Author: erans
Date: Thu Jan 12 13:05:46 2012
New Revision: 1230509
URL: http://svn.apache.org/viewvc?rev=1230509&view=rev
Log:
MATH-664
Added a user-defined singularity threshold (with 0 as default to retain
previous behaviour).
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/QRDecomposition.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/QRDecomposition.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/QRDecomposition.java?rev=1230509&r1=1230508&r2=1230509&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/QRDecomposition.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/QRDecomposition.java
Thu Jan 12 13:05:46 2012
@@ -49,7 +49,6 @@ import org.apache.commons.math.util.Fast
* @since 1.2 (changed to concrete class in 3.0)
*/
public class QRDecomposition {
-
/**
* A packed TRANSPOSED representation of the QR decomposition.
* <p>The elements BELOW the diagonal are the elements of the UPPER
triangular
@@ -57,27 +56,40 @@ public class QRDecomposition {
* from which an explicit form of Q can be recomputed if desired.</p>
*/
private double[][] qrt;
-
/** The diagonal elements of R. */
private double[] rDiag;
-
/** Cached value of Q. */
private RealMatrix cachedQ;
-
/** Cached value of QT. */
private RealMatrix cachedQT;
-
/** Cached value of R. */
private RealMatrix cachedR;
-
/** Cached value of H. */
private RealMatrix cachedH;
+ /** Singularity threshold. */
+ private final double threshold;
/**
* Calculates the QR-decomposition of the given matrix.
+ * The singularity threshold defaults to zero.
+ *
* @param matrix The matrix to decompose.
+ *
+ * @see #QRDecomposition(RealMatrix,double)
*/
public QRDecomposition(RealMatrix matrix) {
+ this(matrix, 0d);
+ }
+
+ /**
+ * Calculates the QR-decomposition of the given matrix.
+ *
+ * @param matrix The matrix to decompose.
+ * @param threshold Singularity threshold.
+ */
+ public QRDecomposition(RealMatrix matrix,
+ double threshold) {
+ this.threshold = threshold;
final int m = matrix.getRowDimension();
final int n = matrix.getColumnDimension();
@@ -268,12 +280,11 @@ public class QRDecomposition {
* @return a solver
*/
public DecompositionSolver getSolver() {
- return new Solver(qrt, rDiag);
+ return new Solver(qrt, rDiag, threshold);
}
/** Specialized solver. */
private static class Solver implements DecompositionSolver {
-
/**
* A packed TRANSPOSED representation of the QR decomposition.
* <p>The elements BELOW the diagonal are the elements of the UPPER
triangular
@@ -281,25 +292,30 @@ public class QRDecomposition {
* from which an explicit form of Q can be recomputed if desired.</p>
*/
private final double[][] qrt;
-
/** The diagonal elements of R. */
private final double[] rDiag;
+ /** Singularity threshold. */
+ private final double threshold;
/**
* Build a solver from decomposed matrix.
- * @param qrt packed TRANSPOSED representation of the QR decomposition
- * @param rDiag diagonal elements of R
+ *
+ * @param qrt Packed TRANSPOSED representation of the QR decomposition.
+ * @param rDiag Diagonal elements of R.
+ * @param threshold Singularity threshold.
*/
- private Solver(final double[][] qrt, final double[] rDiag) {
+ private Solver(final double[][] qrt,
+ final double[] rDiag,
+ final double threshold) {
this.qrt = qrt;
this.rDiag = rDiag;
+ this.threshold = threshold;
}
/** {@inheritDoc} */
public boolean isNonSingular() {
-
for (double diag : rDiag) {
- if (diag == 0) {
+ if (FastMath.abs(diag) <= threshold) {
return false;
}
}
