c# - SVD算法实现

Question

有人知道 SVD 在 C# 上对超大矩阵的良好可扩展实现吗？

Answer 1

ILNumerics.net似乎有 SVD 等等。

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