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.ojalgo.calculation;
025    
026    import org.ojalgo.matrix.decomposition.CholeskyDecomposition;
027    import org.ojalgo.matrix.store.MatrixStore;
028    import org.ujmp.core.Matrix;
029    import org.ujmp.ojalgo.OjalgoDenseDoubleMatrix2D;
030    
031    public class InvSPD
032                    implements
033                    org.ujmp.core.doublematrix.calculation.general.decomposition.InvSPD<Matrix> {
034    
035            public static InvSPD INSTANCE = new InvSPD();
036    
037            public Matrix calc(Matrix source) {
038                    MatrixStore<Double> matrix = null;
039                    if (source instanceof OjalgoDenseDoubleMatrix2D) {
040                            matrix = ((OjalgoDenseDoubleMatrix2D) source).getWrappedObject();
041                    } else {
042                            matrix = new OjalgoDenseDoubleMatrix2D(source).getWrappedObject();
043                    }
044                    return new OjalgoDenseDoubleMatrix2D(CholeskyDecomposition
045                                    .makePrimitive().invert(matrix));
046            }
047    }