/**
* Returns the result of postmultiplying {@code this} by {@code m}.
*
* @param m matrix to postmultiply by
* @return {@code this * m}
* @throws DimensionMismatchException if {@code columnDimension(this) != rowDimension(m)}
*/
public Array2DRowRealMatrix multiply(final Array2DRowRealMatrix m)
throws DimensionMismatchException {
MatrixUtils.checkMultiplicationCompatible(this, m);
final int nRows = this.getRowDimension();
final int nCols = m.getColumnDimension();
final int nSum = this.getColumnDimension();
final double[][] outData = new double[nRows][nCols];
// Will hold a column of "m".
final double[] mCol = new double[nSum];
final double[][] mData = m.data;
// Multiply.
for (int col = 0; col < nCols; col++) {
// Copy all elements of column "col" of "m" so that
// will be in contiguous memory.
for (int mRow = 0; mRow < nSum; mRow++) {
mCol[mRow] = mData[mRow][col];
}
for (int row = 0; row < nRows; row++) {
final double[] dataRow = data[row];
double sum = 0;
for (int i = 0; i < nSum; i++) {
sum += dataRow[i] * mCol[i];
}
outData[row][col] = sum;
}
}
return new Array2DRowRealMatrix(outData, false);
}
/**
* Function to compute Cholesky decomposition of the given input matrix. The input must be a real
* symmetric positive-definite matrix.
*
* @param in commons-math3 Array2DRowRealMatrix
* @return matrix block
* @throws DMLRuntimeException if DMLRuntimeException occurs
*/
private static MatrixBlock computeCholesky(Array2DRowRealMatrix in) throws DMLRuntimeException {
if (!in.isSquare())
throw new DMLRuntimeException(
"Input to cholesky() must be square matrix -- given: a "
+ in.getRowDimension()
+ "x"
+ in.getColumnDimension()
+ " matrix.");
CholeskyDecomposition cholesky = new CholeskyDecomposition(in);
RealMatrix rmL = cholesky.getL();
return DataConverter.convertToMatrixBlock(rmL.getData());
}
/**
* Function to compute matrix inverse via matrix decomposition.
*
* @param in commons-math3 Array2DRowRealMatrix
* @return matrix block
* @throws DMLRuntimeException if DMLRuntimeException occurs
*/
private static MatrixBlock computeMatrixInverse(Array2DRowRealMatrix in)
throws DMLRuntimeException {
if (!in.isSquare())
throw new DMLRuntimeException(
"Input to inv() must be square matrix -- given: a "
+ in.getRowDimension()
+ "x"
+ in.getColumnDimension()
+ " matrix.");
QRDecomposition qrdecompose = new QRDecomposition(in);
DecompositionSolver solver = qrdecompose.getSolver();
RealMatrix inverseMatrix = solver.getInverse();
return DataConverter.convertToMatrixBlock(inverseMatrix.getData());
}