summaryrefslogtreecommitdiff
path: root/src/main/java/org/apache/commons/math/linear/DecompositionSolver.java
diff options
context:
space:
mode:
Diffstat (limited to 'src/main/java/org/apache/commons/math/linear/DecompositionSolver.java')
-rw-r--r--src/main/java/org/apache/commons/math/linear/DecompositionSolver.java84
1 files changed, 84 insertions, 0 deletions
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 &times; X = B in least squares sense: they find X
+ * such that ||A &times; 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 &times; 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 &times; 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 &times; X = B
+ * @return a vector X that minimizes the two norm of A &times; 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 &times; 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 &times; X = B
+ * @return a vector X that minimizes the two norm of A &times; 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 &times; 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 &times; X = B
+ * @return a matrix X that minimizes the two norm of A &times; 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;
+
+}