cern.colt.matrix.tdouble.algo
Class SparseDoubleAlgebra

java.lang.Object
  cern.colt.matrix.tdouble.algo.SparseDoubleAlgebra

public class SparseDoubleAlgebra
extends Object

Linear algebraic matrix operations operating on sparse matrices.

Author:

Piotr Wendykier (piotr.wendykier@gmail.com)

Field Summary

static SparseDoubleAlgebra	DEFAULT A default Algebra object; has DoubleProperty.DEFAULT attached for tolerance.
static SparseDoubleAlgebra	ZERO A default Algebra object; has DoubleProperty.ZERO attached for tolerance.

Constructor Summary

SparseDoubleAlgebra()
Constructs a new instance with an equality tolerance given by Property.DEFAULT.tolerance().

SparseDoubleAlgebra(double tolerance)
Constructs a new instance with the given equality tolerance.

Method Summary

SparseDoubleCholeskyDecomposition	chol(DoubleMatrix2D matrix, int order) Constructs and returns the Cholesky-decomposition of the given matrix.
Object	clone() Returns a copy of the receiver.
double	det(DoubleMatrix2D A) Returns the determinant of matrix A.
SparseDoubleLUDecomposition	lu(DoubleMatrix2D matrix, int order) Constructs and returns the LU-decomposition of the given matrix.
double	norm1(DoubleMatrix2D A) Returns the 1-norm of matrix A, which is the maximum absolute column sum.
double	normInfinity(DoubleMatrix2D A) Returns the infinity norm of matrix A, which is the maximum absolute row sum.
DoubleProperty	property() Returns the property object attached to this Algebra, defining tolerance.
SparseDoubleQRDecomposition	qr(DoubleMatrix2D matrix, int order) Constructs and returns the QR-decomposition of the given matrix.
void	setProperty(DoubleProperty property) Attaches the given property object to this Algebra, defining tolerance.
DoubleMatrix1D	solve(DoubleMatrix2D A, DoubleMatrix1D b) Solves A*x = b.

Methods inherited from class java.lang.Object

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

Field Detail

DEFAULT

public static final SparseDoubleAlgebra DEFAULT

A default Algebra object; has DoubleProperty.DEFAULT attached for tolerance. Allows ommiting to construct an Algebra object time and again. Note that this Algebra object is immutable. Any attempt to assign a new Property object to it (via method setProperty), or to alter the tolerance of its property object (via property().setTolerance(...)) will throw an exception.

ZERO

public static final SparseDoubleAlgebra ZERO

A default Algebra object; has DoubleProperty.ZERO attached for tolerance. Allows ommiting to construct an Algebra object time and again. Note that this Algebra object is immutable. Any attempt to assign a new Property object to it (via method setProperty), or to alter the tolerance of its property object (via property().setTolerance(...)) will throw an exception.

Constructor Detail

SparseDoubleAlgebra

public SparseDoubleAlgebra()

Constructs a new instance with an equality tolerance given by Property.DEFAULT.tolerance().

SparseDoubleAlgebra

public SparseDoubleAlgebra(double tolerance)

Constructs a new instance with the given equality tolerance.

Parameters:

tolerance - the tolerance to be used for equality operations.

Method Detail

chol

public SparseDoubleCholeskyDecomposition chol(DoubleMatrix2D matrix,
                                              int order)

Constructs and returns the Cholesky-decomposition of the given matrix.

Parameters:

matrix - sparse matrix

order - ordering option (0 or 1); 0: natural ordering, 1: amd(A+A')

Returns:

Cholesky-decomposition of the given matrix

clone

public Object clone()

Returns a copy of the receiver. The attached property object is also copied. Hence, the property object of the copy is mutable.

Overrides:

clone in class Object

Returns:

a copy of the receiver.

det

public double det(DoubleMatrix2D A)

Returns the determinant of matrix A.

Parameters:

A - sparse matrix

Returns:

the determinant of matrix A

lu

public SparseDoubleLUDecomposition lu(DoubleMatrix2D matrix,
                                      int order)

Constructs and returns the LU-decomposition of the given matrix.

Parameters:

matrix - sparse matrix

order - ordering option (0 to 3); 0: natural ordering, 1: amd(A+A'), 2: amd(S'*S), 3: amd(A'*A)

Returns:

the LU-decomposition of the given matrix

norm1

public double norm1(DoubleMatrix2D A)

Returns the 1-norm of matrix A, which is the maximum absolute column sum.

normInfinity

public double normInfinity(DoubleMatrix2D A)

Returns the infinity norm of matrix A, which is the maximum absolute row sum.

property

public DoubleProperty property()

Returns the property object attached to this Algebra, defining tolerance.

Returns:

the Property object.

See Also:

setProperty(DoubleProperty)

qr

public SparseDoubleQRDecomposition qr(DoubleMatrix2D matrix,
                                      int order)

Constructs and returns the QR-decomposition of the given matrix.

Parameters:

matrix - sparse matrix

order - ordering option (0 to 3); 0: natural ordering, 1: amd(A+A'), 2: amd(S'*S), 3: amd(A'*A)

Returns:

the QR-decomposition of the given matrix

setProperty

public void setProperty(DoubleProperty property)

Attaches the given property object to this Algebra, defining tolerance.

Parameters:

property - the Property object to be attached.

Throws:

UnsupportedOperationException - if this==DEFAULT && property!=this.property() - The DEFAULT Algebra object is immutable.

UnsupportedOperationException - if this==ZERO && property!=this.property() - The ZERO Algebra object is immutable.

See Also:

property

solve

public DoubleMatrix1D solve(DoubleMatrix2D A,
                            DoubleMatrix1D b)

Solves A*x = b.

Parameters:

A - sparse matrix

b - right hand side

Returns:

x; a new independent matrix; solution if A is square, least squares solution if A.rows() > A.columns(), underdetermined system solution if A.rows() < A.columns().