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A comprehensive collection of matrix data structures, linear solvers, least squares methods,
eigenvalue, and singular value decompositions.
Forked from: https://github.com/fommil/matrix-toolkits-java
and added support for eigenvalue computation of general matrices
/*
* 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;
/**
* Base class for the orthogonal matrix decompositions (QR, RQ, LQ, and QL)
*/
abstract class OrthogonalComputer {
/**
* The orthogonal matrix
*/
final DenseMatrix Q;
/**
* Lower triangular factor. May not be present
*/
final LowerTriangDenseMatrix L;
/**
* Upper triangular factor. May not be present
*/
final UpperTriangDenseMatrix R;
/**
* Factorisation sizes
*/
final int m, n, k;
/**
* Work arrays
*/
double[] work, workGen;
/**
* Scales for the reflectors
*/
final double[] tau;
/**
* Constructor for OrthogonalComputer
*
* @param m
* Number of rows
* @param n
* Number of columns
* @param upper
* True for storing an upper triangular factor, false for a lower
* triangular factor
*/
OrthogonalComputer(int m, int n, boolean upper) {
this.m = m;
this.n = n;
this.k = Math.min(m, n);
tau = new double[k];
Q = new DenseMatrix(m, n);
if (upper) {
R = new UpperTriangDenseMatrix(Math.min(m, n));
L = null;
} else {
L = new LowerTriangDenseMatrix(Math.min(m, n));
R = null;
}
}
/**
* Computes an orthogonal decomposition
*
* @param A
* Matrix to decompose. Overwritten on exit. Pass a copy to avoid
* this
* @return The current decomposition
*/
public abstract OrthogonalComputer factor(DenseMatrix A);
/**
* Returns the orthogonal part of the factorization
*/
public DenseMatrix getQ() {
return Q;
}
}