/*
 * 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.qr;

import org.ejml.alg.dense.decompose.CTriangularSolver;
import org.ejml.alg.dense.decompose.qr.QRDecompositionHouseholderColumn_CD64;
import org.ejml.alg.dense.decompose.qr.QrHelperFunctions_CD64;
import org.ejml.alg.dense.linsol.LinearSolverAbstract_CD64;
import org.ejml.data.CDenseMatrix64F;
import org.ejml.ops.CSpecializedOps;


/**
 * 

* QR decomposition can be used to solve for systems. However, this is not as computationally efficient * as LU decomposition and costs about 3n2 flops. *

*

* It solve for x by first multiplying b by the transpose of Q then solving for the result. *
* QRx=b
* Rx=Q^H b
*

* *

* A column major decomposition is used in this solver. *

* * @author Peter Abeles */ public class LinearSolverQrHouseCol_CD64 extends LinearSolverAbstract_CD64 { private QRDecompositionHouseholderColumn_CD64 decomposer; private CDenseMatrix64F a = new CDenseMatrix64F(1,1); private CDenseMatrix64F temp = new CDenseMatrix64F(1,1); protected int maxRows = -1; protected int maxCols = -1; private double[][] QR; // a column major QR matrix private CDenseMatrix64F R = new CDenseMatrix64F(1,1); private double gammas[]; /** * Creates a linear solver that uses QR decomposition. */ public LinearSolverQrHouseCol_CD64() { decomposer = new QRDecompositionHouseholderColumn_CD64(); } public void setMaxSize( int maxRows , int maxCols ) { this.maxRows = maxRows; this.maxCols = maxCols; } /** * Performs QR decomposition on A * * @param A not modified. */ @Override public boolean setA(CDenseMatrix64F A) { if( A.numRows < A.numCols ) throw new IllegalArgumentException("Can't solve for wide systems. More variables than equations."); if( A.numRows > maxRows || A.numCols > maxCols ) setMaxSize(A.numRows,A.numCols); R.reshape(A.numCols,A.numCols); a.reshape(A.numRows,1); temp.reshape(A.numRows,1); _setA(A); if( !decomposer.decompose(A) ) return false; gammas = decomposer.getGammas(); QR = decomposer.getQR(); decomposer.getR(R,true); return true; } @Override public double quality() { return CSpecializedOps.qualityTriangular(R); } /** * Solves for X using the QR decomposition. * * @param B A matrix that is n by m. Not modified. * @param X An n by m matrix where the solution is written to. Modified. */ @Override public void solve(CDenseMatrix64F B, CDenseMatrix64F X) { if( X.numRows != numCols ) throw new IllegalArgumentException("Unexpected dimensions for X: X rows = "+X.numRows+" expected = "+numCols); else if( B.numRows != numRows || B.numCols != X.numCols ) throw new IllegalArgumentException("Unexpected dimensions for B"); int BnumCols = B.numCols; // solve each column one by one for( int colB = 0; colB < BnumCols; colB++ ) { // make a copy of this column in the vector for( int i = 0; i < numRows; i++ ) { int indexB = (i*BnumCols + colB)*2; a.data[i*2] = B.data[indexB]; a.data[i*2+1] = B.data[indexB+1]; } // Solve Qa=b // a = Q'b // a = Q_{n-1}...Q_2*Q_1*b // // Q_n*b = (I-gamma*u*u^T)*b = b - u*(gamma*U^T*b) for( int n = 0; n < numCols; n++ ) { double []u = QR[n]; double realVV = u[n*2]; double imagVV = u[n*2+1]; u[n*2] = 1; u[n*2+1] = 0; QrHelperFunctions_CD64.rank1UpdateMultR(a, u,0, gammas[n], 0, n, numRows, temp.data); u[n*2] = realVV; u[n*2+1] = imagVV; } // solve for Rx = b using the standard upper triangular solver CTriangularSolver.solveU(R.data, a.data, numCols); // save the results for( int i = 0; i < numCols; i++ ) { int indexB = (i*BnumCols + colB)*2; X.data[indexB] = a.data[i*2]; X.data[indexB+1] = a.data[i*2+1]; } } } @Override public boolean modifiesA() { return false; } @Override public boolean modifiesB() { return false; } @Override public QRDecompositionHouseholderColumn_CD64 getDecomposition() { return decomposer; } }

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