no.uib.cipr.matrix
Class LowerSPDDenseMatrix

java.lang.Object
  no.uib.cipr.matrix.AbstractMatrix
      no.uib.cipr.matrix.LowerSymmDenseMatrix
          no.uib.cipr.matrix.LowerSPDDenseMatrix

All Implemented Interfaces:

java.lang.Iterable<MatrixEntry>, Matrix

public class LowerSPDDenseMatrix
extends LowerSymmDenseMatrix

Lower symmetrical positive definite dense matrix. Same layout as LowerSymmDenseMatrix. This class does not enforce the SPD property, but serves as a tag so that more efficient algorithms can be used in the solvers.

Nested Class Summary

Nested classes/interfaces inherited from interface no.uib.cipr.matrix.Matrix

Matrix.Norm

Field Summary

Fields inherited from class no.uib.cipr.matrix.AbstractMatrix

numColumns, numRows

Constructor Summary

LowerSPDDenseMatrix(int n)
Constructor for LowerSPDDenseMatrix

LowerSPDDenseMatrix(Matrix A)
Constructor for LowerSPDDenseMatrix

LowerSPDDenseMatrix(Matrix A, boolean deep)
Constructor for LowerSPDDenseMatrix

Method Summary

LowerSPDDenseMatrix	copy() Creates a deep copy of the matrix
double[]	getData() Returns the matrix contents.
Matrix	multAdd(double alpha, Matrix B, Matrix C) C = alpha*A*B + C
Vector	multAdd(double alpha, Vector x, Vector y) y = alpha*A*x + y
Matrix	rank1(double alpha, Matrix C) A = alpha*C*CT + A.
Matrix	rank1(double alpha, Vector x, Vector y) A = alpha*x*yT + A.
Matrix	rank2(double alpha, Matrix B, Matrix C) A = alpha*B*CT + alpha*C*BT + A.
Matrix	rank2(double alpha, Vector x, Vector y) A = alpha*x*yT + alpha*y*xT + A.
Matrix	set(Matrix B) A=B.
Matrix	solve(Matrix B, Matrix X) X = A\B.
Vector	solve(Vector b, Vector x) x = A\b.
Matrix	transAmultAdd(double alpha, Matrix B, Matrix C) C = alpha*AT*B + C
Vector	transMultAdd(double alpha, Vector x, Vector y) y = alpha*AT*x + y
Matrix	transpose() Transposes the matrix in-place.
Matrix	transRank1(double alpha, Matrix C) A = alpha*CT*C + A The matrices must be square and of the same size
Matrix	transRank2(double alpha, Matrix B, Matrix C) A = alpha*BT*C + alpha*CT*B + A.
Matrix	transSolve(Matrix B, Matrix X) X = AT\B.
Vector	transSolve(Vector b, Vector x) x = AT\b.
Matrix	zero() Zeros all the entries in the matrix, while preserving any underlying structure.

Methods inherited from class no.uib.cipr.matrix.LowerSymmDenseMatrix

add, get, set

Methods inherited from class no.uib.cipr.matrix.AbstractMatrix

add, add, check, checkMultAdd, checkMultAdd, checkRank1, checkRank1, checkRank2, checkRank2, checkSize, checkSolve, checkSolve, checkTransABmultAdd, checkTransAmultAdd, checkTransBmultAdd, checkTransMultAdd, checkTranspose, checkTranspose, checkTransRank1, checkTransRank2, isSquare, iterator, max, max, mult, mult, mult, mult, multAdd, multAdd, norm, norm1, normF, normInf, numColumns, numRows, rank1, rank1, rank1, rank1, rank2, rank2, scale, set, toString, transABmult, transABmult, transABmultAdd, transABmultAdd, transAmult, transAmult, transAmultAdd, transBmult, transBmult, transBmultAdd, transBmultAdd, transMult, transMult, transMultAdd, transpose, transRank1, transRank2

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

LowerSPDDenseMatrix

public LowerSPDDenseMatrix(int n)

Constructor for LowerSPDDenseMatrix

Parameters:

n - Size of the matrix. Since the matrix must be square, this equals both the number of rows and columns

LowerSPDDenseMatrix

public LowerSPDDenseMatrix(Matrix A)

Constructor for LowerSPDDenseMatrix

Parameters:

A - Matrix to copy. It must be a square matrix, and only the lower triangular part is copied

LowerSPDDenseMatrix

public LowerSPDDenseMatrix(Matrix A,
                           boolean deep)

Constructor for LowerSPDDenseMatrix

Parameters:

A - Matrix to copy. It must be a square matrix, and only the lower triangular part is copied

deep - False for a shallow copy, else it'll be a deep copy. For shallow copies, A must be a dense matrix

Method Detail

copy

public LowerSPDDenseMatrix copy()

Description copied from interface: Matrix

Creates a deep copy of the matrix

Specified by:

copy in interface Matrix

Overrides:

copy in class LowerSymmDenseMatrix

Returns:

A

solve

public Matrix solve(Matrix B,
                    Matrix X)

Description copied from interface: Matrix

X = A\B. Not all matrices support this operation, those that do not throw UnsupportedOperationException. Note that it is often more efficient to use a matrix decomposition and its associated solver

Specified by:

solve in interface Matrix

Parameters:

B - Matrix with the same number of rows as A, and the same number of columns as X

X - Matrix with a number of rows equal A.numColumns(), and the same number of columns as B

Returns:

X

multAdd

public Matrix multAdd(double alpha,
                      Matrix B,
                      Matrix C)

Description copied from interface: Matrix

C = alpha*A*B + C

Specified by:

multAdd in interface Matrix

Overrides:

multAdd in class AbstractMatrix

B - Matrix such that B.numRows() == A.numColumns() and B.numColumns() == C.numColumns()

C - Matrix such that C.numRows() == A.numRows() and B.numColumns() == C.numColumns()

Returns:

C

transAmultAdd

public Matrix transAmultAdd(double alpha,
                            Matrix B,
                            Matrix C)

Description copied from interface: Matrix

C = alpha*AT*B + C

Specified by:

transAmultAdd in interface Matrix

Overrides:

transAmultAdd in class AbstractMatrix

B - Matrix such that B.numRows() == A.numRows() and B.numColumns() == C.numColumns()

C - Matrix such that C.numRows() == A.numColumns() and B.numColumns() == C.numColumns()

Returns:

C

rank1

public Matrix rank1(double alpha,
                    Vector x,
                    Vector y)

Description copied from interface: Matrix

A = alpha*x*yT + A. The matrix must be square, and the vectors of the same length

Specified by:

rank1 in interface Matrix

Overrides:

rank1 in class AbstractMatrix

Returns:

A

rank2

public Matrix rank2(double alpha,
                    Vector x,
                    Vector y)

Description copied from interface: Matrix

A = alpha*x*yT + alpha*y*xT + A. The matrix must be square, and the vectors of the same length

Specified by:

rank2 in interface Matrix

Overrides:

rank2 in class AbstractMatrix

Returns:

A

multAdd

public Vector multAdd(double alpha,
                      Vector x,
                      Vector y)

Description copied from interface: Matrix

y = alpha*A*x + y

Specified by:

multAdd in interface Matrix

Overrides:

multAdd in class AbstractMatrix

x - Vector of size A.numColumns()

y - Vector of size A.numRows()

Returns:

y

transMultAdd

public Vector transMultAdd(double alpha,
                           Vector x,
                           Vector y)

Description copied from interface: Matrix

y = alpha*AT*x + y

Specified by:

transMultAdd in interface Matrix

Overrides:

transMultAdd in class AbstractMatrix

x - Vector of size A.numRows()

y - Vector of size A.numColumns()

Returns:

y

rank1

public Matrix rank1(double alpha,
                    Matrix C)

Description copied from interface: Matrix

A = alpha*C*CT + A. The matrices must be square and of the same size

Specified by:

rank1 in interface Matrix

Overrides:

rank1 in class AbstractMatrix

Returns:

A

transRank1

public Matrix transRank1(double alpha,
                         Matrix C)

Description copied from interface: Matrix

A = alpha*CT*C + A The matrices must be square and of the same size

Specified by:

transRank1 in interface Matrix

Overrides:

transRank1 in class AbstractMatrix

Returns:

A

rank2

public Matrix rank2(double alpha,
                    Matrix B,
                    Matrix C)

Description copied from interface: Matrix

A = alpha*B*CT + alpha*C*BT + A. This matrix must be square

Specified by:

rank2 in interface Matrix

Overrides:

rank2 in class AbstractMatrix

B - Matrix with the same number of rows as A and the same number of columns as C

C - Matrix with the same number of rows as A and the same number of columns as B

Returns:

A

transRank2

public Matrix transRank2(double alpha,
                         Matrix B,
                         Matrix C)

Description copied from interface: Matrix

A = alpha*BT*C + alpha*CT*B + A. This matrix must be square

Specified by:

transRank2 in interface Matrix

Overrides:

transRank2 in class AbstractMatrix

B - Matrix with the same number of rows as C and the same number of columns as A

C - Matrix with the same number of rows as B and the same number of columns as A

Returns:

A

solve

public Vector solve(Vector b,
                    Vector x)

Description copied from interface: Matrix

x = A\b. Not all matrices support this operation, those that do not throw UnsupportedOperationException. Note that it is often more efficient to use a matrix decomposition and its associated solver

Specified by:

solve in interface Matrix

Overrides:

solve in class AbstractMatrix

Parameters:

b - Vector of size A.numRows()

x - Vector of size A.numColumns()

Returns:

x

transSolve

public Matrix transSolve(Matrix B,
                         Matrix X)

Description copied from interface: Matrix

X = AT\B. Not all matrices support this operation, those that do not throw UnsupportedOperationException. Note that it is often more efficient to use a matrix decomposition and its associated transpose solver

Specified by:

transSolve in interface Matrix

Overrides:

transSolve in class AbstractMatrix

Parameters:

B - Matrix with a number of rows equal A.numColumns(), and the same number of columns as X

X - Matrix with the same number of rows as A, and the same number of columns as B

Returns:

X

transSolve

public Vector transSolve(Vector b,
                         Vector x)

Description copied from interface: Matrix

x = AT\b. Not all matrices support this operation, those that do not throw UnsupportedOperationException. Note that it is often more efficient to use a matrix decomposition and its associated solver

Specified by:

transSolve in interface Matrix

Overrides:

transSolve in class AbstractMatrix

Parameters:

b - Vector of size A.numColumns()

x - Vector of size A.numRows()

Returns:

x

transpose

public Matrix transpose()

Description copied from interface: Matrix

Transposes the matrix in-place. In most cases, the matrix must be square for this to work.

Specified by:

transpose in interface Matrix

Overrides:

transpose in class AbstractMatrix

Returns:

This matrix

getData

public double[] getData()

Returns the matrix contents. Ordering depends on the underlying storage assumptions

set

public Matrix set(Matrix B)

Description copied from interface: Matrix

A=B. The matrices must be of the same size

Specified by:

set in interface Matrix

Overrides:

set in class AbstractMatrix

Returns:

A

zero

public Matrix zero()

Description copied from interface: Matrix

Zeros all the entries in the matrix, while preserving any underlying structure. Useful for general, unstructured matrices.

Specified by:

zero in interface Matrix

Overrides:

zero in class AbstractMatrix

Returns:

A