org.hipparchus.linear

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.

Method Summary

Modifier and Type	Method and Description
RealMatrix	getInverse() Get the pseudo-inverse of the decomposed matrix.
boolean	isNonSingular() Check if the decomposed matrix is non-singular.
RealMatrix	solve(RealMatrix b) Solve the linear equation A × X = B for matrices A.
RealVector	solve(RealVector b) Solve the linear equation A × X = B for matrices A.

Method Detail

solve

RealVector solve(RealVector b)
          throws MathIllegalArgumentException

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:

MathIllegalArgumentException - if the matrices dimensions do not match.

MathIllegalArgumentException - if the decomposed matrix is singular.

solve

RealMatrix solve(RealMatrix b)
          throws MathIllegalArgumentException

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:

MathIllegalArgumentException - if the matrices dimensions do not match.

MathIllegalArgumentException - if the decomposed matrix is singular.

isNonSingular

boolean isNonSingular()

Check if the decomposed matrix is non-singular.

Returns:

true if the decomposed matrix is non-singular.

getInverse

RealMatrix getInverse()
               throws MathIllegalArgumentException

Get the pseudo-inverse of the decomposed matrix.

This is equal to the inverse of the decomposed matrix, if such an inverse exists.

If no such inverse exists, then the result has properties that resemble that of an inverse.

In particular, in this case, if the decomposed matrix is A, then the system of equations \( A x = b \) may have no solutions, or many. If it has no solutions, then the pseudo-inverse \( A^+ \) gives the "closest" solution \( z = A^+ b \), meaning \( \left \| A z - b \right \|_2 \) is minimized. If there are many solutions, then \( z = A^+ b \) is the smallest solution, meaning \( \left \| z \right \|_2 \) is minimized.

Note however that some decompositions cannot compute a pseudo-inverse for all matrices. For example, the LUDecomposition is not defined for non-square matrices to begin with. The QRDecomposition can operate on non-square matrices, but will throw MathIllegalArgumentException if the decomposed matrix is singular. Refer to the javadoc of specific decomposition implementations for more details.

Returns:

pseudo-inverse matrix (which is the inverse, if it exists), if the decomposition can pseudo-invert the decomposed matrix

Throws:

MathIllegalArgumentException - if the decomposed matrix is singular and the decomposition can not compute a pseudo-inverse