/*
* 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.QRDecompositionHouseholder_CD64;
import org.ejml.alg.dense.linsol.LinearSolverAbstract_CD64;
import org.ejml.data.CDenseMatrix64F;
import org.ejml.interfaces.decomposition.QRDecomposition;
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
*
*
* @author Peter Abeles
*/
public class LinearSolverQrHouse_CD64 extends LinearSolverAbstract_CD64 {
private QRDecompositionHouseholder_CD64 decomposer;
private double []a,u;
private int maxRows = -1;
private CDenseMatrix64F QR;
private double gammas[];
/**
* Creates a linear solver that uses QR decomposition.
*/
public LinearSolverQrHouse_CD64() {
decomposer = new QRDecompositionHouseholder_CD64();
}
public void setMaxSize( int maxRows ) {
this.maxRows = maxRows;
a = new double[ maxRows*2 ];
u = new double[ maxRows*2 ];
}
/**
* Performs QR decomposition on A
*
* @param A not modified.
*/
@Override
public boolean setA(CDenseMatrix64F A) {
if( A.numRows > maxRows ) {
setMaxSize(A.numRows);
}
_setA(A);
if( !decomposer.decompose(A) )
return false;
gammas = decomposer.getGammas();
QR = decomposer.getQR();
return true;
}
@Override
public double quality() {
return CSpecializedOps.qualityTriangular(QR);
}
/**
* 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 writen to. Modified.
*/
@Override
public void solve(CDenseMatrix64F B, CDenseMatrix64F X) {
if( X.numRows != numCols )
throw new IllegalArgumentException("Unexpected dimensions for X");
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[i*2] = B.data[indexB];
a[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^H)*b = b - u*(gamma*U^H*b)
for( int n = 0; n < numCols; n++ ) {
u[n*2] = 1;
u[n*2+1] = 0;
double realUb = a[2*n];
double imagUb = a[2*n+1];
// U^H*b
for( int i = n+1; i < numRows; i++ ) {
int indexQR = (i*QR.numCols+n)*2;
double realU = u[i*2] = QR.data[indexQR];
double imagU = u[i*2+1] = QR.data[indexQR+1];
double realB = a[i*2];
double imagB = a[i*2+1];
realUb += realU*realB + imagU*imagB;
imagUb += realU*imagB - imagU*realB;
}
// gamma*U^H*b
realUb *= gammas[n];
imagUb *= gammas[n];
for( int i = n; i < numRows; i++ ) {
double realU = u[i*2];
double imagU = u[i*2+1];
a[i*2 ] -= realU*realUb - imagU*imagUb;
a[i*2+1] -= realU*imagUb + imagU*realUb;
}
}
// solve for Rx = b using the standard upper triangular solver
CTriangularSolver.solveU(QR.data, a, numCols);
// save the results
for( int i = 0; i < numCols; i++ ) {
int indexX = (i*X.numCols+colB)*2;
X.data[indexX] = a[i*2];
X.data[indexX+1] = a[i*2+1];
}
}
}
@Override
public boolean modifiesA() {
return false;
}
@Override
public boolean modifiesB() {
return false;
}
@Override
public QRDecomposition getDecomposition() {
return decomposer;
}
}
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