/**
* Returns the Hessenberg matrix H of the transform.
*
* @return the H matrix
*/
public RealMatrix getH()
{
if (cachedH == null)
{
int m = householderVectors.Length;
double[][] h = Java.CreateArray <double[][]>(m, m);// new double[m][m];
for (int i = 0; i < m; ++i)
{
if (i > 0)
{
// copy the entry of the lower sub-diagonal
h[i][i - 1] = householderVectors[i][i - 1];
}
// copy upper triangular part of the matrix
for (int j = i; j < m; ++j)
{
h[i][j] = householderVectors[i][j];
}
}
cachedH = MatrixUtils.CreateRealMatrix(h);
}
// return the cached matrix
return(cachedH);
}
/**
* Get the inverse of the decomposed matrix.
*
* @return the inverse matrix.
* @throws SingularMatrixException if the decomposed matrix is singular.
*/
public RealMatrix getInverse()
{
if (!isNonSingular())
{
throw new Exception("SingularMatrixException");
}
int m = realEigenvalues.Length;
double[][] invData = Java.CreateArray <double[][]>(m, m);// new double[m][m];
for (int i = 0; i < m; ++i)
{
double[] invI = invData[i];
for (int j = 0; j < m; ++j)
{
double invIJ = 0;
for (int k = 0; k < m; ++k)
{
double[] vK = eigenvectors[k].getDataRef();
invIJ += vK[i] * vK[j] / realEigenvalues[k];
}
invI[j] = invIJ;
}
}
return(MatrixUtils.CreateRealMatrix(invData));
}
public override RealMatrix outerProduct(RealVector v)
{
if (v is ArrayRealVector)
{
double[] vData = ((ArrayRealVector)v).data;
int m = data.Length;
int n = vData.Length;
RealMatrix @out = MatrixUtils.CreateRealMatrix(m, n);
for (int i = 0; i < m; i++)
{
for (int j = 0; j < n; j++)
{
@out.setEntry(i, j, data[i] * vData[j]);
}
}
return(@out);
}
else
{
int m = data.Length;
int n = v.getDimension();
RealMatrix @out = MatrixUtils.CreateRealMatrix(m, n);
for (int i = 0; i < m; i++)
{
for (int j = 0; j < n; j++)
{
@out.setEntry(i, j, data[i] * v.getEntry(j));
}
}
return(@out);
}
}
/**
* Returns the matrix P of the transform.
* <p>P is an orthogonal matrix, i.e. its inverse is also its transpose.</p>
*
* @return the P matrix
*/
public RealMatrix getP()
{
if (cachedP == null)
{
cachedP = MatrixUtils.CreateRealMatrix(matrixP);
}
return(cachedP);
}
/**
* Returns the quasi-triangular Schur matrix T of the transform.
*
* @return the T matrix
*/
public RealMatrix getT()
{
if (cachedT == null)
{
cachedT = MatrixUtils.CreateRealMatrix(matrixT);
}
// return the cached matrix
return(cachedT);
}
/**
* Gets the matrix V of the decomposition.
* V is an orthogonal matrix, i.e. its transpose is also its inverse.
* The columns of V are the eigenvectors of the original matrix.
* No assumption is made about the orientation of the system axes formed
* by the columns of V (e.g. in a 3-dimension space, V can form a left-
* or right-handed system).
*
* @return the V matrix.
*/
public RealMatrix getV()
{
if (cachedV == null)
{
int m = eigenvectors.Length;
cachedV = MatrixUtils.CreateRealMatrix(m, m);
for (int k = 0; k < m; ++k)
{
cachedV.setColumnVector(k, eigenvectors[k]);
}
}
// return the cached matrix
return(cachedV);
}
/**
* Returns the matrix P of the transform.
* <p>P is an orthogonal matrix, i.e. its inverse is also its transpose.</p>
*
* @return the P matrix
*/
public RealMatrix getP()
{
if (cachedP == null)
{
int n = householderVectors.Length;
int high = n - 1;
double[][] pa = Java.CreateArray <double[][]>(n, n);// new double[n][n];
for (int i = 0; i < n; i++)
{
for (int j = 0; j < n; j++)
{
pa[i][j] = (i == j) ? 1 : 0;
}
}
for (int m = high - 1; m >= 1; m--)
{
if (householderVectors[m][m - 1] != 0.0)
{
for (int i = m + 1; i <= high; i++)
{
ort[i] = householderVectors[i][m - 1];
}
for (int j = m; j <= high; j++)
{
double g = 0.0;
for (int i = m; i <= high; i++)
{
g += ort[i] * pa[i][j];
}
// Double division avoids possible underflow
g = (g / ort[m]) / householderVectors[m][m - 1];
for (int i = m; i <= high; i++)
{
pa[i][j] += g * ort[i];
}
}
}
}
cachedP = MatrixUtils.CreateRealMatrix(pa);
}
return(cachedP);
}
/**
* Returns the transpose of the matrix Q of the transform.
* <p>Q is an orthogonal matrix, i.e. its transpose is also its inverse.</p>
* @return the Q matrix
*/
public RealMatrix getQT()
{
if (cachedQt == null)
{
int m = householderVectors.Length;
var qta = Java.CreateArray <double[][]>(m, m);
// build up first part of the matrix by applying Householder transforms
for (int k = m - 1; k >= 1; --k)
{
double[] hK = householderVectors[k - 1];
qta[k][k] = 1;
if (hK[k] != 0.0)
{
double inv = 1.0 / (secondary[k - 1] * hK[k]);
double beta = 1.0 / secondary[k - 1];
qta[k][k] = 1 + beta * hK[k];
for (int i = k + 1; i < m; ++i)
{
qta[k][i] = beta * hK[i];
}
for (int j = k + 1; j < m; ++j)
{
beta = 0;
for (int i = k + 1; i < m; ++i)
{
beta += qta[j][i] * hK[i];
}
beta *= inv;
qta[j][k] = beta * hK[k];
for (int i = k + 1; i < m; ++i)
{
qta[j][i] += beta * hK[i];
}
}
}
}
qta[0][0] = 1;
cachedQt = MatrixUtils.CreateRealMatrix(qta);
}
// return the cached matrix
return(cachedQt);
}
/**
* Returns the tridiagonal matrix T of the transform.
* @return the T matrix
*/
public RealMatrix getT()
{
if (cachedT == null)
{
int m = main.Length;
double[][] ta = Java.CreateArray <double[][]>(m, m);
for (int i = 0; i < m; ++i)
{
ta[i][i] = main[i];
if (i > 0)
{
ta[i][i - 1] = secondary[i - 1];
}
if (i < main.Length - 1)
{
ta[i][i + 1] = secondary[i];
}
}
cachedT = MatrixUtils.CreateRealMatrix(ta);
}
// return the cached matrix
return(cachedT);
}
