/**
* 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 org.apache.commons.lang.Validate;
import org.apache.commons.math.linear.DecompositionSolver;
import org.apache.commons.math.linear.QRDecomposition;
import com.opengamma.analytics.math.matrix.DoubleMatrix1D;
import com.opengamma.analytics.math.matrix.DoubleMatrix2D;
import com.opengamma.analytics.math.matrix.DoubleMatrixUtils;
import com.opengamma.analytics.math.util.wrapper.CommonsMathWrapper;
/**
* Wrapper for results of the Commons implementation of QR Decomposition ({@link QRDecompositionCommons}).
*/
public class QRDecompositionCommonsResult implements QRDecompositionResult {
private final DoubleMatrix2D _h;
private final DoubleMatrix2D _q;
private final DoubleMatrix2D _r;
private final DoubleMatrix2D _qTranspose;
private final DecompositionSolver _solver;
/**
* @param qr The result of the QR decomposition, not null
*/
public QRDecompositionCommonsResult(final QRDecomposition qr) {
Validate.notNull(qr);
_h = CommonsMathWrapper.unwrap(qr.getH());
_q = CommonsMathWrapper.unwrap(qr.getQ());
_r = CommonsMathWrapper.unwrap(qr.getR());
_qTranspose = DoubleMatrixUtils.getTranspose(_q);
_solver = qr.getSolver();
}
/**
* {@inheritDoc}
*/
@Override
public DoubleMatrix2D getH() {
return _h;
}
/**
* {@inheritDoc}
*/
@Override
public DoubleMatrix2D getQ() {
return _q;
}
/**
* {@inheritDoc}
*/
@Override
public DoubleMatrix2D getQT() {
return _qTranspose;
}
/**
* {@inheritDoc}
*/
@Override
public DoubleMatrix2D getR() {
return _r;
}
/**
* {@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)));
}
}