Examples with ComplexNumber org.ojalgo.scalar.ComplexNumber used on opensource projects

Example 16 with ComplexNumber

use of org.ojalgo.scalar.ComplexNumber in project ojAlgo by optimatika.

the class ConvexSolver method validate.

/**
 * Should validate the solver data/input/structue. Even "expensive" validation can be performed as the
 * method should only be called if {@linkplain Optimisation.Options#validate} is set to true. In addition
 * to returning true or false the implementation should set the state to either
 * {@linkplain Optimisation.State#VALID} or {@linkplain Optimisation.State#INVALID} (or possibly
 * {@linkplain Optimisation.State#FAILED}). Typically the method should be called at the very beginning of
 * the solve-method.
 *
 * @return Is the solver instance valid?
 */
protected boolean validate() {
    final MatrixStore<Double> tmpQ = this.getMatrixQ();
    final MatrixStore<Double> tmpC = this.getMatrixC();
    if ((tmpQ == null) || (tmpC == null)) {
        throw new IllegalArgumentException("Neither Q nor C may be null!");
    }
    if (!MatrixUtils.isHermitian(tmpQ)) {
        if (this.isDebug()) {
            this.log("Q not symmetric!", tmpQ);
        }
        throw new IllegalArgumentException("Q must be symmetric!");
    }
    if (!mySolverQ.isSPD()) {
        // Not symmetric positive definite. Check if at least positive semidefinite.
        final Eigenvalue<Double> tmpEvD = Eigenvalue.PRIMITIVE.make(true);
        tmpEvD.computeValuesOnly(tmpQ);
        final Array1D<ComplexNumber> tmpEigenvalues = tmpEvD.getEigenvalues();
        tmpEvD.reset();
        for (final ComplexNumber tmpValue : tmpEigenvalues) {
            if ((tmpValue.doubleValue() < ZERO) || !tmpValue.isReal()) {
                if (this.isDebug()) {
                    this.log("Q not positive semidefinite!");
                    this.log("The eigenvalues are: {}", tmpEigenvalues);
                }
                throw new IllegalArgumentException("Q must be positive semidefinite!");
            }
        }
    }
    this.setState(State.VALID);
    return true;
}

Example 17 with ComplexNumber

use of org.ojalgo.scalar.ComplexNumber in project ojAlgo by optimatika.

the class DecompositionProblems method testP20111213square.

/**
 * A user reported problems solving complex valued (overdetermined) equation systemes.
 */
@Test
@Tag("unstable")
public void testP20111213square() {
    final int tmpDim = Uniform.randomInteger(2, 6);
    final PhysicalStore<ComplexNumber> tmpSquare = MatrixUtils.makeRandomComplexStore(tmpDim, tmpDim);
    final MatrixStore<ComplexNumber> tmpHermitian = tmpSquare.conjugate().multiply(tmpSquare);
    final PhysicalStore<ComplexNumber> tmpExpected = ComplexDenseStore.FACTORY.makeEye(tmpDim, tmpDim);
    MatrixStore<ComplexNumber> tmpActual;
    @SuppressWarnings("unchecked") final MatrixDecomposition<ComplexNumber>[] tmpCmplxDecomps = new MatrixDecomposition[] { Bidiagonal.COMPLEX.make(), Cholesky.COMPLEX.make(), Eigenvalue.COMPLEX.make(MatrixDecomposition.TYPICAL, true), /*
                              * , HessenbergDecomposition. makeComplex()
                              */
    LU.COMPLEX.make(), QR.COMPLEX.make(), SingularValue.COMPLEX.make() /*
                                              * , TridiagonalDecomposition . makeComplex ( )
                                              */
    };
    for (final MatrixDecomposition<ComplexNumber> tmpDecomposition : tmpCmplxDecomps) {
        tmpDecomposition.decompose(tmpHermitian);
        if (MatrixDecompositionTests.DEBUG) {
            BasicLogger.debug(tmpDecomposition.toString());
            BasicLogger.debug("Original", tmpHermitian);
            BasicLogger.debug("Recretaed", tmpDecomposition.reconstruct());
        }
        TestUtils.assertEquals("Recreation: " + tmpDecomposition.toString(), tmpHermitian, tmpDecomposition.reconstruct(), new NumberContext(8, 5));
        if ((tmpDecomposition instanceof MatrixDecomposition.Solver<?>) && ((Solver) tmpDecomposition).isSolvable()) {
            tmpActual = ((Solver) tmpDecomposition).getSolution(tmpHermitian);
            if (MatrixDecompositionTests.DEBUG) {
                BasicLogger.debug("Actual", tmpActual);
            }
            TestUtils.assertEquals("Solving: " + tmpDecomposition.toString(), tmpExpected, tmpActual, new NumberContext(7, 6));
        }
    }
}

Example 18 with ComplexNumber

use of org.ojalgo.scalar.ComplexNumber in project ojAlgo by optimatika.

the class DecompositionProblems method testP20111213tall.

/**
 * A user reported problems solving complex valued (overdetermined) equation systemes.
 */
@Test
public void testP20111213tall() {
    final int tmpDim = Uniform.randomInteger(2, 6);
    final PhysicalStore<ComplexNumber> original = MatrixUtils.makeRandomComplexStore(tmpDim + tmpDim, tmpDim);
    final PhysicalStore<ComplexNumber> identity = ComplexDenseStore.FACTORY.makeEye(tmpDim, tmpDim);
    MatrixStore<ComplexNumber> solution;
    @SuppressWarnings("unchecked") final MatrixDecomposition<ComplexNumber>[] tmpCmplxDecomps = new MatrixDecomposition[] { QR.COMPLEX.make(), SingularValue.COMPLEX.make(), Bidiagonal.COMPLEX.make() };
    for (final MatrixDecomposition<ComplexNumber> decomp : tmpCmplxDecomps) {
        decomp.decompose(original);
        if (MatrixDecompositionTests.DEBUG) {
            BasicLogger.debug(decomp.toString());
            BasicLogger.debug("Original", original);
            BasicLogger.debug("Recretaed", decomp.reconstruct());
        }
        TestUtils.assertEquals(decomp.toString(), original, decomp.reconstruct(), new NumberContext(7, 5));
        if ((decomp instanceof MatrixDecomposition.Solver<?>) && ((Solver<ComplexNumber>) decomp).isSolvable()) {
            solution = ((Solver<ComplexNumber>) decomp).getSolution(original);
            if (MatrixDecompositionTests.DEBUG) {
                BasicLogger.debug("Actual", solution);
            }
            TestUtils.assertEquals(decomp.toString(), identity, solution, new NumberContext(7, 6));
        }
    }
}

Example 19 with ComplexNumber

use of org.ojalgo.scalar.ComplexNumber in project ojAlgo by optimatika.

the class DegenerateLUCase method testComplex.

@Test
public void testComplex() {
    final NumberContext tmpEvalContext = new NumberContext(7, 4);
    final BasicMatrix tmpMtrxA = RationalMatrix.FACTORY.makeZero(SimpleEquationCase.getBody().countRows(), (int) SimpleEquationCase.getBody().countColumns()).mergeColumns(SimpleEquationCase.getBody()).mergeColumns(SimpleEquationCase.getBody());
    final LU<ComplexNumber> tmpComplexDecomp = LU.COMPLEX.make();
    tmpComplexDecomp.decompose(ComplexDenseStore.FACTORY.copy(tmpMtrxA));
    // System.out.println("A: " + tmpMtrxA.enforce(tmpEvalContext));
    // System.out.println("P: " + new ComplexMatrix(tmpComplexDecomp.getP()).enforce(tmpEvalContext));
    // System.out.println("L: " + new ComplexMatrix(tmpComplexDecomp.getL()).enforce(tmpEvalContext));
    // System.out.println("PL: " + new ComplexMatrix(tmpComplexDecomp.getP().multiplyRight(tmpComplexDecomp.getL())).enforce(tmpEvalContext));
    // System.out.println("D: " + new ComplexMatrix(tmpComplexDecomp.getD()).enforce(tmpEvalContext));
    // System.out.println("U: " + new ComplexMatrix(tmpComplexDecomp.getU()).enforce(tmpEvalContext));
    // System.out.println("DU: " + new ComplexMatrix(tmpComplexDecomp.getD().multiplyRight(tmpComplexDecomp.getU())).enforce(tmpEvalContext));
    TestUtils.assertEquals(ComplexDenseStore.FACTORY.copy(tmpMtrxA), tmpComplexDecomp, tmpEvalContext);
}

Example 20 with ComplexNumber

use of org.ojalgo.scalar.ComplexNumber in project ojAlgo by optimatika.

the class EigenvalueTest method testRandomSymmetricValuesOnly.

@Test
public void testRandomSymmetricValuesOnly() {
    final NumberContext evaluationContext = NumberContext.getGeneral(MathContext.DECIMAL32);
    for (int dim = 1; dim < 10; dim++) {
        final PrimitiveDenseStore matrix = MatrixUtils.makeSPD(dim);
        for (final Eigenvalue<Double> decomp : MatrixDecompositionTests.getEigenvaluePrimitiveSymmetric()) {
            decomp.decompose(matrix);
            TestUtils.assertEquals(matrix, decomp, evaluationContext);
            final Array1D<ComplexNumber> expected = decomp.getEigenvalues();
            decomp.computeValuesOnly(matrix);
            final Array1D<ComplexNumber> actual = decomp.getEigenvalues();
            TestUtils.assertEquals(expected, actual, evaluationContext);
        }
    }
}