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Diffstat (limited to 'src/main/java/org/apache/commons/math/linear/DecompositionSolver.java')
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diff --git a/src/main/java/org/apache/commons/math/linear/DecompositionSolver.java b/src/main/java/org/apache/commons/math/linear/DecompositionSolver.java new file mode 100644 index 0000000..4f7cb53 --- /dev/null +++ b/src/main/java/org/apache/commons/math/linear/DecompositionSolver.java @@ -0,0 +1,84 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math.linear; + + + +/** + * Interface handling decomposition algorithms that can solve A × X = B. + * <p>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.</p> + * <p>Some solvers like {@link 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.</p> + * + * @version $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $ + * @since 2.0 + */ +public interface DecompositionSolver { + + /** Solve the linear equation A × X = B for matrices A. + * <p>The A matrix is implicit, it is provided by the underlying + * decomposition algorithm.</p> + * @param b right-hand side of the equation A × X = B + * @return a vector X that minimizes the two norm of A × X - B + * @exception IllegalArgumentException if matrices dimensions don't match + * @exception InvalidMatrixException if decomposed matrix is singular + */ + double[] solve(final double[] b) + throws IllegalArgumentException, InvalidMatrixException; + + /** Solve the linear equation A × X = B for matrices A. + * <p>The A matrix is implicit, it is provided by the underlying + * decomposition algorithm.</p> + * @param b right-hand side of the equation A × X = B + * @return a vector X that minimizes the two norm of A × X - B + * @exception IllegalArgumentException if matrices dimensions don't match + * @exception InvalidMatrixException if decomposed matrix is singular + */ + RealVector solve(final RealVector b) + throws IllegalArgumentException, InvalidMatrixException; + + /** Solve the linear equation A × X = B for matrices A. + * <p>The A matrix is implicit, it is provided by the underlying + * decomposition algorithm.</p> + * @param b right-hand side of the equation A × X = B + * @return a matrix X that minimizes the two norm of A × X - B + * @exception IllegalArgumentException if matrices dimensions don't match + * @exception InvalidMatrixException if decomposed matrix is singular + */ + RealMatrix solve(final RealMatrix b) + throws IllegalArgumentException, InvalidMatrixException; + + /** + * Check if the decomposed matrix is non-singular. + * @return true if the decomposed matrix is non-singular + */ + boolean isNonSingular(); + + /** Get the inverse (or pseudo-inverse) of the decomposed matrix. + * @return inverse matrix + * @throws InvalidMatrixException if decomposed matrix is singular + */ + RealMatrix getInverse() + throws InvalidMatrixException; + +} |