org.apache.commons.math3.linear
Interface DecompositionSolver

public interface DecompositionSolver

Interface handling decomposition algorithms that can solve A × X = B.

Decomposition algorithms decompose an A matrix has a product of several specific matrices from which they can solve A × X = B in least squares sense: they find X such that ||A × X - B|| is minimal.

Some solvers like LUDecomposition can only find the solution for square matrices and when the solution is an exact linear solution, i.e. when ||A × X - B|| is exactly 0. Other solvers can also find solutions with non-square matrix A and with non-null minimal norm. If an exact linear solution exists it is also the minimal norm solution.

Since:

2.0

Version:

$Id: DecompositionSolver.java 3720 2012-03-16 16:34:17Z CardosoP $

Method Summary

RealMatrix	getInverse() Get the inverse (or pseudo-inverse) of the decomposed matrix.
boolean	isNonSingular() Check if the decomposed matrix is non-singular.
RealMatrix	solve(RealMatrix b) Solve the linear equation A × X = B for matrices A.
RealVector	solve(RealVector b) Solve the linear equation A × X = B for matrices A.

Method Detail

solve

RealVector solve(RealVector b)

Solve the linear equation A × X = B for matrices A.

The A matrix is implicit, it is provided by the underlying decomposition algorithm.

Parameters:

b - right-hand side of the equation A × X = B

Returns:

a vector X that minimizes the two norm of A × X - B

Throws:

DimensionMismatchException - if the matrices dimensions do not match.

SingularMatrixException - if the decomposed matrix is singular.

solve

RealMatrix solve(RealMatrix b)

Solve the linear equation A × X = B for matrices A.

The A matrix is implicit, it is provided by the underlying decomposition algorithm.

Parameters:

b - right-hand side of the equation A × X = B

Returns:

a matrix X that minimizes the two norm of A × X - B

Throws:

DimensionMismatchException - if the matrices dimensions do not match.

SingularMatrixException - if the decomposed matrix is singular.

isNonSingular

boolean isNonSingular()

Check if the decomposed matrix is non-singular.

Returns:

true if the decomposed matrix is non-singular.

getInverse

RealMatrix getInverse()

Get the inverse (or pseudo-inverse) of the decomposed matrix.

Returns:

inverse matrix

Throws:

SingularMatrixException - if the decomposed matrix is singular.