/*
 * Copyright (c) 2009-2014, 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.dense.decomposition.lu;

import org.ejml.UtilEjml;
import org.ejml.alg.dense.decomposition.TriangularSolver;
import org.ejml.data.Complex64F;
import org.ejml.data.DenseMatrix64F;
import org.ejml.interfaces.decomposition.LUDecomposition;
import org.ejml.ops.CommonOps;
import org.ejml.ops.SpecializedOps;


/**
 * 

* Contains common data structures and operations for LU decomposition algorithms. *

* @author Peter Abeles */ public abstract class LUDecompositionBase_D64 implements LUDecomposition { // the decomposed matrix protected DenseMatrix64F LU; // it can decompose a matrix up to this size protected int maxWidth=-1; // the shape of the matrix protected int m,n; // data in the matrix protected double dataLU[]; // used in set, solve, invert protected double vv[]; // used in set protected int indx[]; protected int pivot[]; // used by determinant protected double pivsign; Complex64F det = new Complex64F(); public void setExpectedMaxSize( int numRows , int numCols ) { LU = new DenseMatrix64F(numRows,numCols); this.dataLU = LU.data; maxWidth = Math.max(numRows,numCols); vv = new double[ maxWidth ]; indx = new int[ maxWidth ]; pivot = new int[ maxWidth ]; } public DenseMatrix64F getLU() { return LU; } public int[] getIndx() { return indx; } public int[] getPivot() { return pivot; } @Override public boolean inputModified() { return false; } /** * Writes the lower triangular matrix into the specified matrix. * * @param lower Where the lower triangular matrix is writen to. */ @Override public DenseMatrix64F getLower( DenseMatrix64F lower ) { int numRows = LU.numRows; int numCols = LU.numRows < LU.numCols ? LU.numRows : LU.numCols; if( lower == null ) { lower = new DenseMatrix64F(numRows,numCols); } else { if( lower.numCols != numCols || lower.numRows != numRows ) throw new IllegalArgumentException("Unexpected matrix dimension"); CommonOps.fill(lower, 0); } for( int i = 0; i < numCols; i++ ) { lower.set(i,i,1.0); for( int j = 0; j < i; j++ ) { lower.set(i,j, LU.get(i,j)); } } if( numRows > numCols ) { for( int i = numCols; i < numRows; i++ ) { for( int j = 0; j < numCols; j++ ) { lower.set(i,j, LU.get(i,j)); } } } return lower; } /** * Writes the upper triangular matrix into the specified matrix. * * @param upper Where the upper triangular matrix is writen to. */ @Override public DenseMatrix64F getUpper( DenseMatrix64F upper ) { int numRows = LU.numRows < LU.numCols ? LU.numRows : LU.numCols; int numCols = LU.numCols; if( upper == null ) { upper = new DenseMatrix64F(numRows, numCols); } else { if( upper.numCols != numCols || upper.numRows != numRows ) throw new IllegalArgumentException("Unexpected matrix dimension"); CommonOps.fill(upper, 0); } for( int i = 0; i < numRows; i++ ) { for( int j = i; j < numCols; j++ ) { upper.set(i,j, LU.get(i,j)); } } return upper; } public DenseMatrix64F getPivot( DenseMatrix64F pivot ) { return SpecializedOps.pivotMatrix(pivot, this.pivot, LU.numRows, false); } protected void decomposeCommonInit(DenseMatrix64F a) { if( a.numRows > maxWidth || a.numCols > maxWidth ) { setExpectedMaxSize(a.numRows,a.numCols); } m = a.numRows; n = a.numCols; LU.set(a); for (int i = 0; i < m; i++) { pivot[i] = i; } pivsign = 1; } /** * Determines if the decomposed matrix is singular. This function can return * false and the matrix be almost singular, which is still bad. * * @return true if singular false otherwise. */ @Override public boolean isSingular() { for( int i = 0; i < m; i++ ) { if( Math.abs(dataLU[i* n +i]) < UtilEjml.EPS ) return true; } return false; } /** * Computes the determinant from the LU decomposition. * * @return The matrix's determinant. */ @Override public Complex64F computeDeterminant() { if( m != n ) throw new IllegalArgumentException("Must be a square matrix."); double ret = pivsign; int total = m*n; for( int i = 0; i < total; i += n + 1 ) { ret *= dataLU[i]; } det.real = ret; det.imaginary = 0; return det; } public double quality() { return SpecializedOps.qualityTriangular(LU); } /** * a specialized version of solve that avoid additional checks that are not needed. */ public void _solveVectorInternal( double []vv ) { // Solve L*Y = B int ii = 0; for( int i = 0; i < n; i++ ) { int ip = indx[i]; double sum = vv[ip]; vv[ip] = vv[i]; if( ii != 0 ) { // for( int j = ii-1; j < i; j++ ) // sum -= dataLU[i* n +j]*vv[j]; int index = i*n + ii-1; for( int j = ii-1; j < i; j++ ) sum -= dataLU[index++]*vv[j]; } else if( sum != 0.0 ) { ii=i+1; } vv[i] = sum; } // Solve U*X = Y; TriangularSolver.solveU(dataLU,vv,n); } public double[] _getVV() { return vv; } }

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