svn commit: r1483319 - in /commons/proper/math/trunk/src: main/java/org/apache/commons/math3/linear/MatrixUtils.java test/java/org/apache/commons/math3/linear/MatrixUtilsTest.java

[erans]

Author: erans
Date: Thu May 16 12:29:37 2013
New Revision: 1483319

URL: http://svn.apache.org/r1483319
Log:
MATH-975
Throw "SingularMatrixException" instead of computing a meaningless value.

Modified:
    
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/linear/MatrixUtils.java
    
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/linear/MatrixUtilsTest.java

Modified: 
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/linear/MatrixUtils.java
URL: 
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/linear/MatrixUtils.java?rev=1483319&r1=1483318&r2=1483319&view=diff
==============================================================================
--- 
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/linear/MatrixUtils.java
 (original)
+++ 
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/linear/MatrixUtils.java
 Thu May 16 12:29:37 2013
@@ -1023,18 +1023,34 @@ public class MatrixUtils {
         final RealMatrix d = m.getSubMatrix(splitIndex1, n - 1, splitIndex1, n 
- 1);
 
         final SingularValueDecomposition aDec = new 
SingularValueDecomposition(a);
-        final RealMatrix aInv = aDec.getSolver().getInverse();
+        final DecompositionSolver aSolver = aDec.getSolver();
+        if (!aSolver.isNonSingular()) {
+            throw new SingularMatrixException();
+        }
+        final RealMatrix aInv = aSolver.getInverse();
 
         final SingularValueDecomposition dDec = new 
SingularValueDecomposition(d);
-        final RealMatrix dInv = dDec.getSolver().getInverse();
+        final DecompositionSolver dSolver = dDec.getSolver();
+        if (!dSolver.isNonSingular()) {
+            throw new SingularMatrixException();
+        }
+        final RealMatrix dInv = dSolver.getInverse();
 
         final RealMatrix tmp1 = a.subtract(b.multiply(dInv).multiply(c));
         final SingularValueDecomposition tmp1Dec = new 
SingularValueDecomposition(tmp1);
-        final RealMatrix result00 = tmp1Dec.getSolver().getInverse();
+        final DecompositionSolver tmp1Solver = tmp1Dec.getSolver();
+        if (!tmp1Solver.isNonSingular()) {
+            throw new SingularMatrixException();
+        }
+        final RealMatrix result00 = tmp1Solver.getInverse();
 
         final RealMatrix tmp2 = d.subtract(c.multiply(aInv).multiply(b));
         final SingularValueDecomposition tmp2Dec = new 
SingularValueDecomposition(tmp2);
-        final RealMatrix result11 = tmp2Dec.getSolver().getInverse();
+        final DecompositionSolver tmp2Solver = tmp2Dec.getSolver();
+        if (!tmp2Solver.isNonSingular()) {
+            throw new SingularMatrixException();
+        }
+        final RealMatrix result11 = tmp2Solver.getInverse();
 
         final RealMatrix result01 = 
aInv.multiply(b).multiply(result11).scalarMultiply(-1);
         final RealMatrix result10 = 
dInv.multiply(c).multiply(result00).scalarMultiply(-1);

Modified: 
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/linear/MatrixUtilsTest.java
URL: 
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/linear/MatrixUtilsTest.java?rev=1483319&r1=1483318&r2=1483319&view=diff
==============================================================================
--- 
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/linear/MatrixUtilsTest.java
 (original)
+++ 
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/linear/MatrixUtilsTest.java
 Thu May 16 12:29:37 2013
@@ -364,6 +364,18 @@ public final class MatrixUtilsTest {
         }
     }
 
+    @Test(expected=SingularMatrixException.class)
+    public void testBlockInverseNonInvertible() {
+        final double[][] data = {
+            { -1, 0, 123, 4 },
+            { -56, 78.9, -0.1, -23.4 },
+            { 5.67, 8, -9, 1011 },
+            { 5.67, 8, -9, 1011 },
+        };
+
+        MatrixUtils.blockInverse(new Array2DRowRealMatrix(data), 2);
+    }
+
     @Test
     public void testIsSymmetric() {
         final double eps = Math.ulp(1d);