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Statistical sampling library for use in virtdata libraries, based on apache commons math 4

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/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package org.apache.commons.math4.linear;

import java.io.Serializable;

import org.apache.commons.math4.exception.DimensionMismatchException;
import org.apache.commons.math4.exception.NotStrictlyPositiveException;
import org.apache.commons.math4.exception.NumberIsTooLargeException;
import org.apache.commons.math4.exception.OutOfRangeException;
import org.apache.commons.math4.util.OpenIntToDoubleHashMap;

/**
 * Sparse matrix implementation based on an open addressed map.
 *
 * 

* Caveat: This implementation assumes that, for any {@code x}, * the equality {@code x * 0d == 0d} holds. But it is is not true for * {@code NaN}. Moreover, zero entries will lose their sign. * Some operations (that involve {@code NaN} and/or infinities) may * thus give incorrect results. *

* @since 2.0 */ public class OpenMapRealMatrix extends AbstractRealMatrix implements SparseRealMatrix, Serializable { /** Serializable version identifier. */ private static final long serialVersionUID = -5962461716457143437L; /** Number of rows of the matrix. */ private final int rows; /** Number of columns of the matrix. */ private final int columns; /** Storage for (sparse) matrix elements. */ private final OpenIntToDoubleHashMap entries; /** * Build a sparse matrix with the supplied row and column dimensions. * * @param rowDimension Number of rows of the matrix. * @param columnDimension Number of columns of the matrix. * @throws NotStrictlyPositiveException if row or column dimension is not * positive. * @throws NumberIsTooLargeException if the total number of entries of the * matrix is larger than {@code Integer.MAX_VALUE}. */ public OpenMapRealMatrix(int rowDimension, int columnDimension) throws NotStrictlyPositiveException, NumberIsTooLargeException { super(rowDimension, columnDimension); long lRow = rowDimension; long lCol = columnDimension; if (lRow * lCol >= Integer.MAX_VALUE) { throw new NumberIsTooLargeException(lRow * lCol, Integer.MAX_VALUE, false); } this.rows = rowDimension; this.columns = columnDimension; this.entries = new OpenIntToDoubleHashMap(0.0); } /** * Build a matrix by copying another one. * * @param matrix matrix to copy. */ public OpenMapRealMatrix(OpenMapRealMatrix matrix) { this.rows = matrix.rows; this.columns = matrix.columns; this.entries = new OpenIntToDoubleHashMap(matrix.entries); } /** {@inheritDoc} */ @Override public OpenMapRealMatrix copy() { return new OpenMapRealMatrix(this); } /** * {@inheritDoc} * * @throws NumberIsTooLargeException if the total number of entries of the * matrix is larger than {@code Integer.MAX_VALUE}. */ @Override public OpenMapRealMatrix createMatrix(int rowDimension, int columnDimension) throws NotStrictlyPositiveException, NumberIsTooLargeException { return new OpenMapRealMatrix(rowDimension, columnDimension); } /** {@inheritDoc} */ @Override public int getColumnDimension() { return columns; } /** * Compute the sum of this matrix and {@code m}. * * @param m Matrix to be added. * @return {@code this} + {@code m}. * @throws MatrixDimensionMismatchException if {@code m} is not the same * size as {@code this}. */ public OpenMapRealMatrix add(OpenMapRealMatrix m) throws MatrixDimensionMismatchException { MatrixUtils.checkAdditionCompatible(this, m); final OpenMapRealMatrix out = new OpenMapRealMatrix(this); for (OpenIntToDoubleHashMap.Iterator iterator = m.entries.iterator(); iterator.hasNext();) { iterator.advance(); final int row = iterator.key() / columns; final int col = iterator.key() - row * columns; out.setEntry(row, col, getEntry(row, col) + iterator.value()); } return out; } /** {@inheritDoc} */ @Override public OpenMapRealMatrix subtract(final RealMatrix m) throws MatrixDimensionMismatchException { try { return subtract((OpenMapRealMatrix) m); } catch (ClassCastException cce) { return (OpenMapRealMatrix) super.subtract(m); } } /** * Subtract {@code m} from this matrix. * * @param m Matrix to be subtracted. * @return {@code this} - {@code m}. * @throws MatrixDimensionMismatchException if {@code m} is not the same * size as {@code this}. */ public OpenMapRealMatrix subtract(OpenMapRealMatrix m) throws MatrixDimensionMismatchException { MatrixUtils.checkAdditionCompatible(this, m); final OpenMapRealMatrix out = new OpenMapRealMatrix(this); for (OpenIntToDoubleHashMap.Iterator iterator = m.entries.iterator(); iterator.hasNext();) { iterator.advance(); final int row = iterator.key() / columns; final int col = iterator.key() - row * columns; out.setEntry(row, col, getEntry(row, col) - iterator.value()); } return out; } /** * {@inheritDoc} * * @throws NumberIsTooLargeException if {@code m} is an * {@code OpenMapRealMatrix}, and the total number of entries of the product * is larger than {@code Integer.MAX_VALUE}. */ @Override public RealMatrix multiply(final RealMatrix m) throws DimensionMismatchException, NumberIsTooLargeException { try { return multiply((OpenMapRealMatrix) m); } catch (ClassCastException cce) { MatrixUtils.checkMultiplicationCompatible(this, m); final int outCols = m.getColumnDimension(); final BlockRealMatrix out = new BlockRealMatrix(rows, outCols); for (OpenIntToDoubleHashMap.Iterator iterator = entries.iterator(); iterator.hasNext();) { iterator.advance(); final double value = iterator.value(); final int key = iterator.key(); final int i = key / columns; final int k = key % columns; for (int j = 0; j < outCols; ++j) { out.addToEntry(i, j, value * m.getEntry(k, j)); } } return out; } } /** * Postmultiply this matrix by {@code m}. * * @param m Matrix to postmultiply by. * @return {@code this} * {@code m}. * @throws DimensionMismatchException if the number of rows of {@code m} * differ from the number of columns of {@code this} matrix. * @throws NumberIsTooLargeException if the total number of entries of the * product is larger than {@code Integer.MAX_VALUE}. */ public OpenMapRealMatrix multiply(OpenMapRealMatrix m) throws DimensionMismatchException, NumberIsTooLargeException { // Safety check. MatrixUtils.checkMultiplicationCompatible(this, m); final int outCols = m.getColumnDimension(); OpenMapRealMatrix out = new OpenMapRealMatrix(rows, outCols); for (OpenIntToDoubleHashMap.Iterator iterator = entries.iterator(); iterator.hasNext();) { iterator.advance(); final double value = iterator.value(); final int key = iterator.key(); final int i = key / columns; final int k = key % columns; for (int j = 0; j < outCols; ++j) { final int rightKey = m.computeKey(k, j); if (m.entries.containsKey(rightKey)) { final int outKey = out.computeKey(i, j); final double outValue = out.entries.get(outKey) + value * m.entries.get(rightKey); if (outValue == 0.0) { out.entries.remove(outKey); } else { out.entries.put(outKey, outValue); } } } } return out; } /** {@inheritDoc} */ @Override public double getEntry(int row, int column) throws OutOfRangeException { MatrixUtils.checkRowIndex(this, row); MatrixUtils.checkColumnIndex(this, column); return entries.get(computeKey(row, column)); } /** {@inheritDoc} */ @Override public int getRowDimension() { return rows; } /** {@inheritDoc} */ @Override public void setEntry(int row, int column, double value) throws OutOfRangeException { MatrixUtils.checkRowIndex(this, row); MatrixUtils.checkColumnIndex(this, column); if (value == 0.0) { entries.remove(computeKey(row, column)); } else { entries.put(computeKey(row, column), value); } } /** {@inheritDoc} */ @Override public void addToEntry(int row, int column, double increment) throws OutOfRangeException { MatrixUtils.checkRowIndex(this, row); MatrixUtils.checkColumnIndex(this, column); final int key = computeKey(row, column); final double value = entries.get(key) + increment; if (value == 0.0) { entries.remove(key); } else { entries.put(key, value); } } /** {@inheritDoc} */ @Override public void multiplyEntry(int row, int column, double factor) throws OutOfRangeException { MatrixUtils.checkRowIndex(this, row); MatrixUtils.checkColumnIndex(this, column); final int key = computeKey(row, column); final double value = entries.get(key) * factor; if (value == 0.0) { entries.remove(key); } else { entries.put(key, value); } } /** * Compute the key to access a matrix element * @param row row index of the matrix element * @param column column index of the matrix element * @return key within the map to access the matrix element */ private int computeKey(int row, int column) { return row * columns + column; } }




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