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A comprehensive collection of matrix data structures, linear solvers, least squares methods,
eigenvalue, and singular value decompositions.
/*
* Copyright (C) 2003-2006 Bjørn-Ove Heimsund
*
* This file is part of MTJ.
*
* This library is free software; you can redistribute it and/or modify it
* under the terms of the GNU Lesser General Public License as published by the
* Free Software Foundation; either version 2.1 of the License, or (at your
* option) any later version.
*
* This library is distributed in the hope that it will be useful, but WITHOUT
* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
* FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License
* for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with this library; if not, write to the Free Software Foundation,
* Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
package no.uib.cipr.matrix.sparse;
import no.uib.cipr.matrix.AbstractMatrix;
import no.uib.cipr.matrix.DenseVector;
import no.uib.cipr.matrix.Vector;
/**
* Upper triangular CRS matrix. Only used for triangular solves
*/
class UpperCompRowMatrix extends AbstractMatrix {
private int[] rowptr;
private int[] colind;
private double[] data;
private int[] diagind;
public UpperCompRowMatrix(CompRowMatrix LU, int[] diagind) {
super(LU);
rowptr = LU.getRowPointers();
colind = LU.getColumnIndices();
data = LU.getData();
this.diagind = diagind;
}
@Override
public Vector solve(Vector b, Vector x) {
if (!(b instanceof DenseVector) || !(x instanceof DenseVector))
return super.solve(b, x);
double[] bd = ((DenseVector) b).getData();
double[] xd = ((DenseVector) x).getData();
for (int i = numRows - 1; i >= 0; --i) {
// xi = (bi - sum[j>i] Uij * xj) / Uii
double sum = 0;
for (int j = diagind[i] + 1; j < rowptr[i + 1]; ++j)
sum += data[j] * xd[colind[j]];
xd[i] = (bd[i] - sum) / data[diagind[i]];
}
return x;
}
@Override
public Vector transSolve(Vector b, Vector x) {
if (!(x instanceof DenseVector))
return super.transSolve(b, x);
x.set(b);
double[] xd = ((DenseVector) x).getData();
for (int i = 0; i < numRows; ++i) {
// Solve for the current entry
xd[i] /= data[diagind[i]];
// Move this known solution over to the right hand side for the
// remaining equations
for (int j = diagind[i] + 1; j < rowptr[i + 1]; ++j)
xd[colind[j]] -= data[j] * xd[i];
}
return x;
}
}