/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.math.linearalgebra; import java.io.Serializable; import org.apache.commons.lang.Validate; import org.apache.commons.math.linear.DecompositionSolver; import org.apache.commons.math.linear.LUDecomposition; import com.opengamma.analytics.math.matrix.DoubleMatrix1D; import com.opengamma.analytics.math.matrix.DoubleMatrix2D; import com.opengamma.analytics.math.util.wrapper.CommonsMathWrapper; /** * Wrapper for results of the Commons implementation of LU decomposition ({@link LUDecompositionCommons}) */ public class LUDecompositionCommonsResult implements LUDecompositionResult, Serializable { private final double _determinant; private final DoubleMatrix2D _l; private final DoubleMatrix2D _p; private final int[] _pivot; private final DecompositionSolver _solver; private final DoubleMatrix2D _u; /** * @param lu The result of the LU decomposition, not null. $\mathbf{L}$ cannot be singular. */ public LUDecompositionCommonsResult(final LUDecomposition lu) { Validate.notNull(lu, "LU decomposition"); Validate.notNull(lu.getL(), "Matrix is singular; could not perform LU decomposition"); _determinant = lu.getDeterminant(); _l = CommonsMathWrapper.unwrap(lu.getL()); _p = CommonsMathWrapper.unwrap(lu.getP()); _pivot = lu.getPivot(); _solver = lu.getSolver(); _u = CommonsMathWrapper.unwrap(lu.getU()); } /** * {@inheritDoc} */ @Override public double getDeterminant() { return _determinant; } /** * {@inheritDoc} */ @Override public DoubleMatrix2D getL() { return _l; } /** * {@inheritDoc} */ @Override public DoubleMatrix2D getP() { return _p; } /** * {@inheritDoc} */ @Override public int[] getPivot() { return _pivot; } /** * {@inheritDoc} */ @Override public DoubleMatrix2D getU() { return _u; } /** * {@inheritDoc} */ @Override public DoubleMatrix1D solve(final DoubleMatrix1D b) { Validate.notNull(b); return CommonsMathWrapper.unwrap(_solver.solve(CommonsMathWrapper.wrap(b))); } /** * {@inheritDoc} */ @Override public double[] solve(final double[] b) { Validate.notNull(b); return _solver.solve(b); } /** * {@inheritDoc} */ @Override public DoubleMatrix2D solve(final DoubleMatrix2D b) { Validate.notNull(b); return CommonsMathWrapper.unwrap(_solver.solve(CommonsMathWrapper.wrap(b))); } }