org.apache.commons.math3.linear
Class SingularValueDecomposition.Solver

java.lang.Object
  org.apache.commons.math3.linear.SingularValueDecomposition.Solver

All Implemented Interfaces:

DecompositionSolver

Enclosing class:

SingularValueDecomposition

private static class SingularValueDecomposition.Solver
extends Object
implements DecompositionSolver

Specialized solver.

Field Summary

private boolean	nonSingular Singularity indicator.
private RealMatrix	pseudoInverse Pseudo-inverse of the initial matrix.

Constructor Summary

private

SingularValueDecomposition.Solver(double[] singularValues, RealMatrix uT, RealMatrix v, boolean nonSingular, double tol) Build a solver from decomposed matrix.

Method Summary

RealMatrix	getInverse() Get the pseudo-inverse of the decomposed matrix.
boolean	isNonSingular() Check if the decomposed matrix is non-singular.
RealMatrix	solve(RealMatrix b) Solve the linear equation A × X = B in least square sense.
RealVector	solve(RealVector b) Solve the linear equation A × X = B in least square sense.

Methods inherited from class java.lang.Object

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

Field Detail

pseudoInverse

private final RealMatrix pseudoInverse

Pseudo-inverse of the initial matrix.

nonSingular

private boolean nonSingular

Singularity indicator.

Constructor Detail

SingularValueDecomposition.Solver

private SingularValueDecomposition.Solver(double[] singularValues,
                                          RealMatrix uT,
                                          RealMatrix v,
                                          boolean nonSingular,
                                          double tol)

Build a solver from decomposed matrix.

Parameters:

singularValues - Singular values.

uT - U^T matrix of the decomposition.

v - V matrix of the decomposition.

nonSingular - Singularity indicator.

tol - tolerance for singular values

Method Detail

solve

public RealVector solve(RealVector b)

Solve the linear equation A × X = B in least square sense.

The m×n matrix A may not be square, the solution X is such that ||A × X - B|| is minimal.

Specified by:

solve in interface DecompositionSolver

Parameters:

b - Right-hand side of the equation A × X = B

Returns:

a vector X that minimizes the two norm of A × X - B

Throws:

DimensionMismatchException - if the matrices dimensions do not match.

solve

public RealMatrix solve(RealMatrix b)

Solve the linear equation A × X = B in least square sense.

The m×n matrix A may not be square, the solution X is such that ||A × X - B|| is minimal.

Specified by:

solve in interface DecompositionSolver

Parameters:

b - Right-hand side of the equation A × X = B

Returns:

a matrix X that minimizes the two norm of A × X - B

Throws:

DimensionMismatchException - if the matrices dimensions do not match.

isNonSingular

public boolean isNonSingular()

Check if the decomposed matrix is non-singular.

Specified by:

isNonSingular in interface DecompositionSolver

Returns:

true if the decomposed matrix is non-singular.

getInverse

public RealMatrix getInverse()

Get the pseudo-inverse of the decomposed matrix.

Specified by:

getInverse in interface DecompositionSolver

Returns:

the inverse matrix.