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java.lang.Objectorg.apache.commons.math.linear.SingularValueDecompositionImpl.Solver
private static class SingularValueDecompositionImpl.Solver
Specialized solver.
Field Summary | |
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private boolean |
nonSingular
Singularity indicator. |
private double[] |
singularValues
Singular values. |
private RealMatrix |
uT
UT matrix of the decomposition. |
private RealMatrix |
v
V matrix of the decomposition. |
Constructor Summary | |
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private |
SingularValueDecompositionImpl.Solver(double[] singularValues,
RealMatrix uT,
RealMatrix v,
boolean nonSingular)
Build a solver from decomposed matrix. |
Method Summary | |
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RealMatrix |
getInverse()
Get the pseudo-inverse of the decomposed matrix. |
boolean |
isNonSingular()
Check if the decomposed matrix is non-singular. |
double[] |
solve(double[] b)
Solve the linear equation A × X = B in least square sense. |
RealMatrix |
solve(RealMatrix b)
Solve the linear equation A × X = B in least square sense. |
RealVector |
solve(RealVector b)
Solve the linear equation A × X = B in least square sense. |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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private final double[] singularValues
private final RealMatrix uT
private final RealMatrix v
private boolean nonSingular
Constructor Detail |
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private SingularValueDecompositionImpl.Solver(double[] singularValues, RealMatrix uT, RealMatrix v, boolean nonSingular)
singularValues
- singularValuesuT
- UT matrix of the decompositionv
- V matrix of the decompositionnonSingular
- singularity indicatorMethod Detail |
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public double[] solve(double[] b) throws java.lang.IllegalArgumentException, InvalidMatrixException
The m×n matrix A may not be square, the solution X is such that ||A × X - B|| is minimal.
solve
in interface DecompositionSolver
b
- right-hand side of the equation A × X = B
java.lang.IllegalArgumentException
- if matrices dimensions don't match
InvalidMatrixException
- if decomposed matrix is singularpublic RealVector solve(RealVector b) throws java.lang.IllegalArgumentException, InvalidMatrixException
The m×n matrix A may not be square, the solution X is such that ||A × X - B|| is minimal.
solve
in interface DecompositionSolver
b
- right-hand side of the equation A × X = B
java.lang.IllegalArgumentException
- if matrices dimensions don't match
InvalidMatrixException
- if decomposed matrix is singularpublic RealMatrix solve(RealMatrix b) throws java.lang.IllegalArgumentException, InvalidMatrixException
The m×n matrix A may not be square, the solution X is such that ||A × X - B|| is minimal.
solve
in interface DecompositionSolver
b
- right-hand side of the equation A × X = B
java.lang.IllegalArgumentException
- if matrices dimensions don't match
InvalidMatrixException
- if decomposed matrix is singularpublic boolean isNonSingular()
isNonSingular
in interface DecompositionSolver
public RealMatrix getInverse() throws InvalidMatrixException
getInverse
in interface DecompositionSolver
InvalidMatrixException
- if decomposed matrix is singular
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