private static void swapRowOrCol(FMatrixRMaj M, bool tran, int i, int bigIndex)
{
float tmp;
if (tran)
{
// swap the rows
for (int col = 0; col < M.numCols; col++)
{
tmp = M.get(i, col);
M.set(i, col, M.get(bigIndex, col));
M.set(bigIndex, col, tmp);
}
}
else
{
// swap the columns
for (int row = 0; row < M.numRows; row++)
{
tmp = M.get(row, i);
M.set(row, i, M.get(row, bigIndex));
M.set(row, bigIndex, tmp);
}
}
}
/**
* <p>
* Adjusts the matrices so that the singular values are in descending order.
* </p>
*
* <p>
* In most implementations of SVD the singular values are automatically arranged in in descending
* order. In EJML this is not the case since it is often not needed and some computations can
* be saved by not doing that.
* </p>
*
* @param U Matrix. Modified.
* @param tranU is U transposed or not.
* @param W Diagonal matrix with singular values. Modified.
* @param V Matrix. Modified.
* @param tranV is V transposed or not.
*/
// TODO the number of copies can probably be reduced here
public static void descendingOrder(FMatrixRMaj U, bool tranU,
FMatrixRMaj W,
FMatrixRMaj V, bool tranV)
{
int numSingular = Math.Min(W.numRows, W.numCols);
checkSvdMatrixSize(U, tranU, W, V, tranV);
for (int i = 0; i < numSingular; i++)
{
float bigValue = -1;
int bigIndex = -1;
// find the smallest singular value in the submatrix
for (int j = i; j < numSingular; j++)
{
float v = W.get(j, j);
if (v > bigValue)
{
bigValue = v;
bigIndex = j;
}
}
// only swap if the current index is not the smallest
if (bigIndex == i)
{
continue;
}
if (bigIndex == -1)
{
// there is at least one uncountable singular value. just stop here
break;
}
float tmp = W.get(i, i);
W.set(i, i, bigValue);
W.set(bigIndex, bigIndex, tmp);
if (V != null)
{
swapRowOrCol(V, tranV, i, bigIndex);
}
if (U != null)
{
swapRowOrCol(U, tranU, i, bigIndex);
}
}
}
public override bool setA(FMatrixRMaj A)
{
_setA(A);
if (!decomposition.decompose(A))
{
return(false);
}
rank = decomposition.getRank();
R.reshape(numRows, numCols);
decomposition.getR(R, false);
// extract the r11 triangle sub matrix
R11.reshape(rank, rank);
CommonOps_FDRM.extract(R, 0, rank, 0, rank, R11, 0, 0);
if (norm2Solution && rank < numCols)
{
// extract the R12 sub-matrix
W.reshape(rank, numCols - rank);
CommonOps_FDRM.extract(R, 0, rank, rank, numCols, W, 0, 0);
// W=inv(R11)*R12
TriangularSolver_FDRM.solveU(R11.data, 0, R11.numCols, R11.numCols, W.data, 0, W.numCols, W.numCols);
// set the identity matrix in the upper portion
W.reshape(numCols, W.numCols, true);
for (int i = 0; i < numCols - rank; i++)
{
for (int j = 0; j < numCols - rank; j++)
{
if (i == j)
{
W.set(i + rank, j, -1);
}
else
{
W.set(i + rank, j, 0);
}
}
}
}
return(true);
}
/**
* <p>
* Puts all the real eigenvectors into the columns of a matrix. If an eigenvalue is imaginary
* then the corresponding eigenvector will have zeros in its column.
* </p>
*
* @param eig An eigenvalue decomposition which has already decomposed a matrix.
* @return An m by m matrix containing eigenvectors in its columns.
*/
public static FMatrixRMaj createMatrixV(EigenDecomposition_F32 <FMatrixRMaj> eig)
{
int N = eig.getNumberOfEigenvalues();
FMatrixRMaj V = new FMatrixRMaj(N, N);
for (int i = 0; i < N; i++)
{
Complex_F32 c = eig.getEigenvalue(i);
if (c.isReal())
{
FMatrixRMaj v = eig.getEigenVector(i);
if (v != null)
{
for (int j = 0; j < N; j++)
{
V.set(j, i, v.get(j, 0));
}
}
}
}
return(V);
}
/**
* Makes a draw on the distribution. The results are added to parameter 'x'
*/
public void next(FMatrixRMaj x)
{
for (int i = 0; i < r.numRows; i++)
{
r.set(i, 0, (float)rand.NextGaussian());
}
CommonOps_FDRM.multAdd(A, r, x);
}
/**
* Extracts the tridiagonal matrix found in the decomposition.
*
* @param T If not null then the results will be stored here. Otherwise a new matrix will be created.
* @return The extracted T matrix.
*/
public FMatrixRMaj getT(FMatrixRMaj T)
{
T = UtilDecompositons_FDRM.checkZeros(T, N, N);
T.data[0] = QT.data[0];
T.data[1] = QT.data[1];
for (int i = 1; i < N - 1; i++)
{
T.set(i, i, QT.get(i, i));
T.set(i, i + 1, QT.get(i, i + 1));
T.set(i, i - 1, QT.get(i - 1, i));
}
T.data[(N - 1) * N + N - 1] = QT.data[(N - 1) * N + N - 1];
T.data[(N - 1) * N + N - 2] = QT.data[(N - 2) * N + N - 1];
return(T);
}
public override void solve(FMatrixRMaj B, FMatrixRMaj 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;
// get the pivots and transpose them
int[] pivots = decomposition.getColPivots();
// solve each column one by one
for (int colB = 0; colB < BnumCols; colB++)
{
x_basic.reshape(numRows, 1);
Y.reshape(numRows, 1);
// make a copy of this column in the vector
for (int i = 0; i < numRows; i++)
{
Y.data[i] = B.get(i, colB);
}
// Solve Q*a=b => a = Q'*b
CommonOps_FDRM.multTransA(Q, Y, x_basic);
// solve for Rx = b using the standard upper triangular solver
TriangularSolver_FDRM.solveU(R11.data, x_basic.data, rank);
// finish the basic solution by filling in zeros
x_basic.reshape(numCols, 1, true);
for (int i = rank; i < numCols; i++)
{
x_basic.data[i] = 0;
}
if (norm2Solution && rank < numCols)
{
upgradeSolution(x_basic);
}
// save the results
for (int i = 0; i < numCols; i++)
{
X.set(pivots[i], colB, x_basic.data[i]);
}
}
}
/**
* Sets the provided square matrix to be a random symmetric matrix whose values are selected from an uniform distribution
* from min to max, inclusive.
*
* @param A The matrix that is to be modified. Must be square. Modified.
* @param min Minimum value an element can have.
* @param max Maximum value an element can have.
* @param rand Random number generator.
*/
public static void symmetric(FMatrixRMaj A, float min, float max, IMersenneTwister rand)
{
if (A.numRows != A.numCols)
{
throw new ArgumentException("A must be a square matrix");
}
float range = max - min;
int length = A.numRows;
for (int i = 0; i < length; i++)
{
for (int j = i; j < length; j++)
{
float val = rand.NextFloat() * range + min;
A.set(i, j, val);
A.set(j, i, val);
}
}
}
/**
* <p>
* Creates a randomly generated set of orthonormal vectors. At most it can generate the same
* number of vectors as the dimension of the vectors.
* </p>
*
* <p>
* This is done by creating random vectors then ensuring that they are orthogonal
* to all the ones previously created with reflectors.
* </p>
*
* <p>
* NOTE: This employs a brute force O(N<sup>3</sup>) algorithm.
* </p>
*
* @param dimen dimension of the space which the vectors will span.
* @param numVectors How many vectors it should generate.
* @param rand Used to create random vectors.
* @return Array of N random orthogonal vectors of unit length.
*/
// is there a faster algorithm out there? This one is a bit sluggish
public static FMatrixRMaj[] span(int dimen, int numVectors, IMersenneTwister rand)
{
if (dimen < numVectors)
{
throw new ArgumentException("The number of vectors must be less than or equal to the dimension");
}
FMatrixRMaj[] u = new FMatrixRMaj[numVectors];
u[0] = RandomMatrices_FDRM.rectangle(dimen, 1, -1, 1, rand);
NormOps_FDRM.normalizeF(u[0]);
for (int i = 1; i < numVectors; i++)
{
// Console.WriteLine(" i = "+i);
FMatrixRMaj a = new FMatrixRMaj(dimen, 1);
FMatrixRMaj r = null;
for (int j = 0; j < i; j++)
{
// Console.WriteLine("j = "+j);
if (j == 0)
{
r = RandomMatrices_FDRM.rectangle(dimen, 1, -1, 1, rand);
}
// find a vector that is normal to vector j
// u[i] = (1/2)*(r + Q[j]*r)
a.set(r);
VectorVectorMult_FDRM.householder(-2.0f, u[j], r, a);
CommonOps_FDRM.add(r, a, a);
CommonOps_FDRM.scale(0.5f, a);
// UtilEjml.print(a);
FMatrixRMaj t = a;
a = r;
r = t;
// normalize it so it doesn't get too small
float val = NormOps_FDRM.normF(r);
if (val == 0 || float.IsNaN(val) || float.IsInfinity(val))
{
throw new InvalidOperationException("Failed sanity check");
}
CommonOps_FDRM.divide(r, val);
}
u[i] = r;
}
return(u);
}
/**
* Updates the Q matrix to take in account the inserted matrix.
*
* @param rowIndex where the matrix has been inserted.
*/
private void updateInsertQ(int rowIndex)
{
Qm.set(Q);
Q.reshape(m_m, m_m, false);
for (int i = 0; i < rowIndex; i++)
{
for (int j = 0; j < m_m; j++)
{
float sum = 0;
for (int k = 0; k < m; k++)
{
sum += Qm.data[i * m + k] * U_tran.data[j * m_m + k + 1];
}
Q.data[i * m_m + j] = sum;
}
}
for (int j = 0; j < m_m; j++)
{
Q.data[rowIndex * m_m + j] = U_tran.data[j * m_m];
}
for (int i = rowIndex + 1; i < m_m; i++)
{
for (int j = 0; j < m_m; j++)
{
float sum = 0;
for (int k = 0; k < m; k++)
{
sum += Qm.data[(i - 1) * m + k] * U_tran.data[j * m_m + k + 1];
}
Q.data[i * m_m + j] = sum;
}
}
}
/**
* Multiplied a transpose orthogonal matrix Q by the specified rotator. This is used
* to update the U and V matrices. Updating the transpose of the matrix is faster
* since it only modifies the rows.
*
*
* @param Q Orthogonal matrix
* @param m Coordinate of rotator.
* @param n Coordinate of rotator.
* @param c cosine of rotator.
* @param s sine of rotator.
*/
protected void updateRotator(FMatrixRMaj Q, int m, int n, float c, float s)
{
int rowA = m * Q.numCols;
int rowB = n * Q.numCols;
// for( int i = 0; i < Q.numCols; i++ ) {
// float a = Q.get(rowA+i);
// float b = Q.get(rowB+i);
// Q.set( rowA+i, c*a + s*b);
// Q.set( rowB+i, -s*a + c*b);
// }
// Console.WriteLine("------ AFter Update Rotator "+m+" "+n);
// Q.print();
// Console.WriteLine();
int endA = rowA + Q.numCols;
for (; rowA != endA; rowA++, rowB++)
{
float a = Q.get(rowA);
float b = Q.get(rowB);
Q.set(rowA, c * a + s * b);
Q.set(rowB, -s * a + c * b);
}
}
/**
* <p>
* Computes the F norm of the difference between the two Matrices:<br>
* <br>
* Sqrt{∑<sub>i=1:m</sub> ∑<sub>j=1:n</sub> ( a<sub>ij</sub> - b<sub>ij</sub>)<sup>2</sup>}
* </p>
* <p>
* This is often used as a cost function.
* </p>
*
* @see NormOps_FDRM#fastNormF
*
* @param a m by n matrix. Not modified.
* @param b m by n matrix. Not modified.
*
* @return The F normal of the difference matrix.
*/
public static float diffNormF(FMatrixD1 a, FMatrixD1 b)
{
if (a.numRows != b.numRows || a.numCols != b.numCols)
{
throw new ArgumentException("Both matrices must have the same shape.");
}
int size = a.getNumElements();
FMatrixRMaj diff = new FMatrixRMaj(size, 1);
for (int i = 0; i < size; i++)
{
diff.set(i, b.get(i) - a.get(i));
}
return(NormOps_FDRM.normF(diff));
}
/**
* Creates a random vector that is inside the specified span.
*
* @param span The span the random vector belongs in.
* @param rand RNG
* @return A random vector within the specified span.
*/
public static FMatrixRMaj insideSpan(FMatrixRMaj[] span, float min, float max, IMersenneTwister rand)
{
FMatrixRMaj A = new FMatrixRMaj(span.Length, 1);
FMatrixRMaj B = new FMatrixRMaj(span[0].getNumElements(), 1);
for (int i = 0; i < span.Length; i++)
{
B.set(span[i]);
float val = rand.NextFloat() * (max - min) + min;
CommonOps_FDRM.scale(val, B);
CommonOps_FDRM.add(A, B, A);
}
return(A);
}
/**
* <p>
* A diagonal matrix where real diagonal element contains a real eigenvalue. If an eigenvalue
* is imaginary then zero is stored in its place.
* </p>
*
* @param eig An eigenvalue decomposition which has already decomposed a matrix.
* @return A diagonal matrix containing the eigenvalues.
*/
public static FMatrixRMaj createMatrixD(EigenDecomposition_F32 <FMatrixRMaj> eig)
{
int N = eig.getNumberOfEigenvalues();
FMatrixRMaj D = new FMatrixRMaj(N, N);
for (int i = 0; i < N; i++)
{
Complex_F32 c = eig.getEigenvalue(i);
if (c.isReal())
{
D.set(i, i, c.real);
}
}
return(D);
}
private void createMinor(FMatrix1Row mat)
{
int w = minWidth - 1;
int firstRow = (width - w) * width;
for (int i = 0; i < numOpen; i++)
{
int col = open[i];
int srcIndex = firstRow + col;
int dstIndex = i;
for (int j = 0; j < w; j++)
{
tempMat.set(dstIndex, mat.get(srcIndex));
dstIndex += w;
srcIndex += width;
}
}
}
private void initPower(FMatrixRMaj A)
{
if (A.numRows != A.numCols)
{
throw new ArgumentException("A must be a square matrix.");
}
if (seed != null)
{
q0.set(seed);
}
else
{
for (int i = 0; i < A.numRows; i++)
{
q0.data[i] = 1;
}
}
}
/**
* Creates a random symmetric positive definite matrix.
*
* @param width The width of the square matrix it returns.
* @param rand Random number generator used to make the matrix.
* @return The random symmetric positive definite matrix.
*/
public static FMatrixRMaj symmetricPosDef(int width, IMersenneTwister rand)
{
// This is not formally proven to work. It just seems to work.
FMatrixRMaj a = new FMatrixRMaj(width, 1);
FMatrixRMaj b = new FMatrixRMaj(width, width);
for (int i = 0; i < width; i++)
{
a.set(i, 0, rand.NextFloat());
}
CommonOps_FDRM.multTransB(a, a, b);
for (int i = 0; i < width; i++)
{
b.add(i, i, 1);
}
return(b);
}
/**
* Creates a random matrix where all elements are zero but diagonal elements. Diagonal elements
* randomly drawn from a uniform distribution from min to max, inclusive.
*
* @param numRows Number of rows in the returned matrix..
* @param numCols Number of columns in the returned matrix.
* @param min Minimum value of a diagonal element.
* @param max Maximum value of a diagonal element.
* @param rand Random number generator.
* @return A random diagonal matrix.
*/
public static FMatrixRMaj diagonal(int numRows, int numCols, float min, float max, IMersenneTwister rand)
{
if (max < min)
{
throw new ArgumentException("The max must be >= the min");
}
FMatrixRMaj ret = new FMatrixRMaj(numRows, numCols);
int N = Math.Min(numRows, numCols);
float r = max - min;
for (int i = 0; i < N; i++)
{
ret.set(i, i, rand.NextFloat() * r + min);
}
return(ret);
}
public override /**/ double quality()
{
return(SpecializedOps_FDRM.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.
*/
public override void solve(FMatrixRMaj B, FMatrixRMaj 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, false);
Z.reshape(numRows, 1, false);
// 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++)
{
Y.data[i] = B.get(i, colB);
}
// Solve Qa=b
// a = Q'b
CommonOps_FDRM.multTransA(Q, Y, Z);
// solve for Rx = b using the standard upper triangular solver
TriangularSolver_FDRM.solveU(R.data, Z.data, numCols);
// save the results
for (int i = 0; i < numCols; i++)
{
X.set(i, colB, Z.data[i]);
}
}
}
/**
* If needed declares and sets up internal data structures.
*
* @param A Matrix being decomposed.
*/
public void init(FMatrixRMaj A)
{
if (A.numRows != A.numCols)
{
throw new ArgumentException("Must be square");
}
if (A.numCols != N)
{
N = A.numCols;
QT.reshape(N, N, false);
if (w.Length < N)
{
w = new float[N];
gammas = new float[N];
b = new float[N];
}
}
// just copy the top right triangle
QT.set(A);
}
/**
* Creates an upper triangular matrix whose values are selected from a uniform distribution. If hessenberg
* is greater than zero then a hessenberg matrix of the specified degree is created instead.
*
* @param dimen Number of rows and columns in the matrix..
* @param hessenberg 0 for triangular matrix and > 0 for hessenberg matrix.
* @param min minimum value an element can be.
* @param max maximum value an element can be.
* @param rand random number generator used.
* @return The randomly generated matrix.
*/
public static FMatrixRMaj triangularUpper(int dimen, int hessenberg, float min, float max,
IMersenneTwister rand)
{
if (hessenberg < 0)
{
throw new InvalidOperationException("hessenberg must be more than or equal to 0");
}
float range = max - min;
FMatrixRMaj A = new FMatrixRMaj(dimen, dimen);
for (int i = 0; i < dimen; i++)
{
int start = i <= hessenberg ? 0 : i - hessenberg;
for (int j = start; j < dimen; j++)
{
A.set(i, j, rand.NextFloat() * range + min);
}
}
return(A);
}
/**
* <p>
* Creates a random matrix which will have the provided singular values. The length of sv
* is assumed to be the rank of the matrix. This can be useful for testing purposes when one
* needs to ensure that a matrix is not singular but randomly generated.
* </p>
*
* @param numRows Number of rows in generated matrix.
* @param numCols NUmber of columns in generated matrix.
* @param rand Random number generator.
* @param sv Singular values of the matrix.
* @return A new matrix with the specified singular values.
*/
public static FMatrixRMaj singleValues(int numRows, int numCols,
IMersenneTwister rand, float[] sv)
{
FMatrixRMaj U = RandomMatrices_FDRM.orthogonal(numRows, numRows, rand);
FMatrixRMaj V = RandomMatrices_FDRM.orthogonal(numCols, numCols, rand);
FMatrixRMaj S = new FMatrixRMaj(numRows, numCols);
int min = Math.Min(numRows, numCols);
min = Math.Min(min, sv.Length);
for (int i = 0; i < min; i++)
{
S.set(i, i, sv[i]);
}
FMatrixRMaj tmp = new FMatrixRMaj(numRows, numCols);
CommonOps_FDRM.mult(U, S, tmp);
CommonOps_FDRM.multTransB(tmp, V, S);
return(S);
}
/**
* Give a string of numbers it returns a DenseMatrix
*/
public static FMatrixRMaj parse_FDRM(string s, int numColumns)
{
string[] vals = s.Split('+');
// there is the possibility the first element could be empty
int start = string.IsNullOrEmpty(vals[0]) ? 1 : 0;
// covert it from string to doubles
int numRows = (vals.Length - start) / numColumns;
FMatrixRMaj ret = new FMatrixRMaj(numRows, numColumns);
int index = start;
for (int i = 0; i < numRows; i++)
{
for (int j = 0; j < numColumns; j++)
{
ret.set(i, j, float.Parse(vals[index++]));
}
}
return(ret);
}
/**
* <p>
* Given an eigenvalue it computes an eigenvector using inverse iteration:
* <br>
* for i=1:MAX {<br>
* (A - μI)z<sup>(i)</sup> = q<sup>(i-1)</sup><br>
* q<sup>(i)</sup> = z<sup>(i)</sup> / ||z<sup>(i)</sup>||<br>
* λ<sup>(i)</sup> = q<sup>(i)</sup><sup>T</sup> A q<sup>(i)</sup><br>
* }<br>
* </p>
* <p>
* NOTE: If there is another eigenvalue that is very similar to the provided one then there
* is a chance of it converging towards that one instead. The larger a matrix is the more
* likely this is to happen.
* </p>
* @param A Matrix whose eigenvector is being computed. Not modified.
* @param eigenvalue The eigenvalue in the eigen pair.
* @return The eigenvector or null if none could be found.
*/
public static FEigenpair computeEigenVector(FMatrixRMaj A, float eigenvalue)
{
if (A.numRows != A.numCols)
{
throw new ArgumentException("Must be a square matrix.");
}
FMatrixRMaj M = new FMatrixRMaj(A.numRows, A.numCols);
FMatrixRMaj x = new FMatrixRMaj(A.numRows, 1);
FMatrixRMaj b = new FMatrixRMaj(A.numRows, 1);
CommonOps_FDRM.fill(b, 1);
// perturb the eigenvalue slightly so that its not an exact solution the first time
// eigenvalue -= eigenvalue*UtilEjml.F_EPS*10;
float origEigenvalue = eigenvalue;
SpecializedOps_FDRM.addIdentity(A, M, -eigenvalue);
float threshold = NormOps_FDRM.normPInf(A) * UtilEjml.F_EPS;
float prevError = float.MaxValue;
bool hasWorked = false;
LinearSolverDense <FMatrixRMaj> solver = LinearSolverFactory_FDRM.linear(M.numRows);
float perp = 0.0001f;
for (int i = 0; i < 200; i++)
{
bool failed = false;
// if the matrix is singular then the eigenvalue is within machine precision
// of the true value, meaning that x must also be.
if (!solver.setA(M))
{
failed = true;
}
else
{
solver.solve(b, x);
}
// see if solve silently failed
if (MatrixFeatures_FDRM.hasUncountable(x))
{
failed = true;
}
if (failed)
{
if (!hasWorked)
{
// if it failed on the first trial try perturbing it some more
float val = i % 2 == 0 ? 1.0f - perp : 1.0f + perp;
// maybe this should be turn into a parameter allowing the user
// to configure the wise of each step
eigenvalue = origEigenvalue * (float)Math.Pow(val, i / 2 + 1);
SpecializedOps_FDRM.addIdentity(A, M, -eigenvalue);
}
else
{
// otherwise assume that it was so accurate that the matrix was singular
// and return that result
return(new FEigenpair(eigenvalue, b));
}
}
else
{
hasWorked = true;
b.set(x);
NormOps_FDRM.normalizeF(b);
// compute the residual
CommonOps_FDRM.mult(M, b, x);
float error = NormOps_FDRM.normPInf(x);
if (error - prevError > UtilEjml.F_EPS * 10)
{
// if the error increased it is probably converging towards a different
// eigenvalue
// CommonOps.set(b,1);
prevError = float.MaxValue;
hasWorked = false;
float val = i % 2 == 0 ? 1.0f - perp : 1.0f + perp;
eigenvalue = origEigenvalue * (float)Math.Pow(val, 1);
}
else
{
// see if it has converged
if (error <= threshold || Math.Abs(prevError - error) <= UtilEjml.F_EPS)
{
return(new FEigenpair(eigenvalue, b));
}
// update everything
prevError = error;
eigenvalue = VectorVectorMult_FDRM.innerProdA(b, A, b);
}
SpecializedOps_FDRM.addIdentity(A, M, -eigenvalue);
}
}
return(null);
}
public bool bulgeDoubleStepQn(int i,
float a11, float a21, float a31,
float threshold, bool set)
{
float max;
if (normalize)
{
float absA11 = Math.Abs(a11);
float absA21 = Math.Abs(a21);
float absA31 = Math.Abs(a31);
max = absA11 > absA21 ? absA11 : absA21;
if (absA31 > max)
{
max = absA31;
}
// if( max <= Math.Abs(A.get(i,i))*UtilEjml.F_EPS ) {
if (max <= threshold)
{
if (set)
{
A.set(i, i - 1, 0);
A.set(i + 1, i - 1, 0);
A.set(i + 2, i - 1, 0);
}
return(false);
}
a11 /= max;
a21 /= max;
a31 /= max;
}
else
{
max = 1;
}
// compute the reflector using the b's above
float tau = (float)Math.Sqrt(a11 * a11 + a21 * a21 + a31 * a31);
if (a11 < 0)
{
tau = -tau;
}
float div = a11 + tau;
u.set(i, 0, 1);
u.set(i + 1, 0, a21 / div);
u.set(i + 2, 0, a31 / div);
gamma = div / tau;
// compute A_1 = Q_1^T * A * Q_1
// apply Q*A - just do the 3 rows
QrHelperFunctions_FDRM.rank1UpdateMultR(A, u.data, gamma, 0, i, i + 3, _temp.data);
if (set)
{
A.set(i, i - 1, -max * tau);
A.set(i + 1, i - 1, 0);
A.set(i + 2, i - 1, 0);
}
if (printHumps)
{
Console.WriteLine(" After Q. A =");
A.print();
}
// apply A*Q - just the three things
QrHelperFunctions_FDRM.rank1UpdateMultL(A, u.data, gamma, 0, i, i + 3);
// Console.WriteLine(" after Q*A*Q ");
// A.print();
if (checkUncountable && MatrixFeatures_FDRM.hasUncountable(A))
{
throw new InvalidOperationException("bad matrix");
}
return(true);
}
public override void solve(FMatrixRMaj B, FMatrixRMaj 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;
// get the pivots and transpose them
int[] pivots = decomposition.getColPivots();
float[][] qr = decomposition.getQR();
float[] gammas = decomposition.getGammas();
// solve each column one by one
for (int colB = 0; colB < BnumCols; colB++)
{
x_basic.reshape(numRows, 1);
Y.reshape(numRows, 1);
// make a copy of this column in the vector
for (int i = 0; i < numRows; i++)
{
x_basic.data[i] = B.get(i, colB);
}
// Solve Q*x=b => x = Q'*b
// Q_n*b = (I-gamma*u*u^T)*b = b - u*(gamma*U^T*b)
for (int i = 0; i < rank; i++)
{
float[] u = qr[i];
float vv = u[i];
u[i] = 1;
QrHelperFunctions_FDRM.rank1UpdateMultR(x_basic, u, gammas[i], 0, i, numRows, Y.data);
u[i] = vv;
}
// solve for Rx = b using the standard upper triangular solver
TriangularSolver_FDRM.solveU(R11.data, x_basic.data, rank);
// finish the basic solution by filling in zeros
x_basic.reshape(numCols, 1, true);
for (int i = rank; i < numCols; i++)
{
x_basic.data[i] = 0;
}
if (norm2Solution && rank < numCols)
{
upgradeSolution(x_basic);
}
// save the results
for (int i = 0; i < numCols; i++)
{
X.set(pivots[i], colB, x_basic.data[i]);
}
}
}
