1 /* 2 * Licensed to the Apache Software Foundation (ASF) under one or more 3 * contributor license agreements. See the NOTICE file distributed with 4 * this work for additional information regarding copyright ownership. 5 * The ASF licenses this file to You under the Apache License, Version 2.0 6 * (the "License"); you may not use this file except in compliance with 7 * the License. You may obtain a copy of the License at 8 * 9 * https://www.apache.org/licenses/LICENSE-2.0 10 * 11 * Unless required by applicable law or agreed to in writing, software 12 * distributed under the License is distributed on an "AS IS" BASIS, 13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14 * See the License for the specific language governing permissions and 15 * limitations under the License. 16 */ 17 18 /* 19 * This is not the original file distributed by the Apache Software Foundation 20 * It has been modified by the Hipparchus project 21 */ 22 23 package org.hipparchus.linear; 24 25 import java.util.Arrays; 26 27 import org.hipparchus.exception.LocalizedCoreFormats; 28 import org.hipparchus.exception.MathIllegalArgumentException; 29 import org.hipparchus.util.FastMath; 30 31 32 /** 33 * Class transforming a symmetrical matrix to tridiagonal shape. 34 * <p>A symmetrical m × m matrix A can be written as the product of three matrices: 35 * A = Q × T × Q<sup>T</sup> with Q an orthogonal matrix and T a symmetrical 36 * tridiagonal matrix. Both Q and T are m × m matrices.</p> 37 * <p>This implementation only uses the upper part of the matrix, the part below the 38 * diagonal is not accessed at all.</p> 39 * <p>Transformation to tridiagonal shape is often not a goal by itself, but it is 40 * an intermediate step in more general decomposition algorithms like {@link 41 * EigenDecompositionSymmetric eigen decomposition}. This class is therefore intended for internal 42 * use by the library and is not public. As a consequence of this explicitly limited scope, 43 * many methods directly returns references to internal arrays, not copies.</p> 44 */ 45 class TriDiagonalTransformer { 46 /** Householder vectors. */ 47 private final double[][] householderVectors; 48 /** Main diagonal. */ 49 private final double[] main; 50 /** Secondary diagonal. */ 51 private final double[] secondary; 52 /** Cached value of Q. */ 53 private RealMatrix cachedQ; 54 /** Cached value of Qt. */ 55 private RealMatrix cachedQt; 56 /** Cached value of T. */ 57 private RealMatrix cachedT; 58 59 /** 60 * Build the transformation to tridiagonal shape of a symmetrical matrix. 61 * <p>The specified matrix is assumed to be symmetrical without any check. 62 * Only the upper triangular part of the matrix is used.</p> 63 * 64 * @param matrix Symmetrical matrix to transform. 65 * @throws MathIllegalArgumentException if the matrix is not square. 66 */ 67 TriDiagonalTransformer(RealMatrix matrix) { 68 if (!matrix.isSquare()) { 69 throw new MathIllegalArgumentException(LocalizedCoreFormats.NON_SQUARE_MATRIX, 70 matrix.getRowDimension(), matrix.getColumnDimension()); 71 } 72 73 final int m = matrix.getRowDimension(); 74 householderVectors = matrix.getData(); 75 main = new double[m]; 76 secondary = new double[m - 1]; 77 cachedQ = null; 78 cachedQt = null; 79 cachedT = null; 80 81 // transform matrix 82 transform(); 83 } 84 85 /** 86 * Returns the matrix Q of the transform. 87 * <p>Q is an orthogonal matrix, i.e. its transpose is also its inverse.</p> 88 * @return the Q matrix 89 */ 90 public RealMatrix getQ() { 91 if (cachedQ == null) { 92 cachedQ = getQT().transpose(); 93 } 94 return cachedQ; 95 } 96 97 /** 98 * Returns the transpose of the matrix Q of the transform. 99 * <p>Q is an orthogonal matrix, i.e. its transpose is also its inverse.</p> 100 * @return the Q matrix 101 */ 102 public RealMatrix getQT() { 103 if (cachedQt == null) { 104 final int m = householderVectors.length; 105 double[][] qta = new double[m][m]; 106 107 // build up first part of the matrix by applying Householder transforms 108 for (int k = m - 1; k >= 1; --k) { 109 final double[] hK = householderVectors[k - 1]; 110 qta[k][k] = 1; 111 if (hK[k] != 0.0) { 112 final double inv = 1.0 / (secondary[k - 1] * hK[k]); 113 double beta = 1.0 / secondary[k - 1]; 114 qta[k][k] = 1 + beta * hK[k]; 115 for (int i = k + 1; i < m; ++i) { 116 qta[k][i] = beta * hK[i]; 117 } 118 for (int j = k + 1; j < m; ++j) { 119 beta = 0; 120 for (int i = k + 1; i < m; ++i) { 121 beta += qta[j][i] * hK[i]; 122 } 123 beta *= inv; 124 qta[j][k] = beta * hK[k]; 125 for (int i = k + 1; i < m; ++i) { 126 qta[j][i] += beta * hK[i]; 127 } 128 } 129 } 130 } 131 qta[0][0] = 1; 132 cachedQt = MatrixUtils.createRealMatrix(qta); 133 } 134 135 // return the cached matrix 136 return cachedQt; 137 } 138 139 /** 140 * Returns the tridiagonal matrix T of the transform. 141 * @return the T matrix 142 */ 143 public RealMatrix getT() { 144 if (cachedT == null) { 145 final int m = main.length; 146 double[][] ta = new double[m][m]; 147 for (int i = 0; i < m; ++i) { 148 ta[i][i] = main[i]; 149 if (i > 0) { 150 ta[i][i - 1] = secondary[i - 1]; 151 } 152 if (i < main.length - 1) { 153 ta[i][i + 1] = secondary[i]; 154 } 155 } 156 cachedT = MatrixUtils.createRealMatrix(ta); 157 } 158 159 // return the cached matrix 160 return cachedT; 161 } 162 163 /** 164 * Get the Householder vectors of the transform. 165 * <p>Note that since this class is only intended for internal use, 166 * it returns directly a reference to its internal arrays, not a copy.</p> 167 * @return the main diagonal elements of the B matrix 168 */ 169 double[][] getHouseholderVectorsRef() { 170 return householderVectors; // NOPMD - returning an internal array is intentional and documented here 171 } 172 173 /** 174 * Get the main diagonal elements of the matrix T of the transform. 175 * <p>Note that since this class is only intended for internal use, 176 * it returns directly a reference to its internal arrays, not a copy.</p> 177 * @return the main diagonal elements of the T matrix 178 */ 179 double[] getMainDiagonalRef() { 180 return main; // NOPMD - returning an internal array is intentional and documented here 181 } 182 183 /** 184 * Get the secondary diagonal elements of the matrix T of the transform. 185 * <p>Note that since this class is only intended for internal use, 186 * it returns directly a reference to its internal arrays, not a copy.</p> 187 * @return the secondary diagonal elements of the T matrix 188 */ 189 double[] getSecondaryDiagonalRef() { 190 return secondary; // NOPMD - returning an internal array is intentional and documented here 191 } 192 193 /** 194 * Transform original matrix to tridiagonal form. 195 * <p>Transformation is done using Householder transforms.</p> 196 */ 197 private void transform() { 198 final int m = householderVectors.length; 199 final double[] z = new double[m]; 200 for (int k = 0; k < m - 1; k++) { 201 202 //zero-out a row and a column simultaneously 203 final double[] hK = householderVectors[k]; 204 main[k] = hK[k]; 205 double xNormSqr = 0; 206 for (int j = k + 1; j < m; ++j) { 207 final double c = hK[j]; 208 xNormSqr += c * c; 209 } 210 final double a = (hK[k + 1] > 0) ? -FastMath.sqrt(xNormSqr) : FastMath.sqrt(xNormSqr); 211 secondary[k] = a; 212 if (a != 0.0) { 213 // apply Householder transform from left and right simultaneously 214 215 hK[k + 1] -= a; 216 final double beta = -1 / (a * hK[k + 1]); 217 218 // compute a = beta A v, where v is the Householder vector 219 // this loop is written in such a way 220 // 1) only the upper triangular part of the matrix is accessed 221 // 2) access is cache-friendly for a matrix stored in rows 222 Arrays.fill(z, k + 1, m, 0); 223 for (int i = k + 1; i < m; ++i) { 224 final double[] hI = householderVectors[i]; 225 final double hKI = hK[i]; 226 double zI = hI[i] * hKI; 227 for (int j = i + 1; j < m; ++j) { 228 final double hIJ = hI[j]; 229 zI += hIJ * hK[j]; 230 z[j] += hIJ * hKI; 231 } 232 z[i] = beta * (z[i] + zI); 233 } 234 235 // compute gamma = beta vT z / 2 236 double gamma = 0; 237 for (int i = k + 1; i < m; ++i) { 238 gamma += z[i] * hK[i]; 239 } 240 gamma *= beta / 2; 241 242 // compute z = z - gamma v 243 for (int i = k + 1; i < m; ++i) { 244 z[i] -= gamma * hK[i]; 245 } 246 247 // update matrix: A = A - v zT - z vT 248 // only the upper triangular part of the matrix is updated 249 for (int i = k + 1; i < m; ++i) { 250 final double[] hI = householderVectors[i]; 251 for (int j = i; j < m; ++j) { 252 hI[j] -= hK[i] * z[j] + z[i] * hK[j]; 253 } 254 } 255 } 256 } 257 main[m - 1] = householderVectors[m - 1][m - 1]; 258 } 259 }