/** 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;
}
private PackCholesky decompose(AbstractPackMatrix A) {
if (n != A.numRows()) throw new IllegalArgumentException("n != A.numRows()");
notspd = false;
intW info = new intW(0);
if (upper) LAPACK.getInstance().dpptrf(UpLo.Upper.netlib(), A.numRows(), A.getData(), info);
else LAPACK.getInstance().dpptrf(UpLo.Lower.netlib(), A.numRows(), A.getData(), info);
if (info.val > 0) notspd = true;
else if (info.val < 0) throw new IllegalArgumentException();
if (upper) Cu.set(A);
else Cl.set(A);
return this;
}
/**
* Computes the reciprocal condition number
*
* @param A The matrix this is a decomposition of
* @return The reciprocal condition number. Values close to unity indicate a well-conditioned
* system, while numbers close to zero do not.
*/
public double rcond(Matrix A) {
if (A.numRows() != n) throw new IllegalArgumentException("A.numRows() != n");
if (!A.isSquare()) throw new IllegalArgumentException("!A.isSquare()");
double anorm = A.norm(Norm.One);
double[] work = new double[3 * n];
int[] iwork = new int[n];
intW info = new intW(0);
doubleW rcond = new doubleW(0);
if (upper)
LAPACK
.getInstance()
.dppcon(UpLo.Upper.netlib(), n, Cu.getData(), anorm, rcond, work, iwork, info);
else
LAPACK
.getInstance()
.dppcon(UpLo.Lower.netlib(), n, Cl.getData(), anorm, rcond, work, iwork, info);
if (info.val < 0) throw new IllegalArgumentException();
return rcond.val;
}