/*
* Copyright (C) 2008-2015 by Holger Arndt
*
* This file is part of the Universal Java Matrix Package (UJMP).
* See the NOTICE file distributed with this work for additional
* information regarding copyright ownership and licensing.
*
* UJMP is free software; you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as
* published by the Free Software Foundation; either version 2
* of the License, or (at your option) any later version.
*
* UJMP is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with UJMP; if not, write to the
* Free Software Foundation, Inc., 51 Franklin St, Fifth Floor,
* Boston, MA 02110-1301 USA
*/
package org.ujmp.core.doublematrix.calculation.general.decomposition;
import org.ujmp.core.Coordinates;
import org.ujmp.core.Matrix;
import org.ujmp.core.doublematrix.calculation.AbstractDoubleCalculation;
import org.ujmp.core.util.UJMPSettings;
public class Pinv extends AbstractDoubleCalculation {
private static final long serialVersionUID = 7886298456216056038L;
private Matrix pinv = null;
public Pinv(Matrix matrix) {
super(matrix);
}
public double getDouble(long... coordinates) {
if (pinv == null) {
Matrix[] usv = getSource().svd();
Matrix u = usv[0];
Matrix s = usv[1];
Matrix v = usv[2];
for (int i = (int) Math.min(s.getRowCount(), s.getColumnCount()); --i >= 0;) {
double d = s.getAsDouble(i, i);
if (Math.abs(d) > UJMPSettings.getInstance().getTolerance()) {
s.setAsDouble(1.0 / d, i, i);
} else {
s.setAsDouble(0.0, i, i);
}
}
pinv = v.mtimes(s.transpose()).mtimes(u.transpose());
}
return pinv.getAsDouble(coordinates);
}
public long[] getSize() {
return Coordinates.transpose(getSource().getSize());
}
}
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