Author: luc
Date: Sun Sep 28 08:55:15 2008
New Revision: 699845
URL: http://svn.apache.org/viewvc?rev=699845&view=rev
Log:
Replaced internal LU-decomposition by the external class.
Deprecated the direct call to these methods as users should
really be able to choose the type of solver they want.
LU-decomposition is only one possibility among others like
QR-decomposition.
Modified:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/linear/RealMatrix.java
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/linear/RealMatrixImpl.java
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/linear/RealMatrixImplTest.java
Modified:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/linear/RealMatrix.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/linear/RealMatrix.java?rev=699845&r1=699844&r2=699845&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/linear/RealMatrix.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/linear/RealMatrix.java
Sun Sep 28 08:55:15 2008
@@ -222,14 +222,18 @@
*
* @return inverse matrix
* @throws InvalidMatrixException if this is not invertible
+ * @deprecated as of release 2.0, replaced by [EMAIL PROTECTED]
DecompositionSolver#getInverse()}
*/
+ @Deprecated
RealMatrix inverse() throws InvalidMatrixException;
/**
* Returns the determinant of this matrix.
*
* @return determinant
+ * @deprecated as of release 2.0, replaced by [EMAIL PROTECTED]
LUDecomposition#getDeterminant()}
*/
+ @Deprecated
double getDeterminant();
/**
@@ -241,7 +245,10 @@
/**
* Is this a singular matrix?
* @return true if the matrix is singular
+ * @deprecated as of release 2.0, replaced by the boolean negation of
+ * [EMAIL PROTECTED] DecompositionSolver#isNonSingular()}
*/
+ @Deprecated
boolean isSingular();
/**
@@ -310,21 +317,12 @@
* @return vector of solution values to AX = b, where A is *this
* @throws IllegalArgumentException if this.rowDimension != b.length
* @throws InvalidMatrixException if this matrix is not square or is
singular
+ * @deprecated as of release 2.0, replaced by [EMAIL PROTECTED]
DecompositionSolver#solve(double[])}
*/
+ @Deprecated
double[] solve(double[] b) throws IllegalArgumentException,
InvalidMatrixException;
/**
- * Returns the solution vector for a linear system with coefficient
- * matrix = this and constant vector = <code>b</code>.
- *
- * @param b constant vector
- * @return vector of solution values to AX = b, where A is *this
- * @throws IllegalArgumentException if this.rowDimension != b.length
- * @throws InvalidMatrixException if this matrix is not square or is
singular
- */
- RealVector solve(RealVector b) throws IllegalArgumentException,
InvalidMatrixException;
-
- /**
* Returns a matrix of (column) solution vectors for linear systems with
* coefficient matrix = this and constant vectors = columns of
* <code>b</code>.
@@ -334,7 +332,9 @@
* @return matrix of solution vectors
* @throws IllegalArgumentException if this.rowDimension != row dimension
* @throws InvalidMatrixException if this matrix is not square or is
singular
+ * @deprecated as of release 2.0, replaced by [EMAIL PROTECTED]
DecompositionSolver#solve(RealMatrix)}
*/
+ @Deprecated
RealMatrix solve(RealMatrix b) throws IllegalArgumentException,
InvalidMatrixException;
}
Modified:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/linear/RealMatrixImpl.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/linear/RealMatrixImpl.java?rev=699845&r1=699844&r2=699845&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/linear/RealMatrixImpl.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/linear/RealMatrixImpl.java
Sun Sep 28 08:55:15 2008
@@ -55,21 +55,12 @@
private static final long serialVersionUID = 4970229902484487012L;
/** Entries of the matrix */
- protected double data[][] = null;
+ protected double data[][];
- /** Entries of cached LU decomposition.
- * All updates to data (other than luDecompose()) *must* set this to null
+ /** Cached LU decomposition.
+ * @deprecated as of release 2.0, since all methods using this are
deprecated
*/
- protected double lu[][] = null;
-
- /** Permutation associated with LU decomposition */
- protected int[] permutation = null;
-
- /** Parity of the permutation associated with the LU decomposition */
- protected int parity = 1;
-
- /** Bound to determine effective singularity in LU decomposition */
- private static final double TOO_SMALL = 10E-12;
+ private LUDecomposition lu;
/**
* Creates a matrix with no data
@@ -168,22 +159,12 @@
}
}
- /**
- * Create a new RealMatrix which is a copy of this.
- *
- * @return the cloned matrix
- */
+ /** [EMAIL PROTECTED] */
public RealMatrix copy() {
return new RealMatrixImpl(copyOut(), false);
}
- /**
- * Compute the sum of this and <code>m</code>.
- *
- * @param m matrix to be added
- * @return this + m
- * @throws IllegalArgumentException if m is not the same size as this
- */
+ /** [EMAIL PROTECTED] */
public RealMatrix add(RealMatrix m) throws IllegalArgumentException {
try {
return add((RealMatrixImpl) m);
@@ -230,13 +211,7 @@
return new RealMatrixImpl(outData, false);
}
- /**
- * Compute this minus <code>m</code>.
- *
- * @param m matrix to be subtracted
- * @return this + m
- * @throws IllegalArgumentException if m is not the same size as this
- */
+ /** [EMAIL PROTECTED] */
public RealMatrix subtract(RealMatrix m) throws IllegalArgumentException {
try {
return subtract((RealMatrixImpl) m);
@@ -283,12 +258,7 @@
return new RealMatrixImpl(outData, false);
}
- /**
- * Returns the result of adding d to each entry of this.
- *
- * @param d value to be added to each entry
- * @return d + this
- */
+ /** [EMAIL PROTECTED] */
public RealMatrix scalarAdd(double d) {
final int rowCount = getRowDimension();
final int columnCount = getColumnDimension();
@@ -303,11 +273,7 @@
return new RealMatrixImpl(outData, false);
}
- /**
- * Returns the result of multiplying each entry of this by <code>d</code>
- * @param d value to multiply all entries by
- * @return d * this
- */
+ /** [EMAIL PROTECTED] */
public RealMatrix scalarMultiply(double d) {
final int rowCount = getRowDimension();
final int columnCount = getColumnDimension();
@@ -322,13 +288,7 @@
return new RealMatrixImpl(outData, false);
}
- /**
- * Returns the result of postmultiplying this by <code>m</code>.
- * @param m matrix to postmultiply by
- * @return this*m
- * @throws IllegalArgumentException
- * if columnDimension(this) != rowDimension(m)
- */
+ /** [EMAIL PROTECTED] */
public RealMatrix multiply(RealMatrix m) throws IllegalArgumentException {
try {
return multiply((RealMatrixImpl) m);
@@ -384,24 +344,12 @@
return new RealMatrixImpl(outData, false);
}
- /**
- * Returns the result of premultiplying this by <code>m</code>.
- * @param m matrix to premultiply by
- * @return m * this
- * @throws IllegalArgumentException
- * if rowDimension(this) != columnDimension(m)
- */
+ /** [EMAIL PROTECTED] */
public RealMatrix preMultiply(RealMatrix m) throws
IllegalArgumentException {
return m.multiply(this);
}
- /**
- * Returns matrix entries as a two-dimensional array.
- * <p>
- * Makes a fresh copy of the underlying data.</p>
- *
- * @return 2-dimensional array of entries
- */
+ /** [EMAIL PROTECTED] */
public double[][] getData() {
return copyOut();
}
@@ -409,7 +357,7 @@
/**
* Returns a reference to the underlying data array.
* <p>
- * Does not make a fresh copy of the underlying data.</p>
+ * Does <strong>not</strong> make a fresh copy of the underlying data.</p>
*
* @return 2-dimensional array of entries
*/
@@ -417,10 +365,7 @@
return data;
}
- /**
- *
- * @return norm
- */
+ /** [EMAIL PROTECTED] */
public double getNorm() {
double maxColSum = 0;
for (int col = 0; col < this.getColumnDimension(); col++) {
@@ -433,18 +378,7 @@
return maxColSum;
}
- /**
- * Gets a submatrix. Rows and columns are indicated
- * counting from 0 to n-1.
- *
- * @param startRow Initial row index
- * @param endRow Final row index
- * @param startColumn Initial column index
- * @param endColumn Final column index
- * @return The subMatrix containing the data of the
- * specified rows and columns
- * @exception MatrixIndexException if row or column selections are not
valid
- */
+ /** [EMAIL PROTECTED] */
public RealMatrix getSubMatrix(int startRow, int endRow,
int startColumn, int endColumn)
throws MatrixIndexException {
@@ -464,17 +398,7 @@
return new RealMatrixImpl(subMatrixData, false);
}
- /**
- * Gets a submatrix. Rows and columns are indicated
- * counting from 0 to n-1.
- *
- * @param selectedRows Array of row indices must be non-empty
- * @param selectedColumns Array of column indices must be non-empty
- * @return The subMatrix containing the data in the
- * specified rows and columns
- * @exception MatrixIndexException if supplied row or column index arrays
- * are not valid
- */
+ /** [EMAIL PROTECTED] */
public RealMatrix getSubMatrix(int[] selectedRows, int[] selectedColumns)
throws MatrixIndexException {
if (selectedRows.length * selectedColumns.length == 0) {
@@ -561,15 +485,8 @@
}
lu = null;
}
-
- /**
- * Returns the entries in row number <code>row</code> as a row matrix.
- * Row indices start at 0.
- *
- * @param row the row to be fetched
- * @return row matrix
- * @throws MatrixIndexException if the specified row index is invalid
- */
+
+ /** [EMAIL PROTECTED] */
public RealMatrix getRowMatrix(int row) throws MatrixIndexException {
if ( !isValidCoordinate( row, 0)) {
throw new MatrixIndexException("illegal row argument");
@@ -580,14 +497,7 @@
return new RealMatrixImpl(out, false);
}
- /**
- * Returns the entries in column number <code>column</code>
- * as a column matrix. Column indices start at 0.
- *
- * @param column the column to be fetched
- * @return column matrix
- * @throws MatrixIndexException if the specified column index is invalid
- */
+ /** [EMAIL PROTECTED] */
public RealMatrix getColumnMatrix(int column) throws MatrixIndexException {
if ( !isValidCoordinate( 0, column)) {
throw new MatrixIndexException("illegal column argument");
@@ -610,16 +520,7 @@
return new RealVectorImpl(getRow(row), false);
}
- /**
- * Returns the entries in row number <code>row</code> as an array.
- * <p>
- * Row indices start at 0. A <code>MatrixIndexException</code> is thrown
- * unless <code>0 <= row < rowDimension.</code></p>
- *
- * @param row the row to be fetched
- * @return array of entries in the row
- * @throws MatrixIndexException if the specified row index is not valid
- */
+ /** [EMAIL PROTECTED] */
public double[] getRow(int row) throws MatrixIndexException {
if ( !isValidCoordinate( row, 0 ) ) {
throw new MatrixIndexException("illegal row argument");
@@ -630,16 +531,7 @@
return out;
}
- /**
- * Returns the entries in column number <code>col</code> as an array.
- * <p>
- * Column indices start at 0. A <code>MatrixIndexException</code> is
thrown
- * unless <code>0 <= column < columnDimension.</code></p>
- *
- * @param col the column to be fetched
- * @return array of entries in the column
- * @throws MatrixIndexException if the specified column index is not valid
- */
+ /** [EMAIL PROTECTED] */
public double[] getColumn(int col) throws MatrixIndexException {
if ( !isValidCoordinate(0, col) ) {
throw new MatrixIndexException("illegal column argument");
@@ -652,21 +544,7 @@
return out;
}
- /**
- * Returns the entry in the specified row and column.
- * <p>
- * Row and column indices start at 0 and must satisfy
- * <ul>
- * <li><code>0 <= row < rowDimension</code></li>
- * <li><code> 0 <= column < columnDimension</code></li>
- * </ul>
- * otherwise a <code>MatrixIndexException</code> is thrown.</p>
- *
- * @param row row location of entry to be fetched
- * @param column column location of entry to be fetched
- * @return matrix entry in row,column
- * @throws MatrixIndexException if the row or column index is not valid
- */
+ /** [EMAIL PROTECTED] */
public double getEntry(int row, int column)
throws MatrixIndexException {
try {
@@ -676,11 +554,7 @@
}
}
- /**
- * Returns the transpose matrix.
- *
- * @return transpose matrix
- */
+ /** [EMAIL PROTECTED] */
public RealMatrix transpose() {
final int nRows = getRowDimension();
final int nCols = getColumnDimension();
@@ -694,76 +568,48 @@
return new RealMatrixImpl(outData, false);
}
- /**
- * Returns the inverse matrix if this matrix is invertible.
- *
- * @return inverse matrix
- * @throws InvalidMatrixException if this is not invertible
- */
+ /** [EMAIL PROTECTED] */
public RealMatrix inverse() throws InvalidMatrixException {
- return solve(MatrixUtils.createRealIdentityMatrix(getRowDimension()));
+ if (lu == null) {
+ lu = new LUDecompositionImpl(this);
+ }
+ return lu.getInverse();
}
- /**
- * @return determinant
- * @throws InvalidMatrixException if matrix is not square
- */
+ /** [EMAIL PROTECTED] */
+ @Deprecated
public double getDeterminant() throws InvalidMatrixException {
- if (!isSquare()) {
- throw new InvalidMatrixException("matrix is not square");
- }
- if (isSingular()) { // note: this has side effect of attempting LU
decomp if lu == null
- return 0d;
- } else {
- double det = parity;
- for (int i = 0; i < this.getRowDimension(); i++) {
- det *= lu[i][i];
- }
- return det;
+ if (lu == null) {
+ lu = new LUDecompositionImpl(this);
}
+ return lu.getDeterminant();
}
- /**
- * @return true if the matrix is square (rowDimension = columnDimension)
- */
+ /** [EMAIL PROTECTED] */
public boolean isSquare() {
return (this.getColumnDimension() == this.getRowDimension());
}
- /**
- * @return true if the matrix is singular
- */
+ /** [EMAIL PROTECTED] */
+ @Deprecated
public boolean isSingular() {
if (lu == null) {
- try {
- luDecompose();
- return false;
- } catch (InvalidMatrixException ex) {
- return true;
- }
- } else { // LU decomp must have been successfully performed
- return false; // so the matrix is not singular
+ lu = new LUDecompositionImpl(this);
}
+ return !lu.isNonSingular();
}
- /**
- * @return rowDimension
- */
+ /** [EMAIL PROTECTED] */
public int getRowDimension() {
return data.length;
}
- /**
- * @return columnDimension
- */
+ /** [EMAIL PROTECTED] */
public int getColumnDimension() {
return data[0].length;
}
- /**
- * @return trace
- * @throws IllegalArgumentException if the matrix is not square
- */
+ /** [EMAIL PROTECTED] */
public double getTrace() throws IllegalArgumentException {
if (!isSquare()) {
throw new IllegalArgumentException("matrix is not square");
@@ -775,11 +621,7 @@
return trace;
}
- /**
- * @param v vector to operate on
- * @throws IllegalArgumentException if columnDimension != v.length
- * @return resulting vector
- */
+ /** [EMAIL PROTECTED] */
public double[] operate(double[] v) throws IllegalArgumentException {
final int nRows = this.getRowDimension();
final int nCols = this.getColumnDimension();
@@ -832,11 +674,7 @@
return new RealVectorImpl(operate(v.getDataRef()), false);
}
- /**
- * @param v vector to premultiply by
- * @throws IllegalArgumentException if rowDimension != v.length
- * @return resulting matrix
- */
+ /** [EMAIL PROTECTED] */
public double[] preMultiply(double[] v) throws IllegalArgumentException {
final int nRows = this.getRowDimension();
if (v.length != nRows) {
@@ -887,185 +725,22 @@
return new RealVectorImpl(preMultiply(v.getDataRef()), false);
}
- /**
- * Returns a matrix of (column) solution vectors for linear systems with
- * coefficient matrix = this and constant vectors = columns of
- * <code>b</code>.
- *
- * @param b array of constant forming RHS of linear systems to
- * to solve
- * @return solution array
- * @throws IllegalArgumentException if this.rowDimension != row dimension
- * @throws InvalidMatrixException if this matrix is not square or is
singular
- */
+ /** [EMAIL PROTECTED] */
+ @Deprecated
public double[] solve(double[] b) throws IllegalArgumentException,
InvalidMatrixException {
-
- final int nRows = this.getRowDimension();
- final int nCol = this.getColumnDimension();
-
- if (b.length != nRows) {
- throw new IllegalArgumentException("constant vector has wrong
length");
- }
- if (!isSquare()) {
- throw new InvalidMatrixException("coefficient matrix is not
square");
- }
- if (isSingular()) { // side effect: compute LU decomp
- throw new InvalidMatrixException("Matrix is singular.");
- }
-
- final double[] bp = new double[nRows];
-
- // Apply permutations to b
- for (int row = 0; row < nRows; row++) {
- bp[row] = b[permutation[row]];
- }
-
- // Solve LY = b
- for (int col = 0; col < nCol; col++) {
- for (int i = col + 1; i < nCol; i++) {
- bp[i] -= bp[col] * lu[i][col];
- }
- }
-
- // Solve UX = Y
- for (int col = nCol - 1; col >= 0; col--) {
- bp[col] /= lu[col][col];
- for (int i = 0; i < col; i++) {
- bp[i] -= bp[col] * lu[i][col];
- }
+ if (lu == null) {
+ lu = new LUDecompositionImpl(this);
}
-
- return bp;
-
+ return lu.solve(b);
}
/** [EMAIL PROTECTED] */
- public RealVector solve(RealVector b)
- throws IllegalArgumentException, InvalidMatrixException {
- try {
- return solve((RealVectorImpl) b);
- } catch (ClassCastException cce) {
-
- final int nRows = this.getRowDimension();
- final int nCol = this.getColumnDimension();
-
- if (b.getDimension() != nRows) {
- throw new IllegalArgumentException("constant vector has wrong
length");
- }
- if (!isSquare()) {
- throw new InvalidMatrixException("coefficient matrix is not
square");
- }
- if (isSingular()) { // side effect: compute LU decomp
- throw new InvalidMatrixException("Matrix is singular.");
- }
-
- final double[] bp = new double[nRows];
-
- // Apply permutations to b
- for (int row = 0; row < nRows; row++) {
- bp[row] = b.getEntry(permutation[row]);
- }
-
- // Solve LY = b
- for (int col = 0; col < nCol; col++) {
- for (int i = col + 1; i < nCol; i++) {
- bp[i] -= bp[col] * lu[i][col];
- }
- }
-
- // Solve UX = Y
- for (int col = nCol - 1; col >= 0; col--) {
- bp[col] /= lu[col][col];
- for (int i = 0; i < col; i++) {
- bp[i] -= bp[col] * lu[i][col];
- }
- }
-
- return new RealVectorImpl(bp, false);
-
- }
- }
-
- /**
- * Returns the solution vector for a linear system with coefficient
- * matrix = this and constant vector = <code>b</code>.
- *
- * @param b constant vector
- * @return vector of solution values to AX = b, where A is *this
- * @throws IllegalArgumentException if this.rowDimension != b.length
- * @throws InvalidMatrixException if this matrix is not square or is
singular
- */
- RealVectorImpl solve(RealVectorImpl b)
- throws IllegalArgumentException, InvalidMatrixException {
- return new RealVectorImpl(solve(b.getDataRef()), false);
- }
-
- /**
- * Returns a matrix of (column) solution vectors for linear systems with
- * coefficient matrix = this and constant vectors = columns of
- * <code>b</code>.
- *
- * @param b matrix of constant vectors forming RHS of linear systems to
- * to solve
- * @return matrix of solution vectors
- * @throws IllegalArgumentException if this.rowDimension != row dimension
- * @throws InvalidMatrixException if this matrix is not square or is
singular
- */
+ @Deprecated
public RealMatrix solve(RealMatrix b) throws IllegalArgumentException,
InvalidMatrixException {
- if (b.getRowDimension() != this.getRowDimension()) {
- throw new IllegalArgumentException("Incorrect row dimension");
- }
- if (!this.isSquare()) {
- throw new InvalidMatrixException("coefficient matrix is not
square");
- }
- if (this.isSingular()) { // side effect: compute LU decomp
- throw new InvalidMatrixException("Matrix is singular.");
- }
-
- final int nCol = this.getColumnDimension();
- final int nColB = b.getColumnDimension();
- final int nRowB = b.getRowDimension();
-
- // Apply permutations to b
- final double[][] bp = new double[nRowB][nColB];
- for (int row = 0; row < nRowB; row++) {
- final double[] bpRow = bp[row];
- final int pRow = permutation[row];
- for (int col = 0; col < nColB; col++) {
- bpRow[col] = b.getEntry(pRow, col);
- }
- }
-
- // Solve LY = b
- for (int col = 0; col < nCol; col++) {
- final double[] bpCol = bp[col];
- for (int i = col + 1; i < nCol; i++) {
- final double[] bpI = bp[i];
- final double luICol = lu[i][col];
- for (int j = 0; j < nColB; j++) {
- bpI[j] -= bpCol[j] * luICol;
- }
- }
- }
-
- // Solve UX = Y
- for (int col = nCol - 1; col >= 0; col--) {
- final double[] bpCol = bp[col];
- final double luDiag = lu[col][col];
- for (int j = 0; j < nColB; j++) {
- bpCol[j] /= luDiag;
- }
- for (int i = 0; i < col; i++) {
- final double[] bpI = bp[i];
- final double luICol = lu[i][col];
- for (int j = 0; j < nColB; j++) {
- bpI[j] -= bpCol[j] * luICol;
- }
- }
+ if (lu == null) {
+ lu = new LUDecompositionImpl(this);
}
-
- return new RealMatrixImpl(bp, false);
-
+ return lu.solve(b);
}
/**
@@ -1085,81 +760,12 @@
* automatically.</p>
*
* @throws InvalidMatrixException if the matrix is non-square or singular.
+ * @deprecated as of release 2.0, replaced by [EMAIL PROTECTED]
LUDecomposition}
*/
+ @Deprecated
public void luDecompose() throws InvalidMatrixException {
-
- final int nRows = this.getRowDimension();
- final int nCols = this.getColumnDimension();
- if (nRows != nCols) {
- throw new InvalidMatrixException("LU decomposition requires that
the matrix be square.");
- }
- lu = getData();
-
- // Initialize permutation array and parity
- permutation = new int[nRows];
- for (int row = 0; row < nRows; row++) {
- permutation[row] = row;
- }
- parity = 1;
-
- // Loop over columns
- for (int col = 0; col < nCols; col++) {
-
- double sum = 0;
-
- // upper
- for (int row = 0; row < col; row++) {
- final double[] luRow = lu[row];
- sum = luRow[col];
- for (int i = 0; i < row; i++) {
- sum -= luRow[i] * lu[i][col];
- }
- luRow[col] = sum;
- }
-
- // lower
- int max = col; // permutation row
- double largest = 0d;
- for (int row = col; row < nRows; row++) {
- final double[] luRow = lu[row];
- sum = luRow[col];
- for (int i = 0; i < col; i++) {
- sum -= luRow[i] * lu[i][col];
- }
- luRow[col] = sum;
-
- // maintain best permutation choice
- if (Math.abs(sum) > largest) {
- largest = Math.abs(sum);
- max = row;
- }
- }
-
- // Singularity check
- if (Math.abs(lu[max][col]) < TOO_SMALL) {
- lu = null;
- throw new InvalidMatrixException("matrix is singular");
- }
-
- // Pivot if necessary
- if (max != col) {
- double tmp = 0;
- for (int i = 0; i < nCols; i++) {
- tmp = lu[max][i];
- lu[max][i] = lu[col][i];
- lu[col][i] = tmp;
- }
- int temp = permutation[max];
- permutation[max] = permutation[col];
- permutation[col] = temp;
- parity = -parity;
- }
-
- // Divide the lower elements by the "winning" diagonal elt.
- final double luDiag = lu[col][col];
- for (int row = col + 1; row < nRows; row++) {
- lu[row][col] /= luDiag;
- }
+ if (lu == null) {
+ lu = new LUDecompositionImpl(this);
}
}
@@ -1242,60 +848,6 @@
return ret;
}
- //------------------------ Protected methods
-
- /**
- * Returns the LU decomposition as a RealMatrix.
- * Returns a fresh copy of the cached LU matrix if this has been computed;
- * otherwise the composition is computed and cached for use by other
methods.
- * Since a copy is returned in either case, changes to the returned
matrix do not
- * affect the LU decomposition property.
- * <p>
- * The matrix returned is a compact representation of the LU decomposition.
- * Elements below the main diagonal correspond to entries of the "L"
matrix;
- * elements on and above the main diagonal correspond to entries of the "U"
- * matrix.</p>
- * <p>
- * Example: <pre>
- *
- * Returned matrix L U
- * 2 3 1 1 0 0 2 3 1
- * 5 4 6 5 1 0 0 4 6
- * 1 7 8 1 7 1 0 0 8
- * </pre>
- *
- * The L and U matrices satisfy the matrix equation LU =
permuteRows(this), <br>
- * where permuteRows reorders the rows of the matrix to follow the order
determined
- * by the <a href=#getPermutation()>permutation</a> property.</p>
- *
- * @return LU decomposition matrix
- * @throws InvalidMatrixException if the matrix is non-square or singular.
- */
- protected RealMatrix getLUMatrix() throws InvalidMatrixException {
- if (lu == null) {
- luDecompose();
- }
- return new RealMatrixImpl(lu);
- }
-
- /**
- * Returns the permutation associated with the lu decomposition.
- * The entries of the array represent a permutation of the numbers 0, ...
, nRows - 1.
- * <p>
- * Example:
- * permutation = [1, 2, 0] means current 2nd row is first, current third
row is second
- * and current first row is last.</p>
- * <p>
- * Returns a fresh copy of the array.</p>
- *
- * @return the permutation
- */
- protected int[] getPermutation() {
- final int[] out = new int[permutation.length];
- System.arraycopy(permutation, 0, out, 0, permutation.length);
- return out;
- }
-
//------------------------ Private methods
/**
Modified:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/linear/RealMatrixImplTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/linear/RealMatrixImplTest.java?rev=699845&r1=699844&r2=699845&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/linear/RealMatrixImplTest.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/linear/RealMatrixImplTest.java
Sun Sep 28 08:55:15 2008
@@ -210,107 +210,6 @@
assertClose("m3*m4=m5", m3.multiply(m4), m5, entryTolerance);
}
- /** test isSingular */
- public void testIsSingular() {
- RealMatrixImpl m = new RealMatrixImpl(singular);
- assertTrue("singular",m.isSingular());
- m = new RealMatrixImpl(bigSingular);
- assertTrue("big singular",m.isSingular());
- m = new RealMatrixImpl(id);
- assertTrue("identity nonsingular",!m.isSingular());
- m = new RealMatrixImpl(testData);
- assertTrue("testData nonsingular",!m.isSingular());
- }
-
- /** test inverse */
- public void testInverse() {
- RealMatrixImpl m = new RealMatrixImpl(testData);
- RealMatrix mInv = new RealMatrixImpl(testDataInv);
- assertClose("inverse",mInv,m.inverse(),normTolerance);
- assertClose("inverse^2",m,m.inverse().inverse(),10E-12);
-
- // Not square
- m = new RealMatrixImpl(testData2);
- try {
- m.inverse();
- fail("Expecting InvalidMatrixException");
- } catch (InvalidMatrixException ex) {
- // expected
- }
-
- // Singular
- m = new RealMatrixImpl(singular);
- try {
- m.inverse();
- fail("Expecting InvalidMatrixException");
- } catch (InvalidMatrixException ex) {
- // expected
- }
- }
-
- /** test solve */
- public void testSolve() {
- RealMatrixImpl m = new RealMatrixImpl(testData);
- RealMatrix mInv = new RealMatrixImpl(testDataInv);
- // being a bit slothful here -- actually testing that X = A^-1 * B
- assertClose("inverse-operate", mInv.operate(testVector),
- m.solve(testVector), normTolerance);
- assertClose("inverse-operate", mInv.operate(testVector),
- m.solve(new RealVectorImpl(testVector)).getData(),
normTolerance);
- try {
- m.solve(testVector2);
- fail("expecting IllegalArgumentException");
- } catch (IllegalArgumentException ex) {
- ;
- }
- RealMatrix bs = new RealMatrixImpl(bigSingular);
- try {
- bs.solve(bs);
- fail("Expecting InvalidMatrixException");
- } catch (InvalidMatrixException ex) {
- ;
- }
- try {
- m.solve(bs);
- fail("Expecting IllegalArgumentException");
- } catch (IllegalArgumentException ex) {
- ;
- }
- try {
- new RealMatrixImpl(testData2).solve(bs);
- fail("Expecting illegalArgumentException");
- } catch (IllegalArgumentException ex) {
- ;
- }
- try {
- (new RealMatrixImpl(testData2)).luDecompose();
- fail("Expecting InvalidMatrixException");
- } catch (InvalidMatrixException ex) {
- ;
- }
- }
-
- /** test determinant */
- public void testDeterminant() {
- RealMatrix m = new RealMatrixImpl(bigSingular);
- assertEquals("singular determinant",0,m.getDeterminant(),0);
- m = new RealMatrixImpl(detData);
- assertEquals("nonsingular test",-3d,m.getDeterminant(),normTolerance);
-
- // Examples verified against R (version 1.8.1, Red Hat Linux 9)
- m = new RealMatrixImpl(detData2);
- assertEquals("nonsingular R test
1",-2d,m.getDeterminant(),normTolerance);
- m = new RealMatrixImpl(testData);
- assertEquals("nonsingular R test
2",-1d,m.getDeterminant(),normTolerance);
-
- try {
- new RealMatrixImpl(testData2).getDeterminant();
- fail("Expecting InvalidMatrixException");
- } catch (InvalidMatrixException ex) {
- ;
- }
- }
-
/** test trace */
public void testTrace() {
RealMatrix m = new RealMatrixImpl(id);
@@ -362,8 +261,9 @@
/** test transpose */
public void testTranspose() {
RealMatrix m = new RealMatrixImpl(testData);
- assertClose("inverse-transpose",m.inverse().transpose(),
- m.transpose().inverse(),normTolerance);
+ RealMatrix mIT = new LUDecompositionImpl(m).getInverse().transpose();
+ RealMatrix mTI = new LUDecompositionImpl(m.transpose()).getInverse();
+ assertClose("inverse-transpose", mIT, mTI, normTolerance);
m = new RealMatrixImpl(testData2);
RealMatrix mt = new RealMatrixImpl(testData2T);
assertClose("transpose",mt,m.transpose(),normTolerance);
@@ -439,42 +339,6 @@
}
}
- public void testLUDecomposition() throws Exception {
- RealMatrixImpl m = new RealMatrixImpl(testData);
- RealMatrix lu = m.getLUMatrix();
- assertClose("LU decomposition", lu, (RealMatrix) new
RealMatrixImpl(testDataLU), normTolerance);
- verifyDecomposition(m, lu);
- // access LU decomposition on same object to verify caching.
- lu = m.getLUMatrix();
- assertClose("LU decomposition", lu, (RealMatrix) new
RealMatrixImpl(testDataLU), normTolerance);
- verifyDecomposition(m, lu);
-
- m = new RealMatrixImpl(luData);
- lu = m.getLUMatrix();
- assertClose("LU decomposition", lu, (RealMatrix) new
RealMatrixImpl(luDataLUDecomposition), normTolerance);
- verifyDecomposition(m, lu);
- m = new RealMatrixImpl(testDataMinus);
- lu = m.getLUMatrix();
- verifyDecomposition(m, lu);
- m = new RealMatrixImpl(id);
- lu = m.getLUMatrix();
- verifyDecomposition(m, lu);
- try {
- m = new RealMatrixImpl(bigSingular); // singular
- lu = m.getLUMatrix();
- fail("Expecting InvalidMatrixException");
- } catch (InvalidMatrixException ex) {
- // expected
- }
- try {
- m = new RealMatrixImpl(testData2); // not square
- lu = m.getLUMatrix();
- fail("Expecting InvalidMatrixException");
- } catch (InvalidMatrixException ex) {
- // expected
- }
- }
-
/** test examples in user guide */
public void testExamples() {
// Create a real matrix with two rows and three columns
@@ -488,7 +352,7 @@
assertEquals(2, p.getRowDimension());
assertEquals(2, p.getColumnDimension());
// Invert p
- RealMatrix pInverse = p.inverse();
+ RealMatrix pInverse = new LUDecompositionImpl(p).getInverse();
assertEquals(2, pInverse.getRowDimension());
assertEquals(2, pInverse.getColumnDimension());
@@ -496,7 +360,7 @@
double[][] coefficientsData = {{2, 3, -2}, {-1, 7, 6}, {4, -3, -5}};
RealMatrix coefficients = new RealMatrixImpl(coefficientsData);
double[] constants = {1, -2, 1};
- double[] solution = coefficients.solve(constants);
+ double[] solution = new
LUDecompositionImpl(coefficients).solve(constants);
assertEquals(2 * solution[0] + 3 * solution[1] -2 * solution[2],
constants[0], 1E-12);
assertEquals(-1 * solution[0] + 7 * solution[1] + 6 * solution[2],
constants[1], 1E-12);
assertEquals(4 * solution[0] - 3 * solution[1] -5 * solution[2],
constants[2], 1E-12);
@@ -830,20 +694,6 @@
return new RealMatrixImpl(out);
}
- /** Extracts l and u matrices from lu and verifies that matrix = l times u
modulo permutation */
- protected void verifyDecomposition(RealMatrix matrix, RealMatrix lu)
throws Exception{
- int n = matrix.getRowDimension();
- double[][] lowerData = new double[n][n];
- double[][] upperData = new double[n][n];
- splitLU(lu, lowerData, upperData);
- RealMatrix lower =new RealMatrixImpl(lowerData);
- RealMatrix upper = new RealMatrixImpl(upperData);
- int[] permutation = ((RealMatrixImpl) matrix).getPermutation();
- RealMatrix permuted = permuteRows(matrix, permutation);
- assertClose("lu decomposition does not work", permuted,
lower.multiply(upper), normTolerance);
- }
-
-
// /** Useful for debugging */
// private void dumpMatrix(RealMatrix m) {
// for (int i = 0; i < m.getRowDimension(); i++) {
