/**
* 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.RealMatrix;
import org.apache.commons.math.linear.SingularValueDecomposition;
import org.apache.commons.math.linear.SingularValueDecompositionImpl;
import com.opengamma.analytics.math.matrix.DoubleMatrix2D;
import com.opengamma.analytics.math.util.wrapper.CommonsMathWrapper;
/**
* This class is a wrapper for the <a href="http://commons.apache.org/math/api-2.1/org/apache/commons/math/linear/SingularValueDecompositionImpl.html">Commons Math library implementation</a>
* of singular value decomposition.
*/
public class SVDecompositionCommons extends Decomposition<SVDecompositionResult> {
/**
* {@inheritDoc}
*/
@Override
public SVDecompositionResult evaluate(final DoubleMatrix2D x) {
Validate.notNull(x);
MatrixValidate.notNaNOrInfinite(x);
final RealMatrix commonsMatrix = CommonsMathWrapper.wrap(x);
final SingularValueDecomposition svd = new SingularValueDecompositionImpl(commonsMatrix);
return new SVDecompositionCommonsResult(svd);
}
}