Example usage for org.apache.commons.math.linear SingularValueDecomposition getSolver

Introduction

In this page you can find the example usage for org.apache.commons.math.linear SingularValueDecomposition getSolver.

Prototype

DecompositionSolver getSolver();

Source Link

Document

Get a solver for finding the A × X = B solution in least square sense.

Usage

From source file:com.opengamma.analytics.math.matrix.CommonsMatrixAlgebra.java

/**
 * {@inheritDoc}//  w w  w .j  a v  a  2  s.co m
 */
@Override
public DoubleMatrix2D getInverse(final Matrix<?> m) {
    Validate.notNull(m, "matrix was null");
    if (m instanceof DoubleMatrix2D) {
        final RealMatrix temp = CommonsMathWrapper.wrap((DoubleMatrix2D) m);
        final SingularValueDecomposition sv = new SingularValueDecompositionImpl(temp);
        final RealMatrix inv = sv.getSolver().getInverse();
        return CommonsMathWrapper.unwrap(inv);
    }
    throw new IllegalArgumentException("Can only find inverse of DoubleMatrix2D; have " + m.getClass());
}

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From source file:com.opengamma.analytics.math.linearalgebra.SVDecompositionCommonsResult.java

/**
 * @param svd The result of the SV decomposition, not null
 *//*from   w  w  w. ja v  a  2s . c o  m*/
public SVDecompositionCommonsResult(final SingularValueDecomposition svd) {
    Validate.notNull(svd);
    _condition = svd.getConditionNumber();
    _norm = svd.getNorm();
    _rank = svd.getRank();
    _s = CommonsMathWrapper.unwrap(svd.getS());
    _singularValues = svd.getSingularValues();
    _u = CommonsMathWrapper.unwrap(svd.getU());
    _uTranspose = CommonsMathWrapper.unwrap(svd.getUT());
    _v = CommonsMathWrapper.unwrap(svd.getV());
    _vTranspose = CommonsMathWrapper.unwrap(svd.getVT());
    _solver = svd.getSolver();
}

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From source file:playground.mmoyo.taste_variations.MyLeastSquareSolutionCalculator.java

private double[] getSVDsolution(final RealMatrix matrixA, final double[] arrayB) {
    SingularValueDecomposition svd = new SingularValueDecompositionImpl(matrixA);
    DecompositionSolver svdSolver = svd.getSolver();
    double[] arrayX = svdSolver.solve(arrayB);
    return arrayX;
}

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