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Imports System
Imports CenterSpace.NMath.Core
Namespace CenterSpace.NMath.Examples.VisualBasic
A .NET example in Visual Basic demonstrating the features of the banded symmetric matrix classes.
Module SymmetricBandMatrixExample
Sub Main()
Set up the parameters that describe the shape of a Hermitian banded matrix.
Dim HalfBandwidth As Integer = 1
Dim Order As Integer = 7
Set up a symmetric banded matrix B by creating a banded matrix, A,
with random entries, and setting B equal to the product of the transpose
of that matrix with itself.
Dim A As New DoubleBandMatrix(Order, Order, HalfBandwidth, HalfBandwidth)
Dim Rng As New RandGenUniform(-1, 1)
Rng.Reset(&H124)
Dim Diag As DoubleVector
Fill the non-zero entries of A, a diagonal at a time, with random numbers.
Dim I As Integer
For I = -A.LowerBandwidth To A.UpperBandwidth
Diag = A.Diagonal(I)
Dim J As Integer
For J = 0 To Diag.Length - 1
Diag(J) = Rng.Next()
Next
Next
Dim B As New DoubleSymBandMatrix(MatrixFunctions.TransposeProduct(A, A))
Console.WriteLine()
Console.WriteLine("B =")
Console.WriteLine(B.ToTabDelimited("G3"))
B =
0.249 -0.0333 0.0835 0 0 0 0
-0.0333 0.121 -0.12 -0.0858 0 0 0
0.0835 -0.12 0.196 0.154 0.231 0 0
0 -0.0858 0.154 0.477 0.581 0.358 0
0 0 0.231 0.581 1.21 0.408 0.152
0 0 0 0.358 0.408 0.512 0.277
0 0 0 0 0.152 0.277 0.647
Indexer accessor works just like it does for general matrices.
Console.WriteLine("B[2,2] = " & B(2, 2))
Console.WriteLine("B[5,0] = " & B(5, 0))
You can set the values of elements in the bandwidth
of a symmetric banded matrix using the indexer. Note that setting
the element in row i and column j to a value implicitly sets the
element in column j and row i to the same value.
Dim Scalar As Double = 99
B(2, 1) = Scalar
Console.WriteLine("B[2,1] = " & B(2, 1)) 99
Console.WriteLine("B[1,2] = " & B(1, 2)) 99
But setting an element outside the bandwidth of the
matrix raises a NonModifiableElementException exception
Try
B(6, 0) = Scalar
Catch E As NonModifiableElementException
Console.WriteLine()
Console.Write("NonModifiableElementException: " & E.Message)
Console.WriteLine()
End Try
Scalar multiplication and matrix addition/subtraction are supported.
Dim C As DoubleSymBandMatrix = Scalar * B
Dim D As DoubleSymBandMatrix = C + B
Console.WriteLine()
Console.WriteLine("D =")
Console.WriteLine(D.ToTabDelimited("G3"))
Matrix/vector inner products too.
Dim X As New DoubleVector(B.Cols, Rng)
Dim Y As DoubleVector = MatrixFunctions.Product(B, X)
Console.Write("Bx = " & Y.ToString("G3"))
You can transform the non-zero elements of a banded matrix object by using
the Transform() method on its data vector.
Change every element of C to its natural log.
C.DataVector.Transform(NMathFunctions.LogFunc)
Console.WriteLine("ln(C) =")
Console.WriteLine(C.ToTabDelimited("G3"))
You can also solve linear systems.
Dim X2 As DoubleVector = MatrixFunctions.Solve(B, Y)
x and x2 should be the same. Lets look at the l2 norm of
their difference.
Dim Residual As DoubleVector = DoubleVector.Subtract(X, X2)
Dim ResidualL2Norm As Double = Math.Sqrt(NMathFunctions.Dot(Residual, Residual))
Console.WriteLine()
Console.Write("||x - x2|| = " & ResidualL2Norm)
You can calculate the determinant too.
Dim Det As Double = MatrixFunctions.Determinant(B)
Console.WriteLine()
Console.WriteLine()
Console.Write("Determinant of B = " & Det)
If your symmetric banded matrix is positive definite, you can invoke
the Solve function with a third - the isPositiveDefinite
parameter - set to true.
First make sure B is positive definite.
B = New DoubleSymBandMatrix(MatrixFunctions.TransposeProduct(A, A))
Y = MatrixFunctions.Product(B, X)
X2 = MatrixFunctions.Solve(B, Y, True) 3rd parameter isPositiveDefinite set to true.
See how close Bx is to y by computing the l2 norm of their difference.
Residual = X - X2
ResidualL2Norm = Math.Sqrt(NMathFunctions.Dot(Residual, Residual))
Console.WriteLine()
Console.WriteLine()
Console.Write("PD ||x - x2|| = " & ResidualL2Norm)
Console.WriteLine()
You can use the Resize() method to change the bandwidths.
D.Resize(D.Order, 2)
Console.WriteLine()
Console.WriteLine("Press Enter Key")
Console.Read()
End Sub
End Module
End Namespace
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