有谁知道C#的良好可扩展性的实现SVD的非常大的矩阵?
解决方案ILNumerics.net 似乎已经在其他SVD的东西。
功能列表:
框架
.NET 1.1,.NET 2.0, 即将推出:单1.2.3
语言
所有CLI遵循:C#(推荐), 托管C ++,Visual Basic中...
Array对象
*全OO一流的设计
*泛型类型化的容器类
*任意阵列尺寸单个对象:标量,矢量,矩阵,正朦胧阵列
*灵活的阵列修改全力支持:subarray- /创作,串联,尺寸去除,系列化
*自动引用管理:复制内存只有当真正需要
*对于细胞和逻辑阵列支持
Numerics的
*支持所有数值类型为数组元素:双,浮法,复杂的,浮点型复数,INT16,INT32,
Int64的,UINT16,UINT32,UINT64,焦炭,字节,布尔 *运算符重载(A + B,...) *静态操作功能(F.E.添加(A,B)) *特殊数字的状态支持(南安+/-天道酬勤)
处理器特定的优化
* BLAS,LAPACK
* AMD:ACML,英特尔:MKL,一般:NETLIB
*自动检测
代数函数
* ABS
* ACOS
* 加
* 所有
* 任何
* ASIN
* (更多...)
线性代数
*矩阵乘法, - 逆,逆 - 伪
*线性方程组求解
*分解:LU,QR,SVD,乔里斯基
*特征值,特征向量
傅立叶变换
* 1,2,3,...,N维
*变换前向和;向后
*支持库:英特尔MKL,AMD的ACML,FFTW3
* 100%倍频程/基于Matlab / Scilab的兼容接口
排序
*串排序(辞书,桶排序)
*数字数据的排序(快速排序)
*任意用户定义类型的一般分类
通过定义keymapper(桶排序)
错误处理
*类型的异常
算法的基础类
*同步/异步
*易于扩展的用户自定义派生算法
*全Windows.Forms.Control兼容多线程三项赛
支持
可视化
*绘图板,从Windows.Forms.Control派生
*图对话框形式
* 1D,2D,3D数据图
*基于OpenGL。 (DirectX的:去precated)
*高度可配置的图形/图特性
*自动用户交互:旋转,缩放,自动坐标轴的比例
其他
*的Visual Studio 2005(R)的AddIn:扩展监视工具窗口
*从导入/导出到Matlab的(R)* .MAT文件
*语法大大兼容Matlab的(R)(函数命名,参数)
*测定延长了整机性能,数值常数
*内存池:自动回收大对象
Does anyone know good scalable implementation of SVD on C# for very big matrix?
解决方案ILNumerics.net seems to have SVD among other things.
Feature list:
Frameworks
.NET 1.1, .NET 2.0, available soon: mono 1.2.3
Languages
all CLI conform: C# (recommended), managed C++, Visual Basic ...
Array objects
* Full OO class design
* Generic typed container classes
* single object for arbitrary array dimensions: scalar, vector, matrices, n-dim arrays
* full support for flexible array modification: subarray-/ creation, concatenation, dimension removal, serialization
* automated reference management: copy memory only if really needed
* support for cells and logical arrays
Numerics
* Supports all numeric types as array elements: double, float, complex, fcomplex, int16, int32,
int64, uint16, uint32, uint64, char, byte, bool * operator overloads (A + B,...) * static operator functions (f.e. Add(a,b)) * support for special numeric states (NaN, +/-Inf)
Processor specific optimizations
* BLAS, LAPACK
* AMD: ACML, Intel: MKL, general: netlib
* Automated detection
Algebraic functions
* abs
* acos
* add
* all
* any
* asin
* (more...)
Linear algebra
* matrix multiply, -inverse, -pseudo inverse
* linear equation solver
* decompositions: LU,QR,SVD,Cholesky
* eigenvalues, eigenvectors
Fourier transforms
* 1,2,3...n dimensional
* transforms forward & backwards
* supported libraries: Intel MKL, AMD ACML, FFTW3
* 100% octave/Matlab/Scilab compatible interface
Sorting
* Sorting of strings (lexicographical, bucket sort)
* Sorting of numeric data (quick sort)
* generic sorting of arbitrary user defined types
by definable keymapper (bucket sort)
Error handling
* typed exceptions
Algorithm base classes
* synchronous / asynchronous
* easily extendable for user defined derived algorithms
* full Windows.Forms.Control compatible multiple thread eventing
support
Visualizations
* Plot panels, derived from Windows.Forms.Control
* Plot dialog forms
* 1D, 2D, 3D data plots
* Based on OpenGL. (DirectX: deprecated)
* Highly configurable graphs/figure properties
* Automatic user interaction: rotation, zoom, auto axis scaling
Miscellaneous
* Visual Studio 2005(R) AddIn: extends watch tool window
* import from / export to Matlab(R) *.mat files
* syntax vastly compatible to Matlab(R) (function naming, parameter)
* determination of extended machine properties, numerical constants
* Memory pool: automated recycling of large objects
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