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package org.apache.commons.math3.linear;
import org.apache.commons.math3.FieldElement;
Interface handling decomposition algorithms that can solve A × X = B.
Decomposition algorithms decompose an A matrix has a product of several specific
matrices from which they can solve A × X = B in least squares sense: they find X
such that ||A × X - B|| is minimal.
Some solvers like FieldLUDecomposition
can only find the solution for square matrices and when the solution is an exact linear solution, i.e. when ||A × X - B|| is exactly 0. Other solvers can also find solutions with non-square matrix A and with non-null minimal norm. If an exact linear solution exists it is also the minimal norm solution.
Type parameters: - <T> – the type of the field elements
Since: 2.0
/**
* Interface handling decomposition algorithms that can solve A × X = B.
* <p>Decomposition algorithms decompose an A matrix has a product of several specific
* matrices from which they can solve A × X = B in least squares sense: they find X
* such that ||A × X - B|| is minimal.</p>
* <p>Some solvers like {@link FieldLUDecomposition} can only find the solution for
* square matrices and when the solution is an exact linear solution, i.e. when
* ||A × X - B|| is exactly 0. Other solvers can also find solutions
* with non-square matrix A and with non-null minimal norm. If an exact linear
* solution exists it is also the minimal norm solution.</p>
*
* @param <T> the type of the field elements
* @since 2.0
*/
public interface FieldDecompositionSolver<T extends FieldElement<T>> {
Solve the linear equation A × X = B for matrices A.
The A matrix is implicit, it is provided by the underlying
decomposition algorithm.
Params: - b – right-hand side of the equation A × X = B
Throws: - DimensionMismatchException –
if the matrices dimensions do not match.
- SingularMatrixException –
if the decomposed matrix is singular.
Returns: a vector X that minimizes the two norm of A × X - B
/** Solve the linear equation A × X = B for matrices A.
* <p>The A matrix is implicit, it is provided by the underlying
* decomposition algorithm.</p>
* @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 org.apache.commons.math3.exception.DimensionMismatchException
* if the matrices dimensions do not match.
* @throws SingularMatrixException
* if the decomposed matrix is singular.
*/
FieldVector<T> solve(final FieldVector<T> b);
Solve the linear equation A × X = B for matrices A.
The A matrix is implicit, it is provided by the underlying
decomposition algorithm.
Params: - b – right-hand side of the equation A × X = B
Throws: - DimensionMismatchException –
if the matrices dimensions do not match.
- SingularMatrixException –
if the decomposed matrix is singular.
Returns: a matrix X that minimizes the two norm of A × X - B
/** Solve the linear equation A × X = B for matrices A.
* <p>The A matrix is implicit, it is provided by the underlying
* decomposition algorithm.</p>
* @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 org.apache.commons.math3.exception.DimensionMismatchException
* if the matrices dimensions do not match.
* @throws SingularMatrixException
* if the decomposed matrix is singular.
*/
FieldMatrix<T> solve(final FieldMatrix<T> b);
Check if the decomposed matrix is non-singular.
Returns: true if the decomposed matrix is non-singular
/**
* Check if the decomposed matrix is non-singular.
* @return true if the decomposed matrix is non-singular
*/
boolean isNonSingular();
Get the inverse (or pseudo-inverse) of the decomposed matrix.
Throws: - SingularMatrixException –
if the decomposed matrix is singular.
Returns: inverse matrix
/** Get the inverse (or pseudo-inverse) of the decomposed matrix.
* @return inverse matrix
* @throws SingularMatrixException
* if the decomposed matrix is singular.
*/
FieldMatrix<T> getInverse();
}