/*
 * Copyright (c) 2009-2015, Peter Abeles. All Rights Reserved.
 *
 * This file is part of Efficient Java Matrix Library (EJML).
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *   http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package org.ejml.alg.block.linsol.qr;

import org.ejml.alg.block.BlockMatrixOps;
import org.ejml.alg.block.BlockTriangularSolver;
import org.ejml.alg.block.decomposition.qr.QRDecompositionHouseholder_B64;
import org.ejml.data.BlockMatrix64F;
import org.ejml.data.D1Submatrix64F;
import org.ejml.interfaces.decomposition.QRDecomposition;
import org.ejml.interfaces.linsol.LinearSolver;
import org.ejml.ops.SpecializedOps;


/**
 * 

* A solver for {@link org.ejml.alg.block.decomposition.qr.QRDecompositionHouseholder_B64}. Systems are solved for using the standard * QR decomposition method, sketched below. *

* *

* A = Q*R
* A*x = b
* Q*R*x = b
* R*x = y = QTb
* x = R-1y
*
* Where A is the m by n matrix being decomposed. Q is an orthogonal matrix. R is upper triangular matrix. *

* * @author Peter Abeles */ public class BlockQrHouseHolderSolver implements LinearSolver { // QR decomposition algorithm protected QRDecompositionHouseholder_B64 decomposer = new QRDecompositionHouseholder_B64(); // the input matrix which has been decomposed protected BlockMatrix64F QR; public BlockQrHouseHolderSolver() { decomposer.setSaveW(false); } /** * Computes the QR decomposition of A and store the results in A. * * @param A The A matrix in the linear equation. Modified. Reference saved. * @return true if the decomposition was successful. */ @Override public boolean setA(BlockMatrix64F A) { if( A.numRows < A.numCols ) throw new IllegalArgumentException("Number of rows must be more than or equal to the number of columns. " + "Can't solve an underdetermined system."); if( !decomposer.decompose(A)) return false; this.QR = decomposer.getQR(); return true; } /** * Computes the quality using diagonal elements the triangular R matrix in the QR decomposition. * * @return Solutions quality. */ @Override public double quality() { return SpecializedOps.qualityTriangular(decomposer.getQR()); } @Override public void solve(BlockMatrix64F B, BlockMatrix64F X) { if( B.numCols != X.numCols ) throw new IllegalArgumentException("Columns of B and X do not match"); if( QR.numCols != X.numRows ) throw new IllegalArgumentException("Rows in X do not match the columns in A"); if( QR.numRows != B.numRows ) throw new IllegalArgumentException("Rows in B do not match the rows in A."); if( B.blockLength != QR.blockLength || X.blockLength != QR.blockLength ) throw new IllegalArgumentException("All matrices must have the same block length."); // The system being solved for can be described as: // Q*R*X = B // First apply householder reflectors to B // Y = Q^T*B decomposer.applyQTran(B); // Second solve for Y using the upper triangle matrix R and the just computed Y // X = R^-1 * Y BlockMatrixOps.extractAligned(B,X); // extract a block aligned matrix int M = Math.min(QR.numRows,QR.numCols); BlockTriangularSolver.solve(QR.blockLength,true, new D1Submatrix64F(QR,0,M,0,M),new D1Submatrix64F(X),false); } /** * Invert by solving for against an identity matrix. * * @param A_inv Where the inverted matrix saved. Modified. */ @Override public void invert(BlockMatrix64F A_inv) { int M = Math.min(QR.numRows,QR.numCols); if( A_inv.numRows != M || A_inv.numCols != M ) throw new IllegalArgumentException("A_inv must be square an have dimension "+M); // Solve for A^-1 // Q*R*A^-1 = I // Apply householder reflectors to the identity matrix // y = Q^T*I = Q^T BlockMatrixOps.setIdentity(A_inv); decomposer.applyQTran(A_inv); // Solve using upper triangular R matrix // R*A^-1 = y // A^-1 = R^-1*y BlockTriangularSolver.solve(QR.blockLength,true, new D1Submatrix64F(QR,0,M,0,M),new D1Submatrix64F(A_inv),false); } @Override public boolean modifiesA() { return decomposer.inputModified(); } @Override public boolean modifiesB() { return true; } @Override public QRDecomposition getDecomposition() { return decomposer; } }

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