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 org.apache.commons.math4.legacy.core.Field;
21 import org.apache.commons.math4.legacy.core.FieldElement;
22 import org.apache.commons.math4.legacy.exception.DimensionMismatchException;
23 import org.apache.commons.math4.legacy.core.MathArrays;
24
25 /**
26 * Calculates the LUP-decomposition of a square matrix.
27 * <p>The LUP-decomposition of a matrix A consists of three matrices
28 * L, U and P that satisfy: PA = LU, L is lower triangular, and U is
29 * upper triangular and P is a permutation matrix. All matrices are
30 * m×m.</p>
31 * <p>Since {@link FieldElement field elements} do not provide an ordering
32 * operator, the permutation matrix is computed here only in order to avoid
33 * a zero pivot element, no attempt is done to get the largest pivot
34 * element.</p>
35 * <p>This class is based on the class with similar name from the
36 * <a href="http://math.nist.gov/javanumerics/jama/">JAMA</a> library.</p>
37 * <ul>
38 * <li>a {@link #getP() getP} method has been added,</li>
39 * <li>the {@code det} method has been renamed as {@link #getDeterminant()
40 * getDeterminant},</li>
41 * <li>the {@code getDoublePivot} method has been removed (but the int based
42 * {@link #getPivot() getPivot} method has been kept),</li>
43 * <li>the {@code solve} and {@code isNonSingular} methods have been replaced
44 * by a {@link #getSolver() getSolver} method and the equivalent methods
45 * provided by the returned {@link DecompositionSolver}.</li>
46 * </ul>
47 *
48 * @param <T> the type of the field elements
49 * @see <a href="http://mathworld.wolfram.com/LUDecomposition.html">MathWorld</a>
50 * @see <a href="http://en.wikipedia.org/wiki/LU_decomposition">Wikipedia</a>
51 * @since 2.0 (changed to concrete class in 3.0)
52 */
53 public class FieldLUDecomposition<T extends FieldElement<T>> {
54
55 /** Field to which the elements belong. */
56 private final Field<T> field;
57
58 /** Entries of LU decomposition. */
59 private T[][] lu;
60
61 /** Pivot permutation associated with LU decomposition. */
62 private int[] pivot;
63
64 /** Parity of the permutation associated with the LU decomposition. */
65 private boolean even;
66
67 /** Singularity indicator. */
68 private boolean singular;
69
70 /** Cached value of L. */
71 private FieldMatrix<T> cachedL;
72
73 /** Cached value of U. */
74 private FieldMatrix<T> cachedU;
75
76 /** Cached value of P. */
77 private FieldMatrix<T> cachedP;
78
79 /**
80 * Calculates the LU-decomposition of the given matrix.
81 * @param matrix The matrix to decompose.
82 * @throws NonSquareMatrixException if matrix is not square
83 */
84 public FieldLUDecomposition(FieldMatrix<T> matrix) {
85 if (!matrix.isSquare()) {
86 throw new NonSquareMatrixException(matrix.getRowDimension(),
87 matrix.getColumnDimension());
88 }
89
90 final int m = matrix.getColumnDimension();
91 field = matrix.getField();
92 lu = matrix.getData();
93 pivot = new int[m];
94 cachedL = null;
95 cachedU = null;
96 cachedP = null;
97
98 // Initialize permutation array and parity
99 for (int row = 0; row < m; row++) {
100 pivot[row] = row;
101 }
102 even = true;
103 singular = false;
104
105 // Loop over columns
106 for (int col = 0; col < m; col++) {
107
108 T sum = field.getZero();
109
110 // upper
111 for (int row = 0; row < col; row++) {
112 final T[] luRow = lu[row];
113 sum = luRow[col];
114 for (int i = 0; i < row; i++) {
115 sum = sum.subtract(luRow[i].multiply(lu[i][col]));
116 }
117 luRow[col] = sum;
118 }
119
120 // lower
121 int nonZero = col; // permutation row
122 for (int row = col; row < m; row++) {
123 final T[] luRow = lu[row];
124 sum = luRow[col];
125 for (int i = 0; i < col; i++) {
126 sum = sum.subtract(luRow[i].multiply(lu[i][col]));
127 }
128 luRow[col] = sum;
129
130 if (lu[nonZero][col].equals(field.getZero())) {
131 // try to select a better permutation choice
132 ++nonZero;
133 }
134 }
135
136 // Singularity check
137 if (nonZero >= m) {
138 singular = true;
139 return;
140 }
141
142 // Pivot if necessary
143 if (nonZero != col) {
144 T tmp = field.getZero();
145 for (int i = 0; i < m; i++) {
146 tmp = lu[nonZero][i];
147 lu[nonZero][i] = lu[col][i];
148 lu[col][i] = tmp;
149 }
150 int temp = pivot[nonZero];
151 pivot[nonZero] = pivot[col];
152 pivot[col] = temp;
153 even = !even;
154 }
155
156 // Divide the lower elements by the "winning" diagonal elt.
157 final T luDiag = lu[col][col];
158 for (int row = col + 1; row < m; row++) {
159 final T[] luRow = lu[row];
160 luRow[col] = luRow[col].divide(luDiag);
161 }
162 }
163 }
164
165 /**
166 * Returns the matrix L of the decomposition.
167 * <p>L is a lower-triangular matrix</p>
168 * @return the L matrix (or null if decomposed matrix is singular)
169 */
170 public FieldMatrix<T> getL() {
171 if (cachedL == null && !singular) {
172 final int m = pivot.length;
173 cachedL = new Array2DRowFieldMatrix<>(field, m, m);
174 for (int i = 0; i < m; ++i) {
175 final T[] luI = lu[i];
176 for (int j = 0; j < i; ++j) {
177 cachedL.setEntry(i, j, luI[j]);
178 }
179 cachedL.setEntry(i, i, field.getOne());
180 }
181 }
182 return cachedL;
183 }
184
185 /**
186 * Returns the matrix U of the decomposition.
187 * <p>U is an upper-triangular matrix</p>
188 * @return the U matrix (or null if decomposed matrix is singular)
189 */
190 public FieldMatrix<T> getU() {
191 if (cachedU == null && !singular) {
192 final int m = pivot.length;
193 cachedU = new Array2DRowFieldMatrix<>(field, m, m);
194 for (int i = 0; i < m; ++i) {
195 final T[] luI = lu[i];
196 for (int j = i; j < m; ++j) {
197 cachedU.setEntry(i, j, luI[j]);
198 }
199 }
200 }
201 return cachedU;
202 }
203
204 /**
205 * Returns the P rows permutation matrix.
206 * <p>P is a sparse matrix with exactly one element set to 1.0 in
207 * each row and each column, all other elements being set to 0.0.</p>
208 * <p>The positions of the 1 elements are given by the {@link #getPivot()
209 * pivot permutation vector}.</p>
210 * @return the P rows permutation matrix (or null if decomposed matrix is singular)
211 * @see #getPivot()
212 */
213 public FieldMatrix<T> getP() {
214 if (cachedP == null && !singular) {
215 final int m = pivot.length;
216 cachedP = new Array2DRowFieldMatrix<>(field, m, m);
217 for (int i = 0; i < m; ++i) {
218 cachedP.setEntry(i, pivot[i], field.getOne());
219 }
220 }
221 return cachedP;
222 }
223
224 /**
225 * Returns the pivot permutation vector.
226 * @return the pivot permutation vector
227 * @see #getP()
228 */
229 public int[] getPivot() {
230 return pivot.clone();
231 }
232
233 /**
234 * Return the determinant of the matrix.
235 * @return determinant of the matrix
236 */
237 public T getDeterminant() {
238 if (singular) {
239 return field.getZero();
240 } else {
241 final int m = pivot.length;
242 T determinant = even ? field.getOne() : field.getZero().subtract(field.getOne());
243 for (int i = 0; i < m; i++) {
244 determinant = determinant.multiply(lu[i][i]);
245 }
246 return determinant;
247 }
248 }
249
250 /**
251 * Get a solver for finding the A × X = B solution in exact linear sense.
252 * @return a solver
253 */
254 public FieldDecompositionSolver<T> getSolver() {
255 return new Solver<>(field, lu, pivot, singular);
256 }
257
258 /** Specialized solver.
259 * @param <T> the type of the field elements
260 */
261 private static final class Solver<T extends FieldElement<T>> implements FieldDecompositionSolver<T> {
262
263 /** Field to which the elements belong. */
264 private final Field<T> field;
265
266 /** Entries of LU decomposition. */
267 private final T[][] lu;
268
269 /** Pivot permutation associated with LU decomposition. */
270 private final int[] pivot;
271
272 /** Singularity indicator. */
273 private final boolean singular;
274
275 /**
276 * Build a solver from decomposed matrix.
277 * @param field field to which the matrix elements belong
278 * @param lu entries of LU decomposition
279 * @param pivot pivot permutation associated with LU decomposition
280 * @param singular singularity indicator
281 */
282 private Solver(final Field<T> field, final T[][] lu,
283 final int[] pivot, final boolean singular) {
284 this.field = field;
285 this.lu = lu;
286 this.pivot = pivot;
287 this.singular = singular;
288 }
289
290 /** {@inheritDoc} */
291 @Override
292 public boolean isNonSingular() {
293 return !singular;
294 }
295
296 /** {@inheritDoc} */
297 @Override
298 public FieldVector<T> solve(FieldVector<T> b) {
299 if (b instanceof ArrayFieldVector) {
300 return solve((ArrayFieldVector<T>) b);
301 }
302
303 final int m = pivot.length;
304 if (b.getDimension() != m) {
305 throw new DimensionMismatchException(b.getDimension(), m);
306 }
307 if (singular) {
308 throw new SingularMatrixException();
309 }
310
311 // Apply permutations to b
312 final T[] bp = MathArrays.buildArray(field, m);
313 for (int row = 0; row < m; row++) {
314 bp[row] = b.getEntry(pivot[row]);
315 }
316
317 // Solve LY = b
318 for (int col = 0; col < m; col++) {
319 final T bpCol = bp[col];
320 for (int i = col + 1; i < m; i++) {
321 bp[i] = bp[i].subtract(bpCol.multiply(lu[i][col]));
322 }
323 }
324
325 // Solve UX = Y
326 for (int col = m - 1; col >= 0; col--) {
327 bp[col] = bp[col].divide(lu[col][col]);
328 final T bpCol = bp[col];
329 for (int i = 0; i < col; i++) {
330 bp[i] = bp[i].subtract(bpCol.multiply(lu[i][col]));
331 }
332 }
333
334 return new ArrayFieldVector<>(field, bp, false);
335 }
336
337 /** Solve the linear equation A × X = B.
338 * <p>The A matrix is implicit here. It is </p>
339 * @param b right-hand side of the equation A × X = B
340 * @return a vector X such that A × X = B
341 * @throws DimensionMismatchException if the matrices dimensions do not match.
342 * @throws SingularMatrixException if the decomposed matrix is singular.
343 */
344 public ArrayFieldVector<T> solve(ArrayFieldVector<T> b) {
345 final int m = pivot.length;
346 final int length = b.getDimension();
347 if (length != m) {
348 throw new DimensionMismatchException(length, m);
349 }
350 if (singular) {
351 throw new SingularMatrixException();
352 }
353
354 // Apply permutations to b
355 final T[] bp = MathArrays.buildArray(field, m);
356 for (int row = 0; row < m; row++) {
357 bp[row] = b.getEntry(pivot[row]);
358 }
359
360 // Solve LY = b
361 for (int col = 0; col < m; col++) {
362 final T bpCol = bp[col];
363 for (int i = col + 1; i < m; i++) {
364 bp[i] = bp[i].subtract(bpCol.multiply(lu[i][col]));
365 }
366 }
367
368 // Solve UX = Y
369 for (int col = m - 1; col >= 0; col--) {
370 bp[col] = bp[col].divide(lu[col][col]);
371 final T bpCol = bp[col];
372 for (int i = 0; i < col; i++) {
373 bp[i] = bp[i].subtract(bpCol.multiply(lu[i][col]));
374 }
375 }
376
377 return new ArrayFieldVector<>(bp, false);
378 }
379
380 /** {@inheritDoc} */
381 @Override
382 public FieldMatrix<T> solve(FieldMatrix<T> b) {
383 final int m = pivot.length;
384 if (b.getRowDimension() != m) {
385 throw new DimensionMismatchException(b.getRowDimension(), m);
386 }
387 if (singular) {
388 throw new SingularMatrixException();
389 }
390
391 final int nColB = b.getColumnDimension();
392
393 // Apply permutations to b
394 final T[][] bp = MathArrays.buildArray(field, m, nColB);
395 for (int row = 0; row < m; row++) {
396 final T[] bpRow = bp[row];
397 final int pRow = pivot[row];
398 for (int col = 0; col < nColB; col++) {
399 bpRow[col] = b.getEntry(pRow, col);
400 }
401 }
402
403 // Solve LY = b
404 for (int col = 0; col < m; col++) {
405 final T[] bpCol = bp[col];
406 for (int i = col + 1; i < m; i++) {
407 final T[] bpI = bp[i];
408 final T luICol = lu[i][col];
409 for (int j = 0; j < nColB; j++) {
410 bpI[j] = bpI[j].subtract(bpCol[j].multiply(luICol));
411 }
412 }
413 }
414
415 // Solve UX = Y
416 for (int col = m - 1; col >= 0; col--) {
417 final T[] bpCol = bp[col];
418 final T luDiag = lu[col][col];
419 for (int j = 0; j < nColB; j++) {
420 bpCol[j] = bpCol[j].divide(luDiag);
421 }
422 for (int i = 0; i < col; i++) {
423 final T[] bpI = bp[i];
424 final T luICol = lu[i][col];
425 for (int j = 0; j < nColB; j++) {
426 bpI[j] = bpI[j].subtract(bpCol[j].multiply(luICol));
427 }
428 }
429 }
430
431 return new Array2DRowFieldMatrix<>(field, bp, false);
432 }
433
434 /** {@inheritDoc} */
435 @Override
436 public FieldMatrix<T> getInverse() {
437 final int m = pivot.length;
438 final T one = field.getOne();
439 FieldMatrix<T> identity = new Array2DRowFieldMatrix<>(field, m, m);
440 for (int i = 0; i < m; ++i) {
441 identity.setEntry(i, i, one);
442 }
443 return solve(identity);
444 }
445 }
446 }