Class LinearAlgebra.Solver

java.lang.Object

net.finmath.functions.LinearAlgebra.Solver

Enclosing class:

LinearAlgebra

public static final class LinearAlgebra.Solver
extends Object

Immutable backend-specific solver facade. The instance methods delegate to static methods with an explicit backend parameter. This avoids mutable global state and allows different threads to use different solver backends safely.

Version:

1.6

Author:

Christian Fries

Method Summary

Modifier and Type	Method	Description
LinearAlgebra.SolverBackend	getSolverBackend()
double[][]	invert(double[][] matrix)
double[][]	pseudoInverse(double[][] matrix)
double[]	solveLinearEquation(double[][] matrixA, double[] b)
double[]	solveLinearEquationCholesky(double[][] matrix, double[] rhs)
double[]	solveLinearEquationLeastSquare(double[][] matrix, double[] vector)
double[][]	solveLinearEquationLeastSquare(double[][] matrix, double[][] rhs)
double[]	solveLinearEquationSVD(double[][] matrixA, double[] b)
double[]	solveLinearEquationSymmetric(double[][] matrix, double[] vector)
double[]	solveLinearEquationTikonov(double[][] matrixA, double[] b, double lambda)
double[]	solveLinearEquationTikonov(double[][] matrixA, double[] b, double lambda0, double lambda1, double lambda2)
double[]	solveTikhonovViaNormalEquations(double[][] matrix, double[] rhs, double regularizationLambda)

Methods inherited from class Object

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

Method Details

getSolverBackend

public LinearAlgebra.SolverBackend getSolverBackend()

solveLinearEquationTikonov

public double[] solveLinearEquationTikonov(double[][] matrixA,
 double[] b,
 double lambda)

solveLinearEquationTikonov

public double[] solveLinearEquationTikonov(double[][] matrixA,
 double[] b,
 double lambda0,
 double lambda1,
 double lambda2)

solveLinearEquation

public double[] solveLinearEquation(double[][] matrixA,
 double[] b)

solveLinearEquationSVD

public double[] solveLinearEquationSVD(double[][] matrixA,
 double[] b)

invert

public double[][] invert(double[][] matrix)

solveLinearEquationSymmetric

public double[] solveLinearEquationSymmetric(double[][] matrix,
 double[] vector)

solveLinearEquationLeastSquare

public double[] solveLinearEquationLeastSquare(double[][] matrix,
 double[] vector)

solveLinearEquationLeastSquare

public double[][] solveLinearEquationLeastSquare(double[][] matrix,
 double[][] rhs)

pseudoInverse

public double[][] pseudoInverse(double[][] matrix)

solveTikhonovViaNormalEquations

public double[] solveTikhonovViaNormalEquations(double[][] matrix,
 double[] rhs,
 double regularizationLambda)

solveLinearEquationCholesky

public double[] solveLinearEquationCholesky(double[][] matrix,
 double[] rhs)