Esempio n. 1
0
        public void solve(DMatrixRBlock B, DMatrixRBlock X)
        {
            if (B.numRows != QR.numRows)
            {
                throw new ArgumentException("Row of B and A do not match");
            }

            X.reshape(QR.numCols, B.numCols);

            // The system being solved for can be described as:
            // Q*R*X = B

            // First apply householder reflectors to B
            // Y = Q^T*B
            //decomposer.applyQTran(B);

            // Second solve for Y using the upper triangle matrix R and the just computed Y
            // X = R^-1 * Y
            MatrixOps_DDRB.extractAligned(B, X);

            // extract a block aligned matrix
            int M = Math.Min(QR.numRows, QR.numCols);

            TriangularSolver_DDRB.solve(QR.blockLength, true,
                                        new DSubmatrixD1(QR, 0, M, 0, M), new DSubmatrixD1(X), false);
        }
        virtual public void solve(DMatrixRBlock B, DMatrixRBlock X)
        {
            if (B.blockLength != blockLength)
            {
                throw new ArgumentException("Unexpected blocklength in B.");
            }

            DSubmatrixD1 L = new DSubmatrixD1(decomposer.getT(null));

            if (X == null)
            {
                //X = B.create<DMatrixRBlock>(L.col1, B.numCols);
                X = new DMatrixRBlock(L.col1, B.numCols);
            }
            else
            {
                X.reshape(L.col1, B.numCols, blockLength, false);
            }

            //  L * L^T*X = B

            // Solve for Y:  L*Y = B
            TriangularSolver_DDRB.solve(blockLength, false, L, new DSubmatrixD1(B), false);

            // L^T * X = Y
            TriangularSolver_DDRB.solve(blockLength, false, L, new DSubmatrixD1(B), true);

            if (X != null)
            {
                // copy the solution from B into X
                MatrixOps_DDRB.extractAligned(B, X);
            }
        }