org.ojalgo.matrix.decomposition
Class EigenvalueDecomposition<N extends Number>

java.lang.Object
  org.ojalgo.matrix.decomposition.EigenvalueDecomposition<N>

All Implemented Interfaces:

Eigenvalue<N>, MatrixDecomposition<N>

public abstract class EigenvalueDecomposition<N extends Number>
extends Object
implements Eigenvalue<N>

Field Summary

static boolean

DEBUG

Method Summary

boolean	compute(MatrixStore<N> aStore) Will check for symmetry and then call either computeSymmetric(MatrixStore) or computeNonsymmetric(MatrixStore).
boolean	computeNonsymmetric(MatrixStore<N> aSymmetric)
boolean	computeSymmetric(MatrixStore<N> aSymmetric)
boolean	equals(MatrixDecomposition<N> aDecomp, NumberContext aCntxt)
boolean	equals(MatrixStore<N> aStore, NumberContext aCntxt)
boolean	equals(Object someObj)
MatrixStore<N>	getD() The only requirements on [D] are that it should contain the eigenvalues and that [A][V] = [V][D].
ComplexNumber	getDeterminant() A matrix' determinant is the product of its eigenvalues.
Array1D<ComplexNumber>	getEigenvalues() Even for real matrices the eigenvalues are potentially complex numbers.
MatrixStore<N>	getInverse() The output must be a "right inverse" and a "generalised inverse".
ComplexNumber	getTrace() A matrix' trace is the sum of the diagonal elements.
MatrixStore<N>	getV() The columns of [V] represent the eigenvectors of [A] in the sense that [A][V] = [V][D].
MatrixStore<N>	invert(MatrixStore<N> aStore) A convenience method that produces exactly the same result as if you first call MatrixDecomposition.compute(MatrixStore) and then MatrixDecomposition.getInverse().
boolean	isAspectRatioNormal()
boolean	isComputed()
boolean	isFullSize()
boolean	isOrdered()
boolean	isSolvable()
boolean	isSymmetric()
static Eigenvalue<BigDecimal>	makeBig()
static Eigenvalue<Double>	makeJama()
static Eigenvalue<Double>	makePrimitive()
MatrixStore<N>	reconstruct()
void	reset() Delete computed results, and resets attributes to default values
MatrixStore<N>	solve(MatrixStore<N> aRHS)
Future<DecomposeAndSolve<N>>	solve(MatrixStore<N> aBody, MatrixStore<N> aRHS) Will solve [aBody][X]=[aRHS] concurrently by first calling MatrixDecomposition.compute(MatrixStore) using [aBody], and then MatrixDecomposition.solve(MatrixStore) using [aRHS].

Methods inherited from class java.lang.Object

getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition

equals, invert, isComputed, solve

Field Detail

DEBUG

public static boolean DEBUG

Method Detail

makeBig

public static final Eigenvalue<BigDecimal> makeBig()

Returns:

A BigDecimal adapter to PrimitiveEigenvalue.

makeJama

public static final Eigenvalue<Double> makeJama()

makePrimitive

public static final Eigenvalue<Double> makePrimitive()

compute

public final boolean compute(MatrixStore<N> aStore)

Will check for symmetry and then call either computeSymmetric(MatrixStore) or computeNonsymmetric(MatrixStore).

Specified by:

compute in interface MatrixDecomposition<N extends Number>

Parameters:

aStore - A matrix to decompose

Returns:

true if the computation suceeded; false if not

See Also:

MatrixDecomposition.compute(org.ojalgo.matrix.store.MatrixStore)

computeNonsymmetric

public boolean computeNonsymmetric(MatrixStore<N> aSymmetric)

Specified by:

computeNonsymmetric in interface Eigenvalue<N extends Number>

Parameters:

aSymmetric - A nonsymmetric (assumed to be) matrix to decompose

Returns:

true if the computation suceeded; false if not

computeSymmetric

public boolean computeSymmetric(MatrixStore<N> aSymmetric)

Specified by:

computeSymmetric in interface Eigenvalue<N extends Number>

Parameters:

aSymmetric - A symmetric (assumed to be) matrix to decompose

Returns:

true if the computation suceeded; false if not

equals

public final boolean equals(MatrixStore<N> aStore,
                            NumberContext aCntxt)

Specified by:

equals in interface MatrixDecomposition<N extends Number>

getD

public final MatrixStore<N> getD()

Description copied from interface: Eigenvalue

The only requirements on [D] are that it should contain the eigenvalues and that [A][V] = [V][D]. The ordering of the eigenvalues is not specified.

• If [A] is real and symmetric then [D] is (purely) diagonal with real eigenvalues.
• If [A] is real but not symmetric then [D] is block-diagonal with real eigenvalues in 1-by-1 blocks and complex eigenvalues in 2-by-2 blocks.
• If [A] is complex then [D] is (purely) diagonal with complex eigenvalues.

Specified by:

getD in interface Eigenvalue<N extends Number>

Returns:

The (block) diagonal eigenvalue matrix.

getDeterminant

public final ComplexNumber getDeterminant()

Description copied from interface: Eigenvalue

A matrix' determinant is the product of its eigenvalues.

Specified by:

getDeterminant in interface Eigenvalue<N extends Number>

Returns:

The matrix' determinant

getEigenvalues

public final Array1D<ComplexNumber> getEigenvalues()

Description copied from interface: Eigenvalue

Even for real matrices the eigenvalues are potentially complex numbers. Typically they need to be expressed as complex numbers when [A] is not symmetric.

The eigenvalues in this array should be ordered in descending order - largest (modulus) first.

Specified by:

getEigenvalues in interface Eigenvalue<N extends Number>

Returns:

The eigenvalues in an ordered array.

getInverse

public final MatrixStore<N> getInverse()

Description copied from interface: MatrixDecomposition

The output must be a "right inverse" and a "generalised inverse".

Specified by:

getInverse in interface MatrixDecomposition<N extends Number>

See Also:

BasicMatrix.invert()

getTrace

public final ComplexNumber getTrace()

Description copied from interface: Eigenvalue

A matrix' trace is the sum of the diagonal elements. It is also the sum of the eigenvalues. This method should return the sum of the eigenvalues.

Specified by:

getTrace in interface Eigenvalue<N extends Number>

Returns:

The matrix' trace

getV

public final MatrixStore<N> getV()

Description copied from interface: Eigenvalue

The columns of [V] represent the eigenvectors of [A] in the sense that [A][V] = [V][D].

Specified by:

getV in interface Eigenvalue<N extends Number>

Returns:

The eigenvector matrix.

isFullSize

public final boolean isFullSize()

Specified by:

isFullSize in interface MatrixDecomposition<N extends Number>

Returns:

True if the implementation generates a full sized decomposition.

isOrdered

public final boolean isOrdered()

Specified by:

isOrdered in interface Eigenvalue<N extends Number>

isSolvable

public final boolean isSolvable()

Specified by:

isSolvable in interface MatrixDecomposition<N extends Number>

Returns:

true if it is ok to call MatrixDecomposition.solve(MatrixStore) (computation was successful); false if not

See Also:

MatrixDecomposition.solve(MatrixStore), MatrixDecomposition.isComputed()

isSymmetric

public final boolean isSymmetric()

Specified by:

isSymmetric in interface Eigenvalue<N extends Number>

reconstruct

public MatrixStore<N> reconstruct()

Specified by:

reconstruct in interface MatrixDecomposition<N extends Number>

reset

public void reset()

Description copied from interface: MatrixDecomposition

Delete computed results, and resets attributes to default values

Specified by:

reset in interface MatrixDecomposition<N extends Number>

solve

public final MatrixStore<N> solve(MatrixStore<N> aRHS)

Specified by:

solve in interface MatrixDecomposition<N extends Number>

equals

public final boolean equals(MatrixDecomposition<N> aDecomp,
                            NumberContext aCntxt)

Specified by:

equals in interface MatrixDecomposition<N extends Number>

equals

public boolean equals(Object someObj)

Overrides:

equals in class Object

invert

public final MatrixStore<N> invert(MatrixStore<N> aStore)

Description copied from interface: MatrixDecomposition

A convenience method that produces exactly the same result as if you first call MatrixDecomposition.compute(MatrixStore) and then MatrixDecomposition.getInverse().

Specified by:

invert in interface MatrixDecomposition<N extends Number>

isAspectRatioNormal

public final boolean isAspectRatioNormal()

isComputed

public final boolean isComputed()

Specified by:

isComputed in interface MatrixDecomposition<N extends Number>

Returns:

true if computation has been attemped; false if not.

See Also:

MatrixDecomposition.compute(MatrixStore), MatrixDecomposition.isSolvable()

solve

public Future<DecomposeAndSolve<N>> solve(MatrixStore<N> aBody,
                                          MatrixStore<N> aRHS)

Description copied from interface: MatrixDecomposition

Will solve [aBody][X]=[aRHS] concurrently by first calling MatrixDecomposition.compute(MatrixStore) using [aBody], and then MatrixDecomposition.solve(MatrixStore) using [aRHS]. If either of the input [aBody] or [aRHS] is set to null the corresponing calculation is skipped.

Specified by:

solve in interface MatrixDecomposition<N extends Number>

Parameters:

aBody - The equation system body

aRHS - The equation system right hand side

Returns:

The matrix decomposition and the equation system solution, [X]