeuristicLab.Algorithms.DataAnalysis {
|
---|
[8420] | 30 | [NonDiscoverableType]
|
---|
| 31 | internal class Matrix : IEnumerable<double>, IDeepCloneable {
|
---|
[8466] | 32 | // this type is immutable
|
---|
| 33 | private readonly IEnumerable<double> values;
|
---|
| 34 | public readonly int Rows;
|
---|
| 35 | public readonly int Columns;
|
---|
[8420] | 36 |
|
---|
| 37 | protected Matrix(Matrix original, Cloner cloner) {
|
---|
| 38 | this.values = original.values.ToArray();
|
---|
[8424] | 39 | this.Rows = original.Rows;
|
---|
| 40 | this.Columns = original.Columns;
|
---|
[8420] | 41 | cloner.RegisterClonedObject(original, this);
|
---|
| 42 | }
|
---|
| 43 | public Matrix(IEnumerable<double> vector) {
|
---|
| 44 | this.values = vector;
|
---|
| 45 | Rows = 1;
|
---|
| 46 | Columns = vector.Count();
|
---|
| 47 | }
|
---|
| 48 | public Matrix(IEnumerable<double> vector, int length) {
|
---|
| 49 | this.values = vector;
|
---|
| 50 | Rows = 1;
|
---|
| 51 | Columns = length;
|
---|
| 52 | }
|
---|
| 53 | public Matrix(double[,] matrix) {
|
---|
| 54 | this.values = GetOnlineValues(matrix);
|
---|
| 55 | Rows = matrix.GetLength(0);
|
---|
| 56 | Columns = matrix.GetLength(1);
|
---|
| 57 | }
|
---|
| 58 | public Matrix(IEnumerable<double> matrix, int rows, int columns) {
|
---|
| 59 | this.values = matrix;
|
---|
| 60 | Rows = rows;
|
---|
| 61 | Columns = columns;
|
---|
| 62 | }
|
---|
| 63 |
|
---|
| 64 | public object Clone() {
|
---|
| 65 | return Clone(new Cloner());
|
---|
| 66 | }
|
---|
| 67 | public IDeepCloneable Clone(Cloner cloner) {
|
---|
| 68 | return new Matrix(this, cloner);
|
---|
| 69 | }
|
---|
| 70 |
|
---|
| 71 | public Matrix Transpose() {
|
---|
[8681] | 72 | return new Matrix(Transpose(values, Columns, Rows), Columns, Rows);
|
---|
[8420] | 73 | }
|
---|
| 74 |
|
---|
[8424] | 75 | private IEnumerable<double> Transpose(IEnumerable<double> values, int rows, int columns) {
|
---|
| 76 | // vectors don't need to be transposed
|
---|
| 77 | if (rows == 1 || columns == 1) {
|
---|
| 78 | foreach (var v in values) yield return v;
|
---|
| 79 | yield break;
|
---|
| 80 | }
|
---|
| 81 |
|
---|
| 82 | int skip = 0;
|
---|
| 83 | var iter = values.GetEnumerator();
|
---|
| 84 | if (!iter.MoveNext()) yield break;
|
---|
| 85 | while (skip < rows) {
|
---|
| 86 | for (int i = 0; i < skip; i++) iter.MoveNext();
|
---|
| 87 | yield return iter.Current;
|
---|
| 88 | for (int j = 0; j < columns - 1; j++) {
|
---|
| 89 | for (int i = 0; i < rows; i++) iter.MoveNext();
|
---|
| 90 | yield return iter.Current;
|
---|
| 91 | }
|
---|
| 92 | skip++;
|
---|
| 93 | if (skip < rows) {
|
---|
| 94 | iter = values.GetEnumerator();
|
---|
| 95 | iter.MoveNext();
|
---|
| 96 | }
|
---|
| 97 | }
|
---|
| 98 | }
|
---|
| 99 |
|
---|
[8420] | 100 | public Matrix Add(Matrix other) {
|
---|
| 101 | return new Matrix(AddOnline(other), Rows, Columns);
|
---|
| 102 | }
|
---|
| 103 |
|
---|
| 104 | public void AddTo(double[,] matrix) {
|
---|
| 105 | if (Rows != matrix.GetLength(0) || Columns != matrix.GetLength(1)) throw new ArgumentException("unequal size", "matrix");
|
---|
| 106 | var iter = values.GetEnumerator();
|
---|
| 107 | for (int i = 0; i < Rows; i++)
|
---|
| 108 | for (int j = 0; j < Columns; j++) {
|
---|
| 109 | iter.MoveNext();
|
---|
| 110 | matrix[i, j] += iter.Current;
|
---|
| 111 | }
|
---|
| 112 | }
|
---|
| 113 |
|
---|
| 114 | public Matrix Subtract(Matrix other) {
|
---|
| 115 | return new Matrix(SubtractOnline(other), Rows, Columns);
|
---|
| 116 | }
|
---|
| 117 |
|
---|
| 118 | public Matrix Multiply(Matrix other) {
|
---|
| 119 | return new Matrix(MultiplyOnline(other), Rows, other.Columns);
|
---|
| 120 | }
|
---|
| 121 |
|
---|
| 122 | public Matrix Multiply(double value) {
|
---|
| 123 | return new Matrix(values.Select(x => x * value), Rows, Columns);
|
---|
| 124 | }
|
---|
| 125 |
|
---|
[8681] | 126 | public double EuclideanNorm() {
|
---|
| 127 | return Math.Sqrt(SumOfSquares());
|
---|
[8437] | 128 | }
|
---|
| 129 |
|
---|
[8681] | 130 | public double SumOfSquares() {
|
---|
[8437] | 131 | return values.Sum(x => x * x);
|
---|
[8420] | 132 | }
|
---|
| 133 |
|
---|
| 134 | public Matrix OuterProduct(Matrix other) {
|
---|
| 135 | if (Rows != 1 || other.Rows != 1) throw new ArgumentException("OuterProduct can only be applied to vectors.");
|
---|
| 136 | return Transpose().Multiply(other);
|
---|
| 137 | }
|
---|
| 138 |
|
---|
[8681] | 139 | public IEnumerable<double> ColumnSums() {
|
---|
| 140 | return Transpose().RowSums();
|
---|
| 141 | }
|
---|
| 142 |
|
---|
| 143 | public IEnumerable<double> RowSums() {
|
---|
| 144 | var sum = 0.0;
|
---|
| 145 | int counter = 0;
|
---|
| 146 | foreach (var v in values) {
|
---|
| 147 | sum += v;
|
---|
| 148 | counter++;
|
---|
| 149 | if (counter == Rows) {
|
---|
| 150 | yield return sum;
|
---|
| 151 | sum = 0.0;
|
---|
| 152 | counter = 0;
|
---|
| 153 | }
|
---|
| 154 | }
|
---|
| 155 | }
|
---|
| 156 |
|
---|
[8420] | 157 | public Matrix Negate() {
|
---|
| 158 | return new Matrix(values.Select(x => -x), Rows, Columns);
|
---|
| 159 | }
|
---|
| 160 |
|
---|
| 161 | public Matrix Apply() {
|
---|
| 162 | return new Matrix(values.ToArray(), Rows, Columns);
|
---|
| 163 | }
|
---|
| 164 |
|
---|
| 165 | public IEnumerator<double> GetEnumerator() { return values.GetEnumerator(); }
|
---|
| 166 | IEnumerator IEnumerable.GetEnumerator() { return GetEnumerator(); }
|
---|
| 167 |
|
---|
| 168 |
|
---|
| 169 | private IEnumerable<double> AddOnline(Matrix other) {
|
---|
| 170 | if (Rows != other.Rows || Columns != other.Columns) throw new ArgumentException("Number of rows and columns are not equal.");
|
---|
| 171 | var meIter = values.GetEnumerator();
|
---|
| 172 | var otherIter = other.GetEnumerator();
|
---|
| 173 | if (!meIter.MoveNext()) yield break;
|
---|
| 174 | if (!otherIter.MoveNext()) yield break;
|
---|
| 175 | for (int i = 0; i < Rows * Columns; i++) {
|
---|
| 176 | yield return meIter.Current + otherIter.Current;
|
---|
| 177 | meIter.MoveNext();
|
---|
| 178 | otherIter.MoveNext();
|
---|
| 179 | }
|
---|
| 180 | }
|
---|
| 181 |
|
---|
| 182 | private IEnumerable<double> SubtractOnline(Matrix other) {
|
---|
| 183 | if (Rows != other.Rows || Columns != other.Columns) throw new ArgumentException("Number of rows and columns are not equal.");
|
---|
| 184 | var meIter = values.GetEnumerator();
|
---|
| 185 | var otherIter = other.GetEnumerator();
|
---|
| 186 | if (!meIter.MoveNext()) yield break;
|
---|
| 187 | if (!otherIter.MoveNext()) yield break;
|
---|
| 188 | for (int i = 0; i < Rows * Columns; i++) {
|
---|
| 189 | yield return meIter.Current - otherIter.Current;
|
---|
| 190 | meIter.MoveNext();
|
---|
| 191 | otherIter.MoveNext();
|
---|
| 192 | }
|
---|
| 193 | }
|
---|
| 194 |
|
---|
| 195 | private IEnumerable<double> MultiplyOnline(Matrix other) {
|
---|
| 196 | if (Columns != other.Rows) throw new ArgumentException("Number of rows and columns are not equal.");
|
---|
| 197 | var meIter = values.GetEnumerator();
|
---|
| 198 | var otherByColumn = other.Transpose();
|
---|
| 199 | var otherIter = otherByColumn.GetEnumerator();
|
---|
| 200 | if (!meIter.MoveNext()) yield break;
|
---|
| 201 | if (!otherIter.MoveNext()) yield break;
|
---|
| 202 | for (int r = 0; r < Rows; r++) {
|
---|
| 203 | var row = new double[Columns];
|
---|
| 204 | for (int x = 0; x < Columns; x++) {
|
---|
| 205 | row[x] = meIter.Current;
|
---|
| 206 | meIter.MoveNext();
|
---|
| 207 | }
|
---|
| 208 | for (int c = 0; c < other.Columns; c++) {
|
---|
| 209 | var sum = 0.0;
|
---|
| 210 | for (int y = 0; y < other.Rows; y++) {
|
---|
| 211 | sum += row[y] * otherIter.Current;
|
---|
| 212 | otherIter.MoveNext();
|
---|
| 213 | }
|
---|
| 214 | yield return sum;
|
---|
| 215 | }
|
---|
| 216 | otherIter = otherByColumn.GetEnumerator();
|
---|
| 217 | otherIter.MoveNext();
|
---|
| 218 | }
|
---|
| 219 | }
|
---|
| 220 |
|
---|
| 221 | private IEnumerable<double> GetOnlineValues(double[,] matrix) {
|
---|
[8424] | 222 | for (int i = 0; i < matrix.GetLength(0); i++)
|
---|
| 223 | for (int j = 0; j < matrix.GetLength(1); j++) {
|
---|
| 224 | yield return matrix[i, j];
|
---|
| 225 | }
|
---|
[8420] | 226 | }
|
---|
| 227 | }
|
---|
| 228 | }
|
---|