/*
* Copyright (C) 2008-2015 by Holger Arndt
*
* This file is part of the Universal Java Matrix Package (UJMP).
* See the NOTICE file distributed with this work for additional
* information regarding copyright ownership and licensing.
*
* UJMP is free software; you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as
* published by the Free Software Foundation; either version 2
* of the License, or (at your option) any later version.
*
* UJMP is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with UJMP; if not, write to the
* Free Software Foundation, Inc., 51 Franklin St, Fifth Floor,
* Boston, MA 02110-1301 USA
*/
package org.ujmp.ejml.calculation;
import org.ejml.data.DenseMatrix64F;
import org.ejml.ops.CovarianceOps;
import org.ujmp.core.Matrix;
import org.ujmp.ejml.EJMLDenseDoubleMatrix2D;
public class InvSPD implements org.ujmp.core.doublematrix.calculation.general.decomposition.InvSPD<Matrix> {
public static InvSPD INSTANCE = new InvSPD();
public Matrix calc(Matrix source) {
DenseMatrix64F matrix = null;
if (source instanceof EJMLDenseDoubleMatrix2D) {
matrix = ((EJMLDenseDoubleMatrix2D) source).getWrappedObject();
} else {
matrix = new EJMLDenseDoubleMatrix2D(source).getWrappedObject();
}
DenseMatrix64F ret = new DenseMatrix64F(matrix.numRows, matrix.numCols);
CovarianceOps.invert(matrix, ret);
return new EJMLDenseDoubleMatrix2D(ret);
}
}