/**
* 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)));
}
}