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A set of mathematical utilities
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/**
* Copyright (c) 2017, RTE (http://www.rte-france.com)
* This Source Code Form is subject to the terms of the Mozilla Public
* License, v. 2.0. If a copy of the MPL was not distributed with this
* file, You can obtain one at http://mozilla.org/MPL/2.0/.
* SPDX-License-Identifier: MPL-2.0
*/
package com.powsybl.math.matrix;
import java.util.Objects;
/**
* Dense matrix LU decomposition based on Jama library.
*
* @author Geoffroy Jamgotchian {@literal }
*/
class DenseLUDecomposition implements LUDecomposition {
private final DenseMatrix matrix;
private Jama.LUDecomposition decomposition;
private Jama.LUDecomposition transposedDecomposition;
DenseLUDecomposition(DenseMatrix matrix) {
this.matrix = Objects.requireNonNull(matrix);
}
@Override
public void update(boolean allowIncrementalUpdate) {
decomposition = null;
transposedDecomposition = null;
}
@Override
public void solve(double[] b) {
try {
if (decomposition == null) {
decomposition = matrix.toJamaMatrix().lu();
}
Jama.Matrix x = decomposition.solve(new Jama.Matrix(b, b.length));
System.arraycopy(x.getColumnPackedCopy(), 0, b, 0, b.length);
} catch (RuntimeException e) {
throw new MatrixException(e);
}
}
@Override
public void solveTransposed(double[] b) {
try {
if (transposedDecomposition == null) {
transposedDecomposition = matrix.toJamaMatrix().transpose().lu();
}
Jama.Matrix x = transposedDecomposition.solve(new Jama.Matrix(b, b.length));
System.arraycopy(x.getColumnPackedCopy(), 0, b, 0, b.length);
} catch (RuntimeException e) {
throw new MatrixException(e);
}
}
@Override
public void solve(DenseMatrix b) {
try {
if (decomposition == null) {
decomposition = matrix.toJamaMatrix().lu();
}
Jama.Matrix x = decomposition.solve(b.toJamaMatrix());
b.setValues(x.getColumnPackedCopy());
} catch (RuntimeException e) {
throw new MatrixException(e);
}
}
@Override
public void solveTransposed(DenseMatrix b) {
try {
if (transposedDecomposition == null) {
transposedDecomposition = matrix.toJamaMatrix().transpose().lu();
}
Jama.Matrix x = transposedDecomposition.solve(b.toJamaMatrix());
b.setValues(x.getColumnPackedCopy());
} catch (RuntimeException e) {
throw new MatrixException(e);
}
}
@Override
public void close() {
// nothing to close
}
}
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