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Java Source Code / Java Documentation » Science » Apache commons math 1.1 » org.apache.commons.math.linear

Source Cross Reference Class Diagram Java Document (Java Doc)

java.lang .Object

org.apache.commons.math.linear .BigMatrixImpl

BigMatrixImpl

public class BigMatrixImpl implements BigMatrix,Serializable(Code)

Implementation of BigMatrix using a BigDecimal[][] array to store entries and LU decompostion to support linear system solution and inverse.

The LU decompostion is performed as needed, to support the following operations:

solve
isSingular
getDeterminant
inverse

Usage notes:

The LU decomposition is stored and reused on subsequent calls. If matrix data are modified using any of the public setXxx methods, the saved decomposition is discarded. If data are modified via references to the underlying array obtained using getDataRef(), then the stored LU decomposition will not be discarded. In this case, you need to explicitly invoke LUDecompose() to recompute the decomposition before using any of the methods above.
As specified in the BigMatrix interface, matrix element indexing is 0-based -- e.g., getEntry(0, 0) returns the element in the first row, first column of the matrix.

version:
$Revision: 355770 $ $Date: 2005-12-10 12:48:57 -0700 (Sat, 10 Dec 2005) $

Field Summary
final static BigDecimal	ONE
protected static BigDecimal	TOO_SMALL
final static BigDecimal	ZERO

Constructor Summary
public	BigMatrixImpl()
public	BigMatrixImpl(int rowDimension, int columnDimension) Create a new BigMatrix with the supplied row and column dimensions.
public	BigMatrixImpl(BigDecimal[][] d) Create a new BigMatrix using the `data` as the underlying data array.
public	BigMatrixImpl(double[][] d) Create a new BigMatrix using the `data` as the underlying data array.
public	BigMatrixImpl(String[][] d) Create a new BigMatrix using the values represented by the strings in `data` as the underlying data array.
public	BigMatrixImpl(BigDecimal[] v) Create a new (column) BigMatrix using `v` as the data for the unique column of the `v.length x 1` matrix created.

Method Summary
public BigMatrix	add(BigMatrix m) Compute the sum of this and `m`.
public BigMatrix	copy() Create a new BigMatrix which is a copy of this.
public boolean	equals(Object object) Returns true iff `object` is a `BigMatrixImpl` instance with the same dimensions as this and all corresponding matrix entries are equal.
public BigDecimal[]	getColumn(int col) Returns the entries in column number `col` as an array. Column indices start at 0.
public double[]	getColumnAsDoubleArray(int col) Returns the entries in column number `col` as an array of double values. Column indices start at 0.
public int	getColumnDimension() Returns the number of columns in the matrix.
public BigMatrix	getColumnMatrix(int column) Returns the entries in column number `column` as a column matrix.
public BigDecimal[][]	getData() Returns matrix entries as a two-dimensional array.
public double[][]	getDataAsDoubleArray() Returns matrix entries as a two-dimensional array.
public BigDecimal[][]	getDataRef() Returns a reference to the underlying data array.
public BigDecimal	getDeterminant() Returns the determinant of this matrix.
public BigDecimal	getEntry(int row, int column) Returns the entry in the specified row and column.
public double	getEntryAsDouble(int row, int column) Returns the entry in the specified row and column as a double.
protected BigMatrix	getIdentity(int dimension) Returns `dimension x dimension` identity matrix.
protected BigMatrix	getLUMatrix() Returns the LU decomposition as a BigMatrix. Returns a fresh copy of the cached LU matrix if this has been computed; otherwise the composition is computed and cached for use by other methods.
public BigDecimal	getNorm() Returns the maximum absolute row sum norm of the matrix.
protected int[]	getPermutation() Returns the permutation associated with the lu decomposition. The entries of the array represent a permutation of the numbers 0, ...
public int	getRoundingMode()
public BigDecimal[]	getRow(int row) Returns the entries in row number `row` as an array. Row indices start at 0.
public double[]	getRowAsDoubleArray(int row) Returns the entries in row number `row` as an array of double values. Row indices start at 0.
public int	getRowDimension() Returns the number of rows in the matrix.
public BigMatrix	getRowMatrix(int row) Returns the entries in row number `row` as a row matrix.
public int	getScale() Sets the scale for division operations.
public BigMatrix	getSubMatrix(int startRow, int endRow, int startColumn, int endColumn) Gets a submatrix.
public BigMatrix	getSubMatrix(int[] selectedRows, int[] selectedColumns) Gets a submatrix.
public BigDecimal	getTrace() Returns the trace of the matrix (the sum of the elements on the main diagonal).
public int	hashCode() Computes a hashcode for the matrix.
public BigMatrix	inverse() Returns the inverse matrix if this matrix is invertible.
public boolean	isSingular()
public boolean	isSquare()
public void	luDecompose() Computes a new LU decompostion for this matrix, storing the result for use by other methods.
public BigMatrix	multiply(BigMatrix m) Returns the result of postmultiplying this by `m`.
public BigDecimal[]	operate(BigDecimal[] v) Returns the result of multiplying this by the vector `v`.
public BigDecimal[]	operate(double[] v) Returns the result of multiplying this by the vector `v`.
public BigMatrix	preMultiply(BigMatrix m) Returns the result premultiplying this by `m`.
public BigDecimal[]	preMultiply(BigDecimal[] v) Returns the (row) vector result of premultiplying this by the vector `v`.
public BigMatrix	scalarAdd(BigDecimal d) Returns the result of adding d to each entry of this.
public BigMatrix	scalarMultiply(BigDecimal d)
public void	setRoundingMode(int roundingMode) Sets the rounding mode for decimal divisions.
public void	setScale(int scale) Sets the scale for division operations.
public void	setSubMatrix(BigDecimal[][] subMatrix, int row, int column) Replace the submatrix starting at `row, column` using data in the input `subMatrix` array.
public BigDecimal[]	solve(BigDecimal[] b) Returns a matrix of (column) solution vectors for linear systems with coefficient matrix = this and constant vectors = columns of `b`.
public BigDecimal[]	solve(double[] b) Returns a matrix of (column) solution vectors for linear systems with coefficient matrix = this and constant vectors = columns of `b`.
public BigMatrix	solve(BigMatrix b) Returns a matrix of (column) solution vectors for linear systems with coefficient matrix = this and constant vectors = columns of `b`.
public BigMatrix	subtract(BigMatrix m) Compute this minus `m`.
public String	toString()
public BigMatrix	transpose() Returns the transpose matrix.

Field Detail

ONE
final static BigDecimal ONE(Code)
	BigDecimal 1

TOO_SMALL
protected static BigDecimal TOO_SMALL(Code)
	Bound to determine effective singularity in LU decomposition

ZERO
final static BigDecimal ZERO(Code)
	BigDecimal 0

Constructor Detail

BigMatrixImpl
public BigMatrixImpl()(Code)
	Creates a matrix with no data

BigMatrixImpl
public BigMatrixImpl(int rowDimension, int columnDimension)(Code)
	Create a new BigMatrix with the supplied row and column dimensions. Parameters: rowDimension - the number of rows in the new matrix Parameters: columnDimension - the number of columns in the new matrix throws: IllegalArgumentException - if row or column dimension is notpositive

BigMatrixImpl
public BigMatrixImpl(BigDecimal[][] d)(Code)
	Create a new BigMatrix using the `data` as the underlying data array. The input array is copied, not referenced. Parameters: d - data for new matrix throws: IllegalArgumentException - if `d` is not rectangular(not all rows have the same length) or empty throws: NullPointerException - if `d` is null

BigMatrixImpl
public BigMatrixImpl(double[][] d)(Code)
	Create a new BigMatrix using the `data` as the underlying data array. The input array is copied, not referenced. Parameters: d - data for new matrix throws: IllegalArgumentException - if `d` is not rectangular(not all rows have the same length) or empty throws: NullPointerException - if `d` is null

BigMatrixImpl
public BigMatrixImpl(String[][] d)(Code)
	Create a new BigMatrix using the values represented by the strings in `data` as the underlying data array. Parameters: d - data for new matrix throws: IllegalArgumentException - if `d` is not rectangular(not all rows have the same length) or empty throws: NullPointerException - if `d` is null

BigMatrixImpl
public BigMatrixImpl(BigDecimal[] v)(Code)
	Create a new (column) BigMatrix using `v` as the data for the unique column of the `v.length x 1` matrix created. The input array is copied, not referenced. Parameters: v - column vector holding data for new matrix

Method Detail

add
public BigMatrix add(BigMatrix m) throws IllegalArgumentException(Code)
	Compute the sum of this and `m`. Parameters: m - matrix to be added this + m exception: IllegalArgumentException - if m is not the same size as this

copy
public BigMatrix copy()(Code)
	Create a new BigMatrix which is a copy of this. the cloned matrix

equals
public boolean equals(Object object)(Code)
	Returns true iff `object` is a `BigMatrixImpl` instance with the same dimensions as this and all corresponding matrix entries are equal. BigDecimal.equals is used to compare corresponding entries. Parameters: object - the object to test equality against. true if object equals this

getColumn
public BigDecimal[] getColumn(int col) throws MatrixIndexException(Code)
	Returns the entries in column number `col` as an array. Column indices start at 0. A `MatrixIndexException` is thrown unless `0 <= column < columnDimension.` Parameters: col - the column to be fetched array of entries in the column throws: MatrixIndexException - if the specified column index is not valid

getColumnAsDoubleArray
public double[] getColumnAsDoubleArray(int col) throws MatrixIndexException(Code)
	Returns the entries in column number `col` as an array of double values. Column indices start at 0. A `MatrixIndexException` is thrown unless `0 <= column < columnDimension.` Parameters: col - the column to be fetched array of entries in the column throws: MatrixIndexException - if the specified column index is not valid

getColumnDimension
public int getColumnDimension()(Code)
	Returns the number of columns in the matrix. columnDimension

getColumnMatrix
public BigMatrix getColumnMatrix(int column) throws MatrixIndexException(Code)
	Returns the entries in column number `column` as a column matrix. Column indices start at 0. Parameters: column - the column to be fetched column matrix throws: MatrixIndexException - if the specified column index is invalid

getData
public BigDecimal[][] getData()(Code)
	Returns matrix entries as a two-dimensional array. Makes a fresh copy of the underlying data. 2-dimensional array of entries

getDataAsDoubleArray
public double[][] getDataAsDoubleArray()(Code)
	Returns matrix entries as a two-dimensional array. Makes a fresh copy of the underlying data converted to `double` values. 2-dimensional array of entries

getDataRef
public BigDecimal[][] getDataRef()(Code)
	Returns a reference to the underlying data array. Does not make a fresh copy of the underlying data. 2-dimensional array of entries

getDeterminant
public BigDecimal getDeterminant() throws InvalidMatrixException(Code)
	Returns the determinant of this matrix. determinant throws: InvalidMatrixException - if matrix is not square

getEntry

public BigDecimal getEntry(int row, int column) throws MatrixIndexException(Code)

Returns the entry in the specified row and column.

Row and column indices start at 0 and must satisfy

0 <= row < rowDimension
0 <= column < columnDimension

otherwise a MatrixIndexException is thrown.
Parameters:
  row - row location of entry to be fetched
Parameters:
  column - column location of entry to be fetched matrix entry in row,column
throws:
  MatrixIndexException - if the row or column index is not valid

getEntryAsDouble

public double getEntryAsDouble(int row, int column) throws MatrixIndexException(Code)

Returns the entry in the specified row and column as a double.

Row and column indices start at 0 and must satisfy

0 <= row < rowDimension
0 <= column < columnDimension

getIdentity
protected BigMatrix getIdentity(int dimension)(Code)
	Returns `dimension x dimension` identity matrix. Parameters: dimension - dimension of identity matrix to generate identity matrix throws: IllegalArgumentException - if dimension is not positiveMatrixUtils.createBigIdentityMatrix

getLUMatrix

protected BigMatrix getLUMatrix() throws InvalidMatrixException(Code)

Returns the LU decomposition as a BigMatrix. Returns a fresh copy of the cached LU matrix if this has been computed; otherwise the composition is computed and cached for use by other methods. Since a copy is returned in either case, changes to the returned matrix do not affect the LU decomposition property.

The matrix returned is a compact representation of the LU decomposition. Elements below the main diagonal correspond to entries of the "L" matrix; elements on and above the main diagonal correspond to entries of the "U" matrix.

Example:

 Returned matrix                L                  U
 2  3  1                   1  0  0            2  3  1          
 5  4  6                   5  1  0            0  4  6
 1  7  8                   1  7  1            0  0  8

The L and U matrices satisfy the matrix equation LU = permuteRows(this),
where permuteRows reorders the rows of the matrix to follow the order determined by the permutation property. LU decomposition matrix
throws:
InvalidMatrixException - if the matrix is non-square or singular.

getNorm
public BigDecimal getNorm()(Code)
	Returns the maximum absolute row sum norm of the matrix. norm

getPermutation

protected int[] getPermutation()(Code)

Returns the permutation associated with the lu decomposition. The entries of the array represent a permutation of the numbers 0, ... , nRows - 1.

Example: permutation = [1, 2, 0] means current 2nd row is first, current third row is second and current first row is last.

Returns a fresh copy of the array. the permutation

getRoundingMode
public int getRoundingMode()(Code)
	Gets the rounding mode for division operations The default is java.math.BigDecimal.ROUND_HALF_UP See Also: BigDecimal the rounding mode.

getRow
public BigDecimal[] getRow(int row) throws MatrixIndexException(Code)
	Returns the entries in row number `row` as an array. Row indices start at 0. A `MatrixIndexException` is thrown unless `0 <= row < rowDimension.` Parameters: row - the row to be fetched array of entries in the row throws: MatrixIndexException - if the specified row index is not valid

getRowAsDoubleArray
public double[] getRowAsDoubleArray(int row) throws MatrixIndexException(Code)
	Returns the entries in row number `row` as an array of double values. Row indices start at 0. A `MatrixIndexException` is thrown unless `0 <= row < rowDimension.` Parameters: row - the row to be fetched array of entries in the row throws: MatrixIndexException - if the specified row index is not valid

getRowDimension
public int getRowDimension()(Code)
	Returns the number of rows in the matrix. rowDimension

getRowMatrix
public BigMatrix getRowMatrix(int row) throws MatrixIndexException(Code)
	Returns the entries in row number `row` as a row matrix. Row indices start at 0. Parameters: row - the row to be fetched row matrix throws: MatrixIndexException - if the specified row index is invalid

getScale
public int getScale()(Code)
	Sets the scale for division operations. The default is 64 See Also: BigDecimal the scale

getSubMatrix
public BigMatrix getSubMatrix(int startRow, int endRow, int startColumn, int endColumn) throws MatrixIndexException(Code)
	Gets a submatrix. Rows and columns are indicated counting from 0 to n-1. Parameters: startRow - Initial row index Parameters: endRow - Final row index Parameters: startColumn - Initial column index Parameters: endColumn - Final column index The subMatrix containing the data of thespecified rows and columns exception: MatrixIndexException - if row or column selections are not valid

getSubMatrix
public BigMatrix getSubMatrix(int[] selectedRows, int[] selectedColumns) throws MatrixIndexException(Code)
	Gets a submatrix. Rows and columns are indicated counting from 0 to n-1. Parameters: selectedRows - Array of row indices must be non-empty Parameters: selectedColumns - Array of column indices must be non-empty The subMatrix containing the data in thespecified rows and columns exception: MatrixIndexException - if supplied row or column index arraysare not valid

getTrace
public BigDecimal getTrace() throws IllegalArgumentException(Code)
	Returns the trace of the matrix (the sum of the elements on the main diagonal). trace throws: IllegalArgumentException - if this matrix is not square.

hashCode
public int hashCode()(Code)
	Computes a hashcode for the matrix. hashcode for matrix

inverse
public BigMatrix inverse() throws InvalidMatrixException(Code)
	Returns the inverse matrix if this matrix is invertible. inverse matrix throws: InvalidMatrixException - if this is not invertible

isSingular
public boolean isSingular()(Code)
	Is this a singular matrix? true if the matrix is singular

isSquare
public boolean isSquare()(Code)
	Is this a square matrix? true if the matrix is square (rowDimension = columnDimension)

luDecompose

public void luDecompose() throws InvalidMatrixException(Code)

Computes a new LU decompostion for this matrix, storing the result for use by other methods.

Implementation Note:
Uses Crout's algortithm, with partial pivoting.

Usage Note:
This method should rarely be invoked directly. Its only use is to force recomputation of the LU decomposition when changes have been made to the underlying data using direct array references. Changes made using setXxx methods will trigger recomputation when needed automatically.
throws:
InvalidMatrixException - if the matrix is non-square or singular.

multiply
public BigMatrix multiply(BigMatrix m) throws IllegalArgumentException(Code)
	Returns the result of postmultiplying this by `m`. Parameters: m - matrix to postmultiply by thism throws:* IllegalArgumentException - if columnDimension(this) != rowDimension(m)

operate
public BigDecimal[] operate(BigDecimal[] v) throws IllegalArgumentException(Code)
	Returns the result of multiplying this by the vector `v`. Parameters: v - the vector to operate on thisv throws:* IllegalArgumentException - if columnDimension != v.size()

operate
public BigDecimal[] operate(double[] v) throws IllegalArgumentException(Code)
	Returns the result of multiplying this by the vector `v`. Parameters: v - the vector to operate on thisv throws:* IllegalArgumentException - if columnDimension != v.size()

preMultiply
public BigMatrix preMultiply(BigMatrix m) throws IllegalArgumentException(Code)
	Returns the result premultiplying this by `m`. Parameters: m - matrix to premultiply by m * this throws: IllegalArgumentException - if rowDimension(this) != columnDimension(m)

preMultiply
public BigDecimal[] preMultiply(BigDecimal[] v) throws IllegalArgumentException(Code)
	Returns the (row) vector result of premultiplying this by the vector `v`. Parameters: v - the row vector to premultiply by vthis throws:* IllegalArgumentException - if rowDimension != v.size()

scalarAdd
public BigMatrix scalarAdd(BigDecimal d)(Code)
	Returns the result of adding d to each entry of this. Parameters: d - value to be added to each entry d + this

scalarMultiply
public BigMatrix scalarMultiply(BigDecimal d)(Code)
	Returns the result multiplying each entry of this by `d` Parameters: d - value to multiply all entries by d * this

setRoundingMode
public void setRoundingMode(int roundingMode)(Code)
	Sets the rounding mode for decimal divisions. See Also: BigDecimal Parameters: roundingMode -

setScale
public void setScale(int scale)(Code)
	Sets the scale for division operations. See Also: BigDecimal Parameters: scale -

setSubMatrix

public void setSubMatrix(BigDecimal[][] subMatrix, int row, int column) throws MatrixIndexException(Code)

Replace the submatrix starting at row, column using data in the input subMatrix array. Indexes are 0-based.

Example:
Starting with

 1  2  3  4
 5  6  7  8
 9  0  1  2

and subMatrix = {{3, 4} {5,6}}, invoking setSubMatrix(subMatrix,1,1)) will result in

 1  2  3  4
 5  3  4  8
 9  5  6  2

Parameters:
  subMatrix - array containing the submatrix replacement data
Parameters:
  row - row coordinate of the top, left element to be replaced
Parameters:
  column - column coordinate of the top, left element to be replaced
throws:
  MatrixIndexException - if subMatrix does not fit into this matrix from element in (row, column)
throws:
  IllegalArgumentException - if subMatrix is not rectangular(not all rows have the same length) or empty
throws:
  NullPointerException - if subMatrix is null
since:
   1.1

solve
public BigDecimal[] solve(BigDecimal[] b) throws IllegalArgumentException, InvalidMatrixException(Code)
	Returns a matrix of (column) solution vectors for linear systems with coefficient matrix = this and constant vectors = columns of `b`. Parameters: b - array of constants forming RHS of linear systems toto solve solution array throws: IllegalArgumentException - if this.rowDimension != row dimension throws: InvalidMatrixException - if this matrix is not square or is singular

solve
public BigDecimal[] solve(double[] b) throws IllegalArgumentException, InvalidMatrixException(Code)
	Returns a matrix of (column) solution vectors for linear systems with coefficient matrix = this and constant vectors = columns of `b`. Parameters: b - array of constants forming RHS of linear systems toto solve solution array throws: IllegalArgumentException - if this.rowDimension != row dimension throws: InvalidMatrixException - if this matrix is not square or is singular

solve
public BigMatrix solve(BigMatrix b) throws IllegalArgumentException, InvalidMatrixException(Code)
	Returns a matrix of (column) solution vectors for linear systems with coefficient matrix = this and constant vectors = columns of `b`. Parameters: b - matrix of constant vectors forming RHS of linear systems toto solve matrix of solution vectors throws: IllegalArgumentException - if this.rowDimension != row dimension throws: InvalidMatrixException - if this matrix is not square or is singular

subtract
public BigMatrix subtract(BigMatrix m) throws IllegalArgumentException(Code)
	Compute this minus `m`. Parameters: m - matrix to be subtracted this + m exception: IllegalArgumentException - if m is not the same size as *this

toString
public String toString()(Code)
	See Also: Object.toString

transpose
public BigMatrix transpose()(Code)
	Returns the transpose matrix. transpose matrix

Methods inherited from java.lang.Object

native protected Object clone() throws CloneNotSupportedException(Code)(Java Doc)
public boolean equals(Object obj)(Code)(Java Doc)
protected void finalize() throws Throwable(Code)(Java Doc)
final native public Class getClass()(Code)(Java Doc)
native public int hashCode()(Code)(Java Doc)
final native public void notify()(Code)(Java Doc)
final native public void notifyAll()(Code)(Java Doc)
public String toString()(Code)(Java Doc)
final native public void wait(long timeout) throws InterruptedException(Code)(Java Doc)
final public void wait(long timeout, int nanos) throws InterruptedException(Code)(Java Doc)
final public void wait() throws InterruptedException(Code)(Java Doc)

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