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LAPACK wrapper for C# Matrix/Vector Some well-known statistical techniques

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Lisys (Japanese)

What is it?

Lisys = LAPACK wrapper for C# Matrix/Vector Some well-known statistical techniques

Features

  • Vector, RowVector, ColumnVector
  • Matrix
  • Eigenvalues/vectors
  • Singular Value Decomposition
  • LU Decomposition
  • Solver
  • Linear Discriminant Analysis
  • ...etc

Build & Run

  1. LAPACK と Mingw の lib/dll を取得

    次のサイトを参考に Windows 用の lib/dll をダウンロード

    http://icl.cs.utk.edu/lapack-for-windows/lapack/#librairies

    (Section: "Prebuilt dynamic libraries using Mingw")

  2. "law" プロジェクトを以下のように設定

    http://icl.cs.utk.edu/lapack-for-windows/lapack/#librairies

    Section: "Prebuilt dynamic libraries using Mingw" の Instructions に従って設定する.

  3. "law" -> "lisys" の順番でプロジェクトをビルド

  4. 自身のプロジェクトにおける「参照の追加」で以下のファイルを設定

    • lisys.dll
    • law.dll

    一緒に *.xml がコピーされ,Visual Studio 上でパラメータヒントが出るようになります.

  5. Windows のルールに従って LAPACK 関連の DLL を配置

    • liblapack.dll
    • libblas.dll
    • libgcc_s_dw2-1.dll
    • libgfortran-3.dll
    • libquadmath-0.dll

Test

NUnit を利用しています.

  1. NUnit をインストール
  2. test プロジェクトをビルド
  3. test/data フォルダを test/bin/Debug 以下にコピー
  4. NUnit から test/bin/Debug/test.dll を実行

Sample

sample 1

const int C = 3;
var data = new Matrix[C];

// input
for (int i = 0; i < C;   i)
{
    data[i] =
        File.ReadAllLines(String.Format("data/iris/data_{0}.csv", i), Encoding.UTF8)
            .Select(line =>
                line.Split(',').Select(s => Double.Parse(s)).ToRow())
            .ToMatrix();
}

Lda result = Func.Lda(data);

// Coefficients of linear discriminants
var ldc1 = new ColumnVector(result.Eigenvectors[0]);
var ldc2 = new ColumnVector(result.Eigenvectors[1]);
var coef = new Matrix(ldc1, ldc2);

for (int i = 0; i < C;   i)
{
    var m = data[i] * coef;   // calculate scores

    // output
    File.WriteAllText(String.Format("result_{0}.csv", i), Matrix.ToCsv(m), Encoding.UTF8);
}

sample 2

var m = new Matrix(new[,] {
                    {86.0, 67.0},

                    // ...

                    {96.0, 61.0} });

// correlation matrix
var cor1 = Func.Correlate(m, Func.Target.EachColumn);

MatrixVisualizer.TestShowVisualizer(cor1);  // test method of DebuggerVisualizer

// normalization -> correlation matrix
var n = new Matrix(m);
n.Columns.ForEach((ci, cv) => {
    var avg = cv.Average;
    var std = Math.Sqrt(cv.UnbiasedVariance);
    cv.Apply((i, val) => (val - avg) / std);
});

var cor2 = Matrix.T(n) * n / (n.RowSize - 1);

MatrixVisualizer.TestShowVisualizer(cor2);

other

その他細かな利用方法は testsample プロジェクトを参照してください.

License

MIT License

Copyright (C) 2007- KrdLab All Rights Reserved.

TODO

  • 64bit 対応

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