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.Cholesky;
027    import org.ojalgo.matrix.decomposition.CholeskyDecomposition;
028    import org.ojalgo.matrix.store.PrimitiveDenseStore;
029    import org.ujmp.core.Matrix;
030    import org.ujmp.ojalgo.OjalgoDenseDoubleMatrix2D;
031    
032    public class SolveSPD
033                    implements
034                    org.ujmp.core.doublematrix.calculation.general.decomposition.SolveSPD<Matrix> {
035    
036            public static SolveSPD INSTANCE = new SolveSPD();
037    
038            public Matrix calc(Matrix a, Matrix b) {
039                    PrimitiveDenseStore a2 = null;
040                    PrimitiveDenseStore b2 = null;
041                    if (a instanceof OjalgoDenseDoubleMatrix2D) {
042                            a2 = ((OjalgoDenseDoubleMatrix2D) a).getWrappedObject();
043                    } else {
044                            a2 = new OjalgoDenseDoubleMatrix2D(a).getWrappedObject();
045                    }
046                    if (b instanceof OjalgoDenseDoubleMatrix2D) {
047                            b2 = ((OjalgoDenseDoubleMatrix2D) b).getWrappedObject();
048                    } else {
049                            b2 = new OjalgoDenseDoubleMatrix2D(b).getWrappedObject();
050                    }
051                    final Cholesky<Double> chol = CholeskyDecomposition.makePrimitive();
052                    chol.compute(a2);
053                    return new OjalgoDenseDoubleMatrix2D(chol.solve(b2));
054            }
055    
056    }