Interface DecompositionSolver


  • public interface DecompositionSolver
    Interface handling decomposition algorithms that can solve A × X = B.

    Decomposition algorithms decompose an A matrix has a product of several specific matrices from which they can solve A × X = B in least squares sense: they find X such that ||A × X - B|| is minimal.

    Some solvers like LUDecomposition can only find the solution for square matrices and when the solution is an exact linear solution, i.e. when ||A × X - B|| is exactly 0. Other solvers can also find solutions with non-square matrix A and with non-null minimal norm. If an exact linear solution exists it is also the minimal norm solution.

    Since:
    2.0
    Version:
    $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $
    • Method Detail

      • solve

        double[] solve​(double[] b)
                throws java.lang.IllegalArgumentException,
                       InvalidMatrixException
        Solve the linear equation A × X = B for matrices A.

        The A matrix is implicit, it is provided by the underlying decomposition algorithm.

        Parameters:
        b - right-hand side of the equation A × X = B
        Returns:
        a vector X that minimizes the two norm of A × X - B
        Throws:
        java.lang.IllegalArgumentException - if matrices dimensions don't match
        InvalidMatrixException - if decomposed matrix is singular
      • solve

        RealVector solve​(RealVector b)
                  throws java.lang.IllegalArgumentException,
                         InvalidMatrixException
        Solve the linear equation A × X = B for matrices A.

        The A matrix is implicit, it is provided by the underlying decomposition algorithm.

        Parameters:
        b - right-hand side of the equation A × X = B
        Returns:
        a vector X that minimizes the two norm of A × X - B
        Throws:
        java.lang.IllegalArgumentException - if matrices dimensions don't match
        InvalidMatrixException - if decomposed matrix is singular
      • solve

        RealMatrix solve​(RealMatrix b)
                  throws java.lang.IllegalArgumentException,
                         InvalidMatrixException
        Solve the linear equation A × X = B for matrices A.

        The A matrix is implicit, it is provided by the underlying decomposition algorithm.

        Parameters:
        b - right-hand side of the equation A × X = B
        Returns:
        a matrix X that minimizes the two norm of A × X - B
        Throws:
        java.lang.IllegalArgumentException - if matrices dimensions don't match
        InvalidMatrixException - if decomposed matrix is singular
      • isNonSingular

        boolean isNonSingular()
        Check if the decomposed matrix is non-singular.
        Returns:
        true if the decomposed matrix is non-singular