/* * 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.math3.linear; import org.apache.commons.math3.analysis.function.Sqrt; import org.apache.commons.math3.util.MathArrays; /** * This class implements the standard Jacobi (diagonal) preconditioner. For a * matrix A<sub>ij</sub>, this preconditioner is * M = diag(1 / A<sub>11</sub>, 1 / A<sub>22</sub>, …). * * @since 3.0 */ public class JacobiPreconditioner extends RealLinearOperator { /** The diagonal coefficients of the preconditioner. */ private final ArrayRealVector diag; /** * Creates a new instance of this class. * * @param diag the diagonal coefficients of the linear operator to be * preconditioned * @param deep {@code true} if a deep copy of the above array should be * performed */ public JacobiPreconditioner(final double[] diag, final boolean deep) { this.diag = new ArrayRealVector(diag, deep); } /** * Creates a new instance of this class. This method extracts the diagonal * coefficients of the specified linear operator. If {@code a} does not * extend {@link AbstractRealMatrix}, then the coefficients of the * underlying matrix are not accessible, coefficient extraction is made by * matrix-vector products with the basis vectors (and might therefore take * some time). With matrices, direct entry access is carried out. * * @param a the linear operator for which the preconditioner should be built * @return the diagonal preconditioner made of the inverse of the diagonal * coefficients of the specified linear operator * @throws NonSquareOperatorException if {@code a} is not square */ public static JacobiPreconditioner create(final RealLinearOperator a) throws NonSquareOperatorException { final int n = a.getColumnDimension(); if (a.getRowDimension() != n) { throw new NonSquareOperatorException(a.getRowDimension(), n); } final double[] diag = new double[n]; if (a instanceof AbstractRealMatrix) { final AbstractRealMatrix m = (AbstractRealMatrix) a; for (int i = 0; i < n; i++) { diag[i] = m.getEntry(i, i); } } else { final ArrayRealVector x = new ArrayRealVector(n); for (int i = 0; i < n; i++) { x.set(0.); x.setEntry(i, 1.); diag[i] = a.operate(x).getEntry(i); } } return new JacobiPreconditioner(diag, false); } /** {@inheritDoc} */ @Override public int getColumnDimension() { return diag.getDimension(); } /** {@inheritDoc} */ @Override public int getRowDimension() { return diag.getDimension(); } /** {@inheritDoc} */ @Override public RealVector operate(final RealVector x) { // Dimension check is carried out by ebeDivide return new ArrayRealVector(MathArrays.ebeDivide(x.toArray(), diag.toArray()), false); } /** * Returns the square root of {@code this} diagonal operator. More * precisely, this method returns * P = diag(1 / √A<sub>11</sub>, 1 / √A<sub>22</sub>, …). * * @return the square root of {@code this} preconditioner * @since 3.1 */ public RealLinearOperator sqrt() { final RealVector sqrtDiag = diag.map(new Sqrt()); return new RealLinearOperator() { /** {@inheritDoc} */ @Override public RealVector operate(final RealVector x) { return new ArrayRealVector(MathArrays.ebeDivide(x.toArray(), sqrtDiag.toArray()), false); } /** {@inheritDoc} */ @Override public int getRowDimension() { return sqrtDiag.getDimension(); } /** {@inheritDoc} */ @Override public int getColumnDimension() { return sqrtDiag.getDimension(); } }; } }