no.uib.cipr.matrix
Class LowerSPDDenseMatrix

java.lang.Object
  extended by no.uib.cipr.matrix.AbstractMatrix
      extended by no.uib.cipr.matrix.LowerSymmDenseMatrix
          extended by 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