Brian created MATH-1170:
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             Summary: Add more in-place operations to RealMatrix and RealVector
                 Key: MATH-1170
                 URL: https://issues.apache.org/jira/browse/MATH-1170
             Project: Commons Math
          Issue Type: Improvement
            Reporter: Brian
            Priority: Minor


It would be nice if for many methods of RealMatrix and RealVector there were 
in-place versions of the methods - that would use the existing structures 
rather than creating new ones.  There are certain situations where this is 
preferable.  For example, a series of matrices all of which will operate on the 
same vector, after transforming the result each time.  This could be done very 
frequently and the vector can be very large.  In some situations it is 
significantly more efficient to use the same vector instead of creating many 
temporary ones each time which then have to be garbage collected.

An example of two methods that could benefit from in-place versions: the 
RealMatrix.operate and RealVector.add.  E.g., RealMatrix.operatInPlace, would 
transform its input vector/double array without creating a new one.

There was also a question on stack overflow about this:
http://stackoverflow.com/questions/20529484/performing-in-place-calculations-with-commons-maths-realmatrix

There is also a lot of precedents for this kind of behavior, in other languages.

In other languages, this is sometimes handled behind the scenes - when a 
self-assignment is found, a new variable is not created - in order to improve 
performance.  E.g., some functional languages perform such optimizations behind 
the scenes, and it is used in MATLAB:
http://blogs.mathworks.com/loren/2007/03/22/in-place-operations-on-data/
http://undocumentedmatlab.com/blog/internal-matlab-memory-optimizations

In some ways directly providing the option for in-place operations is 
preferable because then we could control when it is applied.  It could be used 
where appropriate within the internals of other methods as well.

Similarly there is also a convention in Ruby to have a special version of a 
method, marked with a "!" to indicate it is "dangerous" - usually meaning it 
changes its input - so-called "bang methods".  Many of these are built into the 
core Ruby, e.g., sort/sort! for arrays, upcase/upcase!, chomp/chomp!, and 
reverse/reverse! for strings.  



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