/************************************************************************* Copyright (c) 2005-2007, Sergey Bochkanov (ALGLIB project). >>> SOURCE LICENSE >>> This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation (www.fsf.org); either version 2 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. A copy of the GNU General Public License is available at http://www.fsf.org/licensing/licenses >>> END OF LICENSE >>> *************************************************************************/ using System; namespace alglib { public class matdet { /************************************************************************* Determinant calculation of the matrix given by its LU decomposition. Input parameters: A - LU decomposition of the matrix (output of RMatrixLU subroutine). Pivots - table of permutations which were made during the LU decomposition. Output of RMatrixLU subroutine. N - size of matrix A. Result: matrix determinant. -- ALGLIB -- Copyright 2005 by Bochkanov Sergey *************************************************************************/ public static double rmatrixludet(ref double[,] a, ref int[] pivots, int n) { double result = 0; int i = 0; int s = 0; result = 1; s = 1; for(i=0; i<=n-1; i++) { result = result*a[i,i]; if( pivots[i]!=i ) { s = -s; } } result = result*s; return result; } /************************************************************************* Calculation of the determinant of a general matrix Input parameters: A - matrix, array[0..N-1, 0..N-1] N - size of matrix A. Result: determinant of matrix A. -- ALGLIB -- Copyright 2005 by Bochkanov Sergey *************************************************************************/ public static double rmatrixdet(double[,] a, int n) { double result = 0; int[] pivots = new int[0]; a = (double[,])a.Clone(); trfac.rmatrixlu(ref a, n, n, ref pivots); result = rmatrixludet(ref a, ref pivots, n); return result; } /************************************************************************* Determinant calculation of the matrix given by its LU decomposition. Input parameters: A - LU decomposition of the matrix (output of RMatrixLU subroutine). Pivots - table of permutations which were made during the LU decomposition. Output of RMatrixLU subroutine. N - size of matrix A. Result: matrix determinant. -- ALGLIB -- Copyright 2005 by Bochkanov Sergey *************************************************************************/ public static AP.Complex cmatrixludet(ref AP.Complex[,] a, ref int[] pivots, int n) { AP.Complex result = 0; int i = 0; int s = 0; result = 1; s = 1; for(i=0; i<=n-1; i++) { result = result*a[i,i]; if( pivots[i]!=i ) { s = -s; } } result = result*s; return result; } /************************************************************************* Calculation of the determinant of a general matrix Input parameters: A - matrix, array[0..N-1, 0..N-1] N - size of matrix A. Result: determinant of matrix A. -- ALGLIB -- Copyright 2005 by Bochkanov Sergey *************************************************************************/ public static AP.Complex cmatrixdet(AP.Complex[,] a, int n) { AP.Complex result = 0; int[] pivots = new int[0]; a = (AP.Complex[,])a.Clone(); trfac.cmatrixlu(ref a, n, n, ref pivots); result = cmatrixludet(ref a, ref pivots, n); return result; } /************************************************************************* Determinant calculation of the matrix given by the Cholesky decomposition. Input parameters: A - Cholesky decomposition, output of SMatrixCholesky subroutine. N - size of matrix A. As the determinant is equal to the product of squares of diagonal elements, it’s not necessary to specify which triangle - lower or upper - the matrix is stored in. Result: matrix determinant. -- ALGLIB -- Copyright 2005-2008 by Bochkanov Sergey *************************************************************************/ public static double spdmatrixcholeskydet(ref double[,] a, int n) { double result = 0; int i = 0; result = 1; for(i=0; i<=n-1; i++) { result = result*AP.Math.Sqr(a[i,i]); } return result; } /************************************************************************* Determinant calculation of the symmetric positive definite matrix. Input parameters: A - matrix. Array with elements [0..N-1, 0..N-1]. N - size of matrix A. IsUpper - if IsUpper = True, then the symmetric matrix A is given by its upper triangle, and the lower triangle isn’t used by subroutine. Similarly, if IsUpper = False, then A is given by its lower triangle. Result: determinant of matrix A. If matrix A is not positive definite, then subroutine returns -1. -- ALGLIB -- Copyright 2005-2008 by Bochkanov Sergey *************************************************************************/ public static double spdmatrixdet(double[,] a, int n, bool isupper) { double result = 0; a = (double[,])a.Clone(); if( !trfac.spdmatrixcholesky(ref a, n, isupper) ) { result = -1; } else { result = spdmatrixcholeskydet(ref a, n); } return result; } } }