001/*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements.  See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License.  You may obtain a copy of the License at
008 *
009 *      http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017
018package org.apache.commons.math3.linear;
019
020import java.io.IOException;
021import java.io.ObjectInputStream;
022import java.io.ObjectOutputStream;
023import java.util.Arrays;
024
025import org.apache.commons.math3.Field;
026import org.apache.commons.math3.FieldElement;
027import org.apache.commons.math3.exception.DimensionMismatchException;
028import org.apache.commons.math3.exception.MathArithmeticException;
029import org.apache.commons.math3.exception.NoDataException;
030import org.apache.commons.math3.exception.NullArgumentException;
031import org.apache.commons.math3.exception.NumberIsTooSmallException;
032import org.apache.commons.math3.exception.OutOfRangeException;
033import org.apache.commons.math3.exception.ZeroException;
034import org.apache.commons.math3.exception.util.LocalizedFormats;
035import org.apache.commons.math3.fraction.BigFraction;
036import org.apache.commons.math3.fraction.Fraction;
037import org.apache.commons.math3.util.FastMath;
038import org.apache.commons.math3.util.MathArrays;
039import org.apache.commons.math3.util.MathUtils;
040import org.apache.commons.math3.util.Precision;
041
042/**
043 * A collection of static methods that operate on or return matrices.
044 *
045 */
046public class MatrixUtils {
047
048    /**
049     * The default format for {@link RealMatrix} objects.
050     * @since 3.1
051     */
052    public static final RealMatrixFormat DEFAULT_FORMAT = RealMatrixFormat.getInstance();
053
054    /**
055     * A format for {@link RealMatrix} objects compatible with octave.
056     * @since 3.1
057     */
058    public static final RealMatrixFormat OCTAVE_FORMAT = new RealMatrixFormat("[", "]", "", "", "; ", ", ");
059
060    /**
061     * Private constructor.
062     */
063    private MatrixUtils() {
064        super();
065    }
066
067    /**
068     * Returns a {@link RealMatrix} with specified dimensions.
069     * <p>The type of matrix returned depends on the dimension. Below
070     * 2<sup>12</sup> elements (i.e. 4096 elements or 64&times;64 for a
071     * square matrix) which can be stored in a 32kB array, a {@link
072     * Array2DRowRealMatrix} instance is built. Above this threshold a {@link
073     * BlockRealMatrix} instance is built.</p>
074     * <p>The matrix elements are all set to 0.0.</p>
075     * @param rows number of rows of the matrix
076     * @param columns number of columns of the matrix
077     * @return  RealMatrix with specified dimensions
078     * @see #createRealMatrix(double[][])
079     */
080    public static RealMatrix createRealMatrix(final int rows, final int columns) {
081        return (rows * columns <= 4096) ?
082                new Array2DRowRealMatrix(rows, columns) : new BlockRealMatrix(rows, columns);
083    }
084
085    /**
086     * Returns a {@link FieldMatrix} with specified dimensions.
087     * <p>The type of matrix returned depends on the dimension. Below
088     * 2<sup>12</sup> elements (i.e. 4096 elements or 64&times;64 for a
089     * square matrix), a {@link FieldMatrix} instance is built. Above
090     * this threshold a {@link BlockFieldMatrix} instance is built.</p>
091     * <p>The matrix elements are all set to field.getZero().</p>
092     * @param <T> the type of the field elements
093     * @param field field to which the matrix elements belong
094     * @param rows number of rows of the matrix
095     * @param columns number of columns of the matrix
096     * @return  FieldMatrix with specified dimensions
097     * @see #createFieldMatrix(FieldElement[][])
098     * @since 2.0
099     */
100    public static <T extends FieldElement<T>> FieldMatrix<T> createFieldMatrix(final Field<T> field,
101                                                                               final int rows,
102                                                                               final int columns) {
103        return (rows * columns <= 4096) ?
104                new Array2DRowFieldMatrix<T>(field, rows, columns) : new BlockFieldMatrix<T>(field, rows, columns);
105    }
106
107    /**
108     * Returns a {@link RealMatrix} whose entries are the the values in the
109     * the input array.
110     * <p>The type of matrix returned depends on the dimension. Below
111     * 2<sup>12</sup> elements (i.e. 4096 elements or 64&times;64 for a
112     * square matrix) which can be stored in a 32kB array, a {@link
113     * Array2DRowRealMatrix} instance is built. Above this threshold a {@link
114     * BlockRealMatrix} instance is built.</p>
115     * <p>The input array is copied, not referenced.</p>
116     *
117     * @param data input array
118     * @return  RealMatrix containing the values of the array
119     * @throws org.apache.commons.math3.exception.DimensionMismatchException
120     * if {@code data} is not rectangular (not all rows have the same length).
121     * @throws NoDataException if a row or column is empty.
122     * @throws NullArgumentException if either {@code data} or {@code data[0]}
123     * is {@code null}.
124     * @throws DimensionMismatchException if {@code data} is not rectangular.
125     * @see #createRealMatrix(int, int)
126     */
127    public static RealMatrix createRealMatrix(double[][] data)
128        throws NullArgumentException, DimensionMismatchException,
129        NoDataException {
130        if (data == null ||
131            data[0] == null) {
132            throw new NullArgumentException();
133        }
134        return (data.length * data[0].length <= 4096) ?
135                new Array2DRowRealMatrix(data) : new BlockRealMatrix(data);
136    }
137
138    /**
139     * Returns a {@link FieldMatrix} whose entries are the the values in the
140     * the input array.
141     * <p>The type of matrix returned depends on the dimension. Below
142     * 2<sup>12</sup> elements (i.e. 4096 elements or 64&times;64 for a
143     * square matrix), a {@link FieldMatrix} instance is built. Above
144     * this threshold a {@link BlockFieldMatrix} instance is built.</p>
145     * <p>The input array is copied, not referenced.</p>
146     * @param <T> the type of the field elements
147     * @param data input array
148     * @return a matrix containing the values of the array.
149     * @throws org.apache.commons.math3.exception.DimensionMismatchException
150     * if {@code data} is not rectangular (not all rows have the same length).
151     * @throws NoDataException if a row or column is empty.
152     * @throws NullArgumentException if either {@code data} or {@code data[0]}
153     * is {@code null}.
154     * @see #createFieldMatrix(Field, int, int)
155     * @since 2.0
156     */
157    public static <T extends FieldElement<T>> FieldMatrix<T> createFieldMatrix(T[][] data)
158        throws DimensionMismatchException, NoDataException, NullArgumentException {
159        if (data == null ||
160            data[0] == null) {
161            throw new NullArgumentException();
162        }
163        return (data.length * data[0].length <= 4096) ?
164                new Array2DRowFieldMatrix<T>(data) : new BlockFieldMatrix<T>(data);
165    }
166
167    /**
168     * Returns <code>dimension x dimension</code> identity matrix.
169     *
170     * @param dimension dimension of identity matrix to generate
171     * @return identity matrix
172     * @throws IllegalArgumentException if dimension is not positive
173     * @since 1.1
174     */
175    public static RealMatrix createRealIdentityMatrix(int dimension) {
176        final RealMatrix m = createRealMatrix(dimension, dimension);
177        for (int i = 0; i < dimension; ++i) {
178            m.setEntry(i, i, 1.0);
179        }
180        return m;
181    }
182
183    /**
184     * Returns <code>dimension x dimension</code> identity matrix.
185     *
186     * @param <T> the type of the field elements
187     * @param field field to which the elements belong
188     * @param dimension dimension of identity matrix to generate
189     * @return identity matrix
190     * @throws IllegalArgumentException if dimension is not positive
191     * @since 2.0
192     */
193    public static <T extends FieldElement<T>> FieldMatrix<T>
194        createFieldIdentityMatrix(final Field<T> field, final int dimension) {
195        final T zero = field.getZero();
196        final T one  = field.getOne();
197        final T[][] d = MathArrays.buildArray(field, dimension, dimension);
198        for (int row = 0; row < dimension; row++) {
199            final T[] dRow = d[row];
200            Arrays.fill(dRow, zero);
201            dRow[row] = one;
202        }
203        return new Array2DRowFieldMatrix<T>(field, d, false);
204    }
205
206    /**
207     * Returns a diagonal matrix with specified elements.
208     *
209     * @param diagonal diagonal elements of the matrix (the array elements
210     * will be copied)
211     * @return diagonal matrix
212     * @since 2.0
213     */
214    public static RealMatrix createRealDiagonalMatrix(final double[] diagonal) {
215        final RealMatrix m = createRealMatrix(diagonal.length, diagonal.length);
216        for (int i = 0; i < diagonal.length; ++i) {
217            m.setEntry(i, i, diagonal[i]);
218        }
219        return m;
220    }
221
222    /**
223     * Returns a diagonal matrix with specified elements.
224     *
225     * @param <T> the type of the field elements
226     * @param diagonal diagonal elements of the matrix (the array elements
227     * will be copied)
228     * @return diagonal matrix
229     * @since 2.0
230     */
231    public static <T extends FieldElement<T>> FieldMatrix<T>
232        createFieldDiagonalMatrix(final T[] diagonal) {
233        final FieldMatrix<T> m =
234            createFieldMatrix(diagonal[0].getField(), diagonal.length, diagonal.length);
235        for (int i = 0; i < diagonal.length; ++i) {
236            m.setEntry(i, i, diagonal[i]);
237        }
238        return m;
239    }
240
241    /**
242     * Creates a {@link RealVector} using the data from the input array.
243     *
244     * @param data the input data
245     * @return a data.length RealVector
246     * @throws NoDataException if {@code data} is empty.
247     * @throws NullArgumentException if {@code data} is {@code null}.
248     */
249    public static RealVector createRealVector(double[] data)
250        throws NoDataException, NullArgumentException {
251        if (data == null) {
252            throw new NullArgumentException();
253        }
254        return new ArrayRealVector(data, true);
255    }
256
257    /**
258     * Creates a {@link FieldVector} using the data from the input array.
259     *
260     * @param <T> the type of the field elements
261     * @param data the input data
262     * @return a data.length FieldVector
263     * @throws NoDataException if {@code data} is empty.
264     * @throws NullArgumentException if {@code data} is {@code null}.
265     * @throws ZeroException if {@code data} has 0 elements
266     */
267    public static <T extends FieldElement<T>> FieldVector<T> createFieldVector(final T[] data)
268        throws NoDataException, NullArgumentException, ZeroException {
269        if (data == null) {
270            throw new NullArgumentException();
271        }
272        if (data.length == 0) {
273            throw new ZeroException(LocalizedFormats.VECTOR_MUST_HAVE_AT_LEAST_ONE_ELEMENT);
274        }
275        return new ArrayFieldVector<T>(data[0].getField(), data, true);
276    }
277
278    /**
279     * Create a row {@link RealMatrix} using the data from the input
280     * array.
281     *
282     * @param rowData the input row data
283     * @return a 1 x rowData.length RealMatrix
284     * @throws NoDataException if {@code rowData} is empty.
285     * @throws NullArgumentException if {@code rowData} is {@code null}.
286     */
287    public static RealMatrix createRowRealMatrix(double[] rowData)
288        throws NoDataException, NullArgumentException {
289        if (rowData == null) {
290            throw new NullArgumentException();
291        }
292        final int nCols = rowData.length;
293        final RealMatrix m = createRealMatrix(1, nCols);
294        for (int i = 0; i < nCols; ++i) {
295            m.setEntry(0, i, rowData[i]);
296        }
297        return m;
298    }
299
300    /**
301     * Create a row {@link FieldMatrix} using the data from the input
302     * array.
303     *
304     * @param <T> the type of the field elements
305     * @param rowData the input row data
306     * @return a 1 x rowData.length FieldMatrix
307     * @throws NoDataException if {@code rowData} is empty.
308     * @throws NullArgumentException if {@code rowData} is {@code null}.
309     */
310    public static <T extends FieldElement<T>> FieldMatrix<T>
311        createRowFieldMatrix(final T[] rowData)
312        throws NoDataException, NullArgumentException {
313        if (rowData == null) {
314            throw new NullArgumentException();
315        }
316        final int nCols = rowData.length;
317        if (nCols == 0) {
318            throw new NoDataException(LocalizedFormats.AT_LEAST_ONE_COLUMN);
319        }
320        final FieldMatrix<T> m = createFieldMatrix(rowData[0].getField(), 1, nCols);
321        for (int i = 0; i < nCols; ++i) {
322            m.setEntry(0, i, rowData[i]);
323        }
324        return m;
325    }
326
327    /**
328     * Creates a column {@link RealMatrix} using the data from the input
329     * array.
330     *
331     * @param columnData  the input column data
332     * @return a columnData x 1 RealMatrix
333     * @throws NoDataException if {@code columnData} is empty.
334     * @throws NullArgumentException if {@code columnData} is {@code null}.
335     */
336    public static RealMatrix createColumnRealMatrix(double[] columnData)
337        throws NoDataException, NullArgumentException {
338        if (columnData == null) {
339            throw new NullArgumentException();
340        }
341        final int nRows = columnData.length;
342        final RealMatrix m = createRealMatrix(nRows, 1);
343        for (int i = 0; i < nRows; ++i) {
344            m.setEntry(i, 0, columnData[i]);
345        }
346        return m;
347    }
348
349    /**
350     * Creates a column {@link FieldMatrix} using the data from the input
351     * array.
352     *
353     * @param <T> the type of the field elements
354     * @param columnData  the input column data
355     * @return a columnData x 1 FieldMatrix
356     * @throws NoDataException if {@code data} is empty.
357     * @throws NullArgumentException if {@code columnData} is {@code null}.
358     */
359    public static <T extends FieldElement<T>> FieldMatrix<T>
360        createColumnFieldMatrix(final T[] columnData)
361        throws NoDataException, NullArgumentException {
362        if (columnData == null) {
363            throw new NullArgumentException();
364        }
365        final int nRows = columnData.length;
366        if (nRows == 0) {
367            throw new NoDataException(LocalizedFormats.AT_LEAST_ONE_ROW);
368        }
369        final FieldMatrix<T> m = createFieldMatrix(columnData[0].getField(), nRows, 1);
370        for (int i = 0; i < nRows; ++i) {
371            m.setEntry(i, 0, columnData[i]);
372        }
373        return m;
374    }
375
376    /**
377     * Checks whether a matrix is symmetric, within a given relative tolerance.
378     *
379     * @param matrix Matrix to check.
380     * @param relativeTolerance Tolerance of the symmetry check.
381     * @param raiseException If {@code true}, an exception will be raised if
382     * the matrix is not symmetric.
383     * @return {@code true} if {@code matrix} is symmetric.
384     * @throws NonSquareMatrixException if the matrix is not square.
385     * @throws NonSymmetricMatrixException if the matrix is not symmetric.
386     */
387    private static boolean isSymmetricInternal(RealMatrix matrix,
388                                               double relativeTolerance,
389                                               boolean raiseException) {
390        final int rows = matrix.getRowDimension();
391        if (rows != matrix.getColumnDimension()) {
392            if (raiseException) {
393                throw new NonSquareMatrixException(rows, matrix.getColumnDimension());
394            } else {
395                return false;
396            }
397        }
398        for (int i = 0; i < rows; i++) {
399            for (int j = i + 1; j < rows; j++) {
400                final double mij = matrix.getEntry(i, j);
401                final double mji = matrix.getEntry(j, i);
402                if (FastMath.abs(mij - mji) >
403                    FastMath.max(FastMath.abs(mij), FastMath.abs(mji)) * relativeTolerance) {
404                    if (raiseException) {
405                        throw new NonSymmetricMatrixException(i, j, relativeTolerance);
406                    } else {
407                        return false;
408                    }
409                }
410            }
411        }
412        return true;
413    }
414
415    /**
416     * Checks whether a matrix is symmetric.
417     *
418     * @param matrix Matrix to check.
419     * @param eps Relative tolerance.
420     * @throws NonSquareMatrixException if the matrix is not square.
421     * @throws NonSymmetricMatrixException if the matrix is not symmetric.
422     * @since 3.1
423     */
424    public static void checkSymmetric(RealMatrix matrix,
425                                      double eps) {
426        isSymmetricInternal(matrix, eps, true);
427    }
428
429    /**
430     * Checks whether a matrix is symmetric.
431     *
432     * @param matrix Matrix to check.
433     * @param eps Relative tolerance.
434     * @return {@code true} if {@code matrix} is symmetric.
435     * @since 3.1
436     */
437    public static boolean isSymmetric(RealMatrix matrix,
438                                      double eps) {
439        return isSymmetricInternal(matrix, eps, false);
440    }
441
442    /**
443     * Check if matrix indices are valid.
444     *
445     * @param m Matrix.
446     * @param row Row index to check.
447     * @param column Column index to check.
448     * @throws OutOfRangeException if {@code row} or {@code column} is not
449     * a valid index.
450     */
451    public static void checkMatrixIndex(final AnyMatrix m,
452                                        final int row, final int column)
453        throws OutOfRangeException {
454        checkRowIndex(m, row);
455        checkColumnIndex(m, column);
456    }
457
458    /**
459     * Check if a row index is valid.
460     *
461     * @param m Matrix.
462     * @param row Row index to check.
463     * @throws OutOfRangeException if {@code row} is not a valid index.
464     */
465    public static void checkRowIndex(final AnyMatrix m, final int row)
466        throws OutOfRangeException {
467        if (row < 0 ||
468            row >= m.getRowDimension()) {
469            throw new OutOfRangeException(LocalizedFormats.ROW_INDEX,
470                                          row, 0, m.getRowDimension() - 1);
471        }
472    }
473
474    /**
475     * Check if a column index is valid.
476     *
477     * @param m Matrix.
478     * @param column Column index to check.
479     * @throws OutOfRangeException if {@code column} is not a valid index.
480     */
481    public static void checkColumnIndex(final AnyMatrix m, final int column)
482        throws OutOfRangeException {
483        if (column < 0 || column >= m.getColumnDimension()) {
484            throw new OutOfRangeException(LocalizedFormats.COLUMN_INDEX,
485                                           column, 0, m.getColumnDimension() - 1);
486        }
487    }
488
489    /**
490     * Check if submatrix ranges indices are valid.
491     * Rows and columns are indicated counting from 0 to {@code n - 1}.
492     *
493     * @param m Matrix.
494     * @param startRow Initial row index.
495     * @param endRow Final row index.
496     * @param startColumn Initial column index.
497     * @param endColumn Final column index.
498     * @throws OutOfRangeException if the indices are invalid.
499     * @throws NumberIsTooSmallException if {@code endRow < startRow} or
500     * {@code endColumn < startColumn}.
501     */
502    public static void checkSubMatrixIndex(final AnyMatrix m,
503                                           final int startRow, final int endRow,
504                                           final int startColumn, final int endColumn)
505        throws NumberIsTooSmallException, OutOfRangeException {
506        checkRowIndex(m, startRow);
507        checkRowIndex(m, endRow);
508        if (endRow < startRow) {
509            throw new NumberIsTooSmallException(LocalizedFormats.INITIAL_ROW_AFTER_FINAL_ROW,
510                                                endRow, startRow, false);
511        }
512
513        checkColumnIndex(m, startColumn);
514        checkColumnIndex(m, endColumn);
515        if (endColumn < startColumn) {
516            throw new NumberIsTooSmallException(LocalizedFormats.INITIAL_COLUMN_AFTER_FINAL_COLUMN,
517                                                endColumn, startColumn, false);
518        }
519
520
521    }
522
523    /**
524     * Check if submatrix ranges indices are valid.
525     * Rows and columns are indicated counting from 0 to n-1.
526     *
527     * @param m Matrix.
528     * @param selectedRows Array of row indices.
529     * @param selectedColumns Array of column indices.
530     * @throws NullArgumentException if {@code selectedRows} or
531     * {@code selectedColumns} are {@code null}.
532     * @throws NoDataException if the row or column selections are empty (zero
533     * length).
534     * @throws OutOfRangeException if row or column selections are not valid.
535     */
536    public static void checkSubMatrixIndex(final AnyMatrix m,
537                                           final int[] selectedRows,
538                                           final int[] selectedColumns)
539        throws NoDataException, NullArgumentException, OutOfRangeException {
540        if (selectedRows == null) {
541            throw new NullArgumentException();
542        }
543        if (selectedColumns == null) {
544            throw new NullArgumentException();
545        }
546        if (selectedRows.length == 0) {
547            throw new NoDataException(LocalizedFormats.EMPTY_SELECTED_ROW_INDEX_ARRAY);
548        }
549        if (selectedColumns.length == 0) {
550            throw new NoDataException(LocalizedFormats.EMPTY_SELECTED_COLUMN_INDEX_ARRAY);
551        }
552
553        for (final int row : selectedRows) {
554            checkRowIndex(m, row);
555        }
556        for (final int column : selectedColumns) {
557            checkColumnIndex(m, column);
558        }
559    }
560
561    /**
562     * Check if matrices are addition compatible.
563     *
564     * @param left Left hand side matrix.
565     * @param right Right hand side matrix.
566     * @throws MatrixDimensionMismatchException if the matrices are not addition
567     * compatible.
568     */
569    public static void checkAdditionCompatible(final AnyMatrix left, final AnyMatrix right)
570        throws MatrixDimensionMismatchException {
571        if ((left.getRowDimension()    != right.getRowDimension()) ||
572            (left.getColumnDimension() != right.getColumnDimension())) {
573            throw new MatrixDimensionMismatchException(left.getRowDimension(), left.getColumnDimension(),
574                                                       right.getRowDimension(), right.getColumnDimension());
575        }
576    }
577
578    /**
579     * Check if matrices are subtraction compatible
580     *
581     * @param left Left hand side matrix.
582     * @param right Right hand side matrix.
583     * @throws MatrixDimensionMismatchException if the matrices are not addition
584     * compatible.
585     */
586    public static void checkSubtractionCompatible(final AnyMatrix left, final AnyMatrix right)
587        throws MatrixDimensionMismatchException {
588        if ((left.getRowDimension()    != right.getRowDimension()) ||
589            (left.getColumnDimension() != right.getColumnDimension())) {
590            throw new MatrixDimensionMismatchException(left.getRowDimension(), left.getColumnDimension(),
591                                                       right.getRowDimension(), right.getColumnDimension());
592        }
593    }
594
595    /**
596     * Check if matrices are multiplication compatible
597     *
598     * @param left Left hand side matrix.
599     * @param right Right hand side matrix.
600     * @throws DimensionMismatchException if matrices are not multiplication
601     * compatible.
602     */
603    public static void checkMultiplicationCompatible(final AnyMatrix left, final AnyMatrix right)
604        throws DimensionMismatchException {
605
606        if (left.getColumnDimension() != right.getRowDimension()) {
607            throw new DimensionMismatchException(left.getColumnDimension(),
608                                                 right.getRowDimension());
609        }
610    }
611
612    /**
613     * Convert a {@link FieldMatrix}/{@link Fraction} matrix to a {@link RealMatrix}.
614     * @param m Matrix to convert.
615     * @return the converted matrix.
616     */
617    public static Array2DRowRealMatrix fractionMatrixToRealMatrix(final FieldMatrix<Fraction> m) {
618        final FractionMatrixConverter converter = new FractionMatrixConverter();
619        m.walkInOptimizedOrder(converter);
620        return converter.getConvertedMatrix();
621    }
622
623    /** Converter for {@link FieldMatrix}/{@link Fraction}. */
624    private static class FractionMatrixConverter extends DefaultFieldMatrixPreservingVisitor<Fraction> {
625        /** Converted array. */
626        private double[][] data;
627        /** Simple constructor. */
628        FractionMatrixConverter() {
629            super(Fraction.ZERO);
630        }
631
632        /** {@inheritDoc} */
633        @Override
634        public void start(int rows, int columns,
635                          int startRow, int endRow, int startColumn, int endColumn) {
636            data = new double[rows][columns];
637        }
638
639        /** {@inheritDoc} */
640        @Override
641        public void visit(int row, int column, Fraction value) {
642            data[row][column] = value.doubleValue();
643        }
644
645        /**
646         * Get the converted matrix.
647         *
648         * @return the converted matrix.
649         */
650        Array2DRowRealMatrix getConvertedMatrix() {
651            return new Array2DRowRealMatrix(data, false);
652        }
653
654    }
655
656    /**
657     * Convert a {@link FieldMatrix}/{@link BigFraction} matrix to a {@link RealMatrix}.
658     *
659     * @param m Matrix to convert.
660     * @return the converted matrix.
661     */
662    public static Array2DRowRealMatrix bigFractionMatrixToRealMatrix(final FieldMatrix<BigFraction> m) {
663        final BigFractionMatrixConverter converter = new BigFractionMatrixConverter();
664        m.walkInOptimizedOrder(converter);
665        return converter.getConvertedMatrix();
666    }
667
668    /** Converter for {@link FieldMatrix}/{@link BigFraction}. */
669    private static class BigFractionMatrixConverter extends DefaultFieldMatrixPreservingVisitor<BigFraction> {
670        /** Converted array. */
671        private double[][] data;
672        /** Simple constructor. */
673        BigFractionMatrixConverter() {
674            super(BigFraction.ZERO);
675        }
676
677        /** {@inheritDoc} */
678        @Override
679        public void start(int rows, int columns,
680                          int startRow, int endRow, int startColumn, int endColumn) {
681            data = new double[rows][columns];
682        }
683
684        /** {@inheritDoc} */
685        @Override
686        public void visit(int row, int column, BigFraction value) {
687            data[row][column] = value.doubleValue();
688        }
689
690        /**
691         * Get the converted matrix.
692         *
693         * @return the converted matrix.
694         */
695        Array2DRowRealMatrix getConvertedMatrix() {
696            return new Array2DRowRealMatrix(data, false);
697        }
698    }
699
700    /** Serialize a {@link RealVector}.
701     * <p>
702     * This method is intended to be called from within a private
703     * <code>writeObject</code> method (after a call to
704     * <code>oos.defaultWriteObject()</code>) in a class that has a
705     * {@link RealVector} field, which should be declared <code>transient</code>.
706     * This way, the default handling does not serialize the vector (the {@link
707     * RealVector} interface is not serializable by default) but this method does
708     * serialize it specifically.
709     * </p>
710     * <p>
711     * The following example shows how a simple class with a name and a real vector
712     * should be written:
713     * <pre><code>
714     * public class NamedVector implements Serializable {
715     *
716     *     private final String name;
717     *     private final transient RealVector coefficients;
718     *
719     *     // omitted constructors, getters ...
720     *
721     *     private void writeObject(ObjectOutputStream oos) throws IOException {
722     *         oos.defaultWriteObject();  // takes care of name field
723     *         MatrixUtils.serializeRealVector(coefficients, oos);
724     *     }
725     *
726     *     private void readObject(ObjectInputStream ois) throws ClassNotFoundException, IOException {
727     *         ois.defaultReadObject();  // takes care of name field
728     *         MatrixUtils.deserializeRealVector(this, "coefficients", ois);
729     *     }
730     *
731     * }
732     * </code></pre>
733     * </p>
734     *
735     * @param vector real vector to serialize
736     * @param oos stream where the real vector should be written
737     * @exception IOException if object cannot be written to stream
738     * @see #deserializeRealVector(Object, String, ObjectInputStream)
739     */
740    public static void serializeRealVector(final RealVector vector,
741                                           final ObjectOutputStream oos)
742        throws IOException {
743        final int n = vector.getDimension();
744        oos.writeInt(n);
745        for (int i = 0; i < n; ++i) {
746            oos.writeDouble(vector.getEntry(i));
747        }
748    }
749
750    /** Deserialize  a {@link RealVector} field in a class.
751     * <p>
752     * This method is intended to be called from within a private
753     * <code>readObject</code> method (after a call to
754     * <code>ois.defaultReadObject()</code>) in a class that has a
755     * {@link RealVector} field, which should be declared <code>transient</code>.
756     * This way, the default handling does not deserialize the vector (the {@link
757     * RealVector} interface is not serializable by default) but this method does
758     * deserialize it specifically.
759     * </p>
760     * @param instance instance in which the field must be set up
761     * @param fieldName name of the field within the class (may be private and final)
762     * @param ois stream from which the real vector should be read
763     * @exception ClassNotFoundException if a class in the stream cannot be found
764     * @exception IOException if object cannot be read from the stream
765     * @see #serializeRealVector(RealVector, ObjectOutputStream)
766     */
767    public static void deserializeRealVector(final Object instance,
768                                             final String fieldName,
769                                             final ObjectInputStream ois)
770      throws ClassNotFoundException, IOException {
771        try {
772
773            // read the vector data
774            final int n = ois.readInt();
775            final double[] data = new double[n];
776            for (int i = 0; i < n; ++i) {
777                data[i] = ois.readDouble();
778            }
779
780            // create the instance
781            final RealVector vector = new ArrayRealVector(data, false);
782
783            // set up the field
784            final java.lang.reflect.Field f =
785                instance.getClass().getDeclaredField(fieldName);
786            f.setAccessible(true);
787            f.set(instance, vector);
788
789        } catch (NoSuchFieldException nsfe) {
790            IOException ioe = new IOException();
791            ioe.initCause(nsfe);
792            throw ioe;
793        } catch (IllegalAccessException iae) {
794            IOException ioe = new IOException();
795            ioe.initCause(iae);
796            throw ioe;
797        }
798
799    }
800
801    /** Serialize a {@link RealMatrix}.
802     * <p>
803     * This method is intended to be called from within a private
804     * <code>writeObject</code> method (after a call to
805     * <code>oos.defaultWriteObject()</code>) in a class that has a
806     * {@link RealMatrix} field, which should be declared <code>transient</code>.
807     * This way, the default handling does not serialize the matrix (the {@link
808     * RealMatrix} interface is not serializable by default) but this method does
809     * serialize it specifically.
810     * </p>
811     * <p>
812     * The following example shows how a simple class with a name and a real matrix
813     * should be written:
814     * <pre><code>
815     * public class NamedMatrix implements Serializable {
816     *
817     *     private final String name;
818     *     private final transient RealMatrix coefficients;
819     *
820     *     // omitted constructors, getters ...
821     *
822     *     private void writeObject(ObjectOutputStream oos) throws IOException {
823     *         oos.defaultWriteObject();  // takes care of name field
824     *         MatrixUtils.serializeRealMatrix(coefficients, oos);
825     *     }
826     *
827     *     private void readObject(ObjectInputStream ois) throws ClassNotFoundException, IOException {
828     *         ois.defaultReadObject();  // takes care of name field
829     *         MatrixUtils.deserializeRealMatrix(this, "coefficients", ois);
830     *     }
831     *
832     * }
833     * </code></pre>
834     * </p>
835     *
836     * @param matrix real matrix to serialize
837     * @param oos stream where the real matrix should be written
838     * @exception IOException if object cannot be written to stream
839     * @see #deserializeRealMatrix(Object, String, ObjectInputStream)
840     */
841    public static void serializeRealMatrix(final RealMatrix matrix,
842                                           final ObjectOutputStream oos)
843        throws IOException {
844        final int n = matrix.getRowDimension();
845        final int m = matrix.getColumnDimension();
846        oos.writeInt(n);
847        oos.writeInt(m);
848        for (int i = 0; i < n; ++i) {
849            for (int j = 0; j < m; ++j) {
850                oos.writeDouble(matrix.getEntry(i, j));
851            }
852        }
853    }
854
855    /** Deserialize  a {@link RealMatrix} field in a class.
856     * <p>
857     * This method is intended to be called from within a private
858     * <code>readObject</code> method (after a call to
859     * <code>ois.defaultReadObject()</code>) in a class that has a
860     * {@link RealMatrix} field, which should be declared <code>transient</code>.
861     * This way, the default handling does not deserialize the matrix (the {@link
862     * RealMatrix} interface is not serializable by default) but this method does
863     * deserialize it specifically.
864     * </p>
865     * @param instance instance in which the field must be set up
866     * @param fieldName name of the field within the class (may be private and final)
867     * @param ois stream from which the real matrix should be read
868     * @exception ClassNotFoundException if a class in the stream cannot be found
869     * @exception IOException if object cannot be read from the stream
870     * @see #serializeRealMatrix(RealMatrix, ObjectOutputStream)
871     */
872    public static void deserializeRealMatrix(final Object instance,
873                                             final String fieldName,
874                                             final ObjectInputStream ois)
875      throws ClassNotFoundException, IOException {
876        try {
877
878            // read the matrix data
879            final int n = ois.readInt();
880            final int m = ois.readInt();
881            final double[][] data = new double[n][m];
882            for (int i = 0; i < n; ++i) {
883                final double[] dataI = data[i];
884                for (int j = 0; j < m; ++j) {
885                    dataI[j] = ois.readDouble();
886                }
887            }
888
889            // create the instance
890            final RealMatrix matrix = new Array2DRowRealMatrix(data, false);
891
892            // set up the field
893            final java.lang.reflect.Field f =
894                instance.getClass().getDeclaredField(fieldName);
895            f.setAccessible(true);
896            f.set(instance, matrix);
897
898        } catch (NoSuchFieldException nsfe) {
899            IOException ioe = new IOException();
900            ioe.initCause(nsfe);
901            throw ioe;
902        } catch (IllegalAccessException iae) {
903            IOException ioe = new IOException();
904            ioe.initCause(iae);
905            throw ioe;
906        }
907    }
908
909    /**Solve  a  system of composed of a Lower Triangular Matrix
910     * {@link RealMatrix}.
911     * <p>
912     * This method is called to solve systems of equations which are
913     * of the lower triangular form. The matrix {@link RealMatrix}
914     * is assumed, though not checked, to be in lower triangular form.
915     * The vector {@link RealVector} is overwritten with the solution.
916     * The matrix is checked that it is square and its dimensions match
917     * the length of the vector.
918     * </p>
919     * @param rm RealMatrix which is lower triangular
920     * @param b  RealVector this is overwritten
921     * @throws DimensionMismatchException if the matrix and vector are not
922     * conformable
923     * @throws NonSquareMatrixException if the matrix {@code rm} is not square
924     * @throws MathArithmeticException if the absolute value of one of the diagonal
925     * coefficient of {@code rm} is lower than {@link Precision#SAFE_MIN}
926     */
927    public static void solveLowerTriangularSystem(RealMatrix rm, RealVector b)
928        throws DimensionMismatchException, MathArithmeticException,
929        NonSquareMatrixException {
930        if ((rm == null) || (b == null) || ( rm.getRowDimension() != b.getDimension())) {
931            throw new DimensionMismatchException(
932                    (rm == null) ? 0 : rm.getRowDimension(),
933                    (b == null) ? 0 : b.getDimension());
934        }
935        if( rm.getColumnDimension() != rm.getRowDimension() ){
936            throw new NonSquareMatrixException(rm.getRowDimension(),
937                                               rm.getColumnDimension());
938        }
939        int rows = rm.getRowDimension();
940        for( int i = 0 ; i < rows ; i++ ){
941            double diag = rm.getEntry(i, i);
942            if( FastMath.abs(diag) < Precision.SAFE_MIN ){
943                throw new MathArithmeticException(LocalizedFormats.ZERO_DENOMINATOR);
944            }
945            double bi = b.getEntry(i)/diag;
946            b.setEntry(i,  bi );
947            for( int j = i+1; j< rows; j++ ){
948                b.setEntry(j, b.getEntry(j)-bi*rm.getEntry(j,i)  );
949            }
950        }
951    }
952
953    /** Solver a  system composed  of an Upper Triangular Matrix
954     * {@link RealMatrix}.
955     * <p>
956     * This method is called to solve systems of equations which are
957     * of the lower triangular form. The matrix {@link RealMatrix}
958     * is assumed, though not checked, to be in upper triangular form.
959     * The vector {@link RealVector} is overwritten with the solution.
960     * The matrix is checked that it is square and its dimensions match
961     * the length of the vector.
962     * </p>
963     * @param rm RealMatrix which is upper triangular
964     * @param b  RealVector this is overwritten
965     * @throws DimensionMismatchException if the matrix and vector are not
966     * conformable
967     * @throws NonSquareMatrixException if the matrix {@code rm} is not
968     * square
969     * @throws MathArithmeticException if the absolute value of one of the diagonal
970     * coefficient of {@code rm} is lower than {@link Precision#SAFE_MIN}
971     */
972    public static void solveUpperTriangularSystem(RealMatrix rm, RealVector b)
973        throws DimensionMismatchException, MathArithmeticException,
974        NonSquareMatrixException {
975        if ((rm == null) || (b == null) || ( rm.getRowDimension() != b.getDimension())) {
976            throw new DimensionMismatchException(
977                    (rm == null) ? 0 : rm.getRowDimension(),
978                    (b == null) ? 0 : b.getDimension());
979        }
980        if( rm.getColumnDimension() != rm.getRowDimension() ){
981            throw new NonSquareMatrixException(rm.getRowDimension(),
982                                               rm.getColumnDimension());
983        }
984        int rows = rm.getRowDimension();
985        for( int i = rows-1 ; i >-1 ; i-- ){
986            double diag = rm.getEntry(i, i);
987            if( FastMath.abs(diag) < Precision.SAFE_MIN ){
988                throw new MathArithmeticException(LocalizedFormats.ZERO_DENOMINATOR);
989            }
990            double bi = b.getEntry(i)/diag;
991            b.setEntry(i,  bi );
992            for( int j = i-1; j>-1; j-- ){
993                b.setEntry(j, b.getEntry(j)-bi*rm.getEntry(j,i)  );
994            }
995        }
996    }
997
998    /**
999     * Computes the inverse of the given matrix by splitting it into
1000     * 4 sub-matrices.
1001     *
1002     * @param m Matrix whose inverse must be computed.
1003     * @param splitIndex Index that determines the "split" line and
1004     * column.
1005     * The element corresponding to this index will part of the
1006     * upper-left sub-matrix.
1007     * @return the inverse of {@code m}.
1008     * @throws NonSquareMatrixException if {@code m} is not square.
1009     */
1010    public static RealMatrix blockInverse(RealMatrix m,
1011                                          int splitIndex) {
1012        final int n = m.getRowDimension();
1013        if (m.getColumnDimension() != n) {
1014            throw new NonSquareMatrixException(m.getRowDimension(),
1015                                               m.getColumnDimension());
1016        }
1017
1018        final int splitIndex1 = splitIndex + 1;
1019
1020        final RealMatrix a = m.getSubMatrix(0, splitIndex, 0, splitIndex);
1021        final RealMatrix b = m.getSubMatrix(0, splitIndex, splitIndex1, n - 1);
1022        final RealMatrix c = m.getSubMatrix(splitIndex1, n - 1, 0, splitIndex);
1023        final RealMatrix d = m.getSubMatrix(splitIndex1, n - 1, splitIndex1, n - 1);
1024
1025        final SingularValueDecomposition aDec = new SingularValueDecomposition(a);
1026        final DecompositionSolver aSolver = aDec.getSolver();
1027        if (!aSolver.isNonSingular()) {
1028            throw new SingularMatrixException();
1029        }
1030        final RealMatrix aInv = aSolver.getInverse();
1031
1032        final SingularValueDecomposition dDec = new SingularValueDecomposition(d);
1033        final DecompositionSolver dSolver = dDec.getSolver();
1034        if (!dSolver.isNonSingular()) {
1035            throw new SingularMatrixException();
1036        }
1037        final RealMatrix dInv = dSolver.getInverse();
1038
1039        final RealMatrix tmp1 = a.subtract(b.multiply(dInv).multiply(c));
1040        final SingularValueDecomposition tmp1Dec = new SingularValueDecomposition(tmp1);
1041        final DecompositionSolver tmp1Solver = tmp1Dec.getSolver();
1042        if (!tmp1Solver.isNonSingular()) {
1043            throw new SingularMatrixException();
1044        }
1045        final RealMatrix result00 = tmp1Solver.getInverse();
1046
1047        final RealMatrix tmp2 = d.subtract(c.multiply(aInv).multiply(b));
1048        final SingularValueDecomposition tmp2Dec = new SingularValueDecomposition(tmp2);
1049        final DecompositionSolver tmp2Solver = tmp2Dec.getSolver();
1050        if (!tmp2Solver.isNonSingular()) {
1051            throw new SingularMatrixException();
1052        }
1053        final RealMatrix result11 = tmp2Solver.getInverse();
1054
1055        final RealMatrix result01 = aInv.multiply(b).multiply(result11).scalarMultiply(-1);
1056        final RealMatrix result10 = dInv.multiply(c).multiply(result00).scalarMultiply(-1);
1057
1058        final RealMatrix result = new Array2DRowRealMatrix(n, n);
1059        result.setSubMatrix(result00.getData(), 0, 0);
1060        result.setSubMatrix(result01.getData(), 0, splitIndex1);
1061        result.setSubMatrix(result10.getData(), splitIndex1, 0);
1062        result.setSubMatrix(result11.getData(), splitIndex1, splitIndex1);
1063
1064        return result;
1065    }
1066
1067    /**
1068     * Computes the inverse of the given matrix.
1069     * <p>
1070     * By default, the inverse of the matrix is computed using the QR-decomposition,
1071     * unless a more efficient method can be determined for the input matrix.
1072     * <p>
1073     * Note: this method will use a singularity threshold of 0,
1074     * use {@link #inverse(RealMatrix, double)} if a different threshold is needed.
1075     *
1076     * @param matrix Matrix whose inverse shall be computed
1077     * @return the inverse of {@code matrix}
1078     * @throws NullArgumentException if {@code matrix} is {@code null}
1079     * @throws SingularMatrixException if m is singular
1080     * @throws NonSquareMatrixException if matrix is not square
1081     * @since 3.3
1082     */
1083    public static RealMatrix inverse(RealMatrix matrix)
1084            throws NullArgumentException, SingularMatrixException, NonSquareMatrixException {
1085        return inverse(matrix, 0);
1086    }
1087
1088    /**
1089     * Computes the inverse of the given matrix.
1090     * <p>
1091     * By default, the inverse of the matrix is computed using the QR-decomposition,
1092     * unless a more efficient method can be determined for the input matrix.
1093     *
1094     * @param matrix Matrix whose inverse shall be computed
1095     * @param threshold Singularity threshold
1096     * @return the inverse of {@code m}
1097     * @throws NullArgumentException if {@code matrix} is {@code null}
1098     * @throws SingularMatrixException if matrix is singular
1099     * @throws NonSquareMatrixException if matrix is not square
1100     * @since 3.3
1101     */
1102    public static RealMatrix inverse(RealMatrix matrix, double threshold)
1103            throws NullArgumentException, SingularMatrixException, NonSquareMatrixException {
1104
1105        MathUtils.checkNotNull(matrix);
1106
1107        if (!matrix.isSquare()) {
1108            throw new NonSquareMatrixException(matrix.getRowDimension(),
1109                                               matrix.getColumnDimension());
1110        }
1111
1112        if (matrix instanceof DiagonalMatrix) {
1113            return ((DiagonalMatrix) matrix).inverse(threshold);
1114        } else {
1115            QRDecomposition decomposition = new QRDecomposition(matrix, threshold);
1116            return decomposition.getSolver().getInverse();
1117        }
1118    }
1119}