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 }