Class DenseQR<N extends java.lang.Comparable<N>>
- java.lang.Object
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- org.ojalgo.matrix.decomposition.AbstractDecomposition<N,DecompositionStore<N>>
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- org.ojalgo.matrix.decomposition.InPlaceDecomposition<N>
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- org.ojalgo.matrix.decomposition.DenseQR<N>
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- All Implemented Interfaces:
MatrixDecomposition<N>,MatrixDecomposition.Determinant<N>,MatrixDecomposition.EconomySize<N>,MatrixDecomposition.Ordered<N>,MatrixDecomposition.RankRevealing<N>,MatrixDecomposition.Solver<N>,MatrixDecomposition.Updatable<N>,QR<N>,Provider2D,Provider2D.Determinant<N>,Provider2D.Inverse<java.util.Optional<MatrixStore<N>>>,Provider2D.Rank,Provider2D.Solution<java.util.Optional<MatrixStore<N>>>,DeterminantTask<N>,InverterTask<N>,MatrixTask<N>,SolverTask<N>,InvertibleFactor<N>,Structure1D,Structure2D
- Direct Known Subclasses:
DenseQR.C128,DenseQR.H256,DenseQR.Q128,DenseQR.R064,DenseQR.R128
abstract class DenseQR<N extends java.lang.Comparable<N>> extends InPlaceDecomposition<N> implements QR<N>
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Nested Class Summary
Nested Classes Modifier and Type Class Description (package private) static classDenseQR.C128(package private) static classDenseQR.H256(package private) static classDenseQR.Q128(package private) static classDenseQR.R064(package private) static classDenseQR.R128-
Nested classes/interfaces inherited from interface org.ojalgo.matrix.transformation.InvertibleFactor
InvertibleFactor.IdentityFactor<N extends java.lang.Comparable<N>>
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Nested classes/interfaces inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition
MatrixDecomposition.Determinant<N extends java.lang.Comparable<N>>, MatrixDecomposition.EconomySize<N extends java.lang.Comparable<N>>, MatrixDecomposition.Factory<D extends MatrixDecomposition<?>>, MatrixDecomposition.Hermitian<N extends java.lang.Comparable<N>>, MatrixDecomposition.Ordered<N extends java.lang.Comparable<N>>, MatrixDecomposition.Pivoting<N extends java.lang.Comparable<N>>, MatrixDecomposition.RankRevealing<N extends java.lang.Comparable<N>>, MatrixDecomposition.Solver<N extends java.lang.Comparable<N>>, MatrixDecomposition.Updatable<N extends java.lang.Comparable<N>>, MatrixDecomposition.Values<N extends java.lang.Comparable<N>>
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Nested classes/interfaces inherited from interface org.ojalgo.matrix.Provider2D
Provider2D.Condition, Provider2D.Determinant<N extends java.lang.Comparable<N>>, Provider2D.Eigenpairs, Provider2D.Hermitian, Provider2D.Inverse<M>, Provider2D.Rank, Provider2D.Solution<M>, Provider2D.Symmetric, Provider2D.Trace<N extends java.lang.Comparable<N>>
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Nested classes/interfaces inherited from interface org.ojalgo.matrix.decomposition.QR
QR.Factory<N extends java.lang.Comparable<N>>
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Nested classes/interfaces inherited from interface org.ojalgo.structure.Structure1D
Structure1D.BasicMapper<T>, Structure1D.IndexMapper<T>, Structure1D.IntIndex, Structure1D.LongIndex, Structure1D.LoopCallback
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Nested classes/interfaces inherited from interface org.ojalgo.structure.Structure2D
Structure2D.IntRowColumn, Structure2D.Logical<S extends Structure2D,B extends Structure2D.Logical<S,B>>, Structure2D.LongRowColumn, Structure2D.ReducibleTo1D<R extends Structure1D>, Structure2D.Reshapable, Structure2D.RowColumnKey<R,C>, Structure2D.RowColumnMapper<R,C>
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Field Summary
Fields Modifier and Type Field Description private booleanmyFullSizeprivate intmyNumberOfHouseholderTransformations-
Fields inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition
TYPICAL
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Constructor Summary
Constructors Modifier Constructor Description protectedDenseQR(PhysicalStore.Factory<N,? extends DecompositionStore<N>> factory, boolean fullSize)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description voidbtran(double[] arg)voidbtran(PhysicalStore<N> arg)Backwards-transformationNcalculateDeterminant(Access2D<?> matrix)protected booleancheckSolvability()intcountSignificant(double threshold)booleandecompose(Access2D.Collectable<N,? super TransformableRegion<N>> matrix)voidftran(double[] arg)NgetDeterminant()A matrix' determinant is the product of its eigenvalues.MatrixStore<N>getInverse(PhysicalStore<N> preallocated)Implementing this method is optional.protected DecompositionStore<N>getL()MatrixStore<N>getQ()MatrixStore<N>getR()doublegetRankThreshold()MatrixStore<N>getSolution(Access2D.Collectable<N,? super PhysicalStore<N>> rhs, PhysicalStore<N> preallocated)Solve [A]*[X]=[B] by first solving [Q]*[Y]=[B] and then [R]*[X]=[Y].MatrixStore<N>invert(Access2D<?> original)The output must be a "right inverse" and a "generalised inverse".MatrixStore<N>invert(Access2D<?> original, PhysicalStore<N> preallocated)Exactly how (if at all) a specific implementation makes use ofpreallocatedis not specified by this interface.booleanisFullSize()booleanisSolvable()Please note that producing a pseudoinverse and/or a least squares solution is ok! The return value, of this method, is not an indication of if the decomposed matrix is square, has full rank, is postive definite or whatever.PhysicalStore<N>preallocate(int nbEquations, int nbVariables, int nbSolutions)voidreset()Delete computed results, and resets attributes to default valuesMatrixStore<N>solve(Access2D<?> body, Access2D<?> rhs, PhysicalStore<N> preallocated)Exactly how (if at all) a specific implementation makes use ofpreallocatedis not specified by this interface.-
Methods inherited from class org.ojalgo.matrix.decomposition.InPlaceDecomposition
getColDim, getInPlace, getInverse, getRowDim, setInPlace
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Methods inherited from class org.ojalgo.matrix.decomposition.AbstractDecomposition
aggregator, applyPivotOrder, applyReverseOrder, collect, computed, copyColumn, copyRow, function, getDimensionalEpsilon, isAspectRatioNormal, isComputed, makeArray, makeDiagonal, makeEye, makeHouseholder, makeIdentity, makeRotation, makeRotation, makeZero, makeZero, scalar, wrap
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface org.ojalgo.matrix.task.InverterTask
preallocate
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Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition
isComputed
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Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition.Determinant
toDeterminantProvider
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Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition.RankRevealing
getRank, isFullRank
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Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition.Solver
compute, getInverse, getSolution, invert, preallocate, solve, toInverseProvider, toSolutionProvider
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Methods inherited from interface org.ojalgo.matrix.decomposition.QR
ftran, isOrdered, reconstruct, updateColumn
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Methods inherited from interface org.ojalgo.matrix.task.SolverTask
preallocate, solve
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Methods inherited from interface org.ojalgo.structure.Structure2D
count, countColumns, countRows, firstInColumn, firstInRow, getColDim, getMaxDim, getMinDim, getRowDim, isEmpty, isFat, isScalar, isSquare, isTall, isVector, limitOfColumn, limitOfRow, size
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Constructor Detail
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DenseQR
protected DenseQR(PhysicalStore.Factory<N,? extends DecompositionStore<N>> factory, boolean fullSize)
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Method Detail
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btran
public void btran(double[] arg)
- Specified by:
btranin interfaceInvertibleFactor<N extends java.lang.Comparable<N>>- See Also:
InvertibleFactor.IdentityFactor.btran(PhysicalStore)
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btran
public void btran(PhysicalStore<N> arg)
Description copied from interface:InvertibleFactorBackwards-transformationSolve [x]T[A] = [b]T (equivalent to [A]T[x] = [b]) by transforming [b] into [x] in-place.
- Specified by:
btranin interfaceInvertibleFactor<N extends java.lang.Comparable<N>>- Parameters:
arg- [b] transformed into [x]
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calculateDeterminant
public N calculateDeterminant(Access2D<?> matrix)
- Specified by:
calculateDeterminantin interfaceDeterminantTask<N extends java.lang.Comparable<N>>
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countSignificant
public int countSignificant(double threshold)
- Specified by:
countSignificantin interfaceMatrixDecomposition.RankRevealing<N extends java.lang.Comparable<N>>- Parameters:
threshold- Significance limit- Returns:
- The number of elements in the diagonal matrix that are greater than the threshold
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decompose
public boolean decompose(Access2D.Collectable<N,? super TransformableRegion<N>> matrix)
- Specified by:
decomposein interfaceMatrixDecomposition<N extends java.lang.Comparable<N>>- Parameters:
matrix- A matrix to decompose- Returns:
- true if decomposition suceeded; false if not
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ftran
public void ftran(double[] arg)
- Specified by:
ftranin interfaceInvertibleFactor<N extends java.lang.Comparable<N>>- See Also:
InvertibleFactor.IdentityFactor.ftran(PhysicalStore)
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getDeterminant
public N getDeterminant()
Description copied from interface:MatrixDecomposition.DeterminantA matrix' determinant is the product of its eigenvalues.
- Specified by:
getDeterminantin interfaceMatrixDecomposition.Determinant<N extends java.lang.Comparable<N>>- Specified by:
getDeterminantin interfaceProvider2D.Determinant<N extends java.lang.Comparable<N>>- Returns:
- The matrix' determinant
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getInverse
public MatrixStore<N> getInverse(PhysicalStore<N> preallocated)
Description copied from interface:MatrixDecomposition.SolverImplementing this method is optional.
Exactly how a specific implementation makes use of
preallocatedis not specified by this interface. It must be documented for each implementation.Should produce the same results as calling
MatrixDecomposition.Solver.getInverse().- Specified by:
getInversein interfaceMatrixDecomposition.Solver<N extends java.lang.Comparable<N>>- Overrides:
getInversein classInPlaceDecomposition<N extends java.lang.Comparable<N>>- Parameters:
preallocated- Preallocated memory for the results, possibly some intermediate results. You must assume this is modified, but you cannot assume it will contain the full/final/correct solution. UseMatrixDecomposition.Solver.preallocate(int, int)orInverterTask.preallocate(Structure2D)to get a suitable instance.- Returns:
- The inverse, this is where you get the solution
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getQ
public MatrixStore<N> getQ()
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getR
public MatrixStore<N> getR()
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getRankThreshold
public double getRankThreshold()
- Specified by:
getRankThresholdin interfaceMatrixDecomposition.RankRevealing<N extends java.lang.Comparable<N>>
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getSolution
public MatrixStore<N> getSolution(Access2D.Collectable<N,? super PhysicalStore<N>> rhs, PhysicalStore<N> preallocated)
Solve [A]*[X]=[B] by first solving [Q]*[Y]=[B] and then [R]*[X]=[Y]. [X] minimises the 2-norm of [Q]*[R]*[X]-[B].- Specified by:
getSolutionin interfaceMatrixDecomposition.Solver<N extends java.lang.Comparable<N>>- Parameters:
rhs- The right hand side [B]preallocated- Preallocated memory for the results, possibly some intermediate results. You must assume this is modified, but you cannot assume it will contain the full/final/correct solution. UseSolverTask.preallocate(int, int, int)orSolverTask.preallocate(Structure2D, Structure2D)to get a suitable instance.- Returns:
- [X] "preallocated" is used to form the results, but the solution is in the returned MatrixStore.
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invert
public MatrixStore<N> invert(Access2D<?> original) throws RecoverableCondition
Description copied from interface:InverterTaskThe output must be a "right inverse" and a "generalised inverse".- Specified by:
invertin interfaceInverterTask<N extends java.lang.Comparable<N>>- Throws:
RecoverableCondition
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invert
public MatrixStore<N> invert(Access2D<?> original, PhysicalStore<N> preallocated) throws RecoverableCondition
Description copied from interface:InverterTaskExactly how (if at all) a specific implementation makes use of
preallocatedis not specified by this interface. It must be documented for each implementation.Should produce the same results as calling
InverterTask.invert(Access2D).Use
InverterTask.preallocate(Structure2D)to obtain a suitbalepreallocated.- Specified by:
invertin interfaceInverterTask<N extends java.lang.Comparable<N>>preallocated- Preallocated memory for the results, possibly some intermediate results. You must assume this is modified, but you cannot assume it will contain the full/final/correct solution.- Returns:
- The inverse
- Throws:
RecoverableCondition- TODO
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isFullSize
public boolean isFullSize()
- Specified by:
isFullSizein interfaceMatrixDecomposition.EconomySize<N extends java.lang.Comparable<N>>- Returns:
- True if it will generate a full sized decomposition.
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isSolvable
public boolean isSolvable()
Description copied from interface:MatrixDecomposition.SolverPlease note that producing a pseudoinverse and/or a least squares solution is ok! The return value, of this method, is not an indication of if the decomposed matrix is square, has full rank, is postive definite or whatever. It's that in combination with the specific decomposition algorithm's capabilities.- Specified by:
isSolvablein interfaceMatrixDecomposition.Solver<N extends java.lang.Comparable<N>>- Overrides:
isSolvablein classAbstractDecomposition<N extends java.lang.Comparable<N>,DecompositionStore<N extends java.lang.Comparable<N>>>- Returns:
- true if this matrix decomposition is in a state to be able to deliver an inverse or an equation system solution (with some degree of numerical stability).
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preallocate
public PhysicalStore<N> preallocate(int nbEquations, int nbVariables, int nbSolutions)
- Specified by:
preallocatein interfaceSolverTask<N extends java.lang.Comparable<N>>
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reset
public void reset()
Description copied from interface:MatrixDecompositionDelete computed results, and resets attributes to default values- Specified by:
resetin interfaceMatrixDecomposition<N extends java.lang.Comparable<N>>- Overrides:
resetin classAbstractDecomposition<N extends java.lang.Comparable<N>,DecompositionStore<N extends java.lang.Comparable<N>>>
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solve
public MatrixStore<N> solve(Access2D<?> body, Access2D<?> rhs, PhysicalStore<N> preallocated) throws RecoverableCondition
Description copied from interface:SolverTaskExactly how (if at all) a specific implementation makes use of
preallocatedis not specified by this interface. It must be documented for each implementation.Should produce the same results as calling
SolverTask.solve(Access2D, Access2D).Use
SolverTask.preallocate(Structure2D, Structure2D)to obtain a suitbalepreallocated.- Specified by:
solvein interfaceSolverTask<N extends java.lang.Comparable<N>>rhs- The Right Hand Side, wont be modfiedpreallocated- Preallocated memory for the results, possibly some intermediate results. You must assume this is modified, but you cannot assume it will contain the full/ /correct solution.- Returns:
- The solution
- Throws:
RecoverableCondition
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checkSolvability
protected boolean checkSolvability()
- Overrides:
checkSolvabilityin classAbstractDecomposition<N extends java.lang.Comparable<N>,DecompositionStore<N extends java.lang.Comparable<N>>>
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getL
protected DecompositionStore<N> getL()
- Returns:
- L as in RT.
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