Sparse Matrices in C# QuickStart Sample
Illustrates using sparse vectors and matrices using the classes in the Extreme.Mathematics.LinearAlgebra.Sparse namespace in C#.
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using System;
// The sparse vector and matrix classes reside in the
// Extreme.Mathematics.LinearAlgebra namespace.
using Extreme.Mathematics;
namespace Extreme.Numerics.QuickStart.CSharp
{
/// <summary>
/// Illustrates using sparse vectors and matrices using the classes
/// in the Extreme.Mathematics.LinearAlgebra.Sparse namespace
/// of Extreme Numerics.NET.
/// </summary>
class SparseMatrices
{
static void Main(string[] args)
{
// The license is verified at runtime. We're using
// a demo license here. For more information, see
// https://numerics.net/trial-key
Extreme.License.Verify("Demo license");
//
// Sparse vectors
//
// The SparseVector class has three constructors. The
// first simply takes the length of the vector. All elements
// are initially zero.
var v1 = Vector.CreateSparse<double>(1000000);
// The second constructor lets you specify how many elements
// are expected to be nonzero. This 'fill factor' is a number
// between 0 and 1.
var v2 = Vector.CreateSparse<double>(1000000, 1e-4);
// The second constructor lets you specify how many elements
// are expected to be nonzero. This 'fill factor' is a number
// between 0 and 1.
var v3 = Vector.CreateSparse<double>(1000000, 100);
// The fourth constructor lets you specify the indexes of the nonzero
// elements and their values as arrays:
int[] indexes = { 1, 10, 100, 1000, 10000 };
double[] values = { 1.0, 10.0, 100.0, 1000.0, 10000.0 };
var v4 = Vector.CreateSparse(1000000, indexes, values);
// Elements can be accessed individually:
v1[1000] = 2.0;
Console.WriteLine("v1[1000] = {0}", v1[1000]);
// The NonzeroCount returns how many elements are non zero:
Console.WriteLine("v1 has {0} nonzeros", v1.NonzeroCount);
Console.WriteLine("v4 has {0} nonzeros", v4.NonzeroCount);
// The NonzeroElements property returns a collection of
// IndexValuePair structures that you can use to iterate
// over the elements of the vector:
Console.WriteLine("Nonzero elements of v4:");
foreach(var pair in v4.NonzeroElements)
Console.WriteLine("Element {0} = {1}", pair.Index, pair.Value);
// All other vector methods and properties are also available,
// Their implementations take advantage of sparsity.
Console.WriteLine("Norm(v4) = {0}", v4.Norm());
Console.WriteLine("Sum(v4) = {0}", v4.Sum());
// Note that some operations convert a sparse vector to a
// DenseVector, causing memory to be allocated for all
// elements.
//
// Sparse Matrices
//
// All sparse matrix classes inherit from SparseMatrix. This is an abstract class.
// There currently is only one implementation class:
// SparseCompressedColumnMatrix.
// Sparse matrices are created by calling the CreateSparse factory
// method on the Matrix class. It has 4 overloads:
// The first overload takes the number of rows and columns as arguments:
var m1 = Matrix.CreateSparse<double>(100000, 100000);
// The second overload adds a fill factor:
var m2 = Matrix.CreateSparse<double>(100000, 100000, 1e-5);
// The third overload uses the actual number of nonzero elements rather than
// the fraction:
var m3 = Matrix.CreateSparse<double>(10000, 10000, 20000);
// The fourth overload lets you specify the locations and values of the
// nonzero elements:
int[] rows = { 1, 11, 111, 1111 };
int[] columns = { 2, 22, 222, 2222 };
double[] matrixValues = { 3.0, 33.0, 333.0, 3333.0 };
var m4 = Matrix.CreateSparse(10000, 10000, rows, columns, matrixValues);
// You can access elements as before...
Console.WriteLine("m4[111, 222] = {0}", m4[111, 222]);
m4[99, 22] = 99.0;
// A series of Insert methods lets you build a sparse matrix from scratch:
// A single value:
m1.InsertEntry(25.0, 200, 500);
// Multiple values:
m1.InsertEntries(matrixValues, rows, columns);
// Multiple values all in the same column:
m1.InsertColumn(33, values, indexes);
// Multiple values all in the same row:
m1.InsertRow(55, values, indexes);
// A clique is a 2-dimensional submatrix with indexed rows and columns.
var clique = Matrix.Create(2, 2, new double[] {11, 12, 21, 22}, MatrixElementOrder.ColumnMajor);
int[] cliqueIndexes = new int[] { 5, 8 };
m1.InsertClique(clique, cliqueIndexes, cliqueIndexes);
// You can use the NonzeroElements collection to iterate
// over the nonzero elements of the matrix. The items
// are of type RowColumnValueTriplet:
Console.WriteLine("Nonzero elements of m1:");
foreach(var triplet in m1.NonzeroElements)
Console.WriteLine("m1[{0},{1}] = {2}", triplet.Row, triplet.Column, triplet.Value);
// ... including rows and columns.
var column = m4.GetColumn(22);
Console.WriteLine("Nonzero elements in column 22 of m4:");
foreach (var pair in column.NonzeroElements)
Console.WriteLine("Element {0} = {1}", pair.Index, pair.Value);
// Many matrix methods have been optimized to take advantage of sparsity:
Console.WriteLine("F-norm(m1) = {0}", m1.FrobeniusNorm());
// But beware: some revert to a dense algorithm and will fail on huge matrices:
try
{
var inverse = m1.GetInverse();
}
catch (OutOfMemoryException e)
{
Console.WriteLine(e.Message);
}
Console.Write("Press Enter key to exit...");
Console.ReadLine();
}
}
}