Java LAPACK类代码示例

import com.github.fommil.netlib.LAPACK; //导入依赖的package包/类
@Override
public void solve(DenseMatrix B) {
    int m = lu.nrows();
    int n = lu.ncols();

    if (B.nrows() != m) {
        throw new IllegalArgumentException(String.format("Row dimensions do not agree: A is %d x %d, but B is %d x %d", lu.nrows(), lu.ncols(), B.nrows(), B.ncols()));
    }

    if (isSingular()) {
        throw new RuntimeException("Matrix is singular.");
    }

    intW info = new intW(0);
    LAPACK.getInstance().dgetrs(NLMatrix.Transpose, lu.nrows(), B.ncols(), lu.data(), lu.ld(), piv, B.data(), B.ld(), info);

    if (info.val < 0) {
        logger.error("LAPACK DGETRS error code: {}", info.val);
        throw new IllegalArgumentException("LAPACK DGETRS error code: " + info.val);
    }
}
 

import com.github.fommil.netlib.LAPACK; //导入依赖的package包/类
@Override
public LU lu() {
    boolean singular = false;

    int[] piv = new int[Math.min(nrows(), ncols())];
    intW info = new intW(0);
    LAPACK.getInstance().dgetrf(nrows(), ncols(), data(), ld(), piv, info);

    if (info.val > 0) {
        singular = true;
    }

    if (info.val < 0) {
        logger.error("LAPACK DGETRF error code: {}", info.val);
        throw new IllegalArgumentException("LAPACK DGETRF error code: " + info.val);
    }

    return new LU(this, piv, singular);
}
 

import com.github.fommil.netlib.LAPACK; //导入依赖的package包/类
@Override
public Cholesky cholesky() {
    if (nrows() != ncols()) {
        throw new UnsupportedOperationException("Cholesky decomposition on non-square matrix");
    }

    intW info = new intW(0);
    LAPACK.getInstance().dpotrf(NLMatrix.Lower, nrows(), data(), ld(), info);

    if (info.val > 0) {
        logger.error("LAPACK DPOTRF error code: {}", info.val);
        throw new IllegalArgumentException("The matrix is not positive definite.");
    }

    if (info.val < 0) {
        logger.error("LAPACK DPOTRF error code: {}", info.val);
        throw new IllegalArgumentException("LAPACK DPOTRF error code: " + info.val);
    }

    return new Cholesky(this);
}
 

import com.github.fommil.netlib.LAPACK; //导入依赖的package包/类
/**
 * Computes <code>A\B</code>, overwriting <code>B</code>
 */
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().dpbtrs(UpLo.Upper.netlib(), n, kd,
                B.numColumns(), Cu.getData(), Matrices.ld(kd + 1),
                B.getData(), Matrices.ld(n), info);
    else
        LAPACK.getInstance().dpbtrs(UpLo.Lower.netlib(), n, kd,
                B.numColumns(), Cl.getData(), Matrices.ld(kd + 1),
                B.getData(), Matrices.ld(n), info);

    if (info.val < 0)
        throw new IllegalArgumentException();

    return B;
}
 

import com.github.fommil.netlib.LAPACK; //导入依赖的package包/类
@Override
public Matrix solve(Matrix B, Matrix X) {
    if (!(X instanceof DenseMatrix))
        throw new UnsupportedOperationException("X must be a DenseMatrix");

    checkSolve(B, X);

    double[] Xd = ((DenseMatrix) X).getData();

    X.set(B);

    intW info = new intW(0);
    LAPACK.getInstance()
            .dgtsv(numRows, X.numColumns(), subDiag.clone(), diag.clone(),
                    superDiag.clone(), Xd, Matrices.ld(numRows), info);

    if (info.val > 0)
        throw new MatrixSingularException();
    else if (info.val < 0)
        throw new IllegalArgumentException();

    return X;
}
 

import com.github.fommil.netlib.LAPACK; //导入依赖的package包/类
private SymmBandEVD factor(Matrix A, double[] data, int kd)
        throws NotConvergedException {
    if (A.numRows() != n)
        throw new IllegalArgumentException("A.numRows() != n");

    intW info = new intW(0);
    LAPACK.getInstance().dsbevd(job.netlib(), uplo.netlib(), n, kd, data,
            Matrices.ld(kd + 1), w,
            job == JobEig.All ? Z.getData() : new double[0],
            Matrices.ld(n), work, work.length, iwork, iwork.length, info);

    if (info.val > 0)
        throw new NotConvergedException(
                NotConvergedException.Reason.Iterations);
    else if (info.val < 0)
        throw new IllegalArgumentException();

    return this;
}
 

import com.github.fommil.netlib.LAPACK; //导入依赖的package包/类
private DenseCholesky decompose(AbstractDenseMatrix A) {
    if (n != A.numRows())
        throw new IllegalArgumentException("n != A.numRows()");

    notspd = false;

    intW info = new intW(0);
    if (upper)
        LAPACK.getInstance().dpotrf(UpLo.Upper.netlib(), A.numRows(),
                A.getData(), Matrices.ld(A.numRows()), info);
    else
        LAPACK.getInstance().dpotrf(UpLo.Lower.netlib(), A.numRows(),
                A.getData(), Matrices.ld(A.numRows()), 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;
}
 

import com.github.fommil.netlib.LAPACK; //导入依赖的package包/类
/**
 * Solves for <code>B</code>, overwriting it on return
 */
public DenseMatrix solve(DenseMatrix B) throws MatrixNotSPDException {
    if (notspd)
        throw new MatrixNotSPDException();
    if (n != B.numRows())
        throw new IllegalArgumentException("n != B.numRows()");

    intW info = new intW(0);
    if (upper)
        LAPACK.getInstance().dpotrs(UpLo.Upper.netlib(), Cu.numRows(),
                B.numColumns(), Cu.getData(), Matrices.ld(Cu.numRows()),
                B.getData(), Matrices.ld(Cu.numRows()), info);
    else
        LAPACK.getInstance().dpotrs(UpLo.Lower.netlib(), Cl.numRows(),
                B.numColumns(), Cl.getData(), Matrices.ld(Cl.numRows()),
                B.getData(), Matrices.ld(Cl.numRows()), info);

    if (info.val < 0)
        throw new IllegalArgumentException();

    return B;
}
 

import com.github.fommil.netlib.LAPACK; //导入依赖的package包/类
private SymmDenseEVD factor(Matrix A, double[] data)
        throws NotConvergedException {
    if (A.numRows() != n)
        throw new IllegalArgumentException("A.numRows() != n");

    intW info = new intW(0);
    LAPACK.getInstance().dsyevr(job.netlib(), range.netlib(),
            uplo.netlib(), n, data, Matrices.ld(n), 0, 0, 0, 0, abstol,
            new intW(1), w,
            job == JobEig.All ? Z.getData() : new double[0],
            Matrices.ld(n), isuppz, work, work.length, iwork, iwork.length,
            info);

    if (info.val > 0)
        throw new NotConvergedException(
                NotConvergedException.Reason.Iterations);
    else if (info.val < 0)
        throw new IllegalArgumentException();

    return this;
}
 

import com.github.fommil.netlib.LAPACK; //导入依赖的package包/类
/**
 * Computes the eigenvalue decomposition of the given matrix
 * 
 * @param A
 *            Matrix to factorize. Overwritten on return
 * @return The current eigenvalue decomposition
 * @throws NotConvergedException
 */
public SymmTridiagEVD factor(SymmTridiagMatrix A)
        throws NotConvergedException {
    if (A.numRows() != n)
        throw new IllegalArgumentException("A.numRows() != n");

    intW info = new intW(0);
    LAPACK.getInstance().dstevr(job.netlib(), range.netlib(), n,
            A.getDiagonal(), A.getOffDiagonal(), 0, 0, 0, 0, abstol,
            new intW(1), w,
            job == JobEig.All ? Z.getData() : new double[0],
            Matrices.ld(n), isuppz, work, work.length, iwork, iwork.length,
            info);

    if (info.val > 0)
        throw new NotConvergedException(
                NotConvergedException.Reason.Iterations);
    else if (info.val < 0)
        throw new IllegalArgumentException();

    return this;
}
 

import com.github.fommil.netlib.LAPACK; //导入依赖的package包/类
@Override
public Matrix solve(Matrix B, Matrix X) {
    if (!(X instanceof DenseMatrix))
        throw new UnsupportedOperationException("X must be a DenseMatrix");

    checkSolve(B, X);

    double[] Xd = ((DenseMatrix) X).getData();

    X.set(B);

    int[] ipiv = new int[numRows];

    intW info = new intW(0);
    LAPACK.getInstance().dspsv(uplo.netlib(), numRows, X.numColumns(),
            data.clone(), ipiv, Xd, Matrices.ld(numRows), info);

    if (info.val > 0)
        throw new MatrixSingularException();
    else if (info.val < 0)
        throw new IllegalArgumentException();

    return X;
}
 

import com.github.fommil.netlib.LAPACK; //导入依赖的package包/类
Matrix SPDsolve(Matrix B, Matrix X) {
    if (!(X instanceof DenseMatrix))
        throw new UnsupportedOperationException("X must be a DenseMatrix");

    checkSolve(B, X);

    double[] Xd = ((DenseMatrix) X).getData();

    X.set(B);

    intW info = new intW(0);
    LAPACK.getInstance().dppsv(uplo.netlib(), numRows, X.numColumns(),
            data.clone(), Xd, Matrices.ld(numRows), info);

    if (info.val > 0)
        throw new MatrixNotSPDException();
    else if (info.val < 0)
        throw new IllegalArgumentException();

    return X;
}
 

import com.github.fommil.netlib.LAPACK; //导入依赖的package包/类
Matrix solve(Matrix B, Matrix X, Transpose trans) {
    if (!(X instanceof DenseMatrix))
        throw new UnsupportedOperationException("X must be a DenseMatrix");

    checkSolve(B, X);

    double[] Xd = ((DenseMatrix) X).getData();

    X.set(B);

    intW info = new intW(0);
    LAPACK.getInstance().dtptrs(uplo.netlib(), trans.netlib(),
            diag.netlib(), numRows, X.numColumns(), data, Xd,
            Matrices.ld(numRows), info);

    if (info.val > 0)
        throw new MatrixSingularException();
    else if (info.val < 0)
        throw new IllegalArgumentException();

    return X;
}
 

import com.github.fommil.netlib.LAPACK; //导入依赖的package包/类
@Override
public Matrix solve(Matrix B, Matrix X) {
    if (!(X instanceof DenseMatrix))
        throw new UnsupportedOperationException("X must be a DenseMatrix");

    checkSolve(B, X);

    double[] Xd = ((DenseMatrix) X).getData();

    X.set(B);
    intW info = new intW(0);
    LAPACK.getInstance().dgtsv(numRows, X.numColumns(), offDiag.clone(),
            diag.clone(), offDiag.clone(), Xd, Matrices.ld(numRows), info);

    if (info.val > 0)
        throw new MatrixSingularException();
    else if (info.val < 0)
        throw new IllegalArgumentException();

    return X;
}
 

import com.github.fommil.netlib.LAPACK; //导入依赖的package包/类
/**
 * Computes an SVD
 * 
 * @param A
 *            Matrix to decompose. Size must conform, and it will be
 *            overwritten on return. Pass a copy to avoid this
 * @return The current decomposition
 * @throws NotConvergedException
 */
public SVD factor(DenseMatrix A) throws NotConvergedException {
    if (A.numRows() != m)
        throw new IllegalArgumentException("A.numRows() != m");
    else if (A.numColumns() != n)
        throw new IllegalArgumentException("A.numColumns() != n");

    intW info = new intW(0);
    LAPACK.getInstance().dgesdd(job.netlib(), m, n, A.getData(),
            Matrices.ld(m), S, vectors ? U.getData() : new double[0],
            Matrices.ld(m), vectors ? Vt.getData() : new double[0],
            Matrices.ld(n), work, work.length, iwork, info);

    if (info.val > 0)
        throw new NotConvergedException(
                NotConvergedException.Reason.Iterations);
    else if (info.val < 0)
        throw new IllegalArgumentException();

    return this;
}