[8420] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[15584] | 3 | * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[8420] | 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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[8471] | 29 | namespace HeuristicLab.Algorithms.DataAnalysis {
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[8420] | 30 | [NonDiscoverableType]
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| 31 | internal class Matrix : IEnumerable<double>, IDeepCloneable {
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[8466] | 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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[8420] | 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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[8424] | 39 | this.Rows = original.Rows;
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| 40 | this.Columns = original.Columns;
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[8420] | 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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[8681] | 72 | return new Matrix(Transpose(values, Columns, Rows), Columns, Rows);
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[8420] | 73 | }
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| 74 |
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[8424] | 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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[8420] | 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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[8681] | 126 | public double EuclideanNorm() {
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| 127 | return Math.Sqrt(SumOfSquares());
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[8437] | 128 | }
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| 129 |
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[8681] | 130 | public double SumOfSquares() {
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[8437] | 131 | return values.Sum(x => x * x);
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[8420] | 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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[8681] | 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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[8420] | 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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[8424] | 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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[8420] | 226 | }
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| 227 | }
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| 228 | }
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