/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math4.linear; import org.apache.commons.math4.exception.DimensionMismatchException; import org.apache.commons.math4.linear.ArrayRealVector; import org.apache.commons.math4.linear.RealLinearOperator; import org.apache.commons.math4.linear.RealVector; /** This class implements Hilbert Matrices as {@link RealLinearOperator}. */ public class HilbertMatrix extends RealLinearOperator { /** The size of the matrix. */ private final int n; /** * Creates a new instance of this class. * * @param n Size of the matrix to be created.. */ public HilbertMatrix(final int n) { this.n = n; } /** {@inheritDoc} */ @Override public int getColumnDimension() { return n; } /** {@inheritDoc} */ @Override public int getRowDimension() { return n; } /** {@inheritDoc} */ @Override public RealVector operate(final RealVector x) { if (x.getDimension() != n) { throw new DimensionMismatchException(x.getDimension(), n); } final double[] y = new double[n]; for (int i = 0; i < n; i++) { double pos = 0.; double neg = 0.; for (int j = 0; j < n; j++) { final double xj = x.getEntry(j); final double coeff = 1. / (i + j + 1.); // Positive and negative values are sorted out in order to limit // catastrophic cancellations (do not forget that Hilbert // matrices are *very* ill-conditioned! if (xj > 0.) { pos += coeff * xj; } else { neg += coeff * xj; } } y[i] = pos + neg; } return new ArrayRealVector(y, false); } }