/*
* File: AbstractEigenDecomposition.java
* Authors: Kevin R. Dixon
* Company: Sandia National Laboratories
* Project: Cognitive Framework Lite
*
* Copyright March 13, 2006, Sandia Corporation. Under the terms of Contract
* DE-AC04-94AL85000, there is a non-exclusive license for use of this work by
* or on behalf of the U.S. Government. Export of this program may require a
* license from the United States Government. See CopyrightHistory.txt for
* complete details.
*
*
*
*/
package gov.sandia.cognition.math.matrix.decomposition;
import gov.sandia.cognition.annotation.CodeReview;
import gov.sandia.cognition.annotation.CodeReviewResponse;
import gov.sandia.cognition.math.ComplexNumber;
import gov.sandia.cognition.math.matrix.Matrix;
import gov.sandia.cognition.util.ArrayIndexSorter;
/**
* Abstract partial implementation of the EigenDecomposition interface
*
* @author Kevin R. Dixon
* @since 1.0
*
*/
@CodeReview(
reviewer="Jonathan McClain",
date="2006-05-16",
changesNeeded=true,
comments={
"Comments indicated by triple slashes",
"Some refactoring needed here.",
"Another review needed after refactoring."
},
response={
@CodeReviewResponse(
respondent="Kevin R. Dixon",
date="2006-05-17",
moreChangesNeeded=true,
comments="Fixes from J.T.'s code review"
),
@CodeReviewResponse(
respondent="Jonathan McClain",
date="2006-05-17",
moreChangesNeeded=false,
comments="Rechecking after changes were made. Looks good now."
)
}
)
public abstract class AbstractEigenDecomposition
implements EigenDecomposition
{
/** array of complex-valued eigenvalues */
private ComplexNumber[] eigenValues;
/** matrix containing the real parts of the eigenvectors */
private Matrix eigenVectorsRealPart;
/** matrix containing the imaginary parts of the eigenvectors */
private Matrix eigenVectorsImaginaryPart;
/**
* Stores the given eigenvalues and eigenvectors internally, the eigenvalues
* and eigenvectors will not be sorted.
*
*
* @param eigenValues
* array of complex-valued eigenvalue
* @param eigenVectorsRealPart
* matrix of the real parts of the eigenvectors
* @param eigenVectorsImaginaryPart
* matrix of the imaginary parts of the eigenvectors
*/
protected AbstractEigenDecomposition(
ComplexNumber[] eigenValues,
Matrix eigenVectorsRealPart,
Matrix eigenVectorsImaginaryPart )
{
this.setEigenValues( eigenValues );
this.setEigenVectorsRealPart( eigenVectorsRealPart );
this.setEigenVectorsImaginaryPart( eigenVectorsImaginaryPart );
}
/**
* Creates a new eigendecomposition using the given eigenvalues and
* eigenvectors... this does not specify if the eigenvectors are the
* right or left eigenvectors. That should be done in a subclass
* implementation.
*
*
* @param eigenValues array of complex-valued eigenvalues to store
* @param eigenVectorsRealPart matrix where the ith column of the matrix
* contains the real part of the ith eigenvector of the
* underlying matrix
* @param eigenVectorsImaginaryPart matrix where the ith column of the
* matrix contains the real part of the ith eigenvector of the
* underlying matrix
* @param sort if true, then the constructor will sort the eigenvectors and
* eigenvectors by descending magnitude of the eigenvalue. In
* this case, eigenValues[0] will be the largest magnitude and
* eigenVectors(:,0) is its corresponding eigenvector.
*/
protected AbstractEigenDecomposition(
ComplexNumber[] eigenValues,
Matrix eigenVectorsRealPart,
Matrix eigenVectorsImaginaryPart,
boolean sort )
{
super();
this.setEigenDecomposition( eigenValues,
eigenVectorsRealPart, eigenVectorsImaginaryPart, sort );
}
/**
* Sets the eigen decomposition for this
* @param eigenValues array of eigenvalues for the underlying matrix
* @param eigenVectorsRealPart real part of the eigenvectors for the underlying matrix
* @param eigenVectorsImaginaryPart imaginary part of the eigenvalues for the underlying matrix
* @param sort true to sort eigen values/vectors by descending order of magnitude of the
* eigenvalues
*/
protected void setEigenDecomposition(
ComplexNumber[] eigenValues,
Matrix eigenVectorsRealPart,
Matrix eigenVectorsImaginaryPart,
boolean sort )
{
if (sort == true)
{
this.sortAndSetEigenDecomposition(
eigenValues, eigenVectorsRealPart, eigenVectorsImaginaryPart );
}
else
{
this.setUnsortedEigenDecomposition(
eigenValues, eigenVectorsRealPart, eigenVectorsImaginaryPart );
}
}
/**
* Sorts the eigendecomposition in descending order of the value of the
* magnitudes of the eigenvalues
* @param eigenValues array of eigenvalues for the underlying matrix
* @param eigenVectorsRealPart real part of the eigenvectors for the underlying matrix
* @param eigenVectorsImaginaryPart imaginary part of the eigenvalues for the underlying matrix
*/
protected void sortAndSetEigenDecomposition(
ComplexNumber[] eigenValues,
Matrix eigenVectorsRealPart,
Matrix eigenVectorsImaginaryPart )
{
int M = eigenValues.length;
double[] magnitudes = new double[M];
for (int i = 0; i < M; i++)
{
magnitudes[i] = eigenValues[i].getMagnitude();
}
int[] indices = ArrayIndexSorter.sortArrayDescending( magnitudes );
ComplexNumber[] sortedEigenValues = new ComplexNumber[M];
Matrix sortedEigenVectorsRealPart = eigenVectorsRealPart.clone();
Matrix sortedEigenVectorsImaginaryPart =
eigenVectorsImaginaryPart.clone();
for (int j = 0; j < M; j++)
{
sortedEigenValues[j] = eigenValues[indices[j]];
for (int i = 0; i < M; i++)
{
sortedEigenVectorsRealPart.setElement( i, j,
eigenVectorsRealPart.getElement( i, indices[j] ) );
sortedEigenVectorsImaginaryPart.setElement( i, j,
eigenVectorsImaginaryPart.getElement( i, indices[j] ) );
}
}
this.setUnsortedEigenDecomposition(
sortedEigenValues,
sortedEigenVectorsRealPart,
sortedEigenVectorsImaginaryPart );
}
/**
* Creates a new eigendecomposition using the given eigenvalues and
* eigenvectors... this does not specify if the eigenvectors are the
* right or left eigenvectors. That should be done in a subclass
* implementation.
*
* @param eigenValues array of eigenvalues for the underlying matrix
* @param eigenVectorsRealPart real part of the eigenvectors for the underlying matrix
* @param eigenVectorsImaginaryPart imaginary part of the eigenvalues for the underlying matrix
*/
protected void setUnsortedEigenDecomposition(
ComplexNumber[] eigenValues,
Matrix eigenVectorsRealPart,
Matrix eigenVectorsImaginaryPart )
{
this.setEigenValues( eigenValues );
this.setEigenVectorsRealPart( eigenVectorsRealPart );
this.setEigenVectorsImaginaryPart( eigenVectorsImaginaryPart );
}
/**
* Getter for eigenValues
* @return eigenValues
*/
public ComplexNumber[] getEigenValues()
{
return this.eigenValues;
}
/**
* setter for eigenValues
* @param eigenValues eigenvalues to set
*/
protected void setEigenValues(
ComplexNumber[] eigenValues )
{
this.eigenValues = eigenValues;
}
/**
* gets the indexed eigenvalue
* @param index zero-based index into the eigenvalue array
* @return index eigenvalue
*/
public ComplexNumber getEigenValue(
int index )
{
return this.getEigenValues()[index];
}
/**
* getter for eigenvectorsrealPart
* @return real part of the eienvector, where the ith eigenvector is the ith column
*/
public Matrix getEigenVectorsRealPart()
{
return this.eigenVectorsRealPart;
}
/**
* setter for eigenVectorsRealPart, where the ith eigenvector is the ith column
* @param eigenVectorsRealPart real part of the eienvector, where the ith eigenvector is the ith column
*/
protected void setEigenVectorsRealPart(
Matrix eigenVectorsRealPart )
{
this.eigenVectorsRealPart = eigenVectorsRealPart;
}
/**
* gets the imaginary part of the eienvector, where the ith eigenvector is the
* ith column
* @return imaginary part of the eienvector, where the ith eigenvector is the ith column
*/
public Matrix getEigenVectorsImaginaryPart()
{
return this.eigenVectorsImaginaryPart;
}
/**
* setter for the imaginary part of the eienvector, where the ith eigenvector is
* the ith column
* @param eigenVectorsImaginaryPart imaginary part of the eienvector, where the ith eigenvector is the ith column
*/
public void setEigenVectorsImaginaryPart(
Matrix eigenVectorsImaginaryPart )
{
this.eigenVectorsImaginaryPart = eigenVectorsImaginaryPart;
}
/**
* {@inheritDoc}
* @return {@inheritDoc}
*/
public ComplexNumber getLogDeterminant()
{
ComplexNumber logsum = new ComplexNumber( 0.0, 0.0 );
ComplexNumber eigenvalues[] = this.getEigenValues();
for (ComplexNumber c : eigenvalues)
{
logsum.plusEquals( c.computeNaturalLogarithm() );
}
return logsum;
}
}