/*
* 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.dense.linsol.chol;
import org.ejml.alg.dense.decomposition.TriangularSolver;
import org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionLDL_D64;
import org.ejml.alg.dense.linsol.LinearSolverAbstract_D64;
import org.ejml.data.DenseMatrix64F;
import org.ejml.interfaces.decomposition.CholeskyLDLDecomposition;
import org.ejml.ops.SpecializedOps;
/**
* @author Peter Abeles
*/
public class LinearSolverCholLDL_D64 extends LinearSolverAbstract_D64 {
private CholeskyDecompositionLDL_D64 decomposer;
private int n;
private double vv[];
private double el[];
private double d[];
public LinearSolverCholLDL_D64(CholeskyDecompositionLDL_D64 decomposer) {
this.decomposer = decomposer;
}
public LinearSolverCholLDL_D64() {
this.decomposer = new CholeskyDecompositionLDL_D64();
}
@Override
public boolean setA(DenseMatrix64F A) {
_setA(A);
if( decomposer.decompose(A) ){
n = A.numCols;
vv = decomposer._getVV();
el = decomposer.getL().data;
d = decomposer.getDiagonal();
return true;
} else {
return false;
}
}
@Override
public double quality() {
return Math.abs(SpecializedOps.diagProd(decomposer.getL()));
}
/**
*
* Using the decomposition, finds the value of 'X' in the linear equation below:
*
* A*x = b
*
* where A has dimension of n by n, x and b are n by m dimension.
*
*
* *Note* that 'b' and 'x' can be the same matrix instance.
*
*
* @param B A matrix that is n by m. Not modified.
* @param X An n by m matrix where the solution is writen to. Modified.
*/
@Override
public void solve( DenseMatrix64F B , DenseMatrix64F X ) {
if( B.numCols != X.numCols && B.numRows != n && X.numRows != n) {
throw new IllegalArgumentException("Unexpected matrix size");
}
int numCols = B.numCols;
double dataB[] = B.data;
double dataX[] = X.data;
for( int j = 0; j < numCols; j++ ) {
for( int i = 0; i < n; i++ ) vv[i] = dataB[i*numCols+j];
solveInternal();
for( int i = 0; i < n; i++ ) dataX[i*numCols+j] = vv[i];
}
}
/**
* Used internally to find the solution to a single column vector.
*/
private void solveInternal() {
// solve L*s=b storing y in x
TriangularSolver.solveL(el,vv,n);
// solve D*y=s
for( int i = 0; i < n; i++ ) {
vv[i] /= d[i];
}
// solve L^T*x=y
TriangularSolver.solveTranL(el,vv,n);
}
/**
* Sets the matrix 'inv' equal to the inverse of the matrix that was decomposed.
*
* @param inv Where the value of the inverse will be stored. Modified.
*/
@Override
public void invert( DenseMatrix64F inv ) {
if( inv.numRows != n || inv.numCols != n ) {
throw new RuntimeException("Unexpected matrix dimension");
}
double a[] = inv.data;
// solve L*z = b
for( int i =0; i < n; i++ ) {
for( int j = 0; j <= i; j++ ) {
double sum = (i==j) ? 1.0 : 0.0;
for( int k=i-1; k >=j; k-- ) {
sum -= el[i*n+k]*a[j*n+k];
}
a[j*n+i] = sum;
}
}
// solve D*y=z
for( int i =0; i < n; i++ ) {
double inv_d = 1.0/d[i];
for( int j = 0; j <= i; j++ ) {
a[j*n+i] *= inv_d;
}
}
// solve L^T*x = y
for( int i=n-1; i>=0; i-- ) {
for( int j = 0; j <= i; j++ ) {
double sum = (i getDecomposition() {
return decomposer;
}
}
Ads help maintain this website.