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 64×64 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 64×64 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 64×64 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 64×64 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 }