commons-commits mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From celes...@apache.org
Subject svn commit: r1173481 - in /commons/proper/math/trunk/src: main/java/org/apache/commons/math/filter/ main/java/org/apache/commons/math/linear/ test/java/org/apache/commons/math/linear/
Date Wed, 21 Sep 2011 03:45:37 GMT
Author: celestin
Date: Wed Sep 21 03:45:37 2011
New Revision: 1173481

URL: http://svn.apache.org/viewvc?rev=1173481&view=rev
Log:
Merged CholeskyDecomposition and CholeskyDecompositionImpl (see MATH-662).

Added:
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/CholeskyDecomposition.java
      - copied, changed from r1173471, commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/CholeskyDecompositionImpl.java
    commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/CholeskyDecompositionTest.java
      - copied, changed from r1173475, commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/CholeskyDecompositionImplTest.java
Removed:
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/CholeskyDecompositionImpl.java
    commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/CholeskyDecompositionImplTest.java
Modified:
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/filter/KalmanFilter.java
    commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/CholeskySolverTest.java

Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math/filter/KalmanFilter.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/filter/KalmanFilter.java?rev=1173481&r1=1173480&r2=1173481&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/filter/KalmanFilter.java
(original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/filter/KalmanFilter.java
Wed Sep 21 03:45:37 2011
@@ -19,7 +19,7 @@ package org.apache.commons.math.filter;
 import org.apache.commons.math.exception.DimensionMismatchException;
 import org.apache.commons.math.linear.Array2DRowRealMatrix;
 import org.apache.commons.math.linear.ArrayRealVector;
-import org.apache.commons.math.linear.CholeskyDecompositionImpl;
+import org.apache.commons.math.linear.CholeskyDecomposition;
 import org.apache.commons.math.linear.DecompositionSolver;
 import org.apache.commons.math.linear.MatrixDimensionMismatchException;
 import org.apache.commons.math.linear.MatrixUtils;
@@ -355,7 +355,7 @@ public class KalmanFilter {
         // invert S
         // as the error covariance matrix is a symmetric positive
         // semi-definite matrix, we can use the cholesky decomposition
-        DecompositionSolver solver = new CholeskyDecompositionImpl(s).getSolver();
+        DecompositionSolver solver = new CholeskyDecomposition(s).getSolver();
         RealMatrix invertedS = solver.getInverse();
 
         // Inn = z(k) - H * xHat(k)-

Copied: commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/CholeskyDecomposition.java
(from r1173471, commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/CholeskyDecompositionImpl.java)
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/CholeskyDecomposition.java?p2=commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/CholeskyDecomposition.java&p1=commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/CholeskyDecompositionImpl.java&r1=1173471&r2=1173481&rev=1173481&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/CholeskyDecompositionImpl.java
(original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/CholeskyDecomposition.java
Wed Sep 21 03:45:37 2011
@@ -26,13 +26,26 @@ import org.apache.commons.math.util.Fast
  * <p>The Cholesky decomposition of a real symmetric positive-definite
  * matrix A consists of a lower triangular matrix L with same size such
  * that: A = LL<sup>T</sup>. In a sense, this is the square root of A.</p>
+ * <p>This class is based on the class with similar name from the
+ * <a href="http://math.nist.gov/javanumerics/jama/">JAMA</a> library, with the
+ * following changes:</p>
+ * <ul>
+ *   <li>a {@link #getLT() getLT} method has been added,</li>
+ *   <li>the {@code isspd} method has been removed, since the constructor of
+ *   this class throws a {@link NonPositiveDefiniteMatrixException} when a
+ *   matrix cannot be decomposed,</li>
+ *   <li>a {@link #getDeterminant() getDeterminant} method has been added,</li>
+ *   <li>the {@code solve} method has been replaced by a {@link #getSolver()
+ *   getSolver} method and the equivalent method provided by the returned
+ *   {@link DecompositionSolver}.</li>
+ * </ul>
  *
  * @see <a href="http://mathworld.wolfram.com/CholeskyDecomposition.html">MathWorld</a>
  * @see <a href="http://en.wikipedia.org/wiki/Cholesky_decomposition">Wikipedia</a>
  * @version $Id$
  * @since 2.0
  */
-public class CholeskyDecompositionImpl implements CholeskyDecomposition {
+public class CholeskyDecomposition {
     /**
      * Default threshold above which off-diagonal elements are considered too different
      * and matrix not symmetric.
@@ -68,7 +81,7 @@ public class CholeskyDecompositionImpl i
      * @see #DEFAULT_RELATIVE_SYMMETRY_THRESHOLD
      * @see #DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD
      */
-    public CholeskyDecompositionImpl(final RealMatrix matrix) {
+    public CholeskyDecomposition(final RealMatrix matrix) {
         this(matrix, DEFAULT_RELATIVE_SYMMETRY_THRESHOLD,
              DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD);
     }
@@ -88,7 +101,7 @@ public class CholeskyDecompositionImpl i
      * @see #DEFAULT_RELATIVE_SYMMETRY_THRESHOLD
      * @see #DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD
      */
-    public CholeskyDecompositionImpl(final RealMatrix matrix,
+    public CholeskyDecomposition(final RealMatrix matrix,
                                      final double relativeSymmetryThreshold,
                                      final double absolutePositivityThreshold) {
         if (!matrix.isSquare()) {
@@ -142,7 +155,11 @@ public class CholeskyDecompositionImpl i
         }
     }
 
-    /** {@inheritDoc} */
+    /**
+     * Returns the matrix L of the decomposition.
+     * <p>L is an lower-triangular matrix</p>
+     * @return the L matrix
+     */
     public RealMatrix getL() {
         if (cachedL == null) {
             cachedL = getLT().transpose();
@@ -150,7 +167,11 @@ public class CholeskyDecompositionImpl i
         return cachedL;
     }
 
-    /** {@inheritDoc} */
+    /**
+     * Returns the transpose of the matrix L of the decomposition.
+     * <p>L<sup>T</sup> is an upper-triangular matrix</p>
+     * @return the transpose of the matrix L of the decomposition
+     */
     public RealMatrix getLT() {
 
         if (cachedLT == null) {
@@ -161,7 +182,10 @@ public class CholeskyDecompositionImpl i
         return cachedLT;
     }
 
-    /** {@inheritDoc} */
+    /**
+     * Return the determinant of the matrix
+     * @return determinant of the matrix
+     */
     public double getDeterminant() {
         double determinant = 1.0;
         for (int i = 0; i < lTData.length; ++i) {
@@ -171,7 +195,10 @@ public class CholeskyDecompositionImpl i
         return determinant;
     }
 
-    /** {@inheritDoc} */
+    /**
+     * Get a solver for finding the A &times; X = B solution in least square sense.
+     * @return a solver
+     */
     public DecompositionSolver getSolver() {
         return new Solver(lTData);
     }

Copied: commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/CholeskyDecompositionTest.java
(from r1173475, commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/CholeskyDecompositionImplTest.java)
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/CholeskyDecompositionTest.java?p2=commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/CholeskyDecompositionTest.java&p1=commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/CholeskyDecompositionImplTest.java&r1=1173475&r2=1173481&rev=1173481&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/CholeskyDecompositionImplTest.java
(original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/CholeskyDecompositionTest.java
Wed Sep 21 03:45:37 2011
@@ -20,7 +20,7 @@ package org.apache.commons.math.linear;
 import org.junit.Test;
 import org.junit.Assert;
 
-public class CholeskyDecompositionImplTest {
+public class CholeskyDecompositionTest {
 
     private double[][] testData = new double[][] {
             {  1,  2,   4,   7,  11 },
@@ -33,8 +33,8 @@ public class CholeskyDecompositionImplTe
     /** test dimensions */
     @Test
     public void testDimensions() {
-        CholeskyDecompositionImpl llt =
-            new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(testData));
+        CholeskyDecomposition llt =
+            new CholeskyDecomposition(MatrixUtils.createRealMatrix(testData));
         Assert.assertEquals(testData.length, llt.getL().getRowDimension());
         Assert.assertEquals(testData.length, llt.getL().getColumnDimension());
         Assert.assertEquals(testData.length, llt.getLT().getRowDimension());
@@ -44,7 +44,7 @@ public class CholeskyDecompositionImplTe
     /** test non-square matrix */
     @Test(expected = NonSquareMatrixException.class)
     public void testNonSquare() {
-        new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(new double[3][2]));
+        new CholeskyDecomposition(MatrixUtils.createRealMatrix(new double[3][2]));
     }
 
     /** test non-symmetric matrix */
@@ -52,13 +52,13 @@ public class CholeskyDecompositionImplTe
     public void testNotSymmetricMatrixException() {
         double[][] changed = testData.clone();
         changed[0][changed[0].length - 1] += 1.0e-5;
-        new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(changed));
+        new CholeskyDecomposition(MatrixUtils.createRealMatrix(changed));
     }
 
     /** test non positive definite matrix */
     @Test(expected = NonPositiveDefiniteMatrixException.class)
     public void testNotPositiveDefinite() {
-        new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(new double[][] {
+        new CholeskyDecomposition(MatrixUtils.createRealMatrix(new double[][] {
                 { 14, 11, 13, 15, 24 },
                 { 11, 34, 13, 8,  25 },
                 { 13, 13, 14, 15, 21 },
@@ -69,7 +69,7 @@ public class CholeskyDecompositionImplTe
 
     @Test(expected = NonPositiveDefiniteMatrixException.class)
     public void testMath274() {
-        new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(new double[][] {
+        new CholeskyDecomposition(MatrixUtils.createRealMatrix(new double[][] {
                 { 0.40434286, -0.09376327, 0.30328980, 0.04909388 },
                 {-0.09376327,  0.10400408, 0.07137959, 0.04762857 },
                 { 0.30328980,  0.07137959, 0.30458776, 0.04882449 },
@@ -82,7 +82,7 @@ public class CholeskyDecompositionImplTe
     @Test
     public void testAEqualLLT() {
         RealMatrix matrix = MatrixUtils.createRealMatrix(testData);
-        CholeskyDecompositionImpl llt = new CholeskyDecompositionImpl(matrix);
+        CholeskyDecomposition llt = new CholeskyDecomposition(matrix);
         RealMatrix l  = llt.getL();
         RealMatrix lt = llt.getLT();
         double norm = l.multiply(lt).subtract(matrix).getNorm();
@@ -93,7 +93,7 @@ public class CholeskyDecompositionImplTe
     @Test
     public void testLLowerTriangular() {
         RealMatrix matrix = MatrixUtils.createRealMatrix(testData);
-        RealMatrix l = new CholeskyDecompositionImpl(matrix).getL();
+        RealMatrix l = new CholeskyDecomposition(matrix).getL();
         for (int i = 0; i < l.getRowDimension(); i++) {
             for (int j = i + 1; j < l.getColumnDimension(); j++) {
                 Assert.assertEquals(0.0, l.getEntry(i, j), 0.0);
@@ -105,7 +105,7 @@ public class CholeskyDecompositionImplTe
     @Test
     public void testLTTransposed() {
         RealMatrix matrix = MatrixUtils.createRealMatrix(testData);
-        CholeskyDecompositionImpl llt = new CholeskyDecompositionImpl(matrix);
+        CholeskyDecomposition llt = new CholeskyDecomposition(matrix);
         RealMatrix l  = llt.getL();
         RealMatrix lt = llt.getLT();
         double norm = l.subtract(lt.transpose()).getNorm();
@@ -122,8 +122,8 @@ public class CholeskyDecompositionImplTe
                 {  7,  8,  9, 10,  0 },
                 { 11, 12, 13, 14, 15 }
         });
-       CholeskyDecompositionImpl llt =
-            new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(testData));
+       CholeskyDecomposition llt =
+            new CholeskyDecomposition(MatrixUtils.createRealMatrix(testData));
 
         // check values against known references
         RealMatrix l = llt.getL();

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/CholeskySolverTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/CholeskySolverTest.java?rev=1173481&r1=1173480&r2=1173481&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/CholeskySolverTest.java
(original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/CholeskySolverTest.java
Wed Sep 21 03:45:37 2011
@@ -36,7 +36,7 @@ public class CholeskySolverTest {
     @Test
     public void testSolveDimensionErrors() {
         DecompositionSolver solver =
-            new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(testData)).getSolver();
+            new CholeskyDecomposition(MatrixUtils.createRealMatrix(testData)).getSolver();
         RealMatrix b = MatrixUtils.createRealMatrix(new double[2][2]);
         try {
             solver.solve(b);
@@ -62,7 +62,7 @@ public class CholeskySolverTest {
     @Test
     public void testSolve() {
         DecompositionSolver solver =
-            new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(testData)).getSolver();
+            new CholeskyDecomposition(MatrixUtils.createRealMatrix(testData)).getSolver();
         RealMatrix b = MatrixUtils.createRealMatrix(new double[][] {
                 {   78,  -13,    1 },
                 {  414,  -62,   -1 },
@@ -106,7 +106,7 @@ public class CholeskySolverTest {
     }
 
     private double getDeterminant(RealMatrix m) {
-        return new CholeskyDecompositionImpl(m).getDeterminant();
+        return new CholeskyDecomposition(m).getDeterminant();
     }
 
 }



Mime
View raw message