1 | /*
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2 | * Licensed to the Apache Software Foundation (ASF) under one or more
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3 | * contributor license agreements. See the NOTICE file distributed with
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4 | * this work for additional information regarding copyright ownership.
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5 | * The ASF licenses this file to You under the Apache License, Version 2.0
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6 | * (the "License"); you may not use this file except in compliance with
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7 | * the License. You may obtain a copy of the License at
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8 | *
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9 | * http://www.apache.org/licenses/LICENSE-2.0
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10 | *
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11 | * Unless required by applicable law or agreed to in writing, software
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12 | * distributed under the License is distributed on an "AS IS" BASIS,
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13 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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14 | * See the License for the specific language governing permissions and
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15 | * limitations under the License.
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16 | */
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17 |
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18 | package agents.org.apache.commons.math.linear;
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19 | import java.io.Serializable;
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20 | import java.math.BigDecimal;
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21 |
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22 | import agents.org.apache.commons.math.MathRuntimeException;
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23 | import agents.org.apache.commons.math.exception.util.LocalizedFormats;
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24 |
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25 | /**
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26 | * Implementation of {@link BigMatrix} using a BigDecimal[][] array to store entries
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27 | * and <a href="http://www.math.gatech.edu/~bourbaki/math2601/Web-notes/2num.pdf">
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28 | * LU decompostion</a> to support linear system
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29 | * solution and inverse.
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30 | * <p>
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31 | * The LU decompostion is performed as needed, to support the following operations: <ul>
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32 | * <li>solve</li>
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33 | * <li>isSingular</li>
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34 | * <li>getDeterminant</li>
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35 | * <li>inverse</li> </ul></p>
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36 | * <p>
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37 | * <strong>Usage notes</strong>:<br>
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38 | * <ul><li>
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39 | * The LU decomposition is stored and reused on subsequent calls. If matrix
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40 | * data are modified using any of the public setXxx methods, the saved
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41 | * decomposition is discarded. If data are modified via references to the
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42 | * underlying array obtained using <code>getDataRef()</code>, then the stored
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43 | * LU decomposition will not be discarded. In this case, you need to
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44 | * explicitly invoke <code>LUDecompose()</code> to recompute the decomposition
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45 | * before using any of the methods above.</li>
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46 | * <li>
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47 | * As specified in the {@link BigMatrix} interface, matrix element indexing
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48 | * is 0-based -- e.g., <code>getEntry(0, 0)</code>
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49 | * returns the element in the first row, first column of the matrix.</li></ul></p>
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50 | *
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51 | * @deprecated as of 2.0, replaced by {@link Array2DRowFieldMatrix} with a {@link
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52 | * agents.org.apache.commons.math.util.BigReal} parameter
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53 | * @version $Revision: 1042376 $ $Date: 2010-12-05 16:54:55 +0100 (dim. 05 déc. 2010) $
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54 | */
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55 | @Deprecated
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56 | public class BigMatrixImpl implements BigMatrix, Serializable {
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57 |
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58 | /** BigDecimal 0 */
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59 | static final BigDecimal ZERO = new BigDecimal(0);
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60 |
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61 | /** BigDecimal 1 */
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62 | static final BigDecimal ONE = new BigDecimal(1);
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63 |
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64 | /** Bound to determine effective singularity in LU decomposition */
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65 | private static final BigDecimal TOO_SMALL = new BigDecimal(10E-12);
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66 |
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67 | /** Serialization id */
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68 | private static final long serialVersionUID = -1011428905656140431L;
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69 |
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70 | /** Entries of the matrix */
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71 | protected BigDecimal data[][] = null;
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72 |
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73 | /** Entries of cached LU decomposition.
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74 | * All updates to data (other than luDecompose()) *must* set this to null
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75 | */
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76 | protected BigDecimal lu[][] = null;
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77 |
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78 | /** Permutation associated with LU decomposition */
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79 | protected int[] permutation = null;
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80 |
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81 | /** Parity of the permutation associated with the LU decomposition */
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82 | protected int parity = 1;
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83 |
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84 | /** Rounding mode for divisions **/
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85 | private int roundingMode = BigDecimal.ROUND_HALF_UP;
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86 |
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87 | /*** BigDecimal scale ***/
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88 | private int scale = 64;
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89 |
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90 | /**
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91 | * Creates a matrix with no data
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92 | */
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93 | public BigMatrixImpl() {
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94 | }
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95 |
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96 | /**
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97 | * Create a new BigMatrix with the supplied row and column dimensions.
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98 | *
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99 | * @param rowDimension the number of rows in the new matrix
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100 | * @param columnDimension the number of columns in the new matrix
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101 | * @throws IllegalArgumentException if row or column dimension is not
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102 | * positive
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103 | */
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104 | public BigMatrixImpl(int rowDimension, int columnDimension) {
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105 | if (rowDimension < 1 ) {
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106 | throw MathRuntimeException.createIllegalArgumentException(
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107 | LocalizedFormats.INSUFFICIENT_DIMENSION, rowDimension, 1);
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108 | }
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109 | if (columnDimension < 1) {
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110 | throw MathRuntimeException.createIllegalArgumentException(
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111 | LocalizedFormats.INSUFFICIENT_DIMENSION, columnDimension, 1);
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112 | }
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113 | data = new BigDecimal[rowDimension][columnDimension];
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114 | lu = null;
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115 | }
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116 |
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117 | /**
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118 | * Create a new BigMatrix using <code>d</code> as the underlying
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119 | * data array.
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120 | * <p>The input array is copied, not referenced. This constructor has
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121 | * the same effect as calling {@link #BigMatrixImpl(BigDecimal[][], boolean)}
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122 | * with the second argument set to <code>true</code>.</p>
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123 | *
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124 | * @param d data for new matrix
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125 | * @throws IllegalArgumentException if <code>d</code> is not rectangular
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126 | * (not all rows have the same length) or empty
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127 | * @throws NullPointerException if <code>d</code> is null
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128 | */
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129 | public BigMatrixImpl(BigDecimal[][] d) {
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130 | this.copyIn(d);
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131 | lu = null;
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132 | }
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133 |
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134 | /**
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135 | * Create a new BigMatrix using the input array as the underlying
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136 | * data array.
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137 | * <p>If an array is built specially in order to be embedded in a
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138 | * BigMatrix and not used directly, the <code>copyArray</code> may be
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139 | * set to <code>false</code. This will prevent the copying and improve
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140 | * performance as no new array will be built and no data will be copied.</p>
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141 | * @param d data for new matrix
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142 | * @param copyArray if true, the input array will be copied, otherwise
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143 | * it will be referenced
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144 | * @throws IllegalArgumentException if <code>d</code> is not rectangular
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145 | * (not all rows have the same length) or empty
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146 | * @throws NullPointerException if <code>d</code> is null
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147 | * @see #BigMatrixImpl(BigDecimal[][])
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148 | */
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149 | public BigMatrixImpl(BigDecimal[][] d, boolean copyArray) {
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150 | if (copyArray) {
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151 | copyIn(d);
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152 | } else {
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153 | if (d == null) {
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154 | throw new NullPointerException();
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155 | }
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156 | final int nRows = d.length;
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157 | if (nRows == 0) {
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158 | throw MathRuntimeException.createIllegalArgumentException(LocalizedFormats.AT_LEAST_ONE_ROW);
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159 | }
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160 |
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161 | final int nCols = d[0].length;
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162 | if (nCols == 0) {
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163 | throw MathRuntimeException.createIllegalArgumentException(LocalizedFormats.AT_LEAST_ONE_COLUMN);
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164 | }
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165 | for (int r = 1; r < nRows; r++) {
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166 | if (d[r].length != nCols) {
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167 | throw MathRuntimeException.createIllegalArgumentException(
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168 | LocalizedFormats.DIFFERENT_ROWS_LENGTHS,
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169 | nCols, d[r].length);
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170 | }
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171 | }
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172 | data = d;
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173 | }
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174 | lu = null;
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175 | }
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176 |
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177 | /**
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178 | * Create a new BigMatrix using <code>d</code> as the underlying
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179 | * data array.
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180 | * <p>Since the underlying array will hold <code>BigDecimal</code>
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181 | * instances, it will be created.</p>
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182 | *
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183 | * @param d data for new matrix
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184 | * @throws IllegalArgumentException if <code>d</code> is not rectangular
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185 | * (not all rows have the same length) or empty
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186 | * @throws NullPointerException if <code>d</code> is null
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187 | */
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188 | public BigMatrixImpl(double[][] d) {
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189 | final int nRows = d.length;
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190 | if (nRows == 0) {
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191 | throw MathRuntimeException.createIllegalArgumentException(LocalizedFormats.AT_LEAST_ONE_ROW);
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192 | }
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193 |
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194 | final int nCols = d[0].length;
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195 | if (nCols == 0) {
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196 | throw MathRuntimeException.createIllegalArgumentException(LocalizedFormats.AT_LEAST_ONE_COLUMN);
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197 | }
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198 | for (int row = 1; row < nRows; row++) {
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199 | if (d[row].length != nCols) {
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200 | throw MathRuntimeException.createIllegalArgumentException(
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201 | LocalizedFormats.DIFFERENT_ROWS_LENGTHS,
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202 | nCols, d[row].length);
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203 | }
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204 | }
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205 | this.copyIn(d);
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206 | lu = null;
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207 | }
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208 |
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209 | /**
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210 | * Create a new BigMatrix using the values represented by the strings in
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211 | * <code>d</code> as the underlying data array.
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212 | *
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213 | * @param d data for new matrix
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214 | * @throws IllegalArgumentException if <code>d</code> is not rectangular
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215 | * (not all rows have the same length) or empty
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216 | * @throws NullPointerException if <code>d</code> is null
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217 | */
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218 | public BigMatrixImpl(String[][] d) {
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219 | final int nRows = d.length;
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220 | if (nRows == 0) {
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221 | throw MathRuntimeException.createIllegalArgumentException(LocalizedFormats.AT_LEAST_ONE_ROW);
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222 | }
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223 |
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224 | final int nCols = d[0].length;
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225 | if (nCols == 0) {
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226 | throw MathRuntimeException.createIllegalArgumentException(LocalizedFormats.AT_LEAST_ONE_COLUMN);
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227 | }
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228 | for (int row = 1; row < nRows; row++) {
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229 | if (d[row].length != nCols) {
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230 | throw MathRuntimeException.createIllegalArgumentException(
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231 | LocalizedFormats.DIFFERENT_ROWS_LENGTHS,
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232 | nCols, d[row].length);
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233 | }
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234 | }
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235 | this.copyIn(d);
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236 | lu = null;
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237 | }
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238 |
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239 | /**
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240 | * Create a new (column) BigMatrix using <code>v</code> as the
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241 | * data for the unique column of the <code>v.length x 1</code> matrix
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242 | * created.
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243 | * <p>
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244 | * The input array is copied, not referenced.</p>
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245 | *
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246 | * @param v column vector holding data for new matrix
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247 | */
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248 | public BigMatrixImpl(BigDecimal[] v) {
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249 | final int nRows = v.length;
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250 | data = new BigDecimal[nRows][1];
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251 | for (int row = 0; row < nRows; row++) {
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252 | data[row][0] = v[row];
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253 | }
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254 | }
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255 |
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256 | /**
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257 | * Create a new BigMatrix which is a copy of this.
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258 | *
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259 | * @return the cloned matrix
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260 | */
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261 | public BigMatrix copy() {
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262 | return new BigMatrixImpl(this.copyOut(), false);
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263 | }
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264 |
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265 | /**
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266 | * Compute the sum of this and <code>m</code>.
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267 | *
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268 | * @param m matrix to be added
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269 | * @return this + m
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270 | * @throws IllegalArgumentException if m is not the same size as this
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271 | */
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272 | public BigMatrix add(BigMatrix m) throws IllegalArgumentException {
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273 | try {
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274 | return add((BigMatrixImpl) m);
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275 | } catch (ClassCastException cce) {
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276 |
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277 | // safety check
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278 | MatrixUtils.checkAdditionCompatible(this, m);
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279 |
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280 | final int rowCount = getRowDimension();
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281 | final int columnCount = getColumnDimension();
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282 | final BigDecimal[][] outData = new BigDecimal[rowCount][columnCount];
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283 | for (int row = 0; row < rowCount; row++) {
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284 | final BigDecimal[] dataRow = data[row];
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285 | final BigDecimal[] outDataRow = outData[row];
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286 | for (int col = 0; col < columnCount; col++) {
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287 | outDataRow[col] = dataRow[col].add(m.getEntry(row, col));
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288 | }
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289 | }
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290 | return new BigMatrixImpl(outData, false);
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291 | }
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292 | }
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293 |
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294 | /**
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295 | * Compute the sum of this and <code>m</code>.
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296 | *
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297 | * @param m matrix to be added
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298 | * @return this + m
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299 | * @throws IllegalArgumentException if m is not the same size as this
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300 | */
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301 | public BigMatrixImpl add(BigMatrixImpl m) throws IllegalArgumentException {
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302 |
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303 | // safety check
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304 | MatrixUtils.checkAdditionCompatible(this, m);
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305 |
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306 | final int rowCount = getRowDimension();
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307 | final int columnCount = getColumnDimension();
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308 | final BigDecimal[][] outData = new BigDecimal[rowCount][columnCount];
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309 | for (int row = 0; row < rowCount; row++) {
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310 | final BigDecimal[] dataRow = data[row];
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311 | final BigDecimal[] mRow = m.data[row];
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312 | final BigDecimal[] outDataRow = outData[row];
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313 | for (int col = 0; col < columnCount; col++) {
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314 | outDataRow[col] = dataRow[col].add(mRow[col]);
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315 | }
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316 | }
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317 | return new BigMatrixImpl(outData, false);
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318 | }
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319 |
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320 | /**
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321 | * Compute this minus <code>m</code>.
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322 | *
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323 | * @param m matrix to be subtracted
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324 | * @return this + m
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325 | * @throws IllegalArgumentException if m is not the same size as this
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326 | */
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327 | public BigMatrix subtract(BigMatrix m) throws IllegalArgumentException {
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328 | try {
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329 | return subtract((BigMatrixImpl) m);
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330 | } catch (ClassCastException cce) {
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331 |
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332 | // safety check
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333 | MatrixUtils.checkSubtractionCompatible(this, m);
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334 |
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335 | final int rowCount = getRowDimension();
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336 | final int columnCount = getColumnDimension();
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337 | final BigDecimal[][] outData = new BigDecimal[rowCount][columnCount];
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338 | for (int row = 0; row < rowCount; row++) {
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339 | final BigDecimal[] dataRow = data[row];
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340 | final BigDecimal[] outDataRow = outData[row];
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341 | for (int col = 0; col < columnCount; col++) {
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342 | outDataRow[col] = dataRow[col].subtract(getEntry(row, col));
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343 | }
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344 | }
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345 | return new BigMatrixImpl(outData, false);
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346 | }
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347 | }
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348 |
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349 | /**
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350 | * Compute this minus <code>m</code>.
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351 | *
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352 | * @param m matrix to be subtracted
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353 | * @return this + m
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354 | * @throws IllegalArgumentException if m is not the same size as this
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355 | */
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356 | public BigMatrixImpl subtract(BigMatrixImpl m) throws IllegalArgumentException {
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357 |
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358 | // safety check
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359 | MatrixUtils.checkSubtractionCompatible(this, m);
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360 |
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361 | final int rowCount = getRowDimension();
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362 | final int columnCount = getColumnDimension();
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363 | final BigDecimal[][] outData = new BigDecimal[rowCount][columnCount];
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364 | for (int row = 0; row < rowCount; row++) {
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365 | final BigDecimal[] dataRow = data[row];
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366 | final BigDecimal[] mRow = m.data[row];
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367 | final BigDecimal[] outDataRow = outData[row];
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368 | for (int col = 0; col < columnCount; col++) {
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369 | outDataRow[col] = dataRow[col].subtract(mRow[col]);
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370 | }
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371 | }
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372 | return new BigMatrixImpl(outData, false);
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373 | }
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374 |
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375 | /**
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376 | * Returns the result of adding d to each entry of this.
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377 | *
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378 | * @param d value to be added to each entry
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379 | * @return d + this
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380 | */
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381 | public BigMatrix scalarAdd(BigDecimal d) {
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382 | final int rowCount = getRowDimension();
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383 | final int columnCount = getColumnDimension();
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384 | final BigDecimal[][] outData = new BigDecimal[rowCount][columnCount];
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385 | for (int row = 0; row < rowCount; row++) {
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386 | final BigDecimal[] dataRow = data[row];
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387 | final BigDecimal[] outDataRow = outData[row];
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388 | for (int col = 0; col < columnCount; col++) {
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389 | outDataRow[col] = dataRow[col].add(d);
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390 | }
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391 | }
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392 | return new BigMatrixImpl(outData, false);
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393 | }
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394 |
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395 | /**
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396 | * Returns the result of multiplying each entry of this by <code>d</code>
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397 | * @param d value to multiply all entries by
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398 | * @return d * this
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399 | */
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400 | public BigMatrix scalarMultiply(BigDecimal d) {
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401 | final int rowCount = getRowDimension();
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402 | final int columnCount = getColumnDimension();
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403 | final BigDecimal[][] outData = new BigDecimal[rowCount][columnCount];
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404 | for (int row = 0; row < rowCount; row++) {
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405 | final BigDecimal[] dataRow = data[row];
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406 | final BigDecimal[] outDataRow = outData[row];
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407 | for (int col = 0; col < columnCount; col++) {
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408 | outDataRow[col] = dataRow[col].multiply(d);
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409 | }
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410 | }
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411 | return new BigMatrixImpl(outData, false);
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412 | }
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413 |
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414 | /**
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415 | * Returns the result of postmultiplying this by <code>m</code>.
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416 | * @param m matrix to postmultiply by
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417 | * @return this*m
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418 | * @throws IllegalArgumentException
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419 | * if columnDimension(this) != rowDimension(m)
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420 | */
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421 | public BigMatrix multiply(BigMatrix m) throws IllegalArgumentException {
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422 | try {
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423 | return multiply((BigMatrixImpl) m);
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424 | } catch (ClassCastException cce) {
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425 |
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426 | // safety check
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427 | MatrixUtils.checkMultiplicationCompatible(this, m);
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428 |
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429 | final int nRows = this.getRowDimension();
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430 | final int nCols = m.getColumnDimension();
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431 | final int nSum = this.getColumnDimension();
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432 | final BigDecimal[][] outData = new BigDecimal[nRows][nCols];
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433 | for (int row = 0; row < nRows; row++) {
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434 | final BigDecimal[] dataRow = data[row];
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435 | final BigDecimal[] outDataRow = outData[row];
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436 | for (int col = 0; col < nCols; col++) {
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437 | BigDecimal sum = ZERO;
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438 | for (int i = 0; i < nSum; i++) {
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439 | sum = sum.add(dataRow[i].multiply(m.getEntry(i, col)));
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440 | }
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---|
441 | outDataRow[col] = sum;
|
---|
442 | }
|
---|
443 | }
|
---|
444 | return new BigMatrixImpl(outData, false);
|
---|
445 | }
|
---|
446 | }
|
---|
447 |
|
---|
448 | /**
|
---|
449 | * Returns the result of postmultiplying this by <code>m</code>.
|
---|
450 | * @param m matrix to postmultiply by
|
---|
451 | * @return this*m
|
---|
452 | * @throws IllegalArgumentException
|
---|
453 | * if columnDimension(this) != rowDimension(m)
|
---|
454 | */
|
---|
455 | public BigMatrixImpl multiply(BigMatrixImpl m) throws IllegalArgumentException {
|
---|
456 |
|
---|
457 | // safety check
|
---|
458 | MatrixUtils.checkMultiplicationCompatible(this, m);
|
---|
459 |
|
---|
460 | final int nRows = this.getRowDimension();
|
---|
461 | final int nCols = m.getColumnDimension();
|
---|
462 | final int nSum = this.getColumnDimension();
|
---|
463 | final BigDecimal[][] outData = new BigDecimal[nRows][nCols];
|
---|
464 | for (int row = 0; row < nRows; row++) {
|
---|
465 | final BigDecimal[] dataRow = data[row];
|
---|
466 | final BigDecimal[] outDataRow = outData[row];
|
---|
467 | for (int col = 0; col < nCols; col++) {
|
---|
468 | BigDecimal sum = ZERO;
|
---|
469 | for (int i = 0; i < nSum; i++) {
|
---|
470 | sum = sum.add(dataRow[i].multiply(m.data[i][col]));
|
---|
471 | }
|
---|
472 | outDataRow[col] = sum;
|
---|
473 | }
|
---|
474 | }
|
---|
475 | return new BigMatrixImpl(outData, false);
|
---|
476 | }
|
---|
477 |
|
---|
478 | /**
|
---|
479 | * Returns the result premultiplying this by <code>m</code>.
|
---|
480 | * @param m matrix to premultiply by
|
---|
481 | * @return m * this
|
---|
482 | * @throws IllegalArgumentException
|
---|
483 | * if rowDimension(this) != columnDimension(m)
|
---|
484 | */
|
---|
485 | public BigMatrix preMultiply(BigMatrix m) throws IllegalArgumentException {
|
---|
486 | return m.multiply(this);
|
---|
487 | }
|
---|
488 |
|
---|
489 | /**
|
---|
490 | * Returns matrix entries as a two-dimensional array.
|
---|
491 | * <p>
|
---|
492 | * Makes a fresh copy of the underlying data.</p>
|
---|
493 | *
|
---|
494 | * @return 2-dimensional array of entries
|
---|
495 | */
|
---|
496 | public BigDecimal[][] getData() {
|
---|
497 | return copyOut();
|
---|
498 | }
|
---|
499 |
|
---|
500 | /**
|
---|
501 | * Returns matrix entries as a two-dimensional array.
|
---|
502 | * <p>
|
---|
503 | * Makes a fresh copy of the underlying data converted to
|
---|
504 | * <code>double</code> values.</p>
|
---|
505 | *
|
---|
506 | * @return 2-dimensional array of entries
|
---|
507 | */
|
---|
508 | public double[][] getDataAsDoubleArray() {
|
---|
509 | final int nRows = getRowDimension();
|
---|
510 | final int nCols = getColumnDimension();
|
---|
511 | final double d[][] = new double[nRows][nCols];
|
---|
512 | for (int i = 0; i < nRows; i++) {
|
---|
513 | for (int j = 0; j < nCols; j++) {
|
---|
514 | d[i][j] = data[i][j].doubleValue();
|
---|
515 | }
|
---|
516 | }
|
---|
517 | return d;
|
---|
518 | }
|
---|
519 |
|
---|
520 | /**
|
---|
521 | * Returns a reference to the underlying data array.
|
---|
522 | * <p>
|
---|
523 | * Does not make a fresh copy of the underlying data.</p>
|
---|
524 | *
|
---|
525 | * @return 2-dimensional array of entries
|
---|
526 | */
|
---|
527 | public BigDecimal[][] getDataRef() {
|
---|
528 | return data;
|
---|
529 | }
|
---|
530 |
|
---|
531 | /***
|
---|
532 | * Gets the rounding mode for division operations
|
---|
533 | * The default is {@link java.math.BigDecimal#ROUND_HALF_UP}
|
---|
534 | * @see BigDecimal
|
---|
535 | * @return the rounding mode.
|
---|
536 | */
|
---|
537 | public int getRoundingMode() {
|
---|
538 | return roundingMode;
|
---|
539 | }
|
---|
540 |
|
---|
541 | /***
|
---|
542 | * Sets the rounding mode for decimal divisions.
|
---|
543 | * @see BigDecimal
|
---|
544 | * @param roundingMode rounding mode for decimal divisions
|
---|
545 | */
|
---|
546 | public void setRoundingMode(int roundingMode) {
|
---|
547 | this.roundingMode = roundingMode;
|
---|
548 | }
|
---|
549 |
|
---|
550 | /***
|
---|
551 | * Sets the scale for division operations.
|
---|
552 | * The default is 64
|
---|
553 | * @see BigDecimal
|
---|
554 | * @return the scale
|
---|
555 | */
|
---|
556 | public int getScale() {
|
---|
557 | return scale;
|
---|
558 | }
|
---|
559 |
|
---|
560 | /***
|
---|
561 | * Sets the scale for division operations.
|
---|
562 | * @see BigDecimal
|
---|
563 | * @param scale scale for division operations
|
---|
564 | */
|
---|
565 | public void setScale(int scale) {
|
---|
566 | this.scale = scale;
|
---|
567 | }
|
---|
568 |
|
---|
569 | /**
|
---|
570 | * Returns the <a href="http://mathworld.wolfram.com/MaximumAbsoluteRowSumNorm.html">
|
---|
571 | * maximum absolute row sum norm</a> of the matrix.
|
---|
572 | *
|
---|
573 | * @return norm
|
---|
574 | */
|
---|
575 | public BigDecimal getNorm() {
|
---|
576 | BigDecimal maxColSum = ZERO;
|
---|
577 | for (int col = 0; col < this.getColumnDimension(); col++) {
|
---|
578 | BigDecimal sum = ZERO;
|
---|
579 | for (int row = 0; row < this.getRowDimension(); row++) {
|
---|
580 | sum = sum.add(data[row][col].abs());
|
---|
581 | }
|
---|
582 | maxColSum = maxColSum.max(sum);
|
---|
583 | }
|
---|
584 | return maxColSum;
|
---|
585 | }
|
---|
586 |
|
---|
587 | /**
|
---|
588 | * Gets a submatrix. Rows and columns are indicated
|
---|
589 | * counting from 0 to n-1.
|
---|
590 | *
|
---|
591 | * @param startRow Initial row index
|
---|
592 | * @param endRow Final row index
|
---|
593 | * @param startColumn Initial column index
|
---|
594 | * @param endColumn Final column index
|
---|
595 | * @return The subMatrix containing the data of the
|
---|
596 | * specified rows and columns
|
---|
597 | * @exception MatrixIndexException if row or column selections are not valid
|
---|
598 | */
|
---|
599 | public BigMatrix getSubMatrix(int startRow, int endRow,
|
---|
600 | int startColumn, int endColumn)
|
---|
601 | throws MatrixIndexException {
|
---|
602 |
|
---|
603 | MatrixUtils.checkRowIndex(this, startRow);
|
---|
604 | MatrixUtils.checkRowIndex(this, endRow);
|
---|
605 | if (startRow > endRow) {
|
---|
606 | throw new MatrixIndexException(LocalizedFormats.INITIAL_ROW_AFTER_FINAL_ROW,
|
---|
607 | startRow, endRow);
|
---|
608 | }
|
---|
609 |
|
---|
610 | MatrixUtils.checkColumnIndex(this, startColumn);
|
---|
611 | MatrixUtils.checkColumnIndex(this, endColumn);
|
---|
612 | if (startColumn > endColumn) {
|
---|
613 | throw new MatrixIndexException(LocalizedFormats.INITIAL_COLUMN_AFTER_FINAL_COLUMN,
|
---|
614 | startColumn, endColumn);
|
---|
615 | }
|
---|
616 |
|
---|
617 | final BigDecimal[][] subMatrixData =
|
---|
618 | new BigDecimal[endRow - startRow + 1][endColumn - startColumn + 1];
|
---|
619 | for (int i = startRow; i <= endRow; i++) {
|
---|
620 | System.arraycopy(data[i], startColumn,
|
---|
621 | subMatrixData[i - startRow], 0,
|
---|
622 | endColumn - startColumn + 1);
|
---|
623 | }
|
---|
624 |
|
---|
625 | return new BigMatrixImpl(subMatrixData, false);
|
---|
626 |
|
---|
627 | }
|
---|
628 |
|
---|
629 | /**
|
---|
630 | * Gets a submatrix. Rows and columns are indicated
|
---|
631 | * counting from 0 to n-1.
|
---|
632 | *
|
---|
633 | * @param selectedRows Array of row indices must be non-empty
|
---|
634 | * @param selectedColumns Array of column indices must be non-empty
|
---|
635 | * @return The subMatrix containing the data in the
|
---|
636 | * specified rows and columns
|
---|
637 | * @exception MatrixIndexException if supplied row or column index arrays
|
---|
638 | * are not valid
|
---|
639 | */
|
---|
640 | public BigMatrix getSubMatrix(int[] selectedRows, int[] selectedColumns)
|
---|
641 | throws MatrixIndexException {
|
---|
642 |
|
---|
643 | if (selectedRows.length * selectedColumns.length == 0) {
|
---|
644 | if (selectedRows.length == 0) {
|
---|
645 | throw new MatrixIndexException(LocalizedFormats.EMPTY_SELECTED_ROW_INDEX_ARRAY);
|
---|
646 | }
|
---|
647 | throw new MatrixIndexException(LocalizedFormats.EMPTY_SELECTED_COLUMN_INDEX_ARRAY);
|
---|
648 | }
|
---|
649 |
|
---|
650 | final BigDecimal[][] subMatrixData =
|
---|
651 | new BigDecimal[selectedRows.length][selectedColumns.length];
|
---|
652 | try {
|
---|
653 | for (int i = 0; i < selectedRows.length; i++) {
|
---|
654 | final BigDecimal[] subI = subMatrixData[i];
|
---|
655 | final BigDecimal[] dataSelectedI = data[selectedRows[i]];
|
---|
656 | for (int j = 0; j < selectedColumns.length; j++) {
|
---|
657 | subI[j] = dataSelectedI[selectedColumns[j]];
|
---|
658 | }
|
---|
659 | }
|
---|
660 | } catch (ArrayIndexOutOfBoundsException e) {
|
---|
661 | // we redo the loop with checks enabled
|
---|
662 | // in order to generate an appropriate message
|
---|
663 | for (final int row : selectedRows) {
|
---|
664 | MatrixUtils.checkRowIndex(this, row);
|
---|
665 | }
|
---|
666 | for (final int column : selectedColumns) {
|
---|
667 | MatrixUtils.checkColumnIndex(this, column);
|
---|
668 | }
|
---|
669 | }
|
---|
670 | return new BigMatrixImpl(subMatrixData, false);
|
---|
671 | }
|
---|
672 |
|
---|
673 | /**
|
---|
674 | * Replace the submatrix starting at <code>row, column</code> using data in
|
---|
675 | * the input <code>subMatrix</code> array. Indexes are 0-based.
|
---|
676 | * <p>
|
---|
677 | * Example:<br>
|
---|
678 | * Starting with <pre>
|
---|
679 | * 1 2 3 4
|
---|
680 | * 5 6 7 8
|
---|
681 | * 9 0 1 2
|
---|
682 | * </pre>
|
---|
683 | * and <code>subMatrix = {{3, 4} {5,6}}</code>, invoking
|
---|
684 | * <code>setSubMatrix(subMatrix,1,1))</code> will result in <pre>
|
---|
685 | * 1 2 3 4
|
---|
686 | * 5 3 4 8
|
---|
687 | * 9 5 6 2
|
---|
688 | * </pre></p>
|
---|
689 | *
|
---|
690 | * @param subMatrix array containing the submatrix replacement data
|
---|
691 | * @param row row coordinate of the top, left element to be replaced
|
---|
692 | * @param column column coordinate of the top, left element to be replaced
|
---|
693 | * @throws MatrixIndexException if subMatrix does not fit into this
|
---|
694 | * matrix from element in (row, column)
|
---|
695 | * @throws IllegalArgumentException if <code>subMatrix</code> is not rectangular
|
---|
696 | * (not all rows have the same length) or empty
|
---|
697 | * @throws NullPointerException if <code>subMatrix</code> is null
|
---|
698 | * @since 1.1
|
---|
699 | */
|
---|
700 | public void setSubMatrix(BigDecimal[][] subMatrix, int row, int column)
|
---|
701 | throws MatrixIndexException {
|
---|
702 |
|
---|
703 | final int nRows = subMatrix.length;
|
---|
704 | if (nRows == 0) {
|
---|
705 | throw MathRuntimeException.createIllegalArgumentException(LocalizedFormats.AT_LEAST_ONE_ROW);
|
---|
706 | }
|
---|
707 |
|
---|
708 | final int nCols = subMatrix[0].length;
|
---|
709 | if (nCols == 0) {
|
---|
710 | throw MathRuntimeException.createIllegalArgumentException(LocalizedFormats.AT_LEAST_ONE_COLUMN);
|
---|
711 | }
|
---|
712 |
|
---|
713 | for (int r = 1; r < nRows; r++) {
|
---|
714 | if (subMatrix[r].length != nCols) {
|
---|
715 | throw MathRuntimeException.createIllegalArgumentException(
|
---|
716 | LocalizedFormats.DIFFERENT_ROWS_LENGTHS,
|
---|
717 | nCols, subMatrix[r].length);
|
---|
718 | }
|
---|
719 | }
|
---|
720 |
|
---|
721 | if (data == null) {
|
---|
722 | if (row > 0) {
|
---|
723 | throw MathRuntimeException.createIllegalStateException(
|
---|
724 | LocalizedFormats.FIRST_ROWS_NOT_INITIALIZED_YET,
|
---|
725 | row);
|
---|
726 | }
|
---|
727 | if (column > 0) {
|
---|
728 | throw MathRuntimeException.createIllegalStateException(
|
---|
729 | LocalizedFormats.FIRST_COLUMNS_NOT_INITIALIZED_YET,
|
---|
730 | column);
|
---|
731 | }
|
---|
732 | data = new BigDecimal[nRows][nCols];
|
---|
733 | System.arraycopy(subMatrix, 0, data, 0, subMatrix.length);
|
---|
734 | } else {
|
---|
735 | MatrixUtils.checkRowIndex(this, row);
|
---|
736 | MatrixUtils.checkColumnIndex(this, column);
|
---|
737 | MatrixUtils.checkRowIndex(this, nRows + row - 1);
|
---|
738 | MatrixUtils.checkColumnIndex(this, nCols + column - 1);
|
---|
739 | }
|
---|
740 | for (int i = 0; i < nRows; i++) {
|
---|
741 | System.arraycopy(subMatrix[i], 0, data[row + i], column, nCols);
|
---|
742 | }
|
---|
743 |
|
---|
744 | lu = null;
|
---|
745 |
|
---|
746 | }
|
---|
747 |
|
---|
748 | /**
|
---|
749 | * Returns the entries in row number <code>row</code>
|
---|
750 | * as a row matrix. Row indices start at 0.
|
---|
751 | *
|
---|
752 | * @param row the row to be fetched
|
---|
753 | * @return row matrix
|
---|
754 | * @throws MatrixIndexException if the specified row index is invalid
|
---|
755 | */
|
---|
756 | public BigMatrix getRowMatrix(int row) throws MatrixIndexException {
|
---|
757 | MatrixUtils.checkRowIndex(this, row);
|
---|
758 | final int ncols = this.getColumnDimension();
|
---|
759 | final BigDecimal[][] out = new BigDecimal[1][ncols];
|
---|
760 | System.arraycopy(data[row], 0, out[0], 0, ncols);
|
---|
761 | return new BigMatrixImpl(out, false);
|
---|
762 | }
|
---|
763 |
|
---|
764 | /**
|
---|
765 | * Returns the entries in column number <code>column</code>
|
---|
766 | * as a column matrix. Column indices start at 0.
|
---|
767 | *
|
---|
768 | * @param column the column to be fetched
|
---|
769 | * @return column matrix
|
---|
770 | * @throws MatrixIndexException if the specified column index is invalid
|
---|
771 | */
|
---|
772 | public BigMatrix getColumnMatrix(int column) throws MatrixIndexException {
|
---|
773 | MatrixUtils.checkColumnIndex(this, column);
|
---|
774 | final int nRows = this.getRowDimension();
|
---|
775 | final BigDecimal[][] out = new BigDecimal[nRows][1];
|
---|
776 | for (int row = 0; row < nRows; row++) {
|
---|
777 | out[row][0] = data[row][column];
|
---|
778 | }
|
---|
779 | return new BigMatrixImpl(out, false);
|
---|
780 | }
|
---|
781 |
|
---|
782 | /**
|
---|
783 | * Returns the entries in row number <code>row</code> as an array.
|
---|
784 | * <p>
|
---|
785 | * Row indices start at 0. A <code>MatrixIndexException</code> is thrown
|
---|
786 | * unless <code>0 <= row < rowDimension.</code></p>
|
---|
787 | *
|
---|
788 | * @param row the row to be fetched
|
---|
789 | * @return array of entries in the row
|
---|
790 | * @throws MatrixIndexException if the specified row index is not valid
|
---|
791 | */
|
---|
792 | public BigDecimal[] getRow(int row) throws MatrixIndexException {
|
---|
793 | MatrixUtils.checkRowIndex(this, row);
|
---|
794 | final int ncols = this.getColumnDimension();
|
---|
795 | final BigDecimal[] out = new BigDecimal[ncols];
|
---|
796 | System.arraycopy(data[row], 0, out, 0, ncols);
|
---|
797 | return out;
|
---|
798 | }
|
---|
799 |
|
---|
800 | /**
|
---|
801 | * Returns the entries in row number <code>row</code> as an array
|
---|
802 | * of double values.
|
---|
803 | * <p>
|
---|
804 | * Row indices start at 0. A <code>MatrixIndexException</code> is thrown
|
---|
805 | * unless <code>0 <= row < rowDimension.</code></p>
|
---|
806 | *
|
---|
807 | * @param row the row to be fetched
|
---|
808 | * @return array of entries in the row
|
---|
809 | * @throws MatrixIndexException if the specified row index is not valid
|
---|
810 | */
|
---|
811 | public double[] getRowAsDoubleArray(int row) throws MatrixIndexException {
|
---|
812 | MatrixUtils.checkRowIndex(this, row);
|
---|
813 | final int ncols = this.getColumnDimension();
|
---|
814 | final double[] out = new double[ncols];
|
---|
815 | for (int i=0;i<ncols;i++) {
|
---|
816 | out[i] = data[row][i].doubleValue();
|
---|
817 | }
|
---|
818 | return out;
|
---|
819 | }
|
---|
820 |
|
---|
821 | /**
|
---|
822 | * Returns the entries in column number <code>col</code> as an array.
|
---|
823 | * <p>
|
---|
824 | * Column indices start at 0. A <code>MatrixIndexException</code> is thrown
|
---|
825 | * unless <code>0 <= column < columnDimension.</code></p>
|
---|
826 | *
|
---|
827 | * @param col the column to be fetched
|
---|
828 | * @return array of entries in the column
|
---|
829 | * @throws MatrixIndexException if the specified column index is not valid
|
---|
830 | */
|
---|
831 | public BigDecimal[] getColumn(int col) throws MatrixIndexException {
|
---|
832 | MatrixUtils.checkColumnIndex(this, col);
|
---|
833 | final int nRows = this.getRowDimension();
|
---|
834 | final BigDecimal[] out = new BigDecimal[nRows];
|
---|
835 | for (int i = 0; i < nRows; i++) {
|
---|
836 | out[i] = data[i][col];
|
---|
837 | }
|
---|
838 | return out;
|
---|
839 | }
|
---|
840 |
|
---|
841 | /**
|
---|
842 | * Returns the entries in column number <code>col</code> as an array
|
---|
843 | * of double values.
|
---|
844 | * <p>
|
---|
845 | * Column indices start at 0. A <code>MatrixIndexException</code> is thrown
|
---|
846 | * unless <code>0 <= column < columnDimension.</code></p>
|
---|
847 | *
|
---|
848 | * @param col the column to be fetched
|
---|
849 | * @return array of entries in the column
|
---|
850 | * @throws MatrixIndexException if the specified column index is not valid
|
---|
851 | */
|
---|
852 | public double[] getColumnAsDoubleArray(int col) throws MatrixIndexException {
|
---|
853 | MatrixUtils.checkColumnIndex(this, col);
|
---|
854 | final int nrows = this.getRowDimension();
|
---|
855 | final double[] out = new double[nrows];
|
---|
856 | for (int i=0;i<nrows;i++) {
|
---|
857 | out[i] = data[i][col].doubleValue();
|
---|
858 | }
|
---|
859 | return out;
|
---|
860 | }
|
---|
861 |
|
---|
862 | /**
|
---|
863 | * Returns the entry in the specified row and column.
|
---|
864 | * <p>
|
---|
865 | * Row and column indices start at 0 and must satisfy
|
---|
866 | * <ul>
|
---|
867 | * <li><code>0 <= row < rowDimension</code></li>
|
---|
868 | * <li><code> 0 <= column < columnDimension</code></li>
|
---|
869 | * </ul>
|
---|
870 | * otherwise a <code>MatrixIndexException</code> is thrown.</p>
|
---|
871 | *
|
---|
872 | * @param row row location of entry to be fetched
|
---|
873 | * @param column column location of entry to be fetched
|
---|
874 | * @return matrix entry in row,column
|
---|
875 | * @throws MatrixIndexException if the row or column index is not valid
|
---|
876 | */
|
---|
877 | public BigDecimal getEntry(int row, int column)
|
---|
878 | throws MatrixIndexException {
|
---|
879 | try {
|
---|
880 | return data[row][column];
|
---|
881 | } catch (ArrayIndexOutOfBoundsException e) {
|
---|
882 | throw new MatrixIndexException(
|
---|
883 | LocalizedFormats.NO_SUCH_MATRIX_ENTRY,
|
---|
884 | row, column, getRowDimension(), getColumnDimension());
|
---|
885 | }
|
---|
886 | }
|
---|
887 |
|
---|
888 | /**
|
---|
889 | * Returns the entry in the specified row and column as a double.
|
---|
890 | * <p>
|
---|
891 | * Row and column indices start at 0 and must satisfy
|
---|
892 | * <ul>
|
---|
893 | * <li><code>0 <= row < rowDimension</code></li>
|
---|
894 | * <li><code> 0 <= column < columnDimension</code></li>
|
---|
895 | * </ul>
|
---|
896 | * otherwise a <code>MatrixIndexException</code> is thrown.</p>
|
---|
897 | *
|
---|
898 | * @param row row location of entry to be fetched
|
---|
899 | * @param column column location of entry to be fetched
|
---|
900 | * @return matrix entry in row,column
|
---|
901 | * @throws MatrixIndexException if the row
|
---|
902 | * or column index is not valid
|
---|
903 | */
|
---|
904 | public double getEntryAsDouble(int row, int column) throws MatrixIndexException {
|
---|
905 | return getEntry(row,column).doubleValue();
|
---|
906 | }
|
---|
907 |
|
---|
908 | /**
|
---|
909 | * Returns the transpose matrix.
|
---|
910 | *
|
---|
911 | * @return transpose matrix
|
---|
912 | */
|
---|
913 | public BigMatrix transpose() {
|
---|
914 | final int nRows = this.getRowDimension();
|
---|
915 | final int nCols = this.getColumnDimension();
|
---|
916 | final BigDecimal[][] outData = new BigDecimal[nCols][nRows];
|
---|
917 | for (int row = 0; row < nRows; row++) {
|
---|
918 | final BigDecimal[] dataRow = data[row];
|
---|
919 | for (int col = 0; col < nCols; col++) {
|
---|
920 | outData[col][row] = dataRow[col];
|
---|
921 | }
|
---|
922 | }
|
---|
923 | return new BigMatrixImpl(outData, false);
|
---|
924 | }
|
---|
925 |
|
---|
926 | /**
|
---|
927 | * Returns the inverse matrix if this matrix is invertible.
|
---|
928 | *
|
---|
929 | * @return inverse matrix
|
---|
930 | * @throws InvalidMatrixException if this is not invertible
|
---|
931 | */
|
---|
932 | public BigMatrix inverse() throws InvalidMatrixException {
|
---|
933 | return solve(MatrixUtils.createBigIdentityMatrix(getRowDimension()));
|
---|
934 | }
|
---|
935 |
|
---|
936 | /**
|
---|
937 | * Returns the determinant of this matrix.
|
---|
938 | *
|
---|
939 | * @return determinant
|
---|
940 | * @throws InvalidMatrixException if matrix is not square
|
---|
941 | */
|
---|
942 | public BigDecimal getDeterminant() throws InvalidMatrixException {
|
---|
943 | if (!isSquare()) {
|
---|
944 | throw new NonSquareMatrixException(getRowDimension(), getColumnDimension());
|
---|
945 | }
|
---|
946 | if (isSingular()) { // note: this has side effect of attempting LU decomp if lu == null
|
---|
947 | return ZERO;
|
---|
948 | } else {
|
---|
949 | BigDecimal det = (parity == 1) ? ONE : ONE.negate();
|
---|
950 | for (int i = 0; i < getRowDimension(); i++) {
|
---|
951 | det = det.multiply(lu[i][i]);
|
---|
952 | }
|
---|
953 | return det;
|
---|
954 | }
|
---|
955 | }
|
---|
956 |
|
---|
957 | /**
|
---|
958 | * Is this a square matrix?
|
---|
959 | * @return true if the matrix is square (rowDimension = columnDimension)
|
---|
960 | */
|
---|
961 | public boolean isSquare() {
|
---|
962 | return getColumnDimension() == getRowDimension();
|
---|
963 | }
|
---|
964 |
|
---|
965 | /**
|
---|
966 | * Is this a singular matrix?
|
---|
967 | * @return true if the matrix is singular
|
---|
968 | */
|
---|
969 | public boolean isSingular() {
|
---|
970 | if (lu == null) {
|
---|
971 | try {
|
---|
972 | luDecompose();
|
---|
973 | return false;
|
---|
974 | } catch (InvalidMatrixException ex) {
|
---|
975 | return true;
|
---|
976 | }
|
---|
977 | } else { // LU decomp must have been successfully performed
|
---|
978 | return false; // so the matrix is not singular
|
---|
979 | }
|
---|
980 | }
|
---|
981 |
|
---|
982 | /**
|
---|
983 | * Returns the number of rows in the matrix.
|
---|
984 | *
|
---|
985 | * @return rowDimension
|
---|
986 | */
|
---|
987 | public int getRowDimension() {
|
---|
988 | return data.length;
|
---|
989 | }
|
---|
990 |
|
---|
991 | /**
|
---|
992 | * Returns the number of columns in the matrix.
|
---|
993 | *
|
---|
994 | * @return columnDimension
|
---|
995 | */
|
---|
996 | public int getColumnDimension() {
|
---|
997 | return data[0].length;
|
---|
998 | }
|
---|
999 |
|
---|
1000 | /**
|
---|
1001 | * Returns the <a href="http://mathworld.wolfram.com/MatrixTrace.html">
|
---|
1002 | * trace</a> of the matrix (the sum of the elements on the main diagonal).
|
---|
1003 | *
|
---|
1004 | * @return trace
|
---|
1005 | *
|
---|
1006 | * @throws IllegalArgumentException if this matrix is not square.
|
---|
1007 | */
|
---|
1008 | public BigDecimal getTrace() throws IllegalArgumentException {
|
---|
1009 | if (!isSquare()) {
|
---|
1010 | throw new NonSquareMatrixException(getRowDimension(), getColumnDimension());
|
---|
1011 | }
|
---|
1012 | BigDecimal trace = data[0][0];
|
---|
1013 | for (int i = 1; i < this.getRowDimension(); i++) {
|
---|
1014 | trace = trace.add(data[i][i]);
|
---|
1015 | }
|
---|
1016 | return trace;
|
---|
1017 | }
|
---|
1018 |
|
---|
1019 | /**
|
---|
1020 | * Returns the result of multiplying this by the vector <code>v</code>.
|
---|
1021 | *
|
---|
1022 | * @param v the vector to operate on
|
---|
1023 | * @return this*v
|
---|
1024 | * @throws IllegalArgumentException if columnDimension != v.size()
|
---|
1025 | */
|
---|
1026 | public BigDecimal[] operate(BigDecimal[] v) throws IllegalArgumentException {
|
---|
1027 | if (v.length != getColumnDimension()) {
|
---|
1028 | throw MathRuntimeException.createIllegalArgumentException(
|
---|
1029 | LocalizedFormats.VECTOR_LENGTH_MISMATCH,
|
---|
1030 | v.length, getColumnDimension() );
|
---|
1031 | }
|
---|
1032 | final int nRows = this.getRowDimension();
|
---|
1033 | final int nCols = this.getColumnDimension();
|
---|
1034 | final BigDecimal[] out = new BigDecimal[nRows];
|
---|
1035 | for (int row = 0; row < nRows; row++) {
|
---|
1036 | BigDecimal sum = ZERO;
|
---|
1037 | for (int i = 0; i < nCols; i++) {
|
---|
1038 | sum = sum.add(data[row][i].multiply(v[i]));
|
---|
1039 | }
|
---|
1040 | out[row] = sum;
|
---|
1041 | }
|
---|
1042 | return out;
|
---|
1043 | }
|
---|
1044 |
|
---|
1045 | /**
|
---|
1046 | * Returns the result of multiplying this by the vector <code>v</code>.
|
---|
1047 | *
|
---|
1048 | * @param v the vector to operate on
|
---|
1049 | * @return this*v
|
---|
1050 | * @throws IllegalArgumentException if columnDimension != v.size()
|
---|
1051 | */
|
---|
1052 | public BigDecimal[] operate(double[] v) throws IllegalArgumentException {
|
---|
1053 | final BigDecimal bd[] = new BigDecimal[v.length];
|
---|
1054 | for (int i = 0; i < bd.length; i++) {
|
---|
1055 | bd[i] = new BigDecimal(v[i]);
|
---|
1056 | }
|
---|
1057 | return operate(bd);
|
---|
1058 | }
|
---|
1059 |
|
---|
1060 | /**
|
---|
1061 | * Returns the (row) vector result of premultiplying this by the vector <code>v</code>.
|
---|
1062 | *
|
---|
1063 | * @param v the row vector to premultiply by
|
---|
1064 | * @return v*this
|
---|
1065 | * @throws IllegalArgumentException if rowDimension != v.size()
|
---|
1066 | */
|
---|
1067 | public BigDecimal[] preMultiply(BigDecimal[] v) throws IllegalArgumentException {
|
---|
1068 | final int nRows = this.getRowDimension();
|
---|
1069 | if (v.length != nRows) {
|
---|
1070 | throw MathRuntimeException.createIllegalArgumentException(
|
---|
1071 | LocalizedFormats.VECTOR_LENGTH_MISMATCH,
|
---|
1072 | v.length, nRows );
|
---|
1073 | }
|
---|
1074 | final int nCols = this.getColumnDimension();
|
---|
1075 | final BigDecimal[] out = new BigDecimal[nCols];
|
---|
1076 | for (int col = 0; col < nCols; col++) {
|
---|
1077 | BigDecimal sum = ZERO;
|
---|
1078 | for (int i = 0; i < nRows; i++) {
|
---|
1079 | sum = sum.add(data[i][col].multiply(v[i]));
|
---|
1080 | }
|
---|
1081 | out[col] = sum;
|
---|
1082 | }
|
---|
1083 | return out;
|
---|
1084 | }
|
---|
1085 |
|
---|
1086 | /**
|
---|
1087 | * Returns a matrix of (column) solution vectors for linear systems with
|
---|
1088 | * coefficient matrix = this and constant vectors = columns of
|
---|
1089 | * <code>b</code>.
|
---|
1090 | *
|
---|
1091 | * @param b array of constants forming RHS of linear systems to
|
---|
1092 | * to solve
|
---|
1093 | * @return solution array
|
---|
1094 | * @throws IllegalArgumentException if this.rowDimension != row dimension
|
---|
1095 | * @throws InvalidMatrixException if this matrix is not square or is singular
|
---|
1096 | */
|
---|
1097 | public BigDecimal[] solve(BigDecimal[] b) throws IllegalArgumentException, InvalidMatrixException {
|
---|
1098 | final int nRows = this.getRowDimension();
|
---|
1099 | if (b.length != nRows) {
|
---|
1100 | throw MathRuntimeException.createIllegalArgumentException(
|
---|
1101 | LocalizedFormats.VECTOR_LENGTH_MISMATCH,
|
---|
1102 | b.length, nRows);
|
---|
1103 | }
|
---|
1104 | final BigMatrix bMatrix = new BigMatrixImpl(b);
|
---|
1105 | final BigDecimal[][] solution = ((BigMatrixImpl) (solve(bMatrix))).getDataRef();
|
---|
1106 | final BigDecimal[] out = new BigDecimal[nRows];
|
---|
1107 | for (int row = 0; row < nRows; row++) {
|
---|
1108 | out[row] = solution[row][0];
|
---|
1109 | }
|
---|
1110 | return out;
|
---|
1111 | }
|
---|
1112 |
|
---|
1113 | /**
|
---|
1114 | * Returns a matrix of (column) solution vectors for linear systems with
|
---|
1115 | * coefficient matrix = this and constant vectors = columns of
|
---|
1116 | * <code>b</code>.
|
---|
1117 | *
|
---|
1118 | * @param b array of constants forming RHS of linear systems to
|
---|
1119 | * to solve
|
---|
1120 | * @return solution array
|
---|
1121 | * @throws IllegalArgumentException if this.rowDimension != row dimension
|
---|
1122 | * @throws InvalidMatrixException if this matrix is not square or is singular
|
---|
1123 | */
|
---|
1124 | public BigDecimal[] solve(double[] b) throws IllegalArgumentException, InvalidMatrixException {
|
---|
1125 | final BigDecimal bd[] = new BigDecimal[b.length];
|
---|
1126 | for (int i = 0; i < bd.length; i++) {
|
---|
1127 | bd[i] = new BigDecimal(b[i]);
|
---|
1128 | }
|
---|
1129 | return solve(bd);
|
---|
1130 | }
|
---|
1131 |
|
---|
1132 | /**
|
---|
1133 | * Returns a matrix of (column) solution vectors for linear systems with
|
---|
1134 | * coefficient matrix = this and constant vectors = columns of
|
---|
1135 | * <code>b</code>.
|
---|
1136 | *
|
---|
1137 | * @param b matrix of constant vectors forming RHS of linear systems to
|
---|
1138 | * to solve
|
---|
1139 | * @return matrix of solution vectors
|
---|
1140 | * @throws IllegalArgumentException if this.rowDimension != row dimension
|
---|
1141 | * @throws InvalidMatrixException if this matrix is not square or is singular
|
---|
1142 | */
|
---|
1143 | public BigMatrix solve(BigMatrix b) throws IllegalArgumentException, InvalidMatrixException {
|
---|
1144 | if (b.getRowDimension() != getRowDimension()) {
|
---|
1145 | throw MathRuntimeException.createIllegalArgumentException(
|
---|
1146 | LocalizedFormats.DIMENSIONS_MISMATCH_2x2,
|
---|
1147 | b.getRowDimension(), b.getColumnDimension(), getRowDimension(), "n");
|
---|
1148 | }
|
---|
1149 | if (!isSquare()) {
|
---|
1150 | throw new NonSquareMatrixException(getRowDimension(), getColumnDimension());
|
---|
1151 | }
|
---|
1152 | if (this.isSingular()) { // side effect: compute LU decomp
|
---|
1153 | throw new SingularMatrixException();
|
---|
1154 | }
|
---|
1155 |
|
---|
1156 | final int nCol = this.getColumnDimension();
|
---|
1157 | final int nColB = b.getColumnDimension();
|
---|
1158 | final int nRowB = b.getRowDimension();
|
---|
1159 |
|
---|
1160 | // Apply permutations to b
|
---|
1161 | final BigDecimal[][] bp = new BigDecimal[nRowB][nColB];
|
---|
1162 | for (int row = 0; row < nRowB; row++) {
|
---|
1163 | final BigDecimal[] bpRow = bp[row];
|
---|
1164 | for (int col = 0; col < nColB; col++) {
|
---|
1165 | bpRow[col] = b.getEntry(permutation[row], col);
|
---|
1166 | }
|
---|
1167 | }
|
---|
1168 |
|
---|
1169 | // Solve LY = b
|
---|
1170 | for (int col = 0; col < nCol; col++) {
|
---|
1171 | for (int i = col + 1; i < nCol; i++) {
|
---|
1172 | final BigDecimal[] bpI = bp[i];
|
---|
1173 | final BigDecimal[] luI = lu[i];
|
---|
1174 | for (int j = 0; j < nColB; j++) {
|
---|
1175 | bpI[j] = bpI[j].subtract(bp[col][j].multiply(luI[col]));
|
---|
1176 | }
|
---|
1177 | }
|
---|
1178 | }
|
---|
1179 |
|
---|
1180 | // Solve UX = Y
|
---|
1181 | for (int col = nCol - 1; col >= 0; col--) {
|
---|
1182 | final BigDecimal[] bpCol = bp[col];
|
---|
1183 | final BigDecimal luDiag = lu[col][col];
|
---|
1184 | for (int j = 0; j < nColB; j++) {
|
---|
1185 | bpCol[j] = bpCol[j].divide(luDiag, scale, roundingMode);
|
---|
1186 | }
|
---|
1187 | for (int i = 0; i < col; i++) {
|
---|
1188 | final BigDecimal[] bpI = bp[i];
|
---|
1189 | final BigDecimal[] luI = lu[i];
|
---|
1190 | for (int j = 0; j < nColB; j++) {
|
---|
1191 | bpI[j] = bpI[j].subtract(bp[col][j].multiply(luI[col]));
|
---|
1192 | }
|
---|
1193 | }
|
---|
1194 | }
|
---|
1195 |
|
---|
1196 | return new BigMatrixImpl(bp, false);
|
---|
1197 |
|
---|
1198 | }
|
---|
1199 |
|
---|
1200 | /**
|
---|
1201 | * Computes a new
|
---|
1202 | * <a href="http://www.math.gatech.edu/~bourbaki/math2601/Web-notes/2num.pdf">
|
---|
1203 | * LU decompostion</a> for this matrix, storing the result for use by other methods.
|
---|
1204 | * <p>
|
---|
1205 | * <strong>Implementation Note</strong>:<br>
|
---|
1206 | * Uses <a href="http://www.damtp.cam.ac.uk/user/fdl/people/sd/lectures/nummeth98/linear.htm">
|
---|
1207 | * Crout's algortithm</a>, with partial pivoting.</p>
|
---|
1208 | * <p>
|
---|
1209 | * <strong>Usage Note</strong>:<br>
|
---|
1210 | * This method should rarely be invoked directly. Its only use is
|
---|
1211 | * to force recomputation of the LU decomposition when changes have been
|
---|
1212 | * made to the underlying data using direct array references. Changes
|
---|
1213 | * made using setXxx methods will trigger recomputation when needed
|
---|
1214 | * automatically.</p>
|
---|
1215 | *
|
---|
1216 | * @throws InvalidMatrixException if the matrix is non-square or singular.
|
---|
1217 | */
|
---|
1218 | public void luDecompose() throws InvalidMatrixException {
|
---|
1219 |
|
---|
1220 | final int nRows = this.getRowDimension();
|
---|
1221 | final int nCols = this.getColumnDimension();
|
---|
1222 | if (nRows != nCols) {
|
---|
1223 | throw new NonSquareMatrixException(getRowDimension(), getColumnDimension());
|
---|
1224 | }
|
---|
1225 | lu = this.getData();
|
---|
1226 |
|
---|
1227 | // Initialize permutation array and parity
|
---|
1228 | permutation = new int[nRows];
|
---|
1229 | for (int row = 0; row < nRows; row++) {
|
---|
1230 | permutation[row] = row;
|
---|
1231 | }
|
---|
1232 | parity = 1;
|
---|
1233 |
|
---|
1234 | // Loop over columns
|
---|
1235 | for (int col = 0; col < nCols; col++) {
|
---|
1236 |
|
---|
1237 | BigDecimal sum = ZERO;
|
---|
1238 |
|
---|
1239 | // upper
|
---|
1240 | for (int row = 0; row < col; row++) {
|
---|
1241 | final BigDecimal[] luRow = lu[row];
|
---|
1242 | sum = luRow[col];
|
---|
1243 | for (int i = 0; i < row; i++) {
|
---|
1244 | sum = sum.subtract(luRow[i].multiply(lu[i][col]));
|
---|
1245 | }
|
---|
1246 | luRow[col] = sum;
|
---|
1247 | }
|
---|
1248 |
|
---|
1249 | // lower
|
---|
1250 | int max = col; // permutation row
|
---|
1251 | BigDecimal largest = ZERO;
|
---|
1252 | for (int row = col; row < nRows; row++) {
|
---|
1253 | final BigDecimal[] luRow = lu[row];
|
---|
1254 | sum = luRow[col];
|
---|
1255 | for (int i = 0; i < col; i++) {
|
---|
1256 | sum = sum.subtract(luRow[i].multiply(lu[i][col]));
|
---|
1257 | }
|
---|
1258 | luRow[col] = sum;
|
---|
1259 |
|
---|
1260 | // maintain best permutation choice
|
---|
1261 | if (sum.abs().compareTo(largest) == 1) {
|
---|
1262 | largest = sum.abs();
|
---|
1263 | max = row;
|
---|
1264 | }
|
---|
1265 | }
|
---|
1266 |
|
---|
1267 | // Singularity check
|
---|
1268 | if (lu[max][col].abs().compareTo(TOO_SMALL) <= 0) {
|
---|
1269 | lu = null;
|
---|
1270 | throw new SingularMatrixException();
|
---|
1271 | }
|
---|
1272 |
|
---|
1273 | // Pivot if necessary
|
---|
1274 | if (max != col) {
|
---|
1275 | BigDecimal tmp = ZERO;
|
---|
1276 | for (int i = 0; i < nCols; i++) {
|
---|
1277 | tmp = lu[max][i];
|
---|
1278 | lu[max][i] = lu[col][i];
|
---|
1279 | lu[col][i] = tmp;
|
---|
1280 | }
|
---|
1281 | int temp = permutation[max];
|
---|
1282 | permutation[max] = permutation[col];
|
---|
1283 | permutation[col] = temp;
|
---|
1284 | parity = -parity;
|
---|
1285 | }
|
---|
1286 |
|
---|
1287 | // Divide the lower elements by the "winning" diagonal elt.
|
---|
1288 | final BigDecimal luDiag = lu[col][col];
|
---|
1289 | for (int row = col + 1; row < nRows; row++) {
|
---|
1290 | final BigDecimal[] luRow = lu[row];
|
---|
1291 | luRow[col] = luRow[col].divide(luDiag, scale, roundingMode);
|
---|
1292 | }
|
---|
1293 |
|
---|
1294 | }
|
---|
1295 |
|
---|
1296 | }
|
---|
1297 |
|
---|
1298 | /**
|
---|
1299 | * Get a string representation for this matrix.
|
---|
1300 | * @return a string representation for this matrix
|
---|
1301 | */
|
---|
1302 | @Override
|
---|
1303 | public String toString() {
|
---|
1304 | StringBuilder res = new StringBuilder();
|
---|
1305 | res.append("BigMatrixImpl{");
|
---|
1306 | if (data != null) {
|
---|
1307 | for (int i = 0; i < data.length; i++) {
|
---|
1308 | if (i > 0) {
|
---|
1309 | res.append(",");
|
---|
1310 | }
|
---|
1311 | res.append("{");
|
---|
1312 | for (int j = 0; j < data[0].length; j++) {
|
---|
1313 | if (j > 0) {
|
---|
1314 | res.append(",");
|
---|
1315 | }
|
---|
1316 | res.append(data[i][j]);
|
---|
1317 | }
|
---|
1318 | res.append("}");
|
---|
1319 | }
|
---|
1320 | }
|
---|
1321 | res.append("}");
|
---|
1322 | return res.toString();
|
---|
1323 | }
|
---|
1324 |
|
---|
1325 | /**
|
---|
1326 | * Returns true iff <code>object</code> is a
|
---|
1327 | * <code>BigMatrixImpl</code> instance with the same dimensions as this
|
---|
1328 | * and all corresponding matrix entries are equal. BigDecimal.equals
|
---|
1329 | * is used to compare corresponding entries.
|
---|
1330 | *
|
---|
1331 | * @param object the object to test equality against.
|
---|
1332 | * @return true if object equals this
|
---|
1333 | */
|
---|
1334 | @Override
|
---|
1335 | public boolean equals(Object object) {
|
---|
1336 | if (object == this ) {
|
---|
1337 | return true;
|
---|
1338 | }
|
---|
1339 | if (object instanceof BigMatrixImpl == false) {
|
---|
1340 | return false;
|
---|
1341 | }
|
---|
1342 | final BigMatrix m = (BigMatrix) object;
|
---|
1343 | final int nRows = getRowDimension();
|
---|
1344 | final int nCols = getColumnDimension();
|
---|
1345 | if (m.getColumnDimension() != nCols || m.getRowDimension() != nRows) {
|
---|
1346 | return false;
|
---|
1347 | }
|
---|
1348 | for (int row = 0; row < nRows; row++) {
|
---|
1349 | final BigDecimal[] dataRow = data[row];
|
---|
1350 | for (int col = 0; col < nCols; col++) {
|
---|
1351 | if (!dataRow[col].equals(m.getEntry(row, col))) {
|
---|
1352 | return false;
|
---|
1353 | }
|
---|
1354 | }
|
---|
1355 | }
|
---|
1356 | return true;
|
---|
1357 | }
|
---|
1358 |
|
---|
1359 | /**
|
---|
1360 | * Computes a hashcode for the matrix.
|
---|
1361 | *
|
---|
1362 | * @return hashcode for matrix
|
---|
1363 | */
|
---|
1364 | @Override
|
---|
1365 | public int hashCode() {
|
---|
1366 | int ret = 7;
|
---|
1367 | final int nRows = getRowDimension();
|
---|
1368 | final int nCols = getColumnDimension();
|
---|
1369 | ret = ret * 31 + nRows;
|
---|
1370 | ret = ret * 31 + nCols;
|
---|
1371 | for (int row = 0; row < nRows; row++) {
|
---|
1372 | final BigDecimal[] dataRow = data[row];
|
---|
1373 | for (int col = 0; col < nCols; col++) {
|
---|
1374 | ret = ret * 31 + (11 * (row+1) + 17 * (col+1)) *
|
---|
1375 | dataRow[col].hashCode();
|
---|
1376 | }
|
---|
1377 | }
|
---|
1378 | return ret;
|
---|
1379 | }
|
---|
1380 |
|
---|
1381 | //------------------------ Protected methods
|
---|
1382 |
|
---|
1383 | /**
|
---|
1384 | * Returns the LU decomposition as a BigMatrix.
|
---|
1385 | * Returns a fresh copy of the cached LU matrix if this has been computed;
|
---|
1386 | * otherwise the composition is computed and cached for use by other methods.
|
---|
1387 | * Since a copy is returned in either case, changes to the returned matrix do not
|
---|
1388 | * affect the LU decomposition property.
|
---|
1389 | * <p>
|
---|
1390 | * The matrix returned is a compact representation of the LU decomposition.
|
---|
1391 | * Elements below the main diagonal correspond to entries of the "L" matrix;
|
---|
1392 | * elements on and above the main diagonal correspond to entries of the "U"
|
---|
1393 | * matrix.</p>
|
---|
1394 | * <p>
|
---|
1395 | * Example: <pre>
|
---|
1396 | *
|
---|
1397 | * Returned matrix L U
|
---|
1398 | * 2 3 1 1 0 0 2 3 1
|
---|
1399 | * 5 4 6 5 1 0 0 4 6
|
---|
1400 | * 1 7 8 1 7 1 0 0 8
|
---|
1401 | * </pre>
|
---|
1402 | *
|
---|
1403 | * The L and U matrices satisfy the matrix equation LU = permuteRows(this), <br>
|
---|
1404 | * where permuteRows reorders the rows of the matrix to follow the order determined
|
---|
1405 | * by the <a href=#getPermutation()>permutation</a> property.</p>
|
---|
1406 | *
|
---|
1407 | * @return LU decomposition matrix
|
---|
1408 | * @throws InvalidMatrixException if the matrix is non-square or singular.
|
---|
1409 | */
|
---|
1410 | protected BigMatrix getLUMatrix() throws InvalidMatrixException {
|
---|
1411 | if (lu == null) {
|
---|
1412 | luDecompose();
|
---|
1413 | }
|
---|
1414 | return new BigMatrixImpl(lu);
|
---|
1415 | }
|
---|
1416 |
|
---|
1417 | /**
|
---|
1418 | * Returns the permutation associated with the lu decomposition.
|
---|
1419 | * The entries of the array represent a permutation of the numbers 0, ... , nRows - 1.
|
---|
1420 | * <p>
|
---|
1421 | * Example:
|
---|
1422 | * permutation = [1, 2, 0] means current 2nd row is first, current third row is second
|
---|
1423 | * and current first row is last.</p>
|
---|
1424 | * <p>
|
---|
1425 | * Returns a fresh copy of the array.</p>
|
---|
1426 | *
|
---|
1427 | * @return the permutation
|
---|
1428 | */
|
---|
1429 | protected int[] getPermutation() {
|
---|
1430 | final int[] out = new int[permutation.length];
|
---|
1431 | System.arraycopy(permutation, 0, out, 0, permutation.length);
|
---|
1432 | return out;
|
---|
1433 | }
|
---|
1434 |
|
---|
1435 | //------------------------ Private methods
|
---|
1436 |
|
---|
1437 | /**
|
---|
1438 | * Returns a fresh copy of the underlying data array.
|
---|
1439 | *
|
---|
1440 | * @return a copy of the underlying data array.
|
---|
1441 | */
|
---|
1442 | private BigDecimal[][] copyOut() {
|
---|
1443 | final int nRows = this.getRowDimension();
|
---|
1444 | final BigDecimal[][] out = new BigDecimal[nRows][this.getColumnDimension()];
|
---|
1445 | // can't copy 2-d array in one shot, otherwise get row references
|
---|
1446 | for (int i = 0; i < nRows; i++) {
|
---|
1447 | System.arraycopy(data[i], 0, out[i], 0, data[i].length);
|
---|
1448 | }
|
---|
1449 | return out;
|
---|
1450 | }
|
---|
1451 |
|
---|
1452 | /**
|
---|
1453 | * Replaces data with a fresh copy of the input array.
|
---|
1454 | * <p>
|
---|
1455 | * Verifies that the input array is rectangular and non-empty.</p>
|
---|
1456 | *
|
---|
1457 | * @param in data to copy in
|
---|
1458 | * @throws IllegalArgumentException if input array is emtpy or not
|
---|
1459 | * rectangular
|
---|
1460 | * @throws NullPointerException if input array is null
|
---|
1461 | */
|
---|
1462 | private void copyIn(BigDecimal[][] in) {
|
---|
1463 | setSubMatrix(in,0,0);
|
---|
1464 | }
|
---|
1465 |
|
---|
1466 | /**
|
---|
1467 | * Replaces data with a fresh copy of the input array.
|
---|
1468 | *
|
---|
1469 | * @param in data to copy in
|
---|
1470 | */
|
---|
1471 | private void copyIn(double[][] in) {
|
---|
1472 | final int nRows = in.length;
|
---|
1473 | final int nCols = in[0].length;
|
---|
1474 | data = new BigDecimal[nRows][nCols];
|
---|
1475 | for (int i = 0; i < nRows; i++) {
|
---|
1476 | final BigDecimal[] dataI = data[i];
|
---|
1477 | final double[] inI = in[i];
|
---|
1478 | for (int j = 0; j < nCols; j++) {
|
---|
1479 | dataI[j] = new BigDecimal(inI[j]);
|
---|
1480 | }
|
---|
1481 | }
|
---|
1482 | lu = null;
|
---|
1483 | }
|
---|
1484 |
|
---|
1485 | /**
|
---|
1486 | * Replaces data with BigDecimals represented by the strings in the input
|
---|
1487 | * array.
|
---|
1488 | *
|
---|
1489 | * @param in data to copy in
|
---|
1490 | */
|
---|
1491 | private void copyIn(String[][] in) {
|
---|
1492 | final int nRows = in.length;
|
---|
1493 | final int nCols = in[0].length;
|
---|
1494 | data = new BigDecimal[nRows][nCols];
|
---|
1495 | for (int i = 0; i < nRows; i++) {
|
---|
1496 | final BigDecimal[] dataI = data[i];
|
---|
1497 | final String[] inI = in[i];
|
---|
1498 | for (int j = 0; j < nCols; j++) {
|
---|
1499 | dataI[j] = new BigDecimal(inI[j]);
|
---|
1500 | }
|
---|
1501 | }
|
---|
1502 | lu = null;
|
---|
1503 | }
|
---|
1504 |
|
---|
1505 | }
|
---|