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Fast double-precision vector and matrix maths library for Java, supporting N-dimensional numeric arrays.

There is a newer version: 0.67.0

package mikera.matrixx.algo;

import mikera.matrixx.AMatrix;
import mikera.matrixx.Matrix;
import mikera.matrixx.impl.ImmutableMatrix;
import mikera.vectorz.util.DoubleArrays;
import mikera.vectorz.util.ErrorMessages;

public class Multiplications {

	private Multiplications(){}

	// target number of elements in working set group
	// aim for around 200kb => fits comfortably in L2 cache in modern machines
	protected static final int WORKING_SET_TARGET=8192;
	
	/** 
	 * General purpose matrix multiplication, with smart selection of algorithm based
	 * on matrix size and type.
	 * 
	 * @param a
	 * @param b
	 * @return
	 */
	public static Matrix multiply(AMatrix a, AMatrix b) {
		if (a instanceof Matrix) {
			return multiply((Matrix)a,b);
		} else if (a instanceof ImmutableMatrix) {
			return multiply(Matrix.wrap(a.rowCount(),a.columnCount(),((ImmutableMatrix)a).getInternalData()),b);
		} else {
			return blockedMultiply(a.toMatrix(),b);
		}
	}
	
	public static Matrix multiply(Matrix a, AMatrix b) {
		return blockedMultiply(a,b);
	}
	
	/**
	 * Performs fast matrix multiplication using temporary working storage for the second matrix
	 * @param a
	 * @param b
	 * @return
	 */
	public static Matrix blockedMultiply(Matrix a, AMatrix b) {
		int rc=a.rowCount();
		int cc=b.columnCount();
		int ic=a.columnCount();
		
		if ((ic!=b.rowCount())) {
			throw new IllegalArgumentException(ErrorMessages.incompatibleShapes(a,b));
		}		

		Matrix result=Matrix.create(rc, cc);
		if (ic==0) return result;
		
		int block=(WORKING_SET_TARGET/ic)+1;
		// working set stores up to  number of columns from second matrix
		Matrix wsb=Matrix.create(Math.min(block,cc), ic);
		
		for (int bj=0; bj number of columns from each matrix
		Matrix wsa=Matrix.create(Math.min(block,rc), ic);
		Matrix wsb=Matrix.create(Math.min(block,cc), ic);
		
		for (int bj=0; bj