org.apache.commons.math.linear
Class SingularValueDecompositionImpl.Solver

java.lang.Object
  org.apache.commons.math.linear.SingularValueDecompositionImpl.Solver

All Implemented Interfaces:

DecompositionSolver

Enclosing class:

SingularValueDecompositionImpl

private static class SingularValueDecompositionImpl.Solver
extends java.lang.Object
implements DecompositionSolver

Specialized solver.

Field Summary

private boolean	nonSingular Singularity indicator.
private double[]	singularValues Singular values.
private RealMatrix	uT UT matrix of the decomposition.
private RealMatrix	v V matrix of the decomposition.

Constructor Summary

private

SingularValueDecompositionImpl.Solver(double[] singularValues, RealMatrix uT, RealMatrix v, boolean nonSingular) Build a solver from decomposed matrix.

Method Summary

RealMatrix	getInverse() Get the pseudo-inverse of the decomposed matrix.
boolean	isNonSingular() Check if the decomposed matrix is non-singular.
double[]	solve(double[] b) Solve the linear equation A × X = B in least square sense.
RealMatrix	solve(RealMatrix b) Solve the linear equation A × X = B in least square sense.
RealVector	solve(RealVector b) Solve the linear equation A × X = B in least square sense.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

singularValues

private final double[] singularValues

Singular values.

uT

private final RealMatrix uT

U^T matrix of the decomposition.

v

private final RealMatrix v

V matrix of the decomposition.

nonSingular

private boolean nonSingular

Singularity indicator.

Constructor Detail

SingularValueDecompositionImpl.Solver

private SingularValueDecompositionImpl.Solver(double[] singularValues,
                                              RealMatrix uT,
                                              RealMatrix v,
                                              boolean nonSingular)

Build a solver from decomposed matrix.

Parameters:

singularValues - singularValues

uT - U^T matrix of the decomposition

v - V matrix of the decomposition

nonSingular - singularity indicator

Method Detail

solve

public double[] solve(double[] b)
               throws java.lang.IllegalArgumentException,
                      InvalidMatrixException

Solve the linear equation A × X = B in least square sense.

The m×n matrix A may not be square, the solution X is such that ||A × X - B|| is minimal.

Specified by:

solve in interface DecompositionSolver

Parameters:

b - right-hand side of the equation A × X = B

Returns:

a vector X that minimizes the two norm of A × X - B

Throws:

java.lang.IllegalArgumentException - if matrices dimensions don't match

InvalidMatrixException - if decomposed matrix is singular

solve

public RealVector solve(RealVector b)
                 throws java.lang.IllegalArgumentException,
                        InvalidMatrixException

Solve the linear equation A × X = B in least square sense.

The m×n matrix A may not be square, the solution X is such that ||A × X - B|| is minimal.

Specified by:

solve in interface DecompositionSolver

Parameters:

b - right-hand side of the equation A × X = B

Returns:

a vector X that minimizes the two norm of A × X - B

Throws:

java.lang.IllegalArgumentException - if matrices dimensions don't match

InvalidMatrixException - if decomposed matrix is singular

solve

public RealMatrix solve(RealMatrix b)
                 throws java.lang.IllegalArgumentException,
                        InvalidMatrixException

Solve the linear equation A × X = B in least square sense.

The m×n matrix A may not be square, the solution X is such that ||A × X - B|| is minimal.

Specified by:

solve in interface DecompositionSolver

Parameters:

b - right-hand side of the equation A × X = B

Returns:

a matrix X that minimizes the two norm of A × X - B

Throws:

java.lang.IllegalArgumentException - if matrices dimensions don't match

InvalidMatrixException - if decomposed matrix is singular

isNonSingular

public boolean isNonSingular()

Check if the decomposed matrix is non-singular.

Specified by:

isNonSingular in interface DecompositionSolver

Returns:

true if the decomposed matrix is non-singular

getInverse

public RealMatrix getInverse()
                      throws InvalidMatrixException

Get the pseudo-inverse of the decomposed matrix.

Specified by:

getInverse in interface DecompositionSolver

Returns:

inverse matrix

Throws:

InvalidMatrixException - if decomposed matrix is singular