org.ojalgo.matrix.decomposition

Interface MatrixDecomposition<N extends Number>

All Superinterfaces:

Structure1D, Structure2D

All Known Subinterfaces:

Bidiagonal<N>, Cholesky<N>, Eigenvalue<N>, Hessenberg<N>, LDL<N>, LDU<N>, LU<N>, MatrixDecomposition.Determinant<N>, MatrixDecomposition.EconomySize<N>, MatrixDecomposition.Hermitian<N>, MatrixDecomposition.Ordered<N>, MatrixDecomposition.Pivoting<N>, MatrixDecomposition.RankRevealing<N>, MatrixDecomposition.Solver<N>, MatrixDecomposition.Values<N>, QR<N>, SingularValue<N>, Tridiagonal<N>

All Known Implementing Classes:

HermitianEvD

public interface MatrixDecomposition<N extends Number>
extends Structure2D

Notation used to describe the various matrix decompositions:

• [A] could be any matrix. (The matrix to decompose.)
• [A]^-1 is the inverse of [A].
• [A]^T is the transpose of [A].
• [A]^H is the conjugate transpose of [A]. [A]^H is equilvalent to [A]^T if the elements are all real.
• [D] is a diagonal matrix. Possibly bi-, tri- or block-diagonal.
• [H] is an, upper or lower, Hessenberg matrix.
• [I] is an identity matrix - obvioulsly orthogonal/unitary.
• [L] is a lower (left) triangular matrix.
• [P] is a permutation matrix - an identity matrix with interchanged rows or columns - and orthogonal/unitary.
• [Q] is an orthogonal/unitary matrix. [Q]^-1 = [Q]^H, and with real matrices = [Q] ^T.
• [R] is a right (upper) tringular matrix. It is equivalent to [U].
• [U] is an upper (right) triangular matrix. It is equivalent to [R].
• [V] is an eigenvector matrix. The columns are the eigenvectors

Author:

apete

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static interface	MatrixDecomposition.Determinant<N extends Number>
static interface	MatrixDecomposition.EconomySize<N extends Number> Several matrix decompositions can be expressed "economy sized" - some rows or columns of the decomposed matrix parts are not needed for the most releveant use cases, and can therefore be left out.
static interface	MatrixDecomposition.Factory<D extends MatrixDecomposition<?>>
static interface	MatrixDecomposition.Hermitian<N extends Number> Some matrix decompositions are only available with hermitian (symmetric) matrices or different decomposition algorithms could be used depending on if the matrix is hemitian or not.
static interface	MatrixDecomposition.Ordered<N extends Number>
static interface	MatrixDecomposition.Pivoting<N extends Number> The pivot or pivot element is the element of a matrix, or an array, which is selected first by an algorithm (e.g.
static interface	MatrixDecomposition.RankRevealing<N extends Number> A rank-revealing matrix decomposition of a matrix [A] is a decomposition that is, or can be transformed to be, on the form [A]=[X][D][Y]T where: [X] and [Y] are square and well conditioned. [D] is diagonal with nonnegative and non-increasing values on the diagonal.
static interface	MatrixDecomposition.Solver<N extends Number>
static interface	MatrixDecomposition.Values<N extends Number> Eigenvalue and Singular Value decompositions can calculate the "values" only.

Nested classes/interfaces inherited from interface org.ojalgo.structure.Structure2D

Structure2D.IntRowColumn, Structure2D.Logical<S extends Structure2D,B extends Structure2D.Logical<S,?>>, Structure2D.LongRowColumn, Structure2D.ReducibleTo1D<R extends Structure1D>, Structure2D.RowColumnCallback, Structure2D.RowColumnKey<R,C>, Structure2D.RowColumnMapper<R,C>

Nested classes/interfaces inherited from interface org.ojalgo.structure.Structure1D

Structure1D.BasicMapper<T>, Structure1D.IndexCallback, Structure1D.IndexMapper<T>, Structure1D.IntIndex, Structure1D.LongIndex, Structure1D.LoopCallback

Field Summary

Fields

Modifier and Type	Field and Description
static Structure2D	TYPICAL

Method Summary

Modifier and Type	Method and Description
boolean	decompose(Access2D.Collectable<N,? super PhysicalStore<N>> matrix)
boolean	isComputed()
MatrixStore<N>	reconstruct()
void	reset() Delete computed results, and resets attributes to default values

Methods inherited from interface org.ojalgo.structure.Structure2D

column, column, column, column, column, count, count, countColumns, countRows, index, index, isEmpty, isFat, isScalar, isSquare, isTall, isVector, loopAll, loopColumn, loopColumn, loopDiagonal, loopMatching, loopRow, loopRow, mapperOf, row, row, row, row, row

Methods inherited from interface org.ojalgo.structure.Structure1D

index, loopAll, loopMatching, loopRange, mapper, size

Field Detail

TYPICAL

static final Structure2D TYPICAL

Method Detail

decompose

boolean decompose(Access2D.Collectable<N,? super PhysicalStore<N>> matrix)

Parameters:

matrix - A matrix to decompose

Returns:

true if the computation suceeded; false if not

isComputed

boolean isComputed()

Returns:

true if computation has been attemped; false if not.

See Also:

decompose(Access2D.Collectable)

reconstruct

MatrixStore<N> reconstruct()

reset

void reset()

Delete computed results, and resets attributes to default values