org.apache.commons.math3.linear

Class EigenDecomposition.Solver

java.lang.Object

org.apache.commons.math3.linear.EigenDecomposition.Solver

All Implemented Interfaces:

DecompositionSolver

Enclosing class:

EigenDecomposition

private static class EigenDecomposition.Solver
extends java.lang.Object
implements DecompositionSolver

Specialized solver.

Field Summary

Fields

Modifier and Type	Field and Description
private ArrayRealVector[]	eigenvectors Eigenvectors.
private double[]	imagEigenvalues Imaginary part of the realEigenvalues.
private double[]	realEigenvalues Real part of the realEigenvalues.

Constructor Summary

Constructors

Modifier	Constructor and Description
private	EigenDecomposition.Solver(double[] realEigenvalues, double[] imagEigenvalues, ArrayRealVector[] eigenvectors) Builds a solver from decomposed matrix.

Method Summary

Methods

Modifier and Type	Method and Description
private double	eigenvalueNorm(int i)
RealMatrix	getInverse() Get the inverse of the decomposed matrix.
boolean	isNonSingular() Checks whether the decomposed matrix is non-singular.
RealMatrix	solve(RealMatrix b) Solve the linear equation A × X = B for matrices A.
RealVector	solve(RealVector b) Solves the linear equation A × X = B for symmetric matrices A.

Methods inherited from class java.lang.Object

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

Field Detail

realEigenvalues

private double[] realEigenvalues

Real part of the realEigenvalues.

imagEigenvalues

private double[] imagEigenvalues

Imaginary part of the realEigenvalues.

eigenvectors

private final ArrayRealVector[] eigenvectors

Eigenvectors.

Constructor Detail

EigenDecomposition.Solver

private EigenDecomposition.Solver(double[] realEigenvalues,
                         double[] imagEigenvalues,
                         ArrayRealVector[] eigenvectors)

Builds a solver from decomposed matrix.

Parameters:

realEigenvalues - Real parts of the eigenvalues.

imagEigenvalues - Imaginary parts of the eigenvalues.

eigenvectors - Eigenvectors.

Method Detail

solve

public RealVector solve(RealVector b)

Solves the linear equation A × X = B for symmetric matrices A.

This method only finds exact linear solutions, i.e. solutions for which ||A × X - B|| is exactly 0.

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.

SingularMatrixException - if the decomposed matrix is singular.

solve

public RealMatrix solve(RealMatrix b)

Solve the linear equation A × X = B for matrices A.

The A matrix is implicit, it is provided by the underlying decomposition algorithm.

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

isNonSingular

public boolean isNonSingular()

Checks whether the decomposed matrix is non-singular.

Specified by:

isNonSingular in interface DecompositionSolver

Returns:

true if the decomposed matrix is non-singular.

eigenvalueNorm

private double eigenvalueNorm(int i)

Parameters:

i - which eigenvalue to find the norm of

Returns:

the norm of ith (complex) eigenvalue.

getInverse

public RealMatrix getInverse()

Get the inverse of the decomposed matrix.

Specified by:

getInverse in interface DecompositionSolver

Returns:

the inverse matrix.

Throws:

SingularMatrixException - if the decomposed matrix is singular.