diff options
Diffstat (limited to 'src/main/java/org/apache/commons/math3/linear/DecompositionSolver.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/linear/DecompositionSolver.java | 97 |
1 files changed, 97 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/linear/DecompositionSolver.java b/src/main/java/org/apache/commons/math3/linear/DecompositionSolver.java new file mode 100644 index 0000000..a7e1777 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/linear/DecompositionSolver.java @@ -0,0 +1,97 @@ +/* + * 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.math3.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>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. + * + * @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. + * + * @param b right-hand side of the equation A × X = B + * @return a vector X that minimizes the two norm of A × X - B + * @throws org.apache.commons.math3.exception.DimensionMismatchException if the matrices + * dimensions do not match. + * @throws SingularMatrixException if the decomposed matrix is singular. + */ + RealVector solve(final RealVector b) throws SingularMatrixException; + + /** + * Solve the linear equation A × X = B for matrices A. + * + * <p>The A matrix is implicit, it is provided by the underlying decomposition algorithm. + * + * @param b right-hand side of the equation A × X = B + * @return a matrix X that minimizes the two norm of A × X - B + * @throws org.apache.commons.math3.exception.DimensionMismatchException if the matrices + * dimensions do not match. + * @throws SingularMatrixException if the decomposed matrix is singular. + */ + RealMatrix solve(final RealMatrix b) throws SingularMatrixException; + + /** + * Check if the decomposed matrix is non-singular. + * + * @return true if the decomposed matrix is non-singular. + */ + boolean isNonSingular(); + + /** + * Get the <a + * href="http://en.wikipedia.org/wiki/Moore%E2%80%93Penrose_pseudoinverse">pseudo-inverse</a> of + * the decomposed matrix. + * + * <p><em>This is equal to the inverse of the decomposed matrix, if such an inverse exists.</em> + * + * <p>If no such inverse exists, then the result has properties that resemble that of an + * inverse. + * + * <p>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. + * + * <p>Note however that some decompositions cannot compute a pseudo-inverse for all matrices. + * For example, the {@link LUDecomposition} is not defined for non-square matrices to begin + * with. The {@link QRDecomposition} can operate on non-square matrices, but will throw {@link + * SingularMatrixException} if the decomposed matrix is singular. Refer to the javadoc of + * specific decomposition implementations for more details. + * + * @return pseudo-inverse matrix (which is the inverse, if it exists), if the decomposition can + * pseudo-invert the decomposed matrix + * @throws SingularMatrixException if the decomposed matrix is singular and the decomposition + * can not compute a pseudo-inverse + */ + RealMatrix getInverse() throws SingularMatrixException; +} |