001    /*
002     * Copyright (C) 2008-2010 by Holger Arndt
003     *
004     * This file is part of the Universal Java Matrix Package (UJMP).
005     * See the NOTICE file distributed with this work for additional
006     * information regarding copyright ownership and licensing.
007     *
008     * UJMP is free software; you can redistribute it and/or modify
009     * it under the terms of the GNU Lesser General Public License as
010     * published by the Free Software Foundation; either version 2
011     * of the License, or (at your option) any later version.
012     *
013     * UJMP is distributed in the hope that it will be useful,
014     * but WITHOUT ANY WARRANTY; without even the implied warranty of
015     * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
016     * GNU Lesser General Public License for more details.
017     *
018     * You should have received a copy of the GNU Lesser General Public
019     * License along with UJMP; if not, write to the
020     * Free Software Foundation, Inc., 51 Franklin St, Fifth Floor,
021     * Boston, MA  02110-1301  USA
022     */
023    
024    package org.ujmp.jblas.calculation;
025    
026    import org.jblas.Decompose;
027    import org.jblas.DoubleMatrix;
028    import org.jblas.Solve;
029    import org.ujmp.core.Matrix;
030    import org.ujmp.core.interfaces.HasColumnMajorDoubleArray1D;
031    import org.ujmp.jblas.JBlasDenseDoubleMatrix2D;
032    
033    public class Chol
034                    implements
035                    org.ujmp.core.doublematrix.calculation.general.decomposition.Chol<Matrix> {
036    
037            public static Chol INSTANCE = new Chol();
038    
039            public Matrix calc(Matrix source) {
040                    final DoubleMatrix matrix;
041                    if (source instanceof JBlasDenseDoubleMatrix2D) {
042                            matrix = ((JBlasDenseDoubleMatrix2D) source).getWrappedObject();
043                    } else if (source instanceof HasColumnMajorDoubleArray1D) {
044                            matrix = new JBlasDenseDoubleMatrix2D(source.getRowCount(), source
045                                            .getColumnCount(), ((HasColumnMajorDoubleArray1D) source)
046                                            .getColumnMajorDoubleArray1D()).getWrappedObject();
047                    } else {
048                            matrix = new JBlasDenseDoubleMatrix2D(source).getWrappedObject();
049                    }
050                    final DoubleMatrix r = Decompose.cholesky(matrix).transpose();
051                    return new JBlasDenseDoubleMatrix2D(r);
052            }
053    
054            public Matrix solve(Matrix a, Matrix b) {
055                    final DoubleMatrix a2;
056                    final DoubleMatrix b2;
057                    if (a instanceof JBlasDenseDoubleMatrix2D) {
058                            a2 = ((JBlasDenseDoubleMatrix2D) a).getWrappedObject();
059                    } else if (a instanceof HasColumnMajorDoubleArray1D) {
060                            a2 = new JBlasDenseDoubleMatrix2D(a.getRowCount(), a
061                                            .getColumnCount(), ((HasColumnMajorDoubleArray1D) a)
062                                            .getColumnMajorDoubleArray1D()).getWrappedObject();
063                    } else {
064                            a2 = new JBlasDenseDoubleMatrix2D(a).getWrappedObject();
065                    }
066                    if (b instanceof JBlasDenseDoubleMatrix2D) {
067                            b2 = ((JBlasDenseDoubleMatrix2D) b).getWrappedObject();
068                    } else if (b instanceof HasColumnMajorDoubleArray1D) {
069                            b2 = new JBlasDenseDoubleMatrix2D(b.getRowCount(), b
070                                            .getColumnCount(), ((HasColumnMajorDoubleArray1D) b)
071                                            .getColumnMajorDoubleArray1D()).getWrappedObject();
072                    } else {
073                            b2 = new JBlasDenseDoubleMatrix2D(b).getWrappedObject();
074                    }
075    
076                    final DoubleMatrix x = Solve.solvePositive(a2, b2);
077                    return new JBlasDenseDoubleMatrix2D(x);
078            }
079    
080    }