/**
* Function to perform LU decomposition on a given matrix.
*
* @param in matrix object
* @return array of matrix blocks
* @throws DMLRuntimeException if DMLRuntimeException occurs
*/
private static MatrixBlock[] computeLU(MatrixObject in) throws DMLRuntimeException {
if (in.getNumRows() != in.getNumColumns()) {
throw new DMLRuntimeException(
"LU Decomposition can only be done on a square matrix. Input matrix is rectangular (rows="
+ in.getNumRows()
+ ", cols="
+ in.getNumColumns()
+ ")");
}
Array2DRowRealMatrix matrixInput = DataConverter.convertToArray2DRowRealMatrix(in);
// Perform LUP decomposition
LUDecomposition ludecompose = new LUDecomposition(matrixInput);
RealMatrix P = ludecompose.getP();
RealMatrix L = ludecompose.getL();
RealMatrix U = ludecompose.getU();
// Read the results into native format
MatrixBlock mbP = DataConverter.convertToMatrixBlock(P.getData());
MatrixBlock mbL = DataConverter.convertToMatrixBlock(L.getData());
MatrixBlock mbU = DataConverter.convertToMatrixBlock(U.getData());
return new MatrixBlock[] {mbP, mbL, mbU};
}
public AbstractConfirmatoryFactorAnalysisEstimator(
ConfirmatoryFactorAnalysisModel model, RealMatrix varcov, double numberOfExaminees) {
this.model = model;
this.varcov = varcov;
this.numberOfExaminees = numberOfExaminees;
this.nItems = model.getNumberOfItems();
LUDecomposition CVLUD = new LUDecomposition(varcov);
VCinv = CVLUD.getSolver().getInverse();
}