12,506,338 members (53,374 online)

13.9K views
7 bookmarked
Posted

# la4j - Linear Algebra for Java

, 14 Nov 2011 CPOL
Elegant and pure Java matrix library
 ```/* * Copyright 2011, Vladimir Kostyukov * * This file is part of la4j project (http://la4j.googlecode.com) * * Licensed under the Apache License, Version 2.0 (the "License"); * You may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package la4j.decomposition; import la4j.err.MatrixDecompositionException; import la4j.factory.Factory; import la4j.matrix.Matrix; import la4j.vector.Vector; public class QRDecompositor implements MatrixDecompositor { @Override public Matrix[] decompose(Matrix matrix, Factory factory) throws MatrixDecompositionException { if (matrix.rows() < matrix.columns()) throw new MatrixDecompositionException(); Matrix qr = matrix.clone(); Vector rdiag = factory.createVector(qr.columns()); for (int k = 0; k < qr.columns(); k++) { double norm = 0.0; for (int i = k; i < qr.rows(); i++) { norm = hypot(norm, qr.get(i, k)); } if (Math.abs(norm) > EPS) { if (qr.get(k, k) < 0.0) norm = -norm; for (int i = k; i < qr.rows(); i++) { qr.set(i, k, qr.get(i, k) / norm); } qr.set(k, k, qr.get(k, k) + 1.0); for (int j = k + 1; j < qr.columns(); j++) { double summand = 0.0; for (int i = k; i < qr.rows(); i++) { summand += qr.get(i, k) * qr.get(i, j); } summand = -summand / qr.get(k, k); for (int i = k; i < qr.rows(); i++) { qr.set(i, j, qr.get(i, j) + summand * qr.get(i, k)); } } } rdiag.set(k, norm); } Matrix q = factory.createMatrix(qr.rows(), qr.columns()); for (int k = q.columns() - 1; k >= 0; k--) { q.set(k, k, 1.0); for (int j = k; j < q.columns(); j++) { if (Math.abs(qr.get(k, k)) > EPS) { double summand = 0.0; for (int i = k; i < q.rows(); i++) { summand += qr.get(i, k) * q.get(i, j); } summand = -summand / qr.get(k, k); for (int i = k; i < q.rows(); i++) { q.set(i, j, q.get(i, j) + (summand * qr.get(i, k))); } } } } Matrix r = factory.createMatrix(qr.columns(), qr.columns()); for (int i = 0; i < r.columns(); i++) { for (int j = i; j < r.columns(); j++) { if (i < j) r.set(i, j, -qr.get(i, j)); else if (i == j) r.set(i, j, rdiag.get(i)); } } // TODO: fix it return new Matrix[] { q.multiply(-1), r }; } private double hypot(double a, double b) { double result; if (Math.abs(a) > Math.abs(b)) { result = b / a; result = Math.abs(a) * Math.sqrt(1 + result * result); } else if (b != 0) { result = a / b; result = Math.abs(b) * Math.sqrt(1 + result * result); } else { result = 0.0; } return result; } } ```

If a file you wish to view isn't highlighted, and is a text file (not binary), please let us know and we'll add colourisation support for it.