/**
* Performs QR decomposition on A
*
* @param A not modified.
*/
//@Override
public override bool setA(ZMatrixRMaj A)
{
if (A.numRows < A.numCols)
{
throw new ArgumentException("Can't solve for wide systems. More variables than equations.");
}
if (A.numRows > maxRows || A.numCols > maxCols)
{
setMaxSize(A.numRows, A.numCols);
}
R.reshape(A.numCols, A.numCols);
a.reshape(A.numRows, 1);
temp.reshape(A.numRows, 1);
_setA(A);
if (!decomposer.decompose(A))
{
return(false);
}
gammas = decomposer.getGammas();
QR = decomposer.getQR();
decomposer.getR(R, true);
return(true);
}
public static void invert(LinearSolverDense <ZMatrixRMaj> solver, ZMatrixRMaj A, ZMatrixRMaj A_inv)
{
A_inv.reshape(A.numRows, A.numCols);
CommonOps_ZDRM.setIdentity(A_inv);
solver.solve(A_inv, A_inv);
}
/**
* <p>Performs an "in-place" conjugate transpose.</p>
*
* @param mat The matrix that is to be transposed. Modified.
* @see #transpose(ZMatrixRMaj)
*/
public static void transposeConjugate(ZMatrixRMaj mat)
{
if (mat.numCols == mat.numRows)
{
TransposeAlgs_ZDRM.squareConjugate(mat);
}
else
{
ZMatrixRMaj b = new ZMatrixRMaj(mat.numCols, mat.numRows);
transposeConjugate(mat, b);
mat.reshape(b.numRows, b.numCols);
mat.setTo(b);
}
}
/**
* <p>
* Extracts the diagonal elements 'src' write it to the 'dst' vector. 'dst'
* can either be a row or column vector.
* <p>
*
* @param src Matrix whose diagonal elements are being extracted. Not modified.
* @param dst A vector the results will be written into. Modified.
*/
public static void extractDiag(ZMatrixRMaj src, ZMatrixRMaj dst)
{
int N = Math.Min(src.numRows, src.numCols);
// reshape if it's not the right size
if (!MatrixFeatures_ZDRM.isVector(dst) || dst.numCols * dst.numCols != N)
{
dst.reshape(N, 1);
}
for (int i = 0; i < N; i++)
{
int index = src.getIndex(i, i);
dst.data[i * 2] = src.data[index];
dst.data[i * 2 + 1] = src.data[index + 1];
}
}
public override /**/ double quality()
{
return(SpecializedOps_ZDRM.qualityTriangular(R));
}
/**
* Solves for X using the QR decomposition.
*
* @param B A matrix that is n by m. Not modified.
* @param X An n by m matrix where the solution is written to. Modified.
*/
//@Override
public override void solve(ZMatrixRMaj B, ZMatrixRMaj X)
{
if (X.numRows != numCols)
{
throw new ArgumentException("Unexpected dimensions for X");
}
else if (B.numRows != numRows || B.numCols != X.numCols)
{
throw new ArgumentException("Unexpected dimensions for B");
}
int BnumCols = B.numCols;
Y.reshape(numRows, 1);
Z.reshape(numRows, 1);
// solve each column one by one
for (int colB = 0; colB < BnumCols; colB++)
{
// make a copy of this column in the vector
for (int i = 0; i < numRows; i++)
{
int indexB = B.getIndex(i, colB);
Y.data[i * 2] = B.data[indexB];
Y.data[i * 2 + 1] = B.data[indexB + 1];
}
// Solve Qa=b
// a = Q'b
CommonOps_ZDRM.mult(Qt, Y, Z);
// solve for Rx = b using the standard upper triangular solver
TriangularSolver_ZDRM.solveU(R.data, Z.data, numCols);
// save the results
for (int i = 0; i < numCols; i++)
{
X.set(i, colB, Z.data[i * 2], Z.data[i * 2 + 1]);
}
}
}
/**
* Performs QR decomposition on A
*
* @param A not modified.
*/
//@Override
public override bool setA(ZMatrixRMaj A)
{
if (A.numRows > maxRows || A.numCols > maxCols)
{
setMaxSize(A.numRows, A.numCols);
}
_setA(A);
if (!decomposer.decompose(A))
{
return(false);
}
Q.reshape(numRows, numRows);
R.reshape(numRows, numCols);
decomposer.getQ(Q, false);
decomposer.getR(R, false);
CommonOps_ZDRM.transposeConjugate(Q, Qt);
return(true);
}
