Class EigenDecomposition.Solver

java.lang.Object

org.apache.commons.math3.linear.EigenDecomposition.Solver

All Implemented Interfaces:

DecompositionSolver

Enclosing class:

EigenDecomposition

private static class EigenDecomposition.Solver
extends Object
implements DecompositionSolver

Specialized solver.

Since:

2.0 (changed to concrete class in 3.0)

Field Summary

Fields

Modifier and Type	Field	Description
private final ArrayRealVector[]	eigenvectors	Eigenvectors.
private double[]	imagEigenvalues	Imaginary part of the realEigenvalues.
private double[]	realEigenvalues	Real part of the realEigenvalues.

Constructor Summary

Constructors

Modifier	Constructor	Description
private	Solver(double[] realEigenvalues, double[] imagEigenvalues, ArrayRealVector[] eigenvectors)	Builds a solver from decomposed matrix.

Method Summary

Modifier and Type	Method	Description
private double	eigenvalueNorm(int i)
RealMatrix	getInverse()	Get the inverse of the decomposed matrix.
boolean	isNonSingular()	Checks whether the decomposed matrix is non-singular.
RealMatrix	solve(RealMatrix b)	Solve the linear equation A × X = B for matrices A.
RealVector	solve(RealVector b)	Solves the linear equation A × X = B for symmetric matrices A.

Methods inherited from class Object

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

Field Details

realEigenvalues

private double[] realEigenvalues

Real part of the realEigenvalues.

imagEigenvalues

private double[] imagEigenvalues

Imaginary part of the realEigenvalues.

eigenvectors

private final ArrayRealVector[] eigenvectors

Eigenvectors.

Constructor Details

Solver

private Solver(double[] realEigenvalues,
 double[] imagEigenvalues,
 ArrayRealVector[] eigenvectors)

Builds a solver from decomposed matrix.

Parameters:

realEigenvalues - Real parts of the eigenvalues.

imagEigenvalues - Imaginary parts of the eigenvalues.

eigenvectors - Eigenvectors.

Method Details

solve

public RealVector solve(RealVector b)

Solves the linear equation A × X = B for symmetric matrices A.

This method only finds exact linear solutions, i.e. solutions for which ||A × X - B|| is exactly 0.

Specified by:

solve in interface DecompositionSolver

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

public 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.

Specified by:

solve in interface DecompositionSolver

Parameters:

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

Returns:

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

isNonSingular

public boolean isNonSingular()

Checks whether the decomposed matrix is non-singular.

Specified by:

isNonSingular in interface DecompositionSolver

Returns:

true if the decomposed matrix is non-singular.

eigenvalueNorm

private double eigenvalueNorm(int i)

Parameters:

i - which eigenvalue to find the norm of

Returns:

the norm of ith (complex) eigenvalue.

getInverse

public RealMatrix getInverse()

Get the inverse of the decomposed matrix.

Specified by:

getInverse in interface DecompositionSolver

Returns:

the inverse matrix.

Throws:

SingularMatrixException - if the decomposed matrix is singular.