/*
* Copyright (c) 2009-2014, 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.ops;
import org.ejml.alg.dense.mult.CVectorVectorMult;
import org.ejml.data.CDenseMatrix64F;
import org.ejml.data.Complex64F;
/**
* @author Peter Abeles
*/
public class CSpecializedOps {
/**
*
* Creates a pivot matrix that exchanges the rows in a matrix:
*
* A' = P*A
*
*
* For example, if element 0 in 'pivots' is 2 then the first row in A' will be the 3rd row in A.
*
*
* @param ret If null then a new matrix is declared otherwise the results are written to it. Is modified.
* @param pivots Specifies the new order of rows in a matrix.
* @param numPivots How many elements in pivots are being used.
* @param transposed If the transpose of the matrix is returned.
* @return A pivot matrix.
*/
public static CDenseMatrix64F pivotMatrix(CDenseMatrix64F ret, int pivots[], int numPivots, boolean transposed ) {
if( ret == null ) {
ret = new CDenseMatrix64F(numPivots, numPivots);
} else {
if( ret.numCols != numPivots || ret.numRows != numPivots )
throw new IllegalArgumentException("Unexpected matrix dimension");
CCommonOps.fill(ret, 0,0);
}
if( transposed ) {
for( int i = 0; i < numPivots; i++ ) {
ret.set(pivots[i],i,1,0);
}
} else {
for( int i = 0; i < numPivots; i++ ) {
ret.set(i,pivots[i],1,0);
}
}
return ret;
}
/**
*
* Returns the magnitude squared of the complex element along the diagonal with the largest magnitude
*
* Max{ |aij|^2 } for all i and j
*
*
* @param a A matrix. Not modified.
* @return The max magnitude squared
*/
public static double elementDiagMaxMagnitude2(CDenseMatrix64F a) {
final int size = Math.min(a.numRows,a.numCols);
int rowStride = a.getRowStride();
double max = 0;
for( int i = 0; i < size; i++ ) {
int index = i*rowStride + i*2;
double real = a.data[index];
double imaginary = a.data[index+1];
double m = real*real + imaginary*imaginary;
if( m > max ) {
max = m;
}
}
return max;
}
/**
* Computes the quality of a triangular matrix, where the quality of a matrix
* is defined in {@link org.ejml.interfaces.linsol.LinearSolver#quality()}. In
* this situation the quality is the magnitude of the product of
* each diagonal element divided by the magnitude of the largest diagonal element.
* If all diagonal elements are zero then zero is returned.
*
* @return the quality of the system.
*/
public static double qualityTriangular(CDenseMatrix64F T)
{
int N = Math.min(T.numRows,T.numCols);
double max = elementDiagMaxMagnitude2(T);
if( max == 0.0d )
return 0.0d;
max = Math.sqrt(max);
int rowStride = T.getRowStride();
double qualityR = 1.0;
double qualityI = 0.0;
for( int i = 0; i < N; i++ ) {
int index = i*rowStride + i*2;
double real = T.data[index]/max;
double imaginary = T.data[index]/max;
double r = qualityR*real - qualityI*imaginary;
double img = qualityR*imaginary + real*qualityI;
qualityR = r;
qualityI = img;
}
return Math.sqrt(qualityR*qualityR + qualityI*qualityI);
}
/**
* Q = I - gamma*u*uH
*/
public static CDenseMatrix64F householder( CDenseMatrix64F u , double gamma ) {
int N = u.getDataLength()/2;
// u*u^H
CDenseMatrix64F uut = new CDenseMatrix64F(N,N);
CVectorVectorMult.outerProdH(u, u, uut);
// foo = -gamma*u*u^H
CCommonOps.elementMultiply(uut,-gamma,0,uut);
// I + foo
for (int i = 0; i < N; i++) {
int index = (i*uut.numCols+i)*2;
uut.data[index] = 1 + uut.data[index];
}
return uut;
}
/**
* Computes the householder vector used in QR decomposition.
*
* u = x / max(x)
* u(0) = u(0) + |u|
* u = u / u(0)
*
* @param x Input vector. Unmodified.
* @return The found householder reflector vector
*/
public static CDenseMatrix64F householderVector( CDenseMatrix64F x ) {
CDenseMatrix64F u = x.copy();
double max = CCommonOps.elementMaxAbs(u);
CCommonOps.elementDivide(u, max, 0, u);
double nx = CNormOps.normF(u);
Complex64F c = new Complex64F();
u.get(0,0,c);
double realTau,imagTau;
if( c.getMagnitude() == 0 ) {
realTau = nx;
imagTau = 0;
} else {
realTau = c.real/c.getMagnitude()*nx;
imagTau = c.imaginary/c.getMagnitude()*nx;
}
u.set(0,0,c.real + realTau,c.imaginary + imagTau);
CCommonOps.elementDivide(u,u.getReal(0,0),u.getImaginary(0,0),u);
return u;
}
}
Ads help maintain this website.