/*
* 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.alg.dense.linsol.qr.LinearSolverQrHouseCol;
import org.ejml.data.DenseMatrix64F;
import org.ejml.factory.DecompositionFactory;
import org.ejml.interfaces.decomposition.QRDecomposition;
import org.ejml.interfaces.linsol.LinearSolver;
import org.ujmp.core.Matrix;
import org.ujmp.ejml.EJMLDenseDoubleMatrix2D;
public class QR implements org.ujmp.core.doublematrix.calculation.general.decomposition.QR<Matrix> {
public static QR INSTANCE = new QR();
public Matrix[] calc(Matrix source) {
QRDecomposition<DenseMatrix64F> qr = DecompositionFactory.qr((int) source.getRowCount(),
(int) source.getColumnCount());
DenseMatrix64F matrix = null;
if (source instanceof EJMLDenseDoubleMatrix2D) {
matrix = ((EJMLDenseDoubleMatrix2D) source).getWrappedObject();
} else {
matrix = new EJMLDenseDoubleMatrix2D(source).getWrappedObject();
}
qr.decompose(matrix);
DenseMatrix64F qm = qr.getQ(null, true);
DenseMatrix64F rm = qr.getR(null, true);
Matrix q = new EJMLDenseDoubleMatrix2D(qm);
Matrix r = new EJMLDenseDoubleMatrix2D(rm);
return new Matrix[] { q, r };
}
public Matrix solve(Matrix a, Matrix b) {
LinearSolver<DenseMatrix64F> solver = new LinearSolverQrHouseCol();
DenseMatrix64F a2 = null;
DenseMatrix64F b2 = null;
if (a instanceof EJMLDenseDoubleMatrix2D) {
a2 = ((EJMLDenseDoubleMatrix2D) a).getWrappedObject();
} else {
a2 = new EJMLDenseDoubleMatrix2D(a).getWrappedObject();
}
if (b instanceof EJMLDenseDoubleMatrix2D) {
b2 = ((EJMLDenseDoubleMatrix2D) b).getWrappedObject();
} else {
b2 = new EJMLDenseDoubleMatrix2D(b).getWrappedObject();
}
solver.setA(a2);
DenseMatrix64F x = new DenseMatrix64F(a2.numCols, b2.numCols);
solver.solve(b2, x);
return new EJMLDenseDoubleMatrix2D(x);
}
}