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oj! Algorithms - ojAlgo - is Open Source Java code that has to do with mathematics, linear algebra and optimisation.
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/*
* Copyright 1997-2025 Optimatika
*
* Permission is hereby granted, free of charge, to any person obtaining a copy
* of this software and associated documentation files (the "Software"), to deal
* in the Software without restriction, including without limitation the rights
* to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
* copies of the Software, and to permit persons to whom the Software is
* furnished to do so, subject to the following conditions:
*
* The above copyright notice and this permission notice shall be included in
* all copies or substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
* IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
* FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
* AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
* LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
* OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
* SOFTWARE.
*/
package org.ojalgo.matrix.decomposition;
import static org.ojalgo.function.constant.PrimitiveMath.*;
import org.ojalgo.RecoverableCondition;
import org.ojalgo.array.operation.AXPY;
import org.ojalgo.array.operation.SWAP;
import org.ojalgo.function.aggregator.Aggregator;
import org.ojalgo.matrix.store.MatrixStore;
import org.ojalgo.matrix.store.PhysicalStore;
import org.ojalgo.matrix.store.RawStore;
import org.ojalgo.matrix.store.TransformableRegion;
import org.ojalgo.structure.Access1D;
import org.ojalgo.structure.Access2D;
import org.ojalgo.structure.Access2D.Collectable;
import org.ojalgo.type.context.NumberContext;
final class RawLU extends RawDecomposition implements LU {
private Pivot myColPivot = null;
private final Pivot myPivot = new Pivot();
/**
* Not recommended to use this constructor directly. Consider using the static factory method
* {@linkplain org.ojalgo.matrix.decomposition.LU#make(Access2D)} instead.
*/
RawLU() {
super();
}
@Override
public void btran(final PhysicalStore arg) {
if (myColPivot != null) {
this.applyPivotOrder(myColPivot, arg);
}
MatrixStore body = this.getInternalStore();
arg.substituteForwards(body, false, true, false);
arg.substituteBackwards(body, true, true, false);
this.applyReverseOrder(myPivot, arg);
}
@Override
public Double calculateDeterminant(final Access2D> matrix) {
final double[][] data = this.reset(matrix, false);
this.getInternalStore().fillMatching(matrix);
this.doDecompose(data, true);
return this.getDeterminant();
}
@Override
public int countSignificant(final double threshold) {
RawStore internal = this.getInternalStore();
int significant = 0;
for (int ij = 0, limit = this.getMinDim(); ij < limit; ij++) {
if (Math.abs(internal.doubleValue(ij, ij)) > threshold) {
significant++;
}
}
return significant;
}
@Override
public boolean decompose(final Access2D.Collectable> matrix) {
double[][] data = this.reset(matrix, false);
matrix.supplyTo(this.getInternalStore());
return this.doDecompose(data, true);
}
@Override
public boolean decomposeWithoutPivoting(final Collectable> matrix) {
double[][] data = this.reset(matrix, false);
matrix.supplyTo(this.getInternalStore());
return this.doDecompose(data, false);
}
@Override
public void ftran(final PhysicalStore arg) {
this.applyPivotOrder(myPivot, arg);
MatrixStore body = this.getInternalStore();
arg.substituteForwards(body, true, false, false);
arg.substituteBackwards(body, false, false, false);
if (myColPivot != null) {
this.applyReverseOrder(myColPivot, arg);
}
}
@Override
public Double getDeterminant() {
int m = this.getRowDim();
int n = this.getColDim();
if (m != n) {
throw new IllegalArgumentException("RawStore must be square.");
}
double[][] internalData = this.getInternalData();
double retVal = myPivot.signum();
for (int j = 0; j < n; j++) {
retVal *= internalData[j][j];
}
return Double.valueOf(retVal);
}
@Override
public MatrixStore getInverse(final PhysicalStore preallocated) {
return this.doGetInverse(preallocated);
}
@Override
public MatrixStore getL() {
MatrixStore logical = this.getInternalStore().triangular(false, true);
int nbRows = this.getRowDim();
if (nbRows < this.getColDim()) {
return logical.limits(nbRows, nbRows);
}
return logical;
}
@Override
public int[] getPivotOrder() {
return myPivot.getOrder();
}
@Override
public double getRankThreshold() {
double largest = this.getInternalStore().aggregateDiagonal(Aggregator.LARGEST).doubleValue();
double epsilon = this.getDimensionalEpsilon();
return epsilon * Math.max(MACHINE_SMALLEST, largest);
}
@Override
public int[] getReversePivotOrder() {
return myPivot.reverseOrder();
}
@Override
public MatrixStore getSolution(final Collectable> rhs, final PhysicalStore preallocated) {
rhs.supplyTo(preallocated);
this.applyPivotOrder(myPivot, preallocated);
return this.doSolve(preallocated);
}
@Override
public MatrixStore getU() {
MatrixStore retVal = this.getInternalStore().triangular(true, false);
int nbCols = this.getColDim();
if (this.getRowDim() > nbCols) {
retVal = retVal.limits(nbCols, nbCols);
}
if (myColPivot != null && myColPivot.isModified()) {
retVal = retVal.columns(myColPivot.reverseOrder());
}
return retVal;
}
@Override
public MatrixStore invert(final Access2D> original, final PhysicalStore preallocated) throws RecoverableCondition {
final double[][] tmpData = this.reset(original, false);
this.getInternalStore().fillMatching(original);
this.doDecompose(tmpData, true);
if (this.isSolvable()) {
return this.getInverse(preallocated);
} else {
throw RecoverableCondition.newMatrixNotInvertible();
}
}
@Override
public boolean isPivoted() {
return myPivot.isModified();
}
@Override
public boolean isSolvable() {
return super.isSolvable();
}
@Override
public PhysicalStore preallocate(final int nbEquations, final int nbVariables, final int nbSolutions) {
return this.makeZero(nbEquations, nbSolutions);
}
@Override
public MatrixStore solve(final Access2D> body, final Access2D> rhs, final PhysicalStore preallocated) throws RecoverableCondition {
double[][] tmpData = this.reset(body, false);
this.getInternalStore().fillMatching(body);
this.doDecompose(tmpData, true);
if (this.isSolvable()) {
preallocated.fillMatching(rhs);
this.applyPivotOrder(myPivot, preallocated);
return this.doSolve(preallocated);
} else {
throw RecoverableCondition.newEquationSystemNotSolvable();
}
}
@Override
public boolean updateColumn(final int columnIndex, final Access1D.Collectable> newColumn,
final PhysicalStore preallocated) {
if (myColPivot == null) {
myColPivot = new Pivot();
myColPivot.reset(this.getColDim());
}
return FletcherMatthews.update(myPivot, this.getInternalStore(), myColPivot, columnIndex, newColumn, preallocated);
}
private boolean doDecompose(final double[][] data, final boolean pivoting) {
final int m = this.getRowDim();
final int n = this.getColDim();
myPivot.reset(m);
double[] rowP;
double[] rowI;
double valP;
double valI;
// Main loop along the diagonal
for (int ij = 0, limit = Math.min(m, n); ij < limit; ij++) {
if (pivoting) {
int p = ij;
valP = ABS.invoke(data[p][ij]);
for (int i = ij + 1; i < m; i++) {
valI = ABS.invoke(data[i][ij]);
if (valI > valP) {
p = i;
valP = valI;
}
}
if (p != ij) {
SWAP.exchangeRows(data, ij, p);
myPivot.change(ij, p);
}
}
rowP = data[ij];
valP = rowP[ij];
if (NumberContext.compare(valP, ZERO) != 0) {
for (int i = ij + 1; i < m; i++) {
rowI = data[i];
valI = rowI[ij] / valP;
if (NumberContext.compare(valI, ZERO) != 0) {
rowI[ij] = valI;
AXPY.invoke(rowI, 0, -valI, rowP, 0, ij + 1, n);
}
}
}
}
return this.computed(true);
}
private MatrixStore doGetInverse(final PhysicalStore preallocated) {
int[] pivotOrder = myPivot.getOrder();
int numbRows = this.getRowDim();
for (int i = 0; i < numbRows; i++) {
preallocated.set(i, pivotOrder[i], ONE);
}
RawStore body = this.getInternalStore();
preallocated.substituteForwards(body, true, false, !myPivot.isModified());
preallocated.substituteBackwards(body, false, false, false);
if (myColPivot != null) {
this.applyReverseOrder(myColPivot, preallocated);
}
return preallocated;
}
private MatrixStore doSolve(final PhysicalStore preallocated) {
MatrixStore body = this.getInternalStore();
preallocated.substituteForwards(body, true, false, false);
preallocated.substituteBackwards(body, false, false, false);
if (myColPivot != null) {
this.applyReverseOrder(myColPivot, preallocated);
}
return preallocated;
}
@Override
protected boolean checkSolvability() {
return this.isSquare() && this.isFullRank();
}
}
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