/// <summary>
/// Constructor. </summary>
/// <param name="ch"> The result of the Cholesky decomposition. </param>
public CholeskyDecompositionCommonsResult(CholeskyDecomposition ch)
{
ArgChecker.notNull(ch, "Cholesky decomposition");
_determinant = ch.Determinant;
_l = CommonsMathWrapper.unwrap(ch.L);
_lt = CommonsMathWrapper.unwrap(ch.LT);
_solver = ch.Solver;
}
public virtual LUDecompositionResult apply(DoubleMatrix x)
{
ArgChecker.notNull(x, "x");
RealMatrix temp = CommonsMathWrapper.wrap(x);
LUDecomposition lu = new LUDecomposition(temp);
return(new LUDecompositionCommonsResult(lu));
}
/// <summary>
/// Creates an instance.
/// </summary>
/// <param name="qr"> The result of the QR decomposition, not null </param>
public QRDecompositionCommonsResult(QRDecomposition qr)
{
ArgChecker.notNull(qr, "qr");
_q = CommonsMathWrapper.unwrap(qr.Q);
_r = CommonsMathWrapper.unwrap(qr.R);
_qTranspose = _q.transpose();
_solver = qr.Solver;
}
public virtual SVDecompositionResult apply(DoubleMatrix x)
{
ArgChecker.notNull(x, "x");
MatrixValidate.notNaNOrInfinite(x);
RealMatrix commonsMatrix = CommonsMathWrapper.wrap(x);
SingularValueDecomposition svd = new SingularValueDecomposition(commonsMatrix);
return(new SVDecompositionCommonsResult(svd));
}
/// <summary>
/// Creates an instance.
/// </summary>
/// <param name="lu"> The result of the LU decomposition, not null. $\mathbf{L}$ cannot be singular. </param>
public LUDecompositionCommonsResult(LUDecomposition lu)
{
ArgChecker.notNull(lu, "LU decomposition");
ArgChecker.notNull(lu.L, "Matrix is singular; could not perform LU decomposition");
_determinant = lu.Determinant;
_l = CommonsMathWrapper.unwrap(lu.L);
_p = CommonsMathWrapper.unwrap(lu.P);
_pivot = lu.Pivot;
_solver = lu.Solver;
_u = CommonsMathWrapper.unwrap(lu.U);
}
/// <summary>
/// Creates an instance.
/// </summary>
/// <param name="svd"> The result of the SV decomposition, not null </param>
public SVDecompositionCommonsResult(SingularValueDecomposition svd)
{
ArgChecker.notNull(svd, "svd");
_condition = svd.ConditionNumber;
_norm = svd.Norm;
_rank = svd.Rank;
_s = CommonsMathWrapper.unwrap(svd.S);
_singularValues = svd.SingularValues;
_u = CommonsMathWrapper.unwrap(svd.U);
_uTranspose = CommonsMathWrapper.unwrap(svd.UT);
_v = CommonsMathWrapper.unwrap(svd.V);
_vTranspose = CommonsMathWrapper.unwrap(svd.VT);
_solver = svd.Solver;
}
/// <summary>
/// {@inheritDoc}
/// </summary>
public virtual DoubleMatrix solve(DoubleMatrix b)
{
ArgChecker.notNull(b, "b");
return(CommonsMathWrapper.unwrap(_solver.solve(CommonsMathWrapper.wrap(b))));
}
