Package no.uib.cipr.matrix
Class UpperSPDDenseMatrix
- java.lang.Object
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- no.uib.cipr.matrix.AbstractMatrix
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- no.uib.cipr.matrix.UpperSymmDenseMatrix
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- no.uib.cipr.matrix.UpperSPDDenseMatrix
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- All Implemented Interfaces:
java.lang.Iterable<MatrixEntry>
,Matrix
public class UpperSPDDenseMatrix extends UpperSymmDenseMatrix
Upper symmetrical positive definite dense matrix. Same layout asUpperSymmDenseMatrix
. This class does not enforce the SPD property, but serves as a tag so that more efficient algorithms can be used in the solvers.
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Nested Class Summary
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Nested classes/interfaces inherited from interface no.uib.cipr.matrix.Matrix
Matrix.Norm
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Field Summary
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Fields inherited from class no.uib.cipr.matrix.AbstractMatrix
numColumns, numRows
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Constructor Summary
Constructors Constructor Description UpperSPDDenseMatrix(int n)
Constructor for UpperSPDDenseMatrixUpperSPDDenseMatrix(Matrix A)
Constructor for UpperSPDDenseMatrixUpperSPDDenseMatrix(Matrix A, boolean deep)
Constructor for UpperSPDDenseMatrix
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description UpperSPDDenseMatrix
copy()
Creates a deep copy of the matrixdouble[]
getData()
Returns the matrix contents.Matrix
multAdd(double alpha, Matrix B, Matrix C)
C = alpha*A*B + C
Vector
multAdd(double alpha, Vector x, Vector y)
y = alpha*A*x + y
Matrix
rank1(double alpha, Matrix C)
A = alpha*C*CT + A
.Matrix
rank1(double alpha, Vector x, Vector y)
A = alpha*x*yT + A
.Matrix
rank2(double alpha, Matrix B, Matrix C)
A = alpha*B*CT + alpha*C*BT + A
.Matrix
rank2(double alpha, Vector x, Vector y)
A = alpha*x*yT + alpha*y*xT + A
.Matrix
set(Matrix B)
A=B
.Matrix
solve(Matrix B, Matrix X)
X = A\B
.Vector
solve(Vector b, Vector x)
x = A\b
.Matrix
transAmultAdd(double alpha, Matrix B, Matrix C)
C = alpha*AT*B + C
Vector
transMultAdd(double alpha, Vector x, Vector y)
y = alpha*AT*x + y
Matrix
transpose()
Transposes the matrix in-place.Matrix
transRank1(double alpha, Matrix C)
A = alpha*CT*C + A
The matrices must be square and of the same sizeMatrix
transRank2(double alpha, Matrix B, Matrix C)
A = alpha*BT*C + alpha*CT*B + A
.Matrix
transSolve(Matrix B, Matrix X)
X = AT\B
.Vector
transSolve(Vector b, Vector x)
x = AT\b
.Matrix
zero()
Zeros all the entries in the matrix, while preserving any underlying structure.-
Methods inherited from class no.uib.cipr.matrix.UpperSymmDenseMatrix
add, get, set
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Methods inherited from class no.uib.cipr.matrix.AbstractMatrix
add, add, check, checkMultAdd, checkMultAdd, checkRank1, checkRank1, checkRank2, checkRank2, checkSize, checkSolve, checkSolve, checkTransABmultAdd, checkTransAmultAdd, checkTransBmultAdd, checkTransMultAdd, checkTranspose, checkTranspose, checkTransRank1, checkTransRank2, isSquare, iterator, max, max, mult, mult, mult, mult, multAdd, multAdd, norm, norm1, normF, normInf, numColumns, numRows, rank1, rank1, rank1, rank1, rank2, rank2, scale, set, toString, transABmult, transABmult, transABmultAdd, transABmultAdd, transAmult, transAmult, transAmultAdd, transBmult, transBmult, transBmultAdd, transBmultAdd, transMult, transMult, transMultAdd, transpose, transRank1, transRank2
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Constructor Detail
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UpperSPDDenseMatrix
public UpperSPDDenseMatrix(int n)
Constructor for UpperSPDDenseMatrix- Parameters:
n
- Size of the matrix. Since the matrix must be square, this equals both the number of rows and columns
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UpperSPDDenseMatrix
public UpperSPDDenseMatrix(Matrix A)
Constructor for UpperSPDDenseMatrix- Parameters:
A
- Matrix to copy. It must be a square matrix, and only the upper triangular part is copied
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UpperSPDDenseMatrix
public UpperSPDDenseMatrix(Matrix A, boolean deep)
Constructor for UpperSPDDenseMatrix- Parameters:
A
- Matrix to copy. It must be a square matrix, and only the upper triangular part is copieddeep
- True for a deep copy, else shallow. In that case,A
must be a dense matrix
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Method Detail
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copy
public UpperSPDDenseMatrix copy()
Description copied from interface:Matrix
Creates a deep copy of the matrix- Specified by:
copy
in interfaceMatrix
- Overrides:
copy
in classUpperSymmDenseMatrix
- Returns:
- A
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solve
public Matrix solve(Matrix B, Matrix X)
Description copied from interface:Matrix
X = A\B
. Not all matrices support this operation, those that do not throwUnsupportedOperationException
. Note that it is often more efficient to use a matrix decomposition and its associated solver
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multAdd
public Matrix multAdd(double alpha, Matrix B, Matrix C)
Description copied from interface:Matrix
C = alpha*A*B + C
- Specified by:
multAdd
in interfaceMatrix
- Overrides:
multAdd
in classAbstractMatrix
B
- Matrix such thatB.numRows() == A.numColumns()
andB.numColumns() == C.numColumns()
C
- Matrix such thatC.numRows() == A.numRows()
andB.numColumns() == C.numColumns()
- Returns:
- C
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transAmultAdd
public Matrix transAmultAdd(double alpha, Matrix B, Matrix C)
Description copied from interface:Matrix
C = alpha*AT*B + C
- Specified by:
transAmultAdd
in interfaceMatrix
- Overrides:
transAmultAdd
in classAbstractMatrix
B
- Matrix such thatB.numRows() == A.numRows()
andB.numColumns() == C.numColumns()
C
- Matrix such thatC.numRows() == A.numColumns()
andB.numColumns() == C.numColumns()
- Returns:
- C
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rank1
public Matrix rank1(double alpha, Vector x, Vector y)
Description copied from interface:Matrix
A = alpha*x*yT + A
. The matrix must be square, and the vectors of the same length- Specified by:
rank1
in interfaceMatrix
- Overrides:
rank1
in classAbstractMatrix
- Returns:
- A
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rank2
public Matrix rank2(double alpha, Vector x, Vector y)
Description copied from interface:Matrix
A = alpha*x*yT + alpha*y*xT + A
. The matrix must be square, and the vectors of the same length- Specified by:
rank2
in interfaceMatrix
- Overrides:
rank2
in classAbstractMatrix
- Returns:
- A
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multAdd
public Vector multAdd(double alpha, Vector x, Vector y)
Description copied from interface:Matrix
y = alpha*A*x + y
- Specified by:
multAdd
in interfaceMatrix
- Overrides:
multAdd
in classAbstractMatrix
x
- Vector of sizeA.numColumns()
y
- Vector of sizeA.numRows()
- Returns:
- y
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transMultAdd
public Vector transMultAdd(double alpha, Vector x, Vector y)
Description copied from interface:Matrix
y = alpha*AT*x + y
- Specified by:
transMultAdd
in interfaceMatrix
- Overrides:
transMultAdd
in classAbstractMatrix
x
- Vector of sizeA.numRows()
y
- Vector of sizeA.numColumns()
- Returns:
- y
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rank1
public Matrix rank1(double alpha, Matrix C)
Description copied from interface:Matrix
A = alpha*C*CT + A
. The matrices must be square and of the same size- Specified by:
rank1
in interfaceMatrix
- Overrides:
rank1
in classAbstractMatrix
- Returns:
- A
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transRank1
public Matrix transRank1(double alpha, Matrix C)
Description copied from interface:Matrix
A = alpha*CT*C + A
The matrices must be square and of the same size- Specified by:
transRank1
in interfaceMatrix
- Overrides:
transRank1
in classAbstractMatrix
- Returns:
- A
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rank2
public Matrix rank2(double alpha, Matrix B, Matrix C)
Description copied from interface:Matrix
A = alpha*B*CT + alpha*C*BT + A
. This matrix must be square- Specified by:
rank2
in interfaceMatrix
- Overrides:
rank2
in classAbstractMatrix
B
- Matrix with the same number of rows asA
and the same number of columns asC
C
- Matrix with the same number of rows asA
and the same number of columns asB
- Returns:
- A
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transRank2
public Matrix transRank2(double alpha, Matrix B, Matrix C)
Description copied from interface:Matrix
A = alpha*BT*C + alpha*CT*B + A
. This matrix must be square- Specified by:
transRank2
in interfaceMatrix
- Overrides:
transRank2
in classAbstractMatrix
B
- Matrix with the same number of rows asC
and the same number of columns asA
C
- Matrix with the same number of rows asB
and the same number of columns asA
- Returns:
- A
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solve
public Vector solve(Vector b, Vector x)
Description copied from interface:Matrix
x = A\b
. Not all matrices support this operation, those that do not throwUnsupportedOperationException
. Note that it is often more efficient to use a matrix decomposition and its associated solver- Specified by:
solve
in interfaceMatrix
- Overrides:
solve
in classAbstractMatrix
- Parameters:
b
- Vector of sizeA.numRows()
x
- Vector of sizeA.numColumns()
- Returns:
- x
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transSolve
public Matrix transSolve(Matrix B, Matrix X)
Description copied from interface:Matrix
X = AT\B
. Not all matrices support this operation, those that do not throwUnsupportedOperationException
. Note that it is often more efficient to use a matrix decomposition and its associated transpose solver- Specified by:
transSolve
in interfaceMatrix
- Overrides:
transSolve
in classAbstractMatrix
- Parameters:
B
- Matrix with a number of rows equalA.numColumns()
, and the same number of columns asX
X
- Matrix with the same number of rows asA
, and the same number of columns asB
- Returns:
- X
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transSolve
public Vector transSolve(Vector b, Vector x)
Description copied from interface:Matrix
x = AT\b
. Not all matrices support this operation, those that do not throwUnsupportedOperationException
. Note that it is often more efficient to use a matrix decomposition and its associated solver- Specified by:
transSolve
in interfaceMatrix
- Overrides:
transSolve
in classAbstractMatrix
- Parameters:
b
- Vector of sizeA.numColumns()
x
- Vector of sizeA.numRows()
- Returns:
- x
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transpose
public Matrix transpose()
Description copied from interface:Matrix
Transposes the matrix in-place. In most cases, the matrix must be square for this to work.- Specified by:
transpose
in interfaceMatrix
- Overrides:
transpose
in classAbstractMatrix
- Returns:
- This matrix
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getData
public double[] getData()
Returns the matrix contents. Ordering depends on the underlying storage assumptions
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set
public Matrix set(Matrix B)
Description copied from interface:Matrix
A=B
. The matrices must be of the same size- Specified by:
set
in interfaceMatrix
- Overrides:
set
in classAbstractMatrix
- Returns:
- A
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