Package org.hortonmachine.gears.utils.math.matrixes

Class LinearSystem

java.lang.Object

org.hortonmachine.gears.utils.math.matrixes.Matrix

org.hortonmachine.gears.utils.math.matrixes.SquareMatrix

org.hortonmachine.gears.utils.math.matrixes.LinearSystem

Direct Known Subclasses:

InvertibleMatrix

public class LinearSystem
extends SquareMatrix

From: Java Number Cruncher The Java Programmer's Guide to Numerical Computation by Ronald Mak Solve a system of linear equations using LU decomposition.

Field Summary

Fields

Modifier and Type	Field	Description
protected int	exchangeCount	row exchange count
protected SquareMatrix	LU	decomposed matrix A = LU
protected int[]	permutation	row index permutation vector

Fields inherited from class org.hortonmachine.gears.utils.math.matrixes.Matrix

nCols, nRows, values

Constructor Summary

Constructors

Constructor	Description
LinearSystem(double[][] values)	Constructor.
LinearSystem(int n)	Constructor.

Method Summary

Modifier and Type	Method	Description
protected void	decompose()	Compute the upper triangular matrix U and lower triangular matrix L such that A = L*U.
protected void	reset()	Reset.
protected void	set(double[][] values)	Set the values of the matrix.
void	set(int r, int c, double value)	Set the value of element [r,c] in the matrix.
void	setColumn(ColumnVector cv, int c)	Set a column of this matrix from a column vector.
void	setRow(RowVector rv, int r)	Set a row of this matrix from a row vector.
ColumnVector	solve(ColumnVector b, boolean improve)	Solve Ax = b for x using the Gaussian elimination algorithm.

Methods inherited from class org.hortonmachine.gears.utils.math.matrixes.SquareMatrix

add, multiply, subtract

Methods inherited from class org.hortonmachine.gears.utils.math.matrixes.Matrix

add, at, columnCount, copyValues2D, getColumn, getRow, multiply, multiply, multiply, multiply, rowCount, subtract, transpose, values

Methods inherited from class java.lang.Object

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

Field Detail

LU

protected SquareMatrix LU

decomposed matrix A = LU

permutation

protected int[] permutation

row index permutation vector

exchangeCount

protected int exchangeCount

row exchange count

Constructor Detail

LinearSystem

public LinearSystem(int n)

Constructor.

Parameters:

n - the number of rows = the number of columns

LinearSystem

public LinearSystem(double[][] values)

Constructor.

Parameters:

values - the array of values

Method Detail

set

protected void set(double[][] values)

Set the values of the matrix.

Overrides:

set in class SquareMatrix

Parameters:

values - the 2-d array of values

set

public void set(int r,
                int c,
                double value)
         throws MatrixException

Set the value of element [r,c] in the matrix.

Overrides:

set in class Matrix

Parameters:

r - the row index, 0..nRows

c - the column index, 0..nRows

value - the value

Throws:

matrix.MatrixException - for invalid index

MatrixException

setRow

public void setRow(RowVector rv,
                   int r)
            throws MatrixException

Set a row of this matrix from a row vector.

Overrides:

setRow in class Matrix

Parameters:

rv - the row vector

r - the row index

Throws:

matrix.MatrixException - for an invalid index or an invalid vector size

MatrixException

setColumn

public void setColumn(ColumnVector cv,
                      int c)
               throws MatrixException

Set a column of this matrix from a column vector.

Overrides:

setColumn in class Matrix

Parameters:

cv - the column vector

c - the column index

Throws:

matrix.MatrixException - for an invalid index or an invalid vector size

MatrixException

reset

protected void reset()

Reset. Invalidate LU and the permutation vector.

solve

public ColumnVector solve(ColumnVector b,
                          boolean improve)
                   throws MatrixException

Solve Ax = b for x using the Gaussian elimination algorithm.

Parameters:

b - the right-hand-side column vector

improve - true to improve the solution

Returns:

the solution column vector

Throws:

matrix.MatrixException - if an error occurred

MatrixException

decompose

protected void decompose()
                  throws MatrixException

Compute the upper triangular matrix U and lower triangular matrix L such that A = L*U. Store L and U together in matrix LU. Compute the permutation vector permutation of the row indices.

Throws:

matrix.MatrixException - for a zero row or a singular matrix

MatrixException