fr.cnes.sirius.patrius.math.linear

Class UDDecompositionImpl

java.lang.Object

fr.cnes.sirius.patrius.math.linear.UDDecompositionImpl

All Implemented Interfaces:

Decomposition, UDDecomposition

public final class UDDecompositionImpl
extends Object
implements UDDecomposition, Decomposition

Calculates the UD decomposition of a matrix.

The UD-decomposition of matrix A is a set of three matrices: U, D and U^t such that A = U×D×U^t. U is a upper triangular matrix and D is an diagonal matrix.

See Flavien Mercier (DCT/SB/OR)

Since:

1.0

Version:

$Id: UDDecompositionImpl.java 17583 2017-05-10 13:05:10Z bignon $

Author:

Denis Claude, Julie Anton

Concurrency :

immutable

Field Summary

Fields

Modifier and Type	Field and Description
static double	DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD Default threshold below which diagonal elements are considered null and matrix not positive definite.
static double	DEFAULT_RELATIVE_SYMMETRY_THRESHOLD Default threshold above which off-diagonal elements are considered too different and matrix not symmetric.

Constructor Summary

Constructors

Constructor and Description
UDDecompositionImpl() Calling this constructor is equivalent to call UDDecompositionImpl(RealMatrix, double, double) with the thresholds set to the default values DEFAULT_RELATIVE_SYMMETRY_THRESHOLD and DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD.
UDDecompositionImpl(double relativeSymmetryThreshold, double absolutePositivityThreshold) Constructor used to set the relative & absolute thresholds.
UDDecompositionImpl(RealMatrix matrix) Calling this constructor is equivalent to call UDDecompositionImpl(RealMatrix, double, double) with the thresholds set to the default values DEFAULT_RELATIVE_SYMMETRY_THRESHOLD and DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD.
UDDecompositionImpl(RealMatrix matrix, double relativeSymmetryThreshold, double absolutePositivityThreshold) Constructor used to set the relative & absolute thresholds.

Method Summary

Modifier and Type	Method and Description
void	checkDecompositionPerformed() Check decomposition has been performed.
void	decompose(RealMatrix matrix) Run the decomposition process on the input matrix.
RealMatrix	getD() get the D matrix
double	getDeterminant() get the determinant
DecompositionSolver	getSolver() Get a solver of the linear equation A × X = B for matrices A.
RealMatrix	getU() Get the U matrix
RealMatrix	getUT() get the UT matrix

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DEFAULT_RELATIVE_SYMMETRY_THRESHOLD

public static final double DEFAULT_RELATIVE_SYMMETRY_THRESHOLD

Default threshold above which off-diagonal elements are considered too different and matrix not symmetric.

See Also:

Constant Field Values

DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD

public static final double DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD

Default threshold below which diagonal elements are considered null and matrix not positive definite.

See Also:

Constant Field Values

Constructor Detail

UDDecompositionImpl

public UDDecompositionImpl()

Calling this constructor is equivalent to call UDDecompositionImpl(RealMatrix, double, double) with the thresholds set to the default values DEFAULT_RELATIVE_SYMMETRY_THRESHOLD and DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD.

Once the decomposition object is built, the method decompose(RealMatrix) needs to be called on the expected matrix to run the decomposition process before calling any others methods. Otherwise the data won't be initialize.

Since:

1.0

See Also:

UDDecompositionImpl(double, double), DEFAULT_RELATIVE_SYMMETRY_THRESHOLD, DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD

UDDecompositionImpl

public UDDecompositionImpl(double relativeSymmetryThreshold,
                           double absolutePositivityThreshold)

Constructor used to set the relative & absolute thresholds.

Once the decomposition object is built, the method decompose(RealMatrix) needs to be called on the expected matrix to run the decomposition process before calling any others methods. Otherwise the data won't be initialize.

Parameters:

relativeSymmetryThreshold - threshold above which off-diagonal elements are considered too different and matrix not symmetric

absolutePositivityThreshold - threshold below which diagonal elements are considered null and matrix not positive definite

Since:

1.0

UDDecompositionImpl

public UDDecompositionImpl(RealMatrix matrix)

Calling this constructor is equivalent to call UDDecompositionImpl(RealMatrix, double, double) with the thresholds set to the default values DEFAULT_RELATIVE_SYMMETRY_THRESHOLD and DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD.

The decomposition is directly computed on the input matrix. There is no need to run the method decompose(RealMatrix) separately.

Parameters:

matrix - The matrix to decompose.

Since:

1.0

See Also:

UDDecompositionImpl(double, double), DEFAULT_RELATIVE_SYMMETRY_THRESHOLD, DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD

UDDecompositionImpl

public UDDecompositionImpl(RealMatrix matrix,
                           double relativeSymmetryThreshold,
                           double absolutePositivityThreshold)

Constructor used to set the relative & absolute thresholds.

The decomposition is directly computed on the input matrix. There is no need to run the method decompose(RealMatrix) separately.

Parameters:

matrix - The matrix to decompose.

relativeSymmetryThreshold - threshold above which off-diagonal elements are considered too different and matrix not symmetric

absolutePositivityThreshold - threshold below which diagonal elements are considered null and matrix not positive definite

Since:

1.0

Method Detail

decompose

public void decompose(RealMatrix matrix)

Run the decomposition process on the input matrix.

Calculates the UD-decomposition of the given matrix.

Specified by:

decompose in interface Decomposition

Parameters:

matrix - The matrix to decompose.

getU

public RealMatrix getU()

Get the U matrix

Specified by:

getU in interface UDDecomposition

Returns:

RealMatrix

Since:

1.0

Preconditions :

getD

public RealMatrix getD()

get the D matrix

Specified by:

getD in interface UDDecomposition

Returns:

RealMatrix

Since:

1.0

Preconditions :

getUT

public RealMatrix getUT()

get the UT matrix

Specified by:

getUT in interface UDDecomposition

Returns:

RealMatrix

Since:

1.0

Preconditions :

getDeterminant

public double getDeterminant()

get the determinant

Specified by:

getDeterminant in interface UDDecomposition

Returns:

double

Since:

1.0

getSolver

public DecompositionSolver getSolver()

Description copied from interface: UDDecomposition

Get a solver of the linear equation A × X = B for matrices A.

Specified by:

getSolver in interface Decomposition

Specified by:

getSolver in interface UDDecomposition

Returns:

the UD solver

See Also:

UDDecomposition.getSolver()

Description :

gives the solver based on the UD decomposition

checkDecompositionPerformed

public void checkDecompositionPerformed()

Check decomposition has been performed.

Throws:

ArithmeticException - thrown if decomposition has not been performed yet