/** * 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))); } }