/*
* 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.jblas.calculation;
import org.jblas.DoubleMatrix;
import org.jblas.Solve;
import org.ujmp.core.Matrix;
import org.ujmp.core.interfaces.HasColumnMajorDoubleArray1D;
import org.ujmp.core.util.MathUtil;
import org.ujmp.jblas.JBlasDenseDoubleMatrix2D;
public class InvSPD implements org.ujmp.core.doublematrix.calculation.general.decomposition.InvSPD<Matrix> {
public static final InvSPD INSTANCE = new InvSPD();
public Matrix calc(Matrix source) {
final DoubleMatrix m1;
if (source instanceof JBlasDenseDoubleMatrix2D) {
m1 = ((JBlasDenseDoubleMatrix2D) source).getWrappedObject();
} else if (source instanceof HasColumnMajorDoubleArray1D) {
m1 = new JBlasDenseDoubleMatrix2D(MathUtil.longToInt(source.getRowCount()), MathUtil.longToInt(source
.getColumnCount()), ((HasColumnMajorDoubleArray1D) source).getColumnMajorDoubleArray1D())
.getWrappedObject();
} else {
m1 = new JBlasDenseDoubleMatrix2D(source).getWrappedObject();
}
final DoubleMatrix I = DoubleMatrix.eye(m1.getRows());
final DoubleMatrix result = Solve.solvePositive(m1, I);
return new JBlasDenseDoubleMatrix2D(result);
}
}