use of org.apache.ignite.ml.math.exceptions.CardinalityException in project ignite by apache.
the class CholeskyDecomposition method solve.
/**
* Solve the linear equation A × X = B for matrices A.
*
* @param b right-hand side of the equation A × X = B
* @return a vector X that minimizes the two norm of A × X - B
* @throws CardinalityException if the vectors dimensions do not match
*/
public Vector solve(final Vector b) {
final int m = lTData.length;
if (b.size() != m)
throw new CardinalityException(b.size(), m);
final double[] x = b.getStorage().data();
// Solve LY = b
for (int j = 0; j < m; j++) {
final double[] lJ = lTData[j];
x[j] /= lJ[j];
final double xJ = x[j];
for (int i = j + 1; i < m; i++) x[i] -= xJ * lJ[i];
}
// Solve LTX = Y
for (int j = m - 1; j >= 0; j--) {
x[j] /= lTData[j][j];
final double xJ = x[j];
for (int i = 0; i < j; i++) x[i] -= xJ * lTData[i][j];
}
return likeVector(origin, m).assign(x);
}
use of org.apache.ignite.ml.math.exceptions.CardinalityException in project ignite by apache.
the class CholeskyDecomposition method solve.
/**
* Solve the linear equation A × X = B for matrices A.
*
* @param b right-hand side of the equation A × X = B
* @return a matrix X that minimizes the two norm of A × X - B
* @throws CardinalityException if the matrices dimensions do not match
*/
public Matrix solve(final Matrix b) {
final int m = lTData.length;
if (b.rowSize() != m)
throw new CardinalityException(b.rowSize(), m);
final int nColB = b.columnSize();
final double[][] x = b.getStorage().data();
// Solve LY = b
for (int j = 0; j < m; j++) {
final double[] lJ = lTData[j];
final double lJJ = lJ[j];
final double[] xJ = x[j];
for (int k = 0; k < nColB; ++k) xJ[k] /= lJJ;
for (int i = j + 1; i < m; i++) {
final double[] xI = x[i];
final double lJI = lJ[i];
for (int k = 0; k < nColB; ++k) xI[k] -= xJ[k] * lJI;
}
}
// Solve LTX = Y
for (int j = m - 1; j >= 0; j--) {
final double lJJ = lTData[j][j];
final double[] xJ = x[j];
for (int k = 0; k < nColB; ++k) xJ[k] /= lJJ;
for (int i = 0; i < j; i++) {
final double[] xI = x[i];
final double lIJ = lTData[i][j];
for (int k = 0; k < nColB; ++k) xI[k] -= xJ[k] * lIJ;
}
}
return like(origin, m, b.columnSize()).assign(x);
}
use of org.apache.ignite.ml.math.exceptions.CardinalityException in project ignite by apache.
the class LUDecomposition method solve.
/**
* @param b Matrix to solve using this decomposition.
* @return Solution matrix.
*/
public Matrix solve(Matrix b) {
final int m = pivot.size();
if (b.rowSize() != m)
throw new CardinalityException(b.rowSize(), m);
if (singular)
throw new SingularMatrixException();
final int nColB = b.columnSize();
// Apply permutations to b
final double[][] bp = new double[m][nColB];
for (int row = 0; row < m; row++) {
final double[] bpRow = bp[row];
final int pRow = (int) pivot.get(row);
for (int col = 0; col < nColB; col++) bpRow[col] = b.get(pRow, col);
}
// Solve LY = b
for (int col = 0; col < m; col++) {
final double[] bpCol = bp[col];
for (int i = col + 1; i < m; i++) {
final double[] bpI = bp[i];
final double luICol = lu.get(i, col);
for (int j = 0; j < nColB; j++) bpI[j] -= bpCol[j] * luICol;
}
}
// Solve UX = Y
for (int col = m - 1; col >= 0; col--) {
final double[] bpCol = bp[col];
final double luDiag = lu.getX(col, col);
for (int j = 0; j < nColB; j++) bpCol[j] /= luDiag;
for (int i = 0; i < col; i++) {
final double[] bpI = bp[i];
final double luICol = lu.get(i, col);
for (int j = 0; j < nColB; j++) bpI[j] -= bpCol[j] * luICol;
}
}
return b.like(b.rowSize(), b.columnSize()).assign(bp);
}
use of org.apache.ignite.ml.math.exceptions.CardinalityException in project ignite by apache.
the class AbstractMatrix method assignRow.
/** {@inheritDoc} */
@Override
public Matrix assignRow(int row, Vector vec) {
checkRowIndex(row);
int cols = columnSize();
if (cols != vec.size())
throw new CardinalityException(cols, vec.size());
if (sto.isArrayBased() && vec.getStorage().isArrayBased())
System.arraycopy(vec.getStorage().data(), 0, sto.data()[row], 0, cols);
else
for (int y = 0; y < cols; y++) storageSet(row, y, vec.getX(y));
return this;
}
use of org.apache.ignite.ml.math.exceptions.CardinalityException in project ignite by apache.
the class AbstractMatrix method times.
/** {@inheritDoc} */
@Override
public Matrix times(Matrix mtx) {
int cols = columnSize();
if (cols != mtx.rowSize())
throw new CardinalityException(cols, mtx.rowSize());
int rows = rowSize();
int mtxCols = mtx.columnSize();
Matrix res = like(rows, mtxCols);
for (int x = 0; x < rows; x++) for (int y = 0; y < mtxCols; y++) {
double sum = 0.0;
for (int k = 0; k < cols; k++) sum += getX(x, k) * mtx.getX(k, y);
res.setX(x, y, sum);
}
return res;
}
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