com.github.thorbenlindhauer.math.MathUtil.java Source code

Introduction

Here is the source code for com.github.thorbenlindhauer.math.MathUtil.java

Source

/* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package com.github.thorbenlindhauer.math;

import java.util.concurrent.atomic.AtomicBoolean;

import org.apache.commons.math3.linear.Array2DRowRealMatrix;
import org.apache.commons.math3.linear.DecompositionSolver;
import org.apache.commons.math3.linear.DefaultRealMatrixPreservingVisitor;
import org.apache.commons.math3.linear.LUDecomposition;
import org.apache.commons.math3.linear.MatrixUtils;
import org.apache.commons.math3.linear.RealMatrix;
import org.apache.commons.math3.linear.RealVector;

import com.github.thorbenlindhauer.exception.FactorOperationException;

/**
 * @author Thorben
 *
 */
public class MathUtil {

    protected RealMatrix matrix;
    protected LUDecomposition luDecomposition;

    public MathUtil(RealMatrix matrix) {
        this.matrix = matrix;
    }

    protected void ensureLUDecompositionInitialized() {
        if (luDecomposition == null) {
            luDecomposition = new LUDecomposition(matrix);
        }
    }

    public RealMatrix invert() {
        if (!matrix.isSquare()) {
            throw new FactorOperationException("Cannot invert non-square matrix");
        }
        ensureLUDecompositionInitialized();

        int matrixDimension = matrix.getRowDimension();

        RealMatrix inverseMatrix = new Array2DRowRealMatrix(matrixDimension, matrixDimension);
        RealMatrix identityMatrix = MatrixUtils.createRealIdentityMatrix(matrixDimension);

        DecompositionSolver solver = luDecomposition.getSolver();

        for (int i = 0; i < matrixDimension; i++) {
            RealVector identityColumn = identityMatrix.getColumnVector(i);
            RealVector inverseColumn = solver.solve(identityColumn);

            inverseMatrix.setColumnVector(i, inverseColumn);
        }

        return inverseMatrix;

    }

    public double determinant() {
        ensureLUDecompositionInitialized();

        return luDecomposition.getDeterminant();
    }

    protected double DOUBLE_COMPARISON_OFFSET = 10e-10;

    public boolean isZeroMatrix() {

        final AtomicBoolean isZeroMatrix = new AtomicBoolean(true);

        // TODO: optimize to stop after first non-zero entry
        matrix.walkInOptimizedOrder(new DefaultRealMatrixPreservingVisitor() {

            @Override
            public void visit(int row, int column, double value) {
                if (value > DOUBLE_COMPARISON_OFFSET || value < -DOUBLE_COMPARISON_OFFSET) {
                    isZeroMatrix.set(false);
                }
            }
        });

        return isZeroMatrix.get();
    }
}