no.uib.cipr.matrix
Class LowerSPDPackMatrix

java.lang.Object
  extended by no.uib.cipr.matrix.AbstractMatrix
      extended by no.uib.cipr.matrix.LowerSymmPackMatrix
          extended by no.uib.cipr.matrix.LowerSPDPackMatrix
All Implemented Interfaces:
java.lang.Iterable<MatrixEntry>, Matrix

public class LowerSPDPackMatrix
extends LowerSymmPackMatrix

Lower symmetrical positive definite packed matrix. Same layout as LowerSymmPackMatrix. 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
LowerSPDPackMatrix(int n)
          Constructor for LowerSPDPackMatrix
LowerSPDPackMatrix(Matrix A)
          Constructor for LowerSPDPackMatrix
LowerSPDPackMatrix(Matrix A, boolean deep)
          Constructor for LowerSPDPackMatrix
 
Method Summary
 LowerSPDPackMatrix copy()
          Creates a deep copy of the matrix
 double[] getData()
          Returns the matrix contents.
 Vector multAdd(double alpha, Vector x, Vector y)
          y = alpha*A*x + y
 Matrix rank1(double alpha, Vector x, Vector y)
          A = alpha*x*yT + 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.
 Vector transMultAdd(double alpha, Vector x, Vector y)
          y = alpha*AT*x + y
 Matrix transpose()
          Transposes the matrix in-place.
 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.LowerSymmPackMatrix
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, multAdd, norm, norm1, normF, normInf, numColumns, numRows, rank1, rank1, rank1, rank1, rank1, rank2, rank2, rank2, scale, set, toString, transABmult, transABmult, transABmultAdd, transABmultAdd, transAmult, transAmult, transAmultAdd, transAmultAdd, transBmult, transBmult, transBmultAdd, transBmultAdd, transMult, transMult, transMultAdd, transpose, transRank1, transRank1, transRank2, transRank2
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Constructor Detail

LowerSPDPackMatrix

public LowerSPDPackMatrix(int n)
Constructor for LowerSPDPackMatrix

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

LowerSPDPackMatrix

public LowerSPDPackMatrix(Matrix A)
Constructor for LowerSPDPackMatrix

Parameters:
A - Matrix to copy contents from. Only the entries of the relevant part are copied

LowerSPDPackMatrix

public LowerSPDPackMatrix(Matrix A,
                          boolean deep)
Constructor for LowerSPDPackMatrix

Parameters:
A - Matrix to copy contents from. Only the entries of the relevant part are copied
deep - True if the copy is deep, else false (giving a shallow copy). For shallow copies, A must be a packed matrix
Method Detail

copy

public LowerSPDPackMatrix copy()
Description copied from interface: Matrix
Creates a deep copy of the matrix

Specified by:
copy in interface Matrix
Overrides:
copy in class LowerSymmPackMatrix
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 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,
                    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

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