Implement Sparse Matrix Support
-------------------------------
Key: MATH-230
URL: https://issues.apache.org/jira/browse/MATH-230
Project: Commons Math
Issue Type: Improvement
Affects Versions: 2.0
Environment: N/A
Reporter: Sujit Pal
Priority: Minor
Fix For: 2.0
I needed a way to deal with large sparse matrices using commons-math
RealMatrix, so I implemented it. The SparseRealMatrixImpl is a subclass of
RealMatrixImpl, and the backing data structure is a Map<Point,Double>, where
Point is a struct like inner-class which exposes two int parameters row and
column. I had to make some changes to the existing components to keep the code
for SparseRealMatrixImpl clean. Here are the details.
1) RealMatrix.java:
- added a new method setEntry(int, int, double) to set data into a matrix
2) RealMatrixImpl.java:
- changed all internal calls to data[i][j] to getEntry(i,j).
- for some methods such as add(), subtract(), premultiply(), etc, there
was code that checked for ClassCastException and had two versions,
one for a generic RealMatrix and one for a RealMatrixImpl. This has
been changed to have only one that operates on a RealMatrix. The
result is something like auto-type casting. So if:
RealMatrixImpl.add(RealMatrix) returns a RealMatrixImpl
SparseRealMatrixImpl.add(RealMatrix) returns a SparseRealMatrixImpl
3) SparseRealMatrixImpl added as a subclass of RealMatrixImpl.
4) LUDecompositionImpl changed to use a clone of the passed in RealMatrix
instead of its data[][] block, and now it uses clone.getEntry(row,col)
calls instead of data[row][col] calls.
5) LUDecompositionImpl returned RealMatrixImpl for getL(), getU(), getP()
and solve(). It now returns the same RealMatrix impl that is passed
in through its constructor for these methods.
6) New test for SparseRealMatrixImpl, mimics the tests in RealMatrixImplTest,
7) New static method to create SparseRealMatrixImpl out of a double[][] in
MatrixUtils.createSparseRealMatrix().
but using SparseRealMatrixImpl.
8) Verified that all JUnit tests pass.
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