Math.NET Numerics - How to represent missing or invalid values?

Question

Does the library have some way to represent missing or invalid values in vectors and matrices? A good reference is Numpy masked arrays.

Answer 1

To represent a missing or invalid data (or any kind of data you can not trust) you can use double.NaN. In that sense you can not trust any values obtained from that data. Those untrusted values will be double.NaN too.

var d = double.NaN;
var A = DenseMatrix.OfArray(new double[,]
{
    { d, 0, 0 },
    { 0, 1, 0 },
    { 0, 0, 1 }
});
var B = DenseMatrix.OfArray(new double[,]
{
    { 1, 0, 0 },
    { 0, d, 0 },
    { 0, 0, 1 }
});

Console.WriteLine(A*B);

Gives:

DenseMatrix 3x3-Double
NaN  NaN  NaN
  0  NaN    0
  0  NaN    1