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.DoubleMatrix; 027 import org.jblas.Solve; 028 import org.ujmp.core.Matrix; 029 import org.ujmp.core.interfaces.HasColumnMajorDoubleArray1D; 030 import org.ujmp.jblas.JBlasDenseDoubleMatrix2D; 031 032 public class InvSPD 033 implements 034 org.ujmp.core.doublematrix.calculation.general.decomposition.InvSPD<Matrix> { 035 036 public static final InvSPD INSTANCE = new InvSPD(); 037 038 public Matrix calc(Matrix source) { 039 final DoubleMatrix m1; 040 if (source instanceof JBlasDenseDoubleMatrix2D) { 041 m1 = ((JBlasDenseDoubleMatrix2D) source).getWrappedObject(); 042 } else if (source instanceof HasColumnMajorDoubleArray1D) { 043 m1 = new JBlasDenseDoubleMatrix2D(source.getRowCount(), source 044 .getColumnCount(), ((HasColumnMajorDoubleArray1D) source) 045 .getColumnMajorDoubleArray1D()).getWrappedObject(); 046 } else { 047 m1 = new JBlasDenseDoubleMatrix2D(source).getWrappedObject(); 048 } 049 050 final DoubleMatrix I = DoubleMatrix.eye(m1.getRows()); 051 final DoubleMatrix result = Solve.solvePositive(m1, I); 052 return new JBlasDenseDoubleMatrix2D(result); 053 } 054 }