/*
* 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.decompose.CTriangularSolver;
import org.ejml.alg.dense.decompose.chol.CholeskyDecompositionCommon_CD64;
import org.ejml.alg.dense.linsol.LinearSolverAbstract_CD64;
import org.ejml.data.CDenseMatrix64F;
import org.ejml.interfaces.decomposition.CholeskyDecomposition;
import org.ejml.ops.CSpecializedOps;
import java.util.Arrays;
/**
* @author Peter Abeles
*/
public class LinearSolverChol_CD64 extends LinearSolverAbstract_CD64 {
CholeskyDecompositionCommon_CD64 decomposer;
int n;
double vv[] = new double[0];
double t[];
public LinearSolverChol_CD64(CholeskyDecompositionCommon_CD64 decomposer) {
this.decomposer = decomposer;
}
@Override
public boolean setA(CDenseMatrix64F A) {
if( A.numRows != A.numCols )
throw new IllegalArgumentException("Matrix must be square");
_setA(A);
if( decomposer.decompose(A) ){
n = A.numCols;
if( vv.length < n*2 )
vv = new double[n*2];
t = decomposer._getT().data;
return true;
} else {
return false;
}
}
@Override
public double quality() {
return CSpecializedOps.qualityTriangular(decomposer._getT());
}
/**
*
* 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( CDenseMatrix64F B , CDenseMatrix64F 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;
if(decomposer.isLower()) {
for( int j = 0; j < numCols; j++ ) {
for( int i = 0; i < n; i++ ) {
vv[i*2] = dataB[(i*numCols+j)*2];
vv[i*2+1] = dataB[(i*numCols+j)*2+1];
}
solveInternalL();
for( int i = 0; i < n; i++ ) {
dataX[(i*numCols+j)*2 ] = vv[i*2];
dataX[(i*numCols+j)*2+1] = vv[i*2+1];
}
}
} else {
throw new RuntimeException("Implement");
}
}
/**
* Used internally to find the solution to a single column vector.
*/
private void solveInternalL() {
// This takes advantage of the diagonal elements always being real numbers
// solve L*y=b storing y in x
CTriangularSolver.solveL_diagReal(t, vv, n);
// solve L^T*x=y
CTriangularSolver.solveConjTranL_diagReal(t, 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( CDenseMatrix64F inv ) {
if( inv.numRows != n || inv.numCols != n ) {
throw new RuntimeException("Unexpected matrix dimension");
}
if( inv.data == t ) {
throw new IllegalArgumentException("Passing in the same matrix that was decomposed.");
}
if(decomposer.isLower()) {
setToInverseL(inv.data);
} else {
throw new RuntimeException("Implement");
}
}
/**
* Sets the matrix to the inverse using a lower triangular matrix.
*/
public void setToInverseL( double a[] ) {
// the more direct method which takes full advantage of the sparsity of the data structures proved to
// be difficult to get right due to the conjugates and reordering.
// See comparable real number code for an example.
for (int col = 0; col < n; col++) {
Arrays.fill(vv,0);
vv[col*2] = 1;
CTriangularSolver.solveL_diagReal(t, vv, n);
CTriangularSolver.solveConjTranL_diagReal(t, vv, n);
for( int i = 0; i < n; i++ ) {
a[(i*numCols+col)*2 ] = vv[i*2];
a[(i*numCols+col)*2+1] = vv[i*2+1];
}
}
// NOTE: If you want to make inverse faster take advantage of the sparsity
}
@Override
public boolean modifiesA() {
return decomposer.inputModified();
}
@Override
public boolean modifiesB() {
return false;
}
@Override
public CholeskyDecomposition getDecomposition() {
return decomposer;
}
}
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