org.apache.commons.math.linear
Class QRDecompositionImpl.Solver

java.lang.Object
  org.apache.commons.math.linear.QRDecompositionImpl.Solver

All Implemented Interfaces:

DecompositionSolver

Enclosing class:

QRDecompositionImpl

private static class QRDecompositionImpl.Solver
extends java.lang.Object
implements DecompositionSolver

Specialized solver.

Field Summary

private double[][]	qrt A packed TRANSPOSED representation of the QR decomposition.
private double[]	rDiag The diagonal elements of R.

Constructor Summary

private

QRDecompositionImpl.Solver(double[][] qrt, double[] rDiag) Build a solver from decomposed matrix.

Method Summary

RealMatrix	getInverse() Get the inverse (or pseudo-inverse) of the decomposed matrix.
boolean	isNonSingular() Check if the decomposed matrix is non-singular.
ArrayRealVector	solve(ArrayRealVector b) Solve the linear equation A × X = B.
double[]	solve(double[] b) Solve the linear equation A × X = B for matrices A.
RealMatrix	solve(RealMatrix b) Solve the linear equation A × X = B for matrices A.
RealVector	solve(RealVector b) Solve the linear equation A × X = B for matrices A.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

qrt

private final double[][] qrt

A packed TRANSPOSED representation of the QR decomposition.

The elements BELOW the diagonal are the elements of the UPPER triangular matrix R, and the rows ABOVE the diagonal are the Householder reflector vectors from which an explicit form of Q can be recomputed if desired.

rDiag

private final double[] rDiag

The diagonal elements of R.

Constructor Detail

QRDecompositionImpl.Solver

private QRDecompositionImpl.Solver(double[][] qrt,
                                   double[] rDiag)

Build a solver from decomposed matrix.

Parameters:

qrt - packed TRANSPOSED representation of the QR decomposition

rDiag - diagonal elements of R

Method Detail

isNonSingular

public boolean isNonSingular()

Check if the decomposed matrix is non-singular.

Specified by:

isNonSingular in interface DecompositionSolver

Returns:

true if the decomposed matrix is non-singular

solve

public double[] solve(double[] b)
               throws java.lang.IllegalArgumentException,
                      InvalidMatrixException

Solve the linear equation A × X = B for matrices A.

The A matrix is implicit, it is provided by the underlying decomposition algorithm.

Specified by:

solve in interface DecompositionSolver

Parameters:

b - right-hand side of the equation A × X = B

Returns:

a vector X that minimizes the two norm of A × X - B

Throws:

java.lang.IllegalArgumentException - if matrices dimensions don't match

InvalidMatrixException - if decomposed matrix is singular

solve

public RealVector solve(RealVector b)
                 throws java.lang.IllegalArgumentException,
                        InvalidMatrixException

Solve the linear equation A × X = B for matrices A.

The A matrix is implicit, it is provided by the underlying decomposition algorithm.

Specified by:

solve in interface DecompositionSolver

Parameters:

b - right-hand side of the equation A × X = B

Returns:

a vector X that minimizes the two norm of A × X - B

Throws:

java.lang.IllegalArgumentException - if matrices dimensions don't match

InvalidMatrixException - if decomposed matrix is singular

solve

public ArrayRealVector solve(ArrayRealVector b)
                      throws java.lang.IllegalArgumentException,
                             InvalidMatrixException

Solve the linear equation A × X = B.

The A matrix is implicit here. It is

Parameters:

b - right-hand side of the equation A × X = B

Returns:

a vector X that minimizes the two norm of A × X - B

Throws:

java.lang.IllegalArgumentException - if matrices dimensions don't match

InvalidMatrixException - if decomposed matrix is singular

solve

public RealMatrix solve(RealMatrix b)
                 throws java.lang.IllegalArgumentException,
                        InvalidMatrixException

Solve the linear equation A × X = B for matrices A.

The A matrix is implicit, it is provided by the underlying decomposition algorithm.

Specified by:

solve in interface DecompositionSolver

Parameters:

b - right-hand side of the equation A × X = B

Returns:

a matrix X that minimizes the two norm of A × X - B

Throws:

java.lang.IllegalArgumentException - if matrices dimensions don't match

InvalidMatrixException - if decomposed matrix is singular

getInverse

public RealMatrix getInverse()
                      throws InvalidMatrixException

Get the inverse (or pseudo-inverse) of the decomposed matrix.

Specified by:

getInverse in interface DecompositionSolver

Returns:

inverse matrix

Throws:

InvalidMatrixException - if decomposed matrix is singular