NMath User's Guide

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7.4 Static Methods (.NET, C#, CSharp, VB, Visual Basic, F#)

As a convenience, NMath provides static methods on class NMathFunctions for solving linear systems, and for computing determinants, inverses, and condition numbers. All methods accept a matrix.

The following static methods are provided:

● NMathFunctions.Solve() solves linear systems for single or multiple right-hand sides.

● NMathFunctions.Inverse() computes the inverse of a given matrix.

● NMathFunctions.Determinant() computes the determinant of a given matrix.

● NMathFunctions.EstimateConditionNumber() estimates the condition number of a given matrix in the specified norm type.

● NMathFunctions.ConditionNumber() directly computes the condition number of a given matrix in the specified norm type.

For instance:

Code Example – C# LU factorization

var A = new DoubleMatrix( "3x3 [2 1 1  4 1 0 -2 2 1]" );





var b = new DoubleVector( "[8 11 3]" );




DoubleVector x = NMathFunctions.Solve( A, b );




     




var B = new DoubleMatrix( "3x2[8 3  11 11  3 8]" );




DoubleMatrix X = NMathFunctions.Solve( A, B );








DoubleMatrix AInv = NMathFunctions.Inverse( A );




double ADet = NMathFunctions.Determinant( A );




double ACond =




   NMathFunctions.ConditionNumber( A, NormType.InfinityNorm );




Code Example – VB LU factorization


Dim A As New DoubleMatrix("3x3 [2 1 1  4 1 0 -2 2 1]")








Dim B As New DoubleVector("[8 11 3]")




Dim X As DoubleVector = NMathFunctions.Solve(A, B)








Dim B As New DoubleMatrix("3x2[8 3  11 11  3 8]")




Dim X As DoubleMatrix = NMathFunctions.Solve(A, B)








Dim AInv As DoubleMatrix = NMathFunctions.Inverse(A)




Dim ADet As Double = NMathFunctions.Determinant(A)




Dim ACond As Double =




  NMathFunctions.ConditionNumber(A, NormType.InfinityNorm)




Note that an an LU factorization instance is created
with each call to NMathFunctions.Solve().
If you are calling Solve() repeatedly (inside
a loop, for example), and the coefficient matrix is not changing between
calls, this is more efficient:


Code Example – C# LU factorization


var fact = new DoubleLUFact( A, false );




...




fact.Solve( B );




Code Example – VB LU factorization


Dim Fact As New DoubleLUFact(A, False)




...




Fact.Solve(B)








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