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1   /*
2    * Licensed to the Apache Software Foundation (ASF) under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The ASF licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    *
9    *      http://www.apache.org/licenses/LICENSE-2.0
10   *
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  
18  package org.apache.commons.math4.legacy.linear;
19  
20  import java.io.IOException;
21  import java.io.ObjectInputStream;
22  import java.io.ObjectOutputStream;
23  import java.util.Arrays;
24  
25  import org.apache.commons.math4.legacy.core.Field;
26  import org.apache.commons.math4.legacy.core.FieldElement;
27  import org.apache.commons.math4.legacy.exception.DimensionMismatchException;
28  import org.apache.commons.math4.legacy.exception.MathArithmeticException;
29  import org.apache.commons.math4.legacy.exception.NoDataException;
30  import org.apache.commons.math4.legacy.exception.NullArgumentException;
31  import org.apache.commons.math4.legacy.exception.NumberIsTooSmallException;
32  import org.apache.commons.math4.legacy.exception.OutOfRangeException;
33  import org.apache.commons.math4.legacy.exception.ZeroException;
34  import org.apache.commons.math4.legacy.exception.util.LocalizedFormats;
35  import org.apache.commons.math4.core.jdkmath.JdkMath;
36  import org.apache.commons.math4.legacy.core.MathArrays;
37  import org.apache.commons.numbers.core.Precision;
38  
39  /**
40   * A collection of static methods that operate on or return matrices.
41   *
42   */
43  public final class MatrixUtils {
44  
45      /**
46       * The default format for {@link RealMatrix} objects.
47       * @since 3.1
48       */
49      public static final RealMatrixFormat DEFAULT_FORMAT = RealMatrixFormat.getInstance();
50  
51      /**
52       * A format for {@link RealMatrix} objects compatible with octave.
53       * @since 3.1
54       */
55      public static final RealMatrixFormat OCTAVE_FORMAT = new RealMatrixFormat("[", "]", "", "", "; ", ", ");
56  
57      /**
58       * Private constructor.
59       */
60      private MatrixUtils() {
61          super();
62      }
63  
64      /**
65       * Returns a {@link RealMatrix} with specified dimensions.
66       * <p>The type of matrix returned depends on the dimension. Below
67       * 2<sup>12</sup> elements (i.e. 4096 elements or 64&times;64 for a
68       * square matrix) which can be stored in a 32kB array, a {@link
69       * Array2DRowRealMatrix} instance is built. Above this threshold a {@link
70       * BlockRealMatrix} instance is built.</p>
71       * <p>The matrix elements are all set to 0.0.</p>
72       * @param rows number of rows of the matrix
73       * @param columns number of columns of the matrix
74       * @return  RealMatrix with specified dimensions
75       * @see #createRealMatrix(double[][])
76       */
77      public static RealMatrix createRealMatrix(final int rows, final int columns) {
78          return (rows * columns <= 4096) ?
79                  new Array2DRowRealMatrix(rows, columns) : new BlockRealMatrix(rows, columns);
80      }
81  
82      /**
83       * Returns a {@link FieldMatrix} with specified dimensions.
84       * <p>The type of matrix returned depends on the dimension. Below
85       * 2<sup>12</sup> elements (i.e. 4096 elements or 64&times;64 for a
86       * square matrix), a {@link FieldMatrix} instance is built. Above
87       * this threshold a {@link BlockFieldMatrix} instance is built.</p>
88       * <p>The matrix elements are all set to field.getZero().</p>
89       * @param <T> the type of the field elements
90       * @param field field to which the matrix elements belong
91       * @param rows number of rows of the matrix
92       * @param columns number of columns of the matrix
93       * @return  FieldMatrix with specified dimensions
94       * @see #createFieldMatrix(FieldElement[][])
95       * @since 2.0
96       */
97      public static <T extends FieldElement<T>> FieldMatrix<T> createFieldMatrix(final Field<T> field,
98                                                                                 final int rows,
99                                                                                 final int columns) {
100         return (rows * columns <= 4096) ?
101                 new Array2DRowFieldMatrix<>(field, rows, columns) : new BlockFieldMatrix<>(field, rows, columns);
102     }
103 
104     /**
105      * Returns a {@link RealMatrix} whose entries are the values in the
106      * the input array.
107      * <p>The type of matrix returned depends on the dimension. Below
108      * 2<sup>12</sup> elements (i.e. 4096 elements or 64&times;64 for a
109      * square matrix) which can be stored in a 32kB array, a {@link
110      * Array2DRowRealMatrix} instance is built. Above this threshold a {@link
111      * BlockRealMatrix} instance is built.</p>
112      * <p>The input array is copied, not referenced.</p>
113      *
114      * @param data input array
115      * @return  RealMatrix containing the values of the array
116      * @throws org.apache.commons.math4.legacy.exception.DimensionMismatchException
117      * if {@code data} is not rectangular (not all rows have the same length).
118      * @throws NoDataException if a row or column is empty.
119      * @throws NullArgumentException if either {@code data} or {@code data[0]}
120      * is {@code null}.
121      * @throws DimensionMismatchException if {@code data} is not rectangular.
122      * @see #createRealMatrix(int, int)
123      */
124     public static RealMatrix createRealMatrix(double[][] data)
125         throws NullArgumentException, DimensionMismatchException,
126         NoDataException {
127         if (data == null ||
128             data[0] == null) {
129             throw new NullArgumentException();
130         }
131         return (data.length * data[0].length <= 4096) ?
132                 new Array2DRowRealMatrix(data) : new BlockRealMatrix(data);
133     }
134 
135     /**
136      * Returns a {@link FieldMatrix} whose entries are the values in the
137      * the input array.
138      * <p>The type of matrix returned depends on the dimension. Below
139      * 2<sup>12</sup> elements (i.e. 4096 elements or 64&times;64 for a
140      * square matrix), a {@link FieldMatrix} instance is built. Above
141      * this threshold a {@link BlockFieldMatrix} instance is built.</p>
142      * <p>The input array is copied, not referenced.</p>
143      * @param <T> the type of the field elements
144      * @param data input array
145      * @return a matrix containing the values of the array.
146      * @throws org.apache.commons.math4.legacy.exception.DimensionMismatchException
147      * if {@code data} is not rectangular (not all rows have the same length).
148      * @throws NoDataException if a row or column is empty.
149      * @throws NullArgumentException if either {@code data} or {@code data[0]}
150      * is {@code null}.
151      * @see #createFieldMatrix(Field, int, int)
152      * @since 2.0
153      */
154     public static <T extends FieldElement<T>> FieldMatrix<T> createFieldMatrix(T[][] data)
155         throws DimensionMismatchException, NoDataException, NullArgumentException {
156         if (data == null ||
157             data[0] == null) {
158             throw new NullArgumentException();
159         }
160         return (data.length * data[0].length <= 4096) ?
161                 new Array2DRowFieldMatrix<>(data) : new BlockFieldMatrix<>(data);
162     }
163 
164     /**
165      * Returns <code>dimension x dimension</code> identity matrix.
166      *
167      * @param dimension dimension of identity matrix to generate
168      * @return identity matrix
169      * @throws IllegalArgumentException if dimension is not positive
170      * @since 1.1
171      */
172     public static RealMatrix createRealIdentityMatrix(int dimension) {
173         final RealMatrix m = createRealMatrix(dimension, dimension);
174         for (int i = 0; i < dimension; ++i) {
175             m.setEntry(i, i, 1.0);
176         }
177         return m;
178     }
179 
180     /**
181      * Returns <code>dimension x dimension</code> identity matrix.
182      *
183      * @param <T> the type of the field elements
184      * @param field field to which the elements belong
185      * @param dimension dimension of identity matrix to generate
186      * @return identity matrix
187      * @throws IllegalArgumentException if dimension is not positive
188      * @since 2.0
189      */
190     public static <T extends FieldElement<T>> FieldMatrix<T>
191         createFieldIdentityMatrix(final Field<T> field, final int dimension) {
192         final T zero = field.getZero();
193         final T one  = field.getOne();
194         final T[][] d = MathArrays.buildArray(field, dimension, dimension);
195         for (int row = 0; row < dimension; row++) {
196             final T[] dRow = d[row];
197             Arrays.fill(dRow, zero);
198             dRow[row] = one;
199         }
200         return new Array2DRowFieldMatrix<>(field, d, false);
201     }
202 
203     /**
204      * Creates a diagonal matrix with the specified diagonal elements.
205      *
206      * @param diagonal Diagonal elements of the matrix.
207      * The array elements will be copied.
208      * @return a diagonal matrix instance.
209      *
210      * @see #createRealMatrixWithDiagonal(double[])
211      * @since 2.0
212      */
213     public static DiagonalMatrix createRealDiagonalMatrix(final double[] diagonal) {
214         return new DiagonalMatrix(diagonal, true);
215     }
216 
217     /**
218      * Creates a dense matrix with the specified diagonal elements.
219      *
220      * @param diagonal Diagonal elements of the matrix.
221      * @return a matrix instance.
222      *
223      * @see #createRealDiagonalMatrix(double[])
224      * @since 4.0
225      */
226     public static RealMatrix createRealMatrixWithDiagonal(final double[] diagonal) {
227         final int size = diagonal.length;
228         final RealMatrix m = createRealMatrix(size, size);
229         for (int i = 0; i < size; i++) {
230             m.setEntry(i, i, diagonal[i]);
231         }
232         return m;
233     }
234 
235     /**
236      * Returns a diagonal matrix with specified elements.
237      *
238      * @param <T> the type of the field elements
239      * @param diagonal diagonal elements of the matrix (the array elements
240      * will be copied)
241      * @return diagonal matrix
242      * @since 2.0
243      */
244     public static <T extends FieldElement<T>> FieldMatrix<T>
245         createFieldDiagonalMatrix(final T[] diagonal) {
246         final FieldMatrix<T> m =
247             createFieldMatrix(diagonal[0].getField(), diagonal.length, diagonal.length);
248         for (int i = 0; i < diagonal.length; ++i) {
249             m.setEntry(i, i, diagonal[i]);
250         }
251         return m;
252     }
253 
254     /**
255      * Creates a {@link RealVector} using the data from the input array.
256      *
257      * @param data the input data
258      * @return a data.length RealVector
259      * @throws NoDataException if {@code data} is empty.
260      * @throws NullArgumentException if {@code data} is {@code null}.
261      */
262     public static RealVector createRealVector(double[] data)
263         throws NoDataException, NullArgumentException {
264         if (data == null) {
265             throw new NullArgumentException();
266         }
267         return new ArrayRealVector(data, true);
268     }
269 
270     /**
271      * Creates a {@link FieldVector} using the data from the input array.
272      *
273      * @param <T> the type of the field elements
274      * @param data the input data
275      * @return a data.length FieldVector
276      * @throws NoDataException if {@code data} is empty.
277      * @throws NullArgumentException if {@code data} is {@code null}.
278      * @throws ZeroException if {@code data} has 0 elements
279      */
280     public static <T extends FieldElement<T>> FieldVector<T> createFieldVector(final T[] data)
281         throws NoDataException, NullArgumentException, ZeroException {
282         if (data == null) {
283             throw new NullArgumentException();
284         }
285         if (data.length == 0) {
286             throw new ZeroException(LocalizedFormats.VECTOR_MUST_HAVE_AT_LEAST_ONE_ELEMENT);
287         }
288         return new ArrayFieldVector<>(data[0].getField(), data, true);
289     }
290 
291     /**
292      * Create a row {@link RealMatrix} using the data from the input
293      * array.
294      *
295      * @param rowData the input row data
296      * @return a 1 x rowData.length RealMatrix
297      * @throws NoDataException if {@code rowData} is empty.
298      * @throws NullArgumentException if {@code rowData} is {@code null}.
299      */
300     public static RealMatrix createRowRealMatrix(double[] rowData)
301         throws NoDataException, NullArgumentException {
302         if (rowData == null) {
303             throw new NullArgumentException();
304         }
305         final int nCols = rowData.length;
306         final RealMatrix m = createRealMatrix(1, nCols);
307         for (int i = 0; i < nCols; ++i) {
308             m.setEntry(0, i, rowData[i]);
309         }
310         return m;
311     }
312 
313     /**
314      * Create a row {@link FieldMatrix} using the data from the input
315      * array.
316      *
317      * @param <T> the type of the field elements
318      * @param rowData the input row data
319      * @return a 1 x rowData.length FieldMatrix
320      * @throws NoDataException if {@code rowData} is empty.
321      * @throws NullArgumentException if {@code rowData} is {@code null}.
322      */
323     public static <T extends FieldElement<T>> FieldMatrix<T>
324         createRowFieldMatrix(final T[] rowData)
325         throws NoDataException, NullArgumentException {
326         if (rowData == null) {
327             throw new NullArgumentException();
328         }
329         final int nCols = rowData.length;
330         if (nCols == 0) {
331             throw new NoDataException(LocalizedFormats.AT_LEAST_ONE_COLUMN);
332         }
333         final FieldMatrix<T> m = createFieldMatrix(rowData[0].getField(), 1, nCols);
334         for (int i = 0; i < nCols; ++i) {
335             m.setEntry(0, i, rowData[i]);
336         }
337         return m;
338     }
339 
340     /**
341      * Creates a column {@link RealMatrix} using the data from the input
342      * array.
343      *
344      * @param columnData  the input column data
345      * @return a columnData x 1 RealMatrix
346      * @throws NoDataException if {@code columnData} is empty.
347      * @throws NullArgumentException if {@code columnData} is {@code null}.
348      */
349     public static RealMatrix createColumnRealMatrix(double[] columnData)
350         throws NoDataException, NullArgumentException {
351         if (columnData == null) {
352             throw new NullArgumentException();
353         }
354         final int nRows = columnData.length;
355         final RealMatrix m = createRealMatrix(nRows, 1);
356         for (int i = 0; i < nRows; ++i) {
357             m.setEntry(i, 0, columnData[i]);
358         }
359         return m;
360     }
361 
362     /**
363      * Creates a column {@link FieldMatrix} using the data from the input
364      * array.
365      *
366      * @param <T> the type of the field elements
367      * @param columnData  the input column data
368      * @return a columnData x 1 FieldMatrix
369      * @throws NoDataException if {@code data} is empty.
370      * @throws NullArgumentException if {@code columnData} is {@code null}.
371      */
372     public static <T extends FieldElement<T>> FieldMatrix<T>
373         createColumnFieldMatrix(final T[] columnData)
374         throws NoDataException, NullArgumentException {
375         if (columnData == null) {
376             throw new NullArgumentException();
377         }
378         final int nRows = columnData.length;
379         if (nRows == 0) {
380             throw new NoDataException(LocalizedFormats.AT_LEAST_ONE_ROW);
381         }
382         final FieldMatrix<T> m = createFieldMatrix(columnData[0].getField(), nRows, 1);
383         for (int i = 0; i < nRows; ++i) {
384             m.setEntry(i, 0, columnData[i]);
385         }
386         return m;
387     }
388 
389     /**
390      * Checks whether a matrix is symmetric, within a given relative tolerance.
391      *
392      * @param matrix Matrix to check.
393      * @param relativeTolerance Tolerance of the symmetry check.
394      * @param raiseException If {@code true}, an exception will be raised if
395      * the matrix is not symmetric.
396      * @return {@code true} if {@code matrix} is symmetric.
397      * @throws NonSquareMatrixException if the matrix is not square.
398      * @throws NonSymmetricMatrixException if the matrix is not symmetric.
399      */
400     private static boolean isSymmetricInternal(RealMatrix matrix,
401                                                double relativeTolerance,
402                                                boolean raiseException) {
403         final int rows = matrix.getRowDimension();
404         if (rows != matrix.getColumnDimension()) {
405             if (raiseException) {
406                 throw new NonSquareMatrixException(rows, matrix.getColumnDimension());
407             } else {
408                 return false;
409             }
410         }
411         for (int i = 0; i < rows; i++) {
412             for (int j = i + 1; j < rows; j++) {
413                 final double mij = matrix.getEntry(i, j);
414                 final double mji = matrix.getEntry(j, i);
415                 if (JdkMath.abs(mij - mji) >
416                     JdkMath.max(JdkMath.abs(mij), JdkMath.abs(mji)) * relativeTolerance) {
417                     if (raiseException) {
418                         throw new NonSymmetricMatrixException(i, j, relativeTolerance);
419                     } else {
420                         return false;
421                     }
422                 }
423             }
424         }
425         return true;
426     }
427 
428     /**
429      * Checks whether a matrix is symmetric.
430      *
431      * @param matrix Matrix to check.
432      * @param eps Relative tolerance.
433      * @throws NonSquareMatrixException if the matrix is not square.
434      * @throws NonSymmetricMatrixException if the matrix is not symmetric.
435      * @since 3.1
436      */
437     public static void checkSymmetric(RealMatrix matrix,
438                                       double eps) {
439         isSymmetricInternal(matrix, eps, true);
440     }
441 
442     /**
443      * Checks whether a matrix is symmetric.
444      *
445      * @param matrix Matrix to check.
446      * @param eps Relative tolerance.
447      * @return {@code true} if {@code matrix} is symmetric.
448      * @since 3.1
449      */
450     public static boolean isSymmetric(RealMatrix matrix,
451                                       double eps) {
452         return isSymmetricInternal(matrix, eps, false);
453     }
454 
455     /**
456      * Check if matrix indices are valid.
457      *
458      * @param m Matrix.
459      * @param row Row index to check.
460      * @param column Column index to check.
461      * @throws OutOfRangeException if {@code row} or {@code column} is not
462      * a valid index.
463      */
464     public static void checkMatrixIndex(final AnyMatrix m,
465                                         final int row, final int column)
466         throws OutOfRangeException {
467         checkRowIndex(m, row);
468         checkColumnIndex(m, column);
469     }
470 
471     /**
472      * Check if a row index is valid.
473      *
474      * @param m Matrix.
475      * @param row Row index to check.
476      * @throws OutOfRangeException if {@code row} is not a valid index.
477      */
478     public static void checkRowIndex(final AnyMatrix m, final int row)
479         throws OutOfRangeException {
480         if (row < 0 ||
481             row >= m.getRowDimension()) {
482             throw new OutOfRangeException(LocalizedFormats.ROW_INDEX,
483                                           row, 0, m.getRowDimension() - 1);
484         }
485     }
486 
487     /**
488      * Check if a column index is valid.
489      *
490      * @param m Matrix.
491      * @param column Column index to check.
492      * @throws OutOfRangeException if {@code column} is not a valid index.
493      */
494     public static void checkColumnIndex(final AnyMatrix m, final int column)
495         throws OutOfRangeException {
496         if (column < 0 || column >= m.getColumnDimension()) {
497             throw new OutOfRangeException(LocalizedFormats.COLUMN_INDEX,
498                                            column, 0, m.getColumnDimension() - 1);
499         }
500     }
501 
502     /**
503      * Check if submatrix ranges indices are valid.
504      * Rows and columns are indicated counting from 0 to {@code n - 1}.
505      *
506      * @param m Matrix.
507      * @param startRow Initial row index.
508      * @param endRow Final row index.
509      * @param startColumn Initial column index.
510      * @param endColumn Final column index.
511      * @throws OutOfRangeException if the indices are invalid.
512      * @throws NumberIsTooSmallException if {@code endRow < startRow} or
513      * {@code endColumn < startColumn}.
514      */
515     public static void checkSubMatrixIndex(final AnyMatrix m,
516                                            final int startRow, final int endRow,
517                                            final int startColumn, final int endColumn)
518         throws NumberIsTooSmallException, OutOfRangeException {
519         checkRowIndex(m, startRow);
520         checkRowIndex(m, endRow);
521         if (endRow < startRow) {
522             throw new NumberIsTooSmallException(LocalizedFormats.INITIAL_ROW_AFTER_FINAL_ROW,
523                                                 endRow, startRow, false);
524         }
525 
526         checkColumnIndex(m, startColumn);
527         checkColumnIndex(m, endColumn);
528         if (endColumn < startColumn) {
529             throw new NumberIsTooSmallException(LocalizedFormats.INITIAL_COLUMN_AFTER_FINAL_COLUMN,
530                                                 endColumn, startColumn, false);
531         }
532     }
533 
534     /**
535      * Check if submatrix ranges indices are valid.
536      * Rows and columns are indicated counting from 0 to n-1.
537      *
538      * @param m Matrix.
539      * @param selectedRows Array of row indices.
540      * @param selectedColumns Array of column indices.
541      * @throws NullArgumentException if {@code selectedRows} or
542      * {@code selectedColumns} are {@code null}.
543      * @throws NoDataException if the row or column selections are empty (zero
544      * length).
545      * @throws OutOfRangeException if row or column selections are not valid.
546      */
547     public static void checkSubMatrixIndex(final AnyMatrix m,
548                                            final int[] selectedRows,
549                                            final int[] selectedColumns)
550         throws NoDataException, NullArgumentException, OutOfRangeException {
551         if (selectedRows == null) {
552             throw new NullArgumentException();
553         }
554         if (selectedColumns == null) {
555             throw new NullArgumentException();
556         }
557         if (selectedRows.length == 0) {
558             throw new NoDataException(LocalizedFormats.EMPTY_SELECTED_ROW_INDEX_ARRAY);
559         }
560         if (selectedColumns.length == 0) {
561             throw new NoDataException(LocalizedFormats.EMPTY_SELECTED_COLUMN_INDEX_ARRAY);
562         }
563 
564         for (final int row : selectedRows) {
565             checkRowIndex(m, row);
566         }
567         for (final int column : selectedColumns) {
568             checkColumnIndex(m, column);
569         }
570     }
571 
572     /**
573      * Check if matrices are addition compatible.
574      *
575      * @param left Left hand side matrix.
576      * @param right Right hand side matrix.
577      * @throws MatrixDimensionMismatchException if the matrices are not addition
578      * compatible.
579      */
580     public static void checkAdditionCompatible(final AnyMatrix left, final AnyMatrix right) {
581         left.checkAdd(right);
582     }
583 
584     /**
585      * Check if matrices are subtraction compatible.
586      *
587      * @param left Left hand side matrix.
588      * @param right Right hand side matrix.
589      * @throws MatrixDimensionMismatchException if the matrices are not addition
590      * compatible.
591      */
592     public static void checkSubtractionCompatible(final AnyMatrix left, final AnyMatrix right) {
593         left.checkAdd(right);
594     }
595 
596     /**
597      * Check if matrices are multiplication compatible.
598      *
599      * @param left Left hand side matrix.
600      * @param right Right hand side matrix.
601      * @throws DimensionMismatchException if matrices are not multiplication
602      * compatible.
603      */
604     public static void checkMultiplicationCompatible(final AnyMatrix left, final AnyMatrix right) {
605         left.checkMultiply(right);
606     }
607 
608     /** Serialize a {@link RealVector}.
609      * <p>
610      * This method is intended to be called from within a private
611      * <code>writeObject</code> method (after a call to
612      * <code>oos.defaultWriteObject()</code>) in a class that has a
613      * {@link RealVector} field, which should be declared <code>transient</code>.
614      * This way, the default handling does not serialize the vector (the {@link
615      * RealVector} interface is not serializable by default) but this method does
616      * serialize it specifically.
617      * </p>
618      * <p>
619      * The following example shows how a simple class with a name and a real vector
620      * should be written:
621      * <pre><code>
622      * public class NamedVector implements Serializable {
623      *
624      *     private final String name;
625      *     private final transient RealVector coefficients;
626      *
627      *     // omitted constructors, getters ...
628      *
629      *     private void writeObject(ObjectOutputStream oos) throws IOException {
630      *         oos.defaultWriteObject();  // takes care of name field
631      *         MatrixUtils.serializeRealVector(coefficients, oos);
632      *     }
633      *
634      *     private void readObject(ObjectInputStream ois) throws ClassNotFoundException, IOException {
635      *         ois.defaultReadObject();  // takes care of name field
636      *         MatrixUtils.deserializeRealVector(this, "coefficients", ois);
637      *     }
638      *
639      * }
640      * </code></pre>
641      *
642      * @param vector real vector to serialize
643      * @param oos stream where the real vector should be written
644      * @exception IOException if object cannot be written to stream
645      * @see #deserializeRealVector(Object, String, ObjectInputStream)
646      */
647     public static void serializeRealVector(final RealVector vector,
648                                            final ObjectOutputStream oos)
649         throws IOException {
650         final int n = vector.getDimension();
651         oos.writeInt(n);
652         for (int i = 0; i < n; ++i) {
653             oos.writeDouble(vector.getEntry(i));
654         }
655     }
656 
657     /** Deserialize  a {@link RealVector} field in a class.
658      * <p>
659      * This method is intended to be called from within a private
660      * <code>readObject</code> method (after a call to
661      * <code>ois.defaultReadObject()</code>) in a class that has a
662      * {@link RealVector} field, which should be declared <code>transient</code>.
663      * This way, the default handling does not deserialize the vector (the {@link
664      * RealVector} interface is not serializable by default) but this method does
665      * deserialize it specifically.
666      * </p>
667      * @param instance instance in which the field must be set up
668      * @param fieldName name of the field within the class (may be private and final)
669      * @param ois stream from which the real vector should be read
670      * @exception ClassNotFoundException if a class in the stream cannot be found
671      * @exception IOException if object cannot be read from the stream
672      * @see #serializeRealVector(RealVector, ObjectOutputStream)
673      */
674     public static void deserializeRealVector(final Object instance,
675                                              final String fieldName,
676                                              final ObjectInputStream ois)
677       throws ClassNotFoundException, IOException {
678         try {
679 
680             // read the vector data
681             final int n = ois.readInt();
682             final double[] data = new double[n];
683             for (int i = 0; i < n; ++i) {
684                 data[i] = ois.readDouble();
685             }
686 
687             // create the instance
688             final RealVector vector = new ArrayRealVector(data, false);
689 
690             // set up the field
691             final java.lang.reflect.Field f =
692                 instance.getClass().getDeclaredField(fieldName);
693             f.setAccessible(true);
694             f.set(instance, vector);
695         } catch (NoSuchFieldException nsfe) {
696             IOException ioe = new IOException();
697             ioe.initCause(nsfe);
698             throw ioe;
699         } catch (IllegalAccessException iae) {
700             IOException ioe = new IOException();
701             ioe.initCause(iae);
702             throw ioe;
703         }
704     }
705 
706     /** Serialize a {@link RealMatrix}.
707      * <p>
708      * This method is intended to be called from within a private
709      * <code>writeObject</code> method (after a call to
710      * <code>oos.defaultWriteObject()</code>) in a class that has a
711      * {@link RealMatrix} field, which should be declared <code>transient</code>.
712      * This way, the default handling does not serialize the matrix (the {@link
713      * RealMatrix} interface is not serializable by default) but this method does
714      * serialize it specifically.
715      * </p>
716      * <p>
717      * The following example shows how a simple class with a name and a real matrix
718      * should be written:
719      * <pre><code>
720      * public class NamedMatrix implements Serializable {
721      *
722      *     private final String name;
723      *     private final transient RealMatrix coefficients;
724      *
725      *     // omitted constructors, getters ...
726      *
727      *     private void writeObject(ObjectOutputStream oos) throws IOException {
728      *         oos.defaultWriteObject();  // takes care of name field
729      *         MatrixUtils.serializeRealMatrix(coefficients, oos);
730      *     }
731      *
732      *     private void readObject(ObjectInputStream ois) throws ClassNotFoundException, IOException {
733      *         ois.defaultReadObject();  // takes care of name field
734      *         MatrixUtils.deserializeRealMatrix(this, "coefficients", ois);
735      *     }
736      *
737      * }
738      * </code></pre>
739      *
740      * @param matrix real matrix to serialize
741      * @param oos stream where the real matrix should be written
742      * @exception IOException if object cannot be written to stream
743      * @see #deserializeRealMatrix(Object, String, ObjectInputStream)
744      */
745     public static void serializeRealMatrix(final RealMatrix matrix,
746                                            final ObjectOutputStream oos)
747         throws IOException {
748         final int n = matrix.getRowDimension();
749         final int m = matrix.getColumnDimension();
750         oos.writeInt(n);
751         oos.writeInt(m);
752         for (int i = 0; i < n; ++i) {
753             for (int j = 0; j < m; ++j) {
754                 oos.writeDouble(matrix.getEntry(i, j));
755             }
756         }
757     }
758 
759     /** Deserialize  a {@link RealMatrix} field in a class.
760      * <p>
761      * This method is intended to be called from within a private
762      * <code>readObject</code> method (after a call to
763      * <code>ois.defaultReadObject()</code>) in a class that has a
764      * {@link RealMatrix} field, which should be declared <code>transient</code>.
765      * This way, the default handling does not deserialize the matrix (the {@link
766      * RealMatrix} interface is not serializable by default) but this method does
767      * deserialize it specifically.
768      * </p>
769      * @param instance instance in which the field must be set up
770      * @param fieldName name of the field within the class (may be private and final)
771      * @param ois stream from which the real matrix should be read
772      * @exception ClassNotFoundException if a class in the stream cannot be found
773      * @exception IOException if object cannot be read from the stream
774      * @see #serializeRealMatrix(RealMatrix, ObjectOutputStream)
775      */
776     public static void deserializeRealMatrix(final Object instance,
777                                              final String fieldName,
778                                              final ObjectInputStream ois)
779       throws ClassNotFoundException, IOException {
780         try {
781 
782             // read the matrix data
783             final int n = ois.readInt();
784             final int m = ois.readInt();
785             final double[][] data = new double[n][m];
786             for (int i = 0; i < n; ++i) {
787                 final double[] dataI = data[i];
788                 for (int j = 0; j < m; ++j) {
789                     dataI[j] = ois.readDouble();
790                 }
791             }
792 
793             // create the instance
794             final RealMatrix matrix = new Array2DRowRealMatrix(data, false);
795 
796             // set up the field
797             final java.lang.reflect.Field f =
798                 instance.getClass().getDeclaredField(fieldName);
799             f.setAccessible(true);
800             f.set(instance, matrix);
801         } catch (NoSuchFieldException nsfe) {
802             IOException ioe = new IOException();
803             ioe.initCause(nsfe);
804             throw ioe;
805         } catch (IllegalAccessException iae) {
806             IOException ioe = new IOException();
807             ioe.initCause(iae);
808             throw ioe;
809         }
810     }
811 
812     /**Solve  a  system of composed of a Lower Triangular Matrix
813      * {@link RealMatrix}.
814      * <p>
815      * This method is called to solve systems of equations which are
816      * of the lower triangular form. The matrix {@link RealMatrix}
817      * is assumed, though not checked, to be in lower triangular form.
818      * The vector {@link RealVector} is overwritten with the solution.
819      * The matrix is checked that it is square and its dimensions match
820      * the length of the vector.
821      * </p>
822      * @param rm RealMatrix which is lower triangular
823      * @param b  RealVector this is overwritten
824      * @throws DimensionMismatchException if the matrix and vector are not
825      * conformable
826      * @throws NonSquareMatrixException if the matrix {@code rm} is not square
827      * @throws MathArithmeticException if the absolute value of one of the diagonal
828      * coefficient of {@code rm} is lower than {@link Precision#SAFE_MIN}
829      */
830     public static void solveLowerTriangularSystem(RealMatrix rm, RealVector b)
831         throws DimensionMismatchException, MathArithmeticException,
832         NonSquareMatrixException {
833         if (rm == null || b == null || rm.getRowDimension() != b.getDimension()) {
834             throw new DimensionMismatchException(
835                     (rm == null) ? 0 : rm.getRowDimension(),
836                     (b == null) ? 0 : b.getDimension());
837         }
838         if( rm.getColumnDimension() != rm.getRowDimension() ){
839             throw new NonSquareMatrixException(rm.getRowDimension(),
840                                                rm.getColumnDimension());
841         }
842         int rows = rm.getRowDimension();
843         for( int i = 0 ; i < rows ; i++ ){
844             double diag = rm.getEntry(i, i);
845             if( JdkMath.abs(diag) < Precision.SAFE_MIN ){
846                 throw new MathArithmeticException(LocalizedFormats.ZERO_DENOMINATOR);
847             }
848             double bi = b.getEntry(i)/diag;
849             b.setEntry(i,  bi );
850             for( int j = i+1; j< rows; j++ ){
851                 b.setEntry(j, b.getEntry(j)-bi*rm.getEntry(j,i)  );
852             }
853         }
854     }
855 
856     /** Solver a  system composed  of an Upper Triangular Matrix
857      * {@link RealMatrix}.
858      * <p>
859      * This method is called to solve systems of equations which are
860      * of the lower triangular form. The matrix {@link RealMatrix}
861      * is assumed, though not checked, to be in upper triangular form.
862      * The vector {@link RealVector} is overwritten with the solution.
863      * The matrix is checked that it is square and its dimensions match
864      * the length of the vector.
865      * </p>
866      * @param rm RealMatrix which is upper triangular
867      * @param b  RealVector this is overwritten
868      * @throws DimensionMismatchException if the matrix and vector are not
869      * conformable
870      * @throws NonSquareMatrixException if the matrix {@code rm} is not
871      * square
872      * @throws MathArithmeticException if the absolute value of one of the diagonal
873      * coefficient of {@code rm} is lower than {@link Precision#SAFE_MIN}
874      */
875     public static void solveUpperTriangularSystem(RealMatrix rm, RealVector b)
876         throws DimensionMismatchException, MathArithmeticException,
877         NonSquareMatrixException {
878         if (rm == null || b == null || rm.getRowDimension() != b.getDimension()) {
879             throw new DimensionMismatchException(
880                     (rm == null) ? 0 : rm.getRowDimension(),
881                     (b == null) ? 0 : b.getDimension());
882         }
883         if( rm.getColumnDimension() != rm.getRowDimension() ){
884             throw new NonSquareMatrixException(rm.getRowDimension(),
885                                                rm.getColumnDimension());
886         }
887         int rows = rm.getRowDimension();
888         for( int i = rows-1 ; i >-1 ; i-- ){
889             double diag = rm.getEntry(i, i);
890             if( JdkMath.abs(diag) < Precision.SAFE_MIN ){
891                 throw new MathArithmeticException(LocalizedFormats.ZERO_DENOMINATOR);
892             }
893             double bi = b.getEntry(i)/diag;
894             b.setEntry(i,  bi );
895             for( int j = i-1; j>-1; j-- ){
896                 b.setEntry(j, b.getEntry(j)-bi*rm.getEntry(j,i)  );
897             }
898         }
899     }
900 
901     /**
902      * Computes the inverse of the given matrix by splitting it into
903      * 4 sub-matrices.
904      *
905      * @param m Matrix whose inverse must be computed.
906      * @param splitIndex Index that determines the "split" line and
907      * column.
908      * The element corresponding to this index will part of the
909      * upper-left sub-matrix.
910      * @return the inverse of {@code m}.
911      * @throws NonSquareMatrixException if {@code m} is not square.
912      */
913     public static RealMatrix blockInverse(RealMatrix m,
914                                           int splitIndex) {
915         final int n = m.getRowDimension();
916         if (m.getColumnDimension() != n) {
917             throw new NonSquareMatrixException(m.getRowDimension(),
918                                                m.getColumnDimension());
919         }
920 
921         final int splitIndex1 = splitIndex + 1;
922 
923         final RealMatrix a = m.getSubMatrix(0, splitIndex, 0, splitIndex);
924         final RealMatrix b = m.getSubMatrix(0, splitIndex, splitIndex1, n - 1);
925         final RealMatrix c = m.getSubMatrix(splitIndex1, n - 1, 0, splitIndex);
926         final RealMatrix d = m.getSubMatrix(splitIndex1, n - 1, splitIndex1, n - 1);
927 
928         final SingularValueDecomposition aDec = new SingularValueDecomposition(a);
929         final DecompositionSolver aSolver = aDec.getSolver();
930         if (!aSolver.isNonSingular()) {
931             throw new SingularMatrixException();
932         }
933         final RealMatrix aInv = aSolver.getInverse();
934 
935         final SingularValueDecomposition dDec = new SingularValueDecomposition(d);
936         final DecompositionSolver dSolver = dDec.getSolver();
937         if (!dSolver.isNonSingular()) {
938             throw new SingularMatrixException();
939         }
940         final RealMatrix dInv = dSolver.getInverse();
941 
942         final RealMatrix tmp1 = a.subtract(b.multiply(dInv).multiply(c));
943         final SingularValueDecomposition tmp1Dec = new SingularValueDecomposition(tmp1);
944         final DecompositionSolver tmp1Solver = tmp1Dec.getSolver();
945         if (!tmp1Solver.isNonSingular()) {
946             throw new SingularMatrixException();
947         }
948         final RealMatrix result00 = tmp1Solver.getInverse();
949 
950         final RealMatrix tmp2 = d.subtract(c.multiply(aInv).multiply(b));
951         final SingularValueDecomposition tmp2Dec = new SingularValueDecomposition(tmp2);
952         final DecompositionSolver tmp2Solver = tmp2Dec.getSolver();
953         if (!tmp2Solver.isNonSingular()) {
954             throw new SingularMatrixException();
955         }
956         final RealMatrix result11 = tmp2Solver.getInverse();
957 
958         final RealMatrix result01 = aInv.multiply(b).multiply(result11).scalarMultiply(-1);
959         final RealMatrix result10 = dInv.multiply(c).multiply(result00).scalarMultiply(-1);
960 
961         final RealMatrix result = new Array2DRowRealMatrix(n, n);
962         result.setSubMatrix(result00.getData(), 0, 0);
963         result.setSubMatrix(result01.getData(), 0, splitIndex1);
964         result.setSubMatrix(result10.getData(), splitIndex1, 0);
965         result.setSubMatrix(result11.getData(), splitIndex1, splitIndex1);
966 
967         return result;
968     }
969 
970     /**
971      * Computes the inverse of the given matrix.
972      * <p>
973      * By default, the inverse of the matrix is computed using the QR-decomposition,
974      * unless a more efficient method can be determined for the input matrix.
975      * <p>
976      * Note: this method will use a singularity threshold of 0,
977      * use {@link #inverse(RealMatrix, double)} if a different threshold is needed.
978      *
979      * @param matrix Matrix whose inverse shall be computed
980      * @return the inverse of {@code matrix}
981      * @throws NullArgumentException if {@code matrix} is {@code null}
982      * @throws SingularMatrixException if m is singular
983      * @throws NonSquareMatrixException if matrix is not square
984      * @since 3.3
985      */
986     public static RealMatrix inverse(RealMatrix matrix)
987             throws NullArgumentException, SingularMatrixException, NonSquareMatrixException {
988         return inverse(matrix, 0);
989     }
990 
991     /**
992      * Computes the inverse of the given matrix.
993      * <p>
994      * By default, the inverse of the matrix is computed using the QR-decomposition,
995      * unless a more efficient method can be determined for the input matrix.
996      *
997      * @param matrix Matrix whose inverse shall be computed
998      * @param threshold Singularity threshold
999      * @return the inverse of {@code m}
1000      * @throws NullArgumentException if {@code matrix} is {@code null}
1001      * @throws SingularMatrixException if matrix is singular
1002      * @throws NonSquareMatrixException if matrix is not square
1003      * @since 3.3
1004      */
1005     public static RealMatrix inverse(RealMatrix matrix, double threshold)
1006             throws NullArgumentException, SingularMatrixException, NonSquareMatrixException {
1007 
1008         NullArgumentException.check(matrix);
1009 
1010         if (!matrix.isSquare()) {
1011             throw new NonSquareMatrixException(matrix.getRowDimension(),
1012                                                matrix.getColumnDimension());
1013         }
1014 
1015         if (matrix instanceof DiagonalMatrix) {
1016             return ((DiagonalMatrix) matrix).inverse(threshold);
1017         } else {
1018             QRDecomposition decomposition = new QRDecomposition(matrix, threshold);
1019             return decomposition.getSolver().getInverse();
1020         }
1021     }
1022 }