Re: svn commit: r1179935 - in /commons/proper/math/trunk/src: main/java/org/apache/commons/math/linear/ test/java/org/apache/commons/math/linear/

2011-10-07 Thread Luc Maisonobe 

Le 07/10/2011 07:21, gr...@apache.org a écrit :

Author: gregs
Date: Fri Oct  7 05:21:17 2011
New Revision: 1179935

URL: http://svn.apache.org/viewvc?rev=1179935view=rev
Log:
JIRA Math-630 First push of PivotingQRDecomposition

Added:
 
commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/PivotingQRDecomposition.java
 
commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/PivotingQRDecompositionTest.java
 
commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/PivotingQRSolverTest.java


Hello Greg,

It seems the files do not have the right subversion properties.
Could you check your global subversion settings and make sure 
[auto-props] is set correctly ?


Thanks
Luc



Added: 
commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/PivotingQRDecomposition.java
URL: 
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/PivotingQRDecomposition.java?rev=1179935view=auto
==
--- 
commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/PivotingQRDecomposition.java
 (added)
+++ 
commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/PivotingQRDecomposition.java
 Fri Oct  7 05:21:17 2011
@@ -0,0 +1,421 @@
+/*
+ * Copyright 2011 The Apache Software Foundation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the License);
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at
+ *
+ *  http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an AS IS BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.linear;
+
+import java.util.Arrays;
+import org.apache.commons.math.util.MathUtils;
+import org.apache.commons.math.ConvergenceException;
+import org.apache.commons.math.exception.DimensionMismatchException;
+import org.apache.commons.math.exception.util.LocalizedFormats;
+import org.apache.commons.math.util.FastMath;
+
+/**
+ *
+ * @author gregsterijevski
+ */
+public class PivotingQRDecomposition {
+
+private double[][] qr;
+/** The diagonal elements of R. */
+private double[] rDiag;
+/** Cached value of Q. */
+private RealMatrix cachedQ;
+/** Cached value of QT. */
+private RealMatrix cachedQT;
+/** Cached value of R. */
+private RealMatrix cachedR;
+/** Cached value of H. */
+private RealMatrix cachedH;
+/** permutation info */
+private int[] permutation;
+/** the rank **/
+private int rank;
+/** vector of column multipliers */
+private double[] beta;
+
+public boolean isSingular() {
+return rank != qr[0].length;
+}
+
+public int getRank() {
+return rank;
+}
+
+public int[] getOrder() {
+return MathUtils.copyOf(permutation);
+}
+
+public PivotingQRDecomposition(RealMatrix matrix) throws 
ConvergenceException {
+this(matrix, 1.0e-16, true);
+}
+
+public PivotingQRDecomposition(RealMatrix matrix, boolean allowPivot) 
throws ConvergenceException {
+this(matrix, 1.0e-16, allowPivot);
+}
+
+public PivotingQRDecomposition(RealMatrix matrix, double 
qrRankingThreshold,
+boolean allowPivot) throws ConvergenceException {
+final int rows = matrix.getRowDimension();
+final int cols = matrix.getColumnDimension();
+qr = matrix.getData();
+rDiag = new double[cols];
+//final double[] norms = new double[cols];
+this.beta = new double[cols];
+this.permutation = new int[cols];
+cachedQ = null;
+cachedQT = null;
+cachedR = null;
+cachedH = null;
+
+/*- initialize the permutation vector and calculate the norms */
+for (int k = 0; k  cols; ++k) {
+permutation[k] = k;
+}
+// transform the matrix column after column
+for (int k = 0; k  cols; ++k) {
+// select the column with the greatest norm on active components
+int nextColumn = -1;
+double ak2 = Double.NEGATIVE_INFINITY;
+if (allowPivot) {
+for (int i = k; i  cols; ++i) {
+double norm2 = 0;
+for (int j = k; j  rows; ++j) {
+final double aki = qr[j][permutation[i]];
+norm2 += aki * aki;
+}
+if (Double.isInfinite(norm2) || Double.isNaN(norm2)) {
+throw new 
ConvergenceException(LocalizedFormats.UNABLE_TO_PERFORM_QR_DECOMPOSITION_ON_JACOBIAN,
+rows, cols);
+

Re: svn commit: r1179935 - in /commons/proper/math/trunk/src: main/java/org/apache/commons/math/linear/ test/java/org/apache/commons/math/linear/

2011-10-07 Thread Greg Sterijevski 
Will do. My aplogies! -Greg

On Fri, Oct 7, 2011 at 3:55 AM, Luc Maisonobe luc.maison...@free.fr wrote:

 Le 07/10/2011 07:21, gr...@apache.org a écrit :

  Author: gregs
 Date: Fri Oct  7 05:21:17 2011
 New Revision: 1179935

 URL: 
 http://svn.apache.org/viewvc?**rev=1179935view=revhttp://svn.apache.org/viewvc?rev=1179935view=rev
 Log:
 JIRA Math-630 First push of PivotingQRDecomposition

 Added:
 commons/proper/math/trunk/src/**main/java/org/apache/commons/**
 math/linear/**PivotingQRDecomposition.java
 commons/proper/math/trunk/src/**test/java/org/apache/commons/**
 math/linear/**PivotingQRDecompositionTest.**java
 commons/proper/math/trunk/src/**test/java/org/apache/commons/**
 math/linear/**PivotingQRSolverTest.java


 Hello Greg,

 It seems the files do not have the right subversion properties.
 Could you check your global subversion settings and make sure [auto-props]
 is set correctly ?

 Thanks
 Luc



 Added: commons/proper/math/trunk/src/**main/java/org/apache/commons/**
 math/linear/**PivotingQRDecomposition.java
 URL: http://svn.apache.org/viewvc/**commons/proper/math/trunk/src/**
 main/java/org/apache/commons/**math/linear/**
 PivotingQRDecomposition.java?**rev=1179935view=autohttp://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/PivotingQRDecomposition.java?rev=1179935view=auto
 ==**==**
 ==
 --- commons/proper/math/trunk/src/**main/java/org/apache/commons/**
 math/linear/**PivotingQRDecomposition.java (added)
 +++ commons/proper/math/trunk/src/**main/java/org/apache/commons/**
 math/linear/**PivotingQRDecomposition.java Fri Oct  7 05:21:17 2011
 @@ -0,0 +1,421 @@
 +/*
 + * Copyright 2011 The Apache Software Foundation.
 + *
 + * Licensed under the Apache License, Version 2.0 (the License);
 + * you may not use this file except in compliance with the License.
 + * You may obtain a copy of the License at
 + *
 + *  
 http://www.apache.org/**licenses/LICENSE-2.0http://www.apache.org/licenses/LICENSE-2.0
 + *
 + * Unless required by applicable law or agreed to in writing, software
 + * distributed under the License is distributed on an AS IS BASIS,
 + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
 implied.
 + * See the License for the specific language governing permissions and
 + * limitations under the License.
 + */
 +package org.apache.commons.math.**linear;
 +
 +import java.util.Arrays;
 +import org.apache.commons.math.util.**MathUtils;
 +import org.apache.commons.math.**ConvergenceException;
 +import org.apache.commons.math.**exception.**DimensionMismatchException;
 +import org.apache.commons.math.**exception.util.**LocalizedFormats;
 +import org.apache.commons.math.util.**FastMath;
 +
 +/**
 + *
 + * @author gregsterijevski
 + */
 +public class PivotingQRDecomposition {
 +
 +private double[][] qr;
 +/** The diagonal elements of R. */
 +private double[] rDiag;
 +/** Cached value of Q. */
 +private RealMatrix cachedQ;
 +/** Cached value of QT. */
 +private RealMatrix cachedQT;
 +/** Cached value of R. */
 +private RealMatrix cachedR;
 +/** Cached value of H. */
 +private RealMatrix cachedH;
 +/** permutation info */
 +private int[] permutation;
 +/** the rank **/
 +private int rank;
 +/** vector of column multipliers */
 +private double[] beta;
 +
 +public boolean isSingular() {
 +return rank != qr[0].length;
 +}
 +
 +public int getRank() {
 +return rank;
 +}
 +
 +public int[] getOrder() {
 +return MathUtils.copyOf(permutation);
 +}
 +
 +public PivotingQRDecomposition(**RealMatrix matrix) throws
 ConvergenceException {
 +this(matrix, 1.0e-16, true);
 +}
 +
 +public PivotingQRDecomposition(**RealMatrix matrix, boolean
 allowPivot) throws ConvergenceException {
 +this(matrix, 1.0e-16, allowPivot);
 +}
 +
 +public PivotingQRDecomposition(**RealMatrix matrix, double
 qrRankingThreshold,
 +boolean allowPivot) throws ConvergenceException {
 +final int rows = matrix.getRowDimension();
 +final int cols = matrix.getColumnDimension();
 +qr = matrix.getData();
 +rDiag = new double[cols];
 +//final double[] norms = new double[cols];
 +this.beta = new double[cols];
 +this.permutation = new int[cols];
 +cachedQ = null;
 +cachedQT = null;
 +cachedR = null;
 +cachedH = null;
 +
 +/*- initialize the permutation vector and calculate the norms */
 +for (int k = 0; k  cols; ++k) {
 +permutation[k] = k;
 +}
 +// transform the matrix column after column
 +for (int k = 0; k  cols; ++k) {
 +// select the column with the greatest norm on active
 components
 +int nextColumn = -1;
 +double ak2 = Double.NEGATIVE_INFINITY;
 +