/*
 * 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.decomposition.TriangularSolver;
import org.ejml.alg.dense.decomposition.qr.QRDecompositionHouseholderColumn_D64;
import org.ejml.alg.dense.decomposition.qr.QrHelperFunctions_D64;
import org.ejml.alg.dense.linsol.LinearSolverAbstract_D64;
import org.ejml.data.DenseMatrix64F;
import org.ejml.interfaces.decomposition.QRDecomposition;
import org.ejml.ops.SpecializedOps;


/**
 * 

* 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^T b
*

* *

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

* * @author Peter Abeles */ public class LinearSolverQrHouseCol_D64 extends LinearSolverAbstract_D64 { private QRDecompositionHouseholderColumn_D64 decomposer; private DenseMatrix64F a = new DenseMatrix64F(1,1); private DenseMatrix64F temp = new DenseMatrix64F(1,1); protected int maxRows = -1; protected int maxCols = -1; private double[][] QR; // a column major QR matrix private DenseMatrix64F R = new DenseMatrix64F(1,1); private double gammas[]; /** * Creates a linear solver that uses QR decomposition. */ public LinearSolverQrHouseCol_D64() { decomposer = new QRDecompositionHouseholderColumn_D64(); } 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(DenseMatrix64F 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 SpecializedOps.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(DenseMatrix64F B, DenseMatrix64F 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++ ) { a.data[i] = B.data[i*BnumCols + colB]; } // 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 vv = u[n]; u[n] = 1; QrHelperFunctions_D64.rank1UpdateMultR(a, u, gammas[n], 0, n, numRows, temp.data); u[n] = vv; } // solve for Rx = b using the standard upper triangular solver TriangularSolver.solveU(R.data,a.data,numCols); // save the results for( int i = 0; i < numCols; i++ ) { X.data[i*X.numCols+colB] = a.data[i]; } } } @Override public boolean modifiesA() { return false; } @Override public boolean modifiesB() { return false; } @Override public QRDecomposition getDecomposition() { return decomposer; } }

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