Class UnitaryDecomposition<T extends MatrixMixin<T,?,?,?>,U>

java.lang.Object

org.flag4j.linalg.decompositions.unitary.UnitaryDecomposition<T,U>

Type Parameters:

T - Type of the matrix to be decomposed.

U - Internal storage datatype of the matrix.

All Implemented Interfaces:

Decomposition<T>

Direct Known Subclasses:

ComplexUnitaryDecomposition, RealUnitaryDecomposition

public abstract class UnitaryDecomposition<T extends MatrixMixin<T,?,?,?>,U>
extends Object
implements Decomposition<T>

This class is the base class for all decompositions which proceed by using unitary transformations (specifically HouseholderOld reflectors) to bring a matrix into an upper triangular matrix (QR decomposition) or an upper Hessenburg matrix (Hessenburg decomposition).

While the QR and Hessenburg decomposition are distinct, they have similar implementations and so this class provides common code for the two decompositions.

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	applyUpdate	Flag indicating if a HouseholderOld reflector was needed for the current column meaning the transformMatrix should be updated.
protected U	householderVector	For storing a HouseholderOld vectors.
protected int	minAxisSize	The minimum of rows and columns in the matrix to be decomposed.
protected int	numCols	Number of columns in transformMatrix.
protected int	numRows	Number of rows in transformMatrix.
protected U	qFactors	Storage of the scalar factors for the HouseholderOld reflectors used in the decomposition.
protected boolean	storeReflectors	Flag indicating if Q should be computed in the decomposition.
protected final int	subDiagonal	Sub-diagonal of the upper quasi-triangular matrix.
protected U	transformData	Pointer to the internal data array of transformMatrix.
protected T	transformMatrix	Storage for the upper triangular/Hessenburg matrix and the vectors of the HouseholderOld reflectors used in the decomposition.
protected U	workArray	For temporarily storage when applying HouseholderOld vectors.

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	UnitaryDecomposition(int subDiagonal, boolean storeReflectors)	Creates a real unitary decomposer which will reduce the matrix to an upper quasi-triangular matrix (Either truly upper or upper Hessenburg).

Method Summary

Modifier and Type	Method	Description
protected abstract void	computeHouseholder(int j)	Computes the HouseholderOld vector for the first column of the sub-matrix with upper left corner at (j, j).
protected abstract void	computePhasedNorm(int j, double maxAbs)	Computes the norm of column j at and below the jth row of the matrix to be decomposed.
protected void	decomposeUnitary(T src)	Applies the unitary decomposition to the matrix.
protected abstract double	findMaxAndInit(int j)	Finds the maximum value in transformMatrix at column j at or below the jth row.
abstract T	getQ()	Gets the unitary Q matrix from the decomposition.
abstract T	getUpper()	Gets the upper triangular/Hessenburg matrix from the last decomposition.
protected abstract T	getUpper(T U)	Gets the upper triangular/Hessenburg matrix from the last decomposition.
protected abstract T	initQ()	Creates and initializes Q to the appropriately sized identity matrix.
protected abstract void	initWorkArrays(int maxAxisSize)	Initialized any work arrays to be used in computing the decomposition with the proper size.
protected void	setUp(T src)	Initializes storage and other parameters for the decomposition.
protected abstract void	updateData(int j)	Updates the transformMatrix matrix using the computed HouseholderOld vector from computeHouseholder(int).

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.flag4j.linalg.decompositions.Decomposition

decompose

Field Details

transformMatrix

protected T extends MatrixMixin<T,?,?,?> transformMatrix

Storage for the upper triangular/Hessenburg matrix and the vectors of the HouseholderOld reflectors used in the decomposition.

The upper triangular/Hessenburg will have all zeros below either the diagonal or the first sub-diagonal and will be stored in the top corner above that diagonal. For instance, if the quasi-triangular matrix is truly upper triangular, it will be stored at and above the principle diagonal. If the quasi-triangular matrix is upper Hessenburg, it will be stored at and above the first sub-diagonal.

The HouseholderOld reflectors used to bring the original matrix to the upper triangular/Hessenburg form will be stored as the columns below the last non-zero sub-diagonal of the quasi-triangular matrix. The first value of each reflector is not stored but is assumed to be 1.

This provides compact storage for decompositions which proceed by unitary transformations. Further, the full computation of the unitary matrix can be deferred until it is needed.

transformData

protected U transformData

Pointer to the internal data array of transformMatrix.

numRows

protected int numRows

Number of rows in transformMatrix.

numCols

protected int numCols

Number of columns in transformMatrix.

qFactors

protected U qFactors

Storage of the scalar factors for the HouseholderOld reflectors used in the decomposition.

householderVector

protected U householderVector

For storing a HouseholderOld vectors.

workArray

protected U workArray

For temporarily storage when applying HouseholderOld vectors. This is useful for avoiding unneeded garbage collection and for improving cache performance when traversing columns.

minAxisSize

protected int minAxisSize

The minimum of rows and columns in the matrix to be decomposed.

subDiagonal

protected final int subDiagonal

Sub-diagonal of the upper quasi-triangular matrix. That is, the sub0diagonal for which all data below will be zero in the final upper quasi-triangular matrix. Must be zero or one. If zero, it will be upper triangular. If one, it will be upper Hessenburg.

applyUpdate

protected boolean applyUpdate

Flag indicating if a HouseholderOld reflector was needed for the current column meaning the transformMatrix should be updated.

storeReflectors

protected boolean storeReflectors

Flag indicating if Q should be computed in the decomposition.

Constructor Details

UnitaryDecomposition

protected UnitaryDecomposition(int subDiagonal,
 boolean storeReflectors)

Creates a real unitary decomposer which will reduce the matrix to an upper quasi-triangular matrix (Either truly upper or upper Hessenburg).

Parameters:

subDiagonal - Sub-diagonal of the upper quasi-triangular matrix. Must be zero or one. If zero, it will be upper triangular. If one, it will be upper Hessenburg.

Throws:

IllegalArgumentException - If 1 < subDiagonal < 0.

Method Details

decomposeUnitary

protected void decomposeUnitary(T src)

Applies the unitary decomposition to the matrix. Note, the full computation of Q is deferred until getQ() is explicitly called.

Parameters:

src - The source matrix to decompose.

getQ

public abstract T getQ()

Gets the unitary Q matrix from the decomposition. This is the accumulation of all unitary transformation applied to bring the matrix to an upper triangular or Hessenburg form.

Returns:

The Q matrix from the decomposition. I.e. the accumulation of all unitary transformation applied during the decomposition.

initQ

protected abstract T initQ()

Creates and initializes Q to the appropriately sized identity matrix.

Returns:

An identity matrix with the appropriate size.

getUpper

protected abstract T getUpper(T U)

Gets the upper triangular/Hessenburg matrix from the last decomposition.

Parameters:

U - Storage for upper triangular/Hessenburg matrix. Assumed to be the zero matrix of an appropriate size.

Returns:

The upper triangular/Hessenburg matrix from the last decomposition.

getUpper

public abstract T getUpper()

Gets the upper triangular/Hessenburg matrix from the last decomposition.

Returns:

The upper triangular/Hessenburg matrix from the last decomposition.

setUp

protected void setUp(T src)

Initializes storage and other parameters for the decomposition.

Parameters:

src - Source matrix to be decomposed.

initWorkArrays

protected abstract void initWorkArrays(int maxAxisSize)

Initialized any work arrays to be used in computing the decomposition with the proper size.

Parameters:

maxAxisSize - Length of the largest axis in the matrix to be decomposed. That is, max(numRows, numCols)

computeHouseholder

protected abstract void computeHouseholder(int j)

Computes the HouseholderOld vector for the first column of the sub-matrix with upper left corner at (j, j).

Parameters:

j - Index of the upper left corner of the sub-matrix for which to compute the HouseholderOld vector for the first column. That is, a HouseholderOld vector will be computed for the portion of column j below row j.

updateData

protected abstract void updateData(int j)

Updates the transformMatrix matrix using the computed HouseholderOld vector from computeHouseholder(int).

Parameters:

j - Index of sub-matrix for which the HouseholderOld reflector was computed for.

computePhasedNorm

protected abstract void computePhasedNorm(int j,
 double maxAbs)

Computes the norm of column j at and below the jth row of the matrix to be decomposed. The norm will have the same parity as the first entry in the sub-column.

Parameters:

j - Column to compute norm of below the jth row.

maxAbs - Maximum absolute value in the column. Used for scaling norm to minimize potential overflow issues.

findMaxAndInit

protected abstract double findMaxAndInit(int j)

Finds the maximum value in transformMatrix at column j at or below the jth row. This method also initializes the first numRows-j data of the storage array householderVector to the data of this column.

Parameters:

j - Index of column (and starting row) to compute max of.

Returns:

The maximum value in transformMatrix at column j at or below the jth row.