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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 factorization classes for
symmetric matrices.
Module SymFactExample
Sub Main()
Construct a symmetric matrix as the product of the transpose of a
matrix with itself.
Dim Rows As Integer = 5
Dim Cols As Integer = 5
Dim Rng As New RandGenUniform(-1, 1)
Rng.Reset(&H124)
Dim A As New DoubleMatrix(Rows, Cols, Rng)
Dim ATA As DoubleMatrix = NMathFunctions.TransposeProduct(A, A)
Dim S As New DoubleSymmetricMatrix(ATA)
Console.WriteLine()
Console.WriteLine("S =")
Console.WriteLine(S.ToTabDelimited("G3"))
S =
0.791 -0.366 -0.31 0.183 0.863
-0.366 0.224 0.177 -0.312 -0.214
-0.31 0.177 0.49 -0.411 -0.48
0.183 -0.312 -0.411 2.03 -0.0979
0.863 -0.214 -0.48 -0.0979 2.01
Construct a symmetric factorization class.
Dim Fact As New DoubleSymFact(S)
Check to see if S is singular.
Dim IsSingularString As String
If Fact.IsSingular Then
IsSingularString = "S is singular"
Else
IsSingularString = "S is NOT singular"
End If
Console.WriteLine(IsSingularString)
Retrieve information about the matrix S.
Dim Det As Double = Fact.Determinant()
In order to get condition number, factor with estimateCondition = True
Fact.Factor(S, True)
Dim RCond As Double = Fact.ConditionNumber()
Dim SInv As DoubleSymmetricMatrix = Fact.Inverse()
Console.WriteLine()
Console.WriteLine("Determinant of S = " & Det)
Console.WriteLine()
Console.WriteLine("Reciprocal condition number = " & RCond)
Console.WriteLine()
Console.WriteLine("S inverse =")
Console.WriteLine(SInv.ToTabDelimited("G3"))
Use the factorization to solve some linear systems Ax = y.
Dim Y0 As New DoubleVector(Fact.Cols, Rng)
Dim Y1 As New DoubleVector(Fact.Cols, Rng)
Dim X0 As DoubleVector = Fact.Solve(Y0)
Dim X1 As DoubleVector = Fact.Solve(Y1)
Console.WriteLine("Solution to Ax = y0 is {0}", X0.ToString("G5"))
Console.WriteLine()
Console.WriteLine("y0 - Ax0 = {0}", (Y0 - MatrixFunctions.Product(S, X0)).ToString("G5"))
Console.WriteLine()
Console.WriteLine("Solution to Ax = y1 is {0}", X1.ToString("G5"))
Console.WriteLine()
Console.WriteLine("y1 - Ax1 = {0}", (Y1 - MatrixFunctions.Product(S, X1)).ToString("G5"))
You can also solve for multiple right-hand sides.
Dim Y As New DoubleMatrix(Y1.Length, 2)
Y.Col(0)(Slice.All) = Y0
Y.Col(1)(Slice.All) = Y1
Dim X As DoubleMatrix = Fact.Solve(Y)
The first column of X should be x0 the second column should be x1.
Console.WriteLine()
Console.WriteLine("X =")
Console.WriteLine(X.ToTabDelimited("G3"))
Factor a different matrix.
Dim B As DoubleSymmetricMatrix = DoubleSymmetricMatrix.Multiply(1.2, S)
Fact.Factor(B)
X0 = Fact.Solve(Y0)
Console.WriteLine("Solution to Bx = y0 is {0}", X0.ToString("G5"))
Console.WriteLine()
Console.WriteLine("Press Enter Key")
Console.Read()
End Sub
End Module
End Namespace
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