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.core.doublematrix.calculation.general.decomposition;
025    
026    import org.ujmp.core.Coordinates;
027    import org.ujmp.core.Matrix;
028    import org.ujmp.core.doublematrix.calculation.AbstractDoubleCalculation;
029    import org.ujmp.core.exceptions.MatrixException;
030    import org.ujmp.core.util.UJMPSettings;
031    
032    public class Pinv extends AbstractDoubleCalculation {
033            private static final long serialVersionUID = 7886298456216056038L;
034    
035            private Matrix pinv = null;
036    
037            public Pinv(Matrix matrix) {
038                    super(matrix);
039            }
040    
041            
042            public double getDouble(long... coordinates) throws MatrixException {
043                    if (pinv == null) {
044    
045                            Matrix[] ms = getSource().svd();
046                            Matrix u = ms[0];
047                            Matrix s = ms[1];
048                            Matrix v = ms[2];
049    
050                            for (int i = (int) Math.min(s.getRowCount(), s.getColumnCount()); --i >= 0;) {
051                                    double d = s.getAsDouble(i, i);
052                                    if (Math.abs(d) > UJMPSettings.getTolerance()) {
053                                            s.setAsDouble(1.0 / d, i, i);
054                                    }
055                            }
056    
057                            pinv = v.mtimes(s.transpose()).mtimes(u.transpose());
058    
059                    }
060                    return pinv.getAsDouble(coordinates);
061            }
062    
063            
064            public long[] getSize() {
065                    return Coordinates.transpose(getSource().getSize());
066            }
067    
068    }