/** Solves for <code>B</code>, overwriting it on return */
public DenseMatrix solve(DenseMatrix B) throws MatrixNotSPDException {
if (notspd) throw new MatrixNotSPDException();
if (B.numRows() != n) throw new IllegalArgumentException("B.numRows() != n");
intW info = new intW(0);
if (upper)
LAPACK
.getInstance()
.dpptrs(
UpLo.Upper.netlib(),
Cu.numRows(),
B.numColumns(),
Cu.getData(),
B.getData(),
Matrices.ld(Cu.numRows()),
info);
else
LAPACK
.getInstance()
.dpptrs(
UpLo.Lower.netlib(),
Cl.numRows(),
B.numColumns(),
Cl.getData(),
B.getData(),
Matrices.ld(Cl.numRows()),
info);
if (info.val < 0) throw new IllegalArgumentException();
return B;
}
@Override
public RQ factor(DenseMatrix A) {
if (Q.numRows() != A.numRows())
throw new IllegalArgumentException("Q.numRows() != A.numRows()");
else if (Q.numColumns() != A.numColumns())
throw new IllegalArgumentException("Q.numColumns() != A.numColumns()");
else if (R == null) throw new IllegalArgumentException("R == null");
/*
* Calculate factorisation, and extract the triangular factor
*/
intW info = new intW(0);
LAPACK.getInstance().dgerqf(m, n, A.getData(), Matrices.ld(m), tau, work, work.length, info);
if (info.val < 0) throw new IllegalArgumentException();
R.zero();
for (MatrixEntry e : A)
if (e.column() >= (n - m) + e.row()) R.set(e.row(), e.column() - (n - m), e.get());
/*
* Generate the orthogonal matrix
*/
info.val = 0;
LAPACK
.getInstance()
.dorgrq(m, n, k, A.getData(), Matrices.ld(m), tau, workGen, workGen.length, info);
if (info.val < 0) throw new IllegalArgumentException();
Q.set(A);
return this;
}
