org.apache.commons.math.linear.Array2DRowRealMatrix Maven / Gradle / Ivy
Show all versions of commons-math Show documentation
/*
* 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.math.linear;
import java.io.Serializable;
import org.apache.commons.math.MathRuntimeException;
/**
* Implementation of RealMatrix using a double[][] array to store entries and
*
* LU decomposition to support linear system
* solution and inverse.
*
* The LU decomposition is performed as needed, to support the following operations:
* - solve
* - isSingular
* - getDeterminant
* - inverse
*
* Usage notes:
*
-
* The LU decomposition is cached and reused on subsequent calls.
* If data are modified via references to the underlying array obtained using
*
getDataRef()
, then the stored LU decomposition will not be
* discarded. In this case, you need to explicitly invoke
* LUDecompose()
to recompute the decomposition
* before using any of the methods above.
* -
* As specified in the {@link RealMatrix} interface, matrix element indexing
* is 0-based -- e.g.,
getEntry(0, 0)
* returns the element in the first row, first column of the matrix.
*
*
* @version $Revision: 783702 $ $Date: 2009-06-11 04:54:02 -0400 (Thu, 11 Jun 2009) $
*/
public class Array2DRowRealMatrix extends AbstractRealMatrix implements Serializable {
/** Serializable version identifier */
private static final long serialVersionUID = -1067294169172445528L;
/** Entries of the matrix */
protected double data[][];
/**
* Creates a matrix with no data
*/
public Array2DRowRealMatrix() {
}
/**
* Create a new RealMatrix with the supplied row and column dimensions.
*
* @param rowDimension the number of rows in the new matrix
* @param columnDimension the number of columns in the new matrix
* @throws IllegalArgumentException if row or column dimension is not
* positive
*/
public Array2DRowRealMatrix(final int rowDimension, final int columnDimension)
throws IllegalArgumentException {
super(rowDimension, columnDimension);
data = new double[rowDimension][columnDimension];
}
/**
* Create a new RealMatrix using the input array as the underlying
* data array.
* The input array is copied, not referenced. This constructor has
* the same effect as calling {@link #Array2DRowRealMatrix(double[][], boolean)}
* with the second argument set to true
.
*
* @param d data for new matrix
* @throws IllegalArgumentException if d
is not rectangular
* (not all rows have the same length) or empty
* @throws NullPointerException if d
is null
* @see #Array2DRowRealMatrix(double[][], boolean)
*/
public Array2DRowRealMatrix(final double[][] d)
throws IllegalArgumentException, NullPointerException {
copyIn(d);
}
/**
* Create a new RealMatrix using the input array as the underlying
* data array.
* If an array is built specially in order to be embedded in a
* RealMatrix and not used directly, the copyArray
may be
* set to false
* @param d data for new matrix
* @param copyArray if true, the input array will be copied, otherwise
* it will be referenced
* @throws IllegalArgumentException if d
is not rectangular
* (not all rows have the same length) or empty
* @throws NullPointerException if d
is null
* @see #Array2DRowRealMatrix(double[][])
*/
public Array2DRowRealMatrix(final double[][] d, final boolean copyArray)
throws IllegalArgumentException, NullPointerException {
if (copyArray) {
copyIn(d);
} else {
if (d == null) {
throw new NullPointerException();
}
final int nRows = d.length;
if (nRows == 0) {
throw MathRuntimeException.createIllegalArgumentException("matrix must have at least one row");
}
final int nCols = d[0].length;
if (nCols == 0) {
throw MathRuntimeException.createIllegalArgumentException("matrix must have at least one column");
}
for (int r = 1; r < nRows; r++) {
if (d[r].length != nCols) {
throw MathRuntimeException.createIllegalArgumentException(
"some rows have length {0} while others have length {1}",
nCols, d[r].length);
}
}
data = d;
}
}
/**
* Create a new (column) RealMatrix using v
as the
* data for the unique column of the v.length x 1
matrix
* created.
* The input array is copied, not referenced.
*
* @param v column vector holding data for new matrix
*/
public Array2DRowRealMatrix(final double[] v) {
final int nRows = v.length;
data = new double[nRows][1];
for (int row = 0; row < nRows; row++) {
data[row][0] = v[row];
}
}
/** {@inheritDoc} */
@Override
public RealMatrix createMatrix(final int rowDimension, final int columnDimension)
throws IllegalArgumentException {
return new Array2DRowRealMatrix(rowDimension, columnDimension);
}
/** {@inheritDoc} */
@Override
public RealMatrix copy() {
return new Array2DRowRealMatrix(copyOut(), false);
}
/** {@inheritDoc} */
@Override
public RealMatrix add(final RealMatrix m)
throws IllegalArgumentException {
try {
return add((Array2DRowRealMatrix) m);
} catch (ClassCastException cce) {
return super.add(m);
}
}
/**
* Compute the sum of this and m
.
*
* @param m matrix to be added
* @return this + m
* @throws IllegalArgumentException if m is not the same size as this
*/
public Array2DRowRealMatrix add(final Array2DRowRealMatrix m)
throws IllegalArgumentException {
// safety check
MatrixUtils.checkAdditionCompatible(this, m);
final int rowCount = getRowDimension();
final int columnCount = getColumnDimension();
final double[][] outData = new double[rowCount][columnCount];
for (int row = 0; row < rowCount; row++) {
final double[] dataRow = data[row];
final double[] mRow = m.data[row];
final double[] outDataRow = outData[row];
for (int col = 0; col < columnCount; col++) {
outDataRow[col] = dataRow[col] + mRow[col];
}
}
return new Array2DRowRealMatrix(outData, false);
}
/** {@inheritDoc} */
@Override
public RealMatrix subtract(final RealMatrix m)
throws IllegalArgumentException {
try {
return subtract((Array2DRowRealMatrix) m);
} catch (ClassCastException cce) {
return super.subtract(m);
}
}
/**
* Compute this minus m
.
*
* @param m matrix to be subtracted
* @return this + m
* @throws IllegalArgumentException if m is not the same size as this
*/
public Array2DRowRealMatrix subtract(final Array2DRowRealMatrix m)
throws IllegalArgumentException {
// safety check
MatrixUtils.checkSubtractionCompatible(this, m);
final int rowCount = getRowDimension();
final int columnCount = getColumnDimension();
final double[][] outData = new double[rowCount][columnCount];
for (int row = 0; row < rowCount; row++) {
final double[] dataRow = data[row];
final double[] mRow = m.data[row];
final double[] outDataRow = outData[row];
for (int col = 0; col < columnCount; col++) {
outDataRow[col] = dataRow[col] - mRow[col];
}
}
return new Array2DRowRealMatrix(outData, false);
}
/** {@inheritDoc} */
@Override
public RealMatrix multiply(final RealMatrix m)
throws IllegalArgumentException {
try {
return multiply((Array2DRowRealMatrix) m);
} catch (ClassCastException cce) {
return super.multiply(m);
}
}
/**
* Returns the result of postmultiplying this by m
.
* @param m matrix to postmultiply by
* @return this*m
* @throws IllegalArgumentException
* if columnDimension(this) != rowDimension(m)
*/
public Array2DRowRealMatrix multiply(final Array2DRowRealMatrix m)
throws IllegalArgumentException {
// safety check
MatrixUtils.checkMultiplicationCompatible(this, m);
final int nRows = this.getRowDimension();
final int nCols = m.getColumnDimension();
final int nSum = this.getColumnDimension();
final double[][] outData = new double[nRows][nCols];
for (int row = 0; row < nRows; row++) {
final double[] dataRow = data[row];
final double[] outDataRow = outData[row];
for (int col = 0; col < nCols; col++) {
double sum = 0;
for (int i = 0; i < nSum; i++) {
sum += dataRow[i] * m.data[i][col];
}
outDataRow[col] = sum;
}
}
return new Array2DRowRealMatrix(outData, false);
}
/** {@inheritDoc} */
@Override
public double[][] getData() {
return copyOut();
}
/**
* Returns a reference to the underlying data array.
*
* Does not make a fresh copy of the underlying data.
*
* @return 2-dimensional array of entries
*/
public double[][] getDataRef() {
return data;
}
/** {@inheritDoc} */
@Override
public void setSubMatrix(final double[][] subMatrix, final int row, final int column)
throws MatrixIndexException {
if (data == null) {
if (row > 0) {
throw MathRuntimeException.createIllegalStateException(
"first {0} rows are not initialized yet",
row);
}
if (column > 0) {
throw MathRuntimeException.createIllegalStateException(
"first {0} columns are not initialized yet",
column);
}
final int nRows = subMatrix.length;
if (nRows == 0) {
throw MathRuntimeException.createIllegalArgumentException("matrix must have at least one row");
}
final int nCols = subMatrix[0].length;
if (nCols == 0) {
throw MathRuntimeException.createIllegalArgumentException("matrix must have at least one column");
}
data = new double[subMatrix.length][nCols];
for (int i = 0; i < data.length; ++i) {
if (subMatrix[i].length != nCols) {
throw MathRuntimeException.createIllegalArgumentException(
"some rows have length {0} while others have length {1}",
nCols, subMatrix[i].length);
}
System.arraycopy(subMatrix[i], 0, data[i + row], column, nCols);
}
} else {
super.setSubMatrix(subMatrix, row, column);
}
}
/** {@inheritDoc} */
@Override
public double getEntry(final int row, final int column)
throws MatrixIndexException {
try {
return data[row][column];
} catch (ArrayIndexOutOfBoundsException e) {
throw new MatrixIndexException(
"no entry at indices ({0}, {1}) in a {2}x{3} matrix",
row, column, getRowDimension(), getColumnDimension());
}
}
/** {@inheritDoc} */
@Override
public void setEntry(final int row, final int column, final double value)
throws MatrixIndexException {
try {
data[row][column] = value;
} catch (ArrayIndexOutOfBoundsException e) {
throw new MatrixIndexException(
"no entry at indices ({0}, {1}) in a {2}x{3} matrix",
row, column, getRowDimension(), getColumnDimension());
}
}
/** {@inheritDoc} */
@Override
public void addToEntry(final int row, final int column, final double increment)
throws MatrixIndexException {
try {
data[row][column] += increment;
} catch (ArrayIndexOutOfBoundsException e) {
throw new MatrixIndexException(
"no entry at indices ({0}, {1}) in a {2}x{3} matrix",
row, column, getRowDimension(), getColumnDimension());
}
}
/** {@inheritDoc} */
@Override
public void multiplyEntry(final int row, final int column, final double factor)
throws MatrixIndexException {
try {
data[row][column] *= factor;
} catch (ArrayIndexOutOfBoundsException e) {
throw new MatrixIndexException(
"no entry at indices ({0}, {1}) in a {2}x{3} matrix",
row, column, getRowDimension(), getColumnDimension());
}
}
/** {@inheritDoc} */
@Override
public int getRowDimension() {
return (data == null) ? 0 : data.length;
}
/** {@inheritDoc} */
@Override
public int getColumnDimension() {
return ((data == null) || (data[0] == null)) ? 0 : data[0].length;
}
/** {@inheritDoc} */
@Override
public double[] operate(final double[] v)
throws IllegalArgumentException {
final int nRows = this.getRowDimension();
final int nCols = this.getColumnDimension();
if (v.length != nCols) {
throw MathRuntimeException.createIllegalArgumentException(
"vector length mismatch: got {0} but expected {1}",
v.length, nCols);
}
final double[] out = new double[nRows];
for (int row = 0; row < nRows; row++) {
final double[] dataRow = data[row];
double sum = 0;
for (int i = 0; i < nCols; i++) {
sum += dataRow[i] * v[i];
}
out[row] = sum;
}
return out;
}
/** {@inheritDoc} */
@Override
public double[] preMultiply(final double[] v)
throws IllegalArgumentException {
final int nRows = getRowDimension();
final int nCols = getColumnDimension();
if (v.length != nRows) {
throw MathRuntimeException.createIllegalArgumentException(
"vector length mismatch: got {0} but expected {1}",
v.length, nRows);
}
final double[] out = new double[nCols];
for (int col = 0; col < nCols; ++col) {
double sum = 0;
for (int i = 0; i < nRows; ++i) {
sum += data[i][col] * v[i];
}
out[col] = sum;
}
return out;
}
/** {@inheritDoc} */
@Override
public double walkInRowOrder(final RealMatrixChangingVisitor visitor)
throws MatrixVisitorException {
final int rows = getRowDimension();
final int columns = getColumnDimension();
visitor.start(rows, columns, 0, rows - 1, 0, columns - 1);
for (int i = 0; i < rows; ++i) {
final double[] rowI = data[i];
for (int j = 0; j < columns; ++j) {
rowI[j] = visitor.visit(i, j, rowI[j]);
}
}
return visitor.end();
}
/** {@inheritDoc} */
@Override
public double walkInRowOrder(final RealMatrixPreservingVisitor visitor)
throws MatrixVisitorException {
final int rows = getRowDimension();
final int columns = getColumnDimension();
visitor.start(rows, columns, 0, rows - 1, 0, columns - 1);
for (int i = 0; i < rows; ++i) {
final double[] rowI = data[i];
for (int j = 0; j < columns; ++j) {
visitor.visit(i, j, rowI[j]);
}
}
return visitor.end();
}
/** {@inheritDoc} */
@Override
public double walkInRowOrder(final RealMatrixChangingVisitor visitor,
final int startRow, final int endRow,
final int startColumn, final int endColumn)
throws MatrixIndexException, MatrixVisitorException {
MatrixUtils.checkSubMatrixIndex(this, startRow, endRow, startColumn, endColumn);
visitor.start(getRowDimension(), getColumnDimension(),
startRow, endRow, startColumn, endColumn);
for (int i = startRow; i <= endRow; ++i) {
final double[] rowI = data[i];
for (int j = startColumn; j <= endColumn; ++j) {
rowI[j] = visitor.visit(i, j, rowI[j]);
}
}
return visitor.end();
}
/** {@inheritDoc} */
@Override
public double walkInRowOrder(final RealMatrixPreservingVisitor visitor,
final int startRow, final int endRow,
final int startColumn, final int endColumn)
throws MatrixIndexException, MatrixVisitorException {
MatrixUtils.checkSubMatrixIndex(this, startRow, endRow, startColumn, endColumn);
visitor.start(getRowDimension(), getColumnDimension(),
startRow, endRow, startColumn, endColumn);
for (int i = startRow; i <= endRow; ++i) {
final double[] rowI = data[i];
for (int j = startColumn; j <= endColumn; ++j) {
visitor.visit(i, j, rowI[j]);
}
}
return visitor.end();
}
/** {@inheritDoc} */
@Override
public double walkInColumnOrder(final RealMatrixChangingVisitor visitor)
throws MatrixVisitorException {
final int rows = getRowDimension();
final int columns = getColumnDimension();
visitor.start(rows, columns, 0, rows - 1, 0, columns - 1);
for (int j = 0; j < columns; ++j) {
for (int i = 0; i < rows; ++i) {
final double[] rowI = data[i];
rowI[j] = visitor.visit(i, j, rowI[j]);
}
}
return visitor.end();
}
/** {@inheritDoc} */
@Override
public double walkInColumnOrder(final RealMatrixPreservingVisitor visitor)
throws MatrixVisitorException {
final int rows = getRowDimension();
final int columns = getColumnDimension();
visitor.start(rows, columns, 0, rows - 1, 0, columns - 1);
for (int j = 0; j < columns; ++j) {
for (int i = 0; i < rows; ++i) {
visitor.visit(i, j, data[i][j]);
}
}
return visitor.end();
}
/** {@inheritDoc} */
@Override
public double walkInColumnOrder(final RealMatrixChangingVisitor visitor,
final int startRow, final int endRow,
final int startColumn, final int endColumn)
throws MatrixIndexException, MatrixVisitorException {
MatrixUtils.checkSubMatrixIndex(this, startRow, endRow, startColumn, endColumn);
visitor.start(getRowDimension(), getColumnDimension(),
startRow, endRow, startColumn, endColumn);
for (int j = startColumn; j <= endColumn; ++j) {
for (int i = startRow; i <= endRow; ++i) {
final double[] rowI = data[i];
rowI[j] = visitor.visit(i, j, rowI[j]);
}
}
return visitor.end();
}
/** {@inheritDoc} */
@Override
public double walkInColumnOrder(final RealMatrixPreservingVisitor visitor,
final int startRow, final int endRow,
final int startColumn, final int endColumn)
throws MatrixIndexException, MatrixVisitorException {
MatrixUtils.checkSubMatrixIndex(this, startRow, endRow, startColumn, endColumn);
visitor.start(getRowDimension(), getColumnDimension(),
startRow, endRow, startColumn, endColumn);
for (int j = startColumn; j <= endColumn; ++j) {
for (int i = startRow; i <= endRow; ++i) {
visitor.visit(i, j, data[i][j]);
}
}
return visitor.end();
}
/**
* Returns a fresh copy of the underlying data array.
*
* @return a copy of the underlying data array.
*/
private double[][] copyOut() {
final int nRows = this.getRowDimension();
final double[][] out = new double[nRows][this.getColumnDimension()];
// can't copy 2-d array in one shot, otherwise get row references
for (int i = 0; i < nRows; i++) {
System.arraycopy(data[i], 0, out[i], 0, data[i].length);
}
return out;
}
/**
* Replaces data with a fresh copy of the input array.
*
* Verifies that the input array is rectangular and non-empty.
*
* @param in data to copy in
* @throws IllegalArgumentException if input array is empty or not
* rectangular
* @throws NullPointerException if input array is null
*/
private void copyIn(final double[][] in) {
setSubMatrix(in, 0, 0);
}
}