/* * 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.jama; import org.ujmp.core.Matrix; import org.ujmp.core.doublematrix.stub.AbstractDenseDoubleMatrix2D; import org.ujmp.core.interfaces.Wrapper; import org.ujmp.core.mapmatrix.MapMatrix; import Jama.CholeskyDecomposition; import Jama.EigenvalueDecomposition; import Jama.LUDecomposition; import Jama.QRDecomposition; import Jama.SingularValueDecomposition; public class JamaDenseDoubleMatrix2D extends AbstractDenseDoubleMatrix2D implements Wrapper<Jama.Matrix> { private static final long serialVersionUID = -6065454603299978242L; public static final JamaDenseDoubleMatrix2DFactory Factory = new JamaDenseDoubleMatrix2DFactory(); private final Jama.Matrix matrix; public JamaDenseDoubleMatrix2D(int rows, int columns) { super(rows, columns); this.matrix = new Jama.Matrix(rows, columns); } public JamaDenseDoubleMatrix2D(Jama.Matrix matrix) { super(matrix.getRowDimension(), matrix.getColumnDimension()); this.matrix = matrix; } public JamaDenseDoubleMatrix2D(Matrix source) { super(source.getRowCount(), source.getColumnCount()); this.matrix = new Jama.Matrix((int) source.getRowCount(), (int) source.getColumnCount()); for (long[] c : source.availableCoordinates()) { setDouble(source.getAsDouble(c), c); } if (source.getMetaData() != null) { setMetaData(source.getMetaData().clone()); } } public static Jama.Matrix identity(int m, int n) { Jama.Matrix A = new Jama.Matrix(m, n); double[][] X = A.getArray(); for (int i = 0; i < m; i++) { for (int j = 0; j < n; j++) { X[i][j] = (i == j ? 1.0 : 0.0); } } return A; } public Matrix inv() { return new JamaDenseDoubleMatrix2D(matrix.inverse()); } public Matrix invSPD() { CholeskyDecomposition chol = new CholeskyDecomposition(matrix); return new JamaDenseDoubleMatrix2D(chol.solve(Jama.Matrix.identity(matrix.getRowDimension(), matrix.getRowDimension()))); } public Matrix[] svd() { if (getColumnCount() > getRowCount()) { SingularValueDecomposition svd = new SingularValueDecomposition(matrix.transpose()); Matrix u = new JamaDenseDoubleMatrix2D(svd.getV()); Matrix s = new JamaDenseDoubleMatrix2D(svd.getS().transpose()); Matrix v = new JamaDenseDoubleMatrix2D(svd.getU()); return new Matrix[] { u, s, v }; } else { SingularValueDecomposition svd = new SingularValueDecomposition(matrix); Matrix u = new JamaDenseDoubleMatrix2D(svd.getU()); Matrix s = new JamaDenseDoubleMatrix2D(svd.getS()); Matrix v = new JamaDenseDoubleMatrix2D(svd.getV()); return new Matrix[] { u, s, v }; } } public double getDouble(long row, long column) { return matrix.get((int) row, (int) column); } public double getDouble(int row, int column) { return matrix.get(row, column); } public void setDouble(double value, long row, long column) { matrix.set((int) row, (int) column, value); } public void setDouble(double value, int row, int column) { matrix.set(row, column, value); } public Jama.Matrix getWrappedObject() { return matrix; } public final Matrix copy() { Matrix m = new JamaDenseDoubleMatrix2D(matrix.copy()); if (getMetaData() != null) { m.setMetaData(getMetaData().clone()); } return m; } public Matrix transpose() { return new JamaDenseDoubleMatrix2D(matrix.transpose()); } public Matrix[] qr() { if (getRowCount() >= getColumnCount()) { QRDecomposition qr = new QRDecomposition(matrix); Matrix q = new JamaDenseDoubleMatrix2D(qr.getQ()); Matrix r = new JamaDenseDoubleMatrix2D(qr.getR()); return new Matrix[] { q, r }; } else { throw new RuntimeException("QR decomposition only works for matrices m>=n"); } } public Matrix[] lu() { LUDecomposition lu = new LUDecomposition(matrix); Matrix l = new JamaDenseDoubleMatrix2D(lu.getL()); Matrix u = new JamaDenseDoubleMatrix2D(lu.getU()); int m = (int) getRowCount(); int[] piv = lu.getPivot(); Matrix p = new JamaDenseDoubleMatrix2D(m, m); for (int i = 0; i < m; i++) { p.setAsDouble(1, i, piv[i]); } return new Matrix[] { l, u, p }; } public Matrix[] eig() { EigenvalueDecomposition eig = new EigenvalueDecomposition(matrix); Matrix v = new JamaDenseDoubleMatrix2D(eig.getV()); Matrix d = new JamaDenseDoubleMatrix2D(eig.getD()); return new Matrix[] { v, d }; } public Matrix chol() { CholeskyDecomposition chol = new CholeskyDecomposition(matrix); Matrix r = new JamaDenseDoubleMatrix2D(chol.getL()); return r; } public Matrix mtimes(Matrix m) { if (m instanceof JamaDenseDoubleMatrix2D) { return new JamaDenseDoubleMatrix2D(matrix.times(((JamaDenseDoubleMatrix2D) m).matrix)); } else { return super.mtimes(m); } } public Matrix times(double value) { Matrix result = new JamaDenseDoubleMatrix2D(matrix.times(value)); MapMatrix<String, Object> a = getMetaData(); if (a != null) { result.setMetaData(a.clone()); } return result; } public Matrix divide(double value) { Matrix result = new JamaDenseDoubleMatrix2D(matrix.times(1.0 / value)); MapMatrix<String, Object> a = getMetaData(); if (a != null) { result.setMetaData(a.clone()); } return result; } public double det() { return matrix.det(); } public Matrix plus(Matrix m) { if (m instanceof JamaDenseDoubleMatrix2D) { Matrix result = new JamaDenseDoubleMatrix2D(matrix.plus(((JamaDenseDoubleMatrix2D) m).matrix)); MapMatrix<String, Object> a = getMetaData(); if (a != null) { result.setMetaData(a.clone()); } return result; } else { return super.plus(m); } } public Matrix minus(Matrix m) { if (m instanceof JamaDenseDoubleMatrix2D) { Matrix result = new JamaDenseDoubleMatrix2D(matrix.minus(((JamaDenseDoubleMatrix2D) m).matrix)); MapMatrix<String, Object> a = getMetaData(); if (a != null) { result.setMetaData(a.clone()); } return result; } else { return super.minus(m); } } public Matrix solve(Matrix b) { if (b instanceof JamaDenseDoubleMatrix2D) { JamaDenseDoubleMatrix2D b2 = (JamaDenseDoubleMatrix2D) b; Jama.Matrix x = matrix.solve(b2.matrix); return new JamaDenseDoubleMatrix2D(x); } else { return super.solve(b); } } public Matrix solveSPD(Matrix b) { if (b instanceof JamaDenseDoubleMatrix2D) { JamaDenseDoubleMatrix2D b2 = (JamaDenseDoubleMatrix2D) b; CholeskyDecomposition chol = new CholeskyDecomposition(matrix); return new JamaDenseDoubleMatrix2D(chol.solve(b2.matrix)); } else { return super.solve(b); } } public JamaDenseDoubleMatrix2DFactory getFactory() { return Factory; } }