org.apache.commons.math.linear

Class EigenDecompositionImpl.Solver

java.lang.Object

org.apache.commons.math.linear.EigenDecompositionImpl.Solver

All Implemented Interfaces:

DecompositionSolver

Enclosing class:

EigenDecompositionImpl

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

Specialized solver.

Field Summary

Fields

Modifier and Type	Field and Description
private ArrayRealVector[]	eigenvectors Eigenvectors.
private double[]	imagEigenvalues Imaginary part of the realEigenvalues.
private double[]	realEigenvalues Real part of the realEigenvalues.

Constructor Summary

Constructors

Modifier	Constructor and Description
private	EigenDecompositionImpl.Solver(double[] realEigenvalues, double[] imagEigenvalues, ArrayRealVector[] eigenvectors) Build a solver from decomposed matrix.

Method Summary

Methods

Modifier and Type	Method and Description
RealMatrix	getInverse() Get the 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 for symmetric matrices A.
RealMatrix	solve(RealMatrix b) Solve the linear equation A × X = B for symmetric matrices A.
RealVector	solve(RealVector b) Solve the linear equation A × X = B for symmetric matrices A.

Methods inherited from class java.lang.Object

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

Field Detail

realEigenvalues

private double[] realEigenvalues

Real part of the realEigenvalues.

imagEigenvalues

private double[] imagEigenvalues

Imaginary part of the realEigenvalues.

eigenvectors

private final ArrayRealVector[] eigenvectors

Eigenvectors.

Constructor Detail

EigenDecompositionImpl.Solver

private EigenDecompositionImpl.Solver(double[] realEigenvalues,
                             double[] imagEigenvalues,
                             ArrayRealVector[] eigenvectors)

Build a solver from decomposed matrix.

Parameters:

realEigenvalues - real parts of the eigenvalues

imagEigenvalues - imaginary parts of the eigenvalues

eigenvectors - eigenvectors

Method Detail

solve

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

Solve the linear equation A × X = B for symmetric matrices A.

This method only find exact linear solutions, i.e. solutions for which ||A × X - B|| is exactly 0.

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 for symmetric matrices A.

This method only find exact linear solutions, i.e. solutions for which ||A × X - B|| is exactly 0.

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 for symmetric matrices A.

This method only find exact linear solutions, i.e. solutions for which ||A × X - B|| is exactly 0.

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 inverse of the decomposed matrix.

Specified by:

getInverse in interface DecompositionSolver

Returns:

inverse matrix

Throws:

InvalidMatrixException - if decomposed matrix is singular