genopt.algorithm.util.math
Class LinAlg

java.lang.Object
  genopt.algorithm.util.math.LinAlg

public class LinAlg
extends java.lang.Object

Class with functions for linear algebra.

This project was carried out at:

• Lawrence Berkeley National Laboratory (LBNL), Simulation Research Group,

and supported by

• the U.S. Department of Energy (DOE),
• the Swiss Academy of Engineering Sciences (SATW),
• the Swiss National Energy Fund (NEFF), and
• the Swiss National Science Foundation (SNSF)

GenOpt Copyright (c) 1998-2011, The Regents of the University of California, through Lawrence Berkeley National Laboratory (subject to receipt of any required approvals from the U.S. Dept. of Energy). All rights reserved.

Version:

GenOpt(R) 3.1.0 (December 8, 2011)

Author:

Michael Wetter

Constructor Summary

LinAlg()

Method Summary

static double	abs(double[] x) calculates the absoulte value of a vector
static double[][]	add(double[][] A, double[][] B) adds 2 matrices: C = A + B; Note:C has the dimension of A; B must not have the same dimension as A (non existing element are considered as 0 and elements that are not in A but in B are not taken into account by the summation)
static double[]	add(double[] y, double[] x) adds 2 vectors: z = y + x Note:If the dimension dx of x is bigger than the dimension dy of y, then only dx elements are added.
static double[][]	fillDiagonal(double[][] A, double left, double diagonal, double right) fills the diagonal matrix element and sets all other elements to zero.
static double[]	gaussElimination(double[][] A, double[] f) solves a vector x by a Gauss elimination of a NxN matrix with normalization and interchange of rows.
static double[]	gaussEliminationTridiagonal(double[][] A, double[] f) solves a vector x by a Gauss elimination of a tridiagonal NxN matrix with normalization and interchange of rows.
static double[]	getCenter(double[][] M) gets the center point of several points
static double[]	getColumn(double[][] A, int i) gets a column of a matrix
static double[]	getSub(double[] x, int startIndex, int number) gets a part of a vector
static void	initialize(double[][] A, double v) initializes a rectangular matrix
static void	initialize(double[] A, double v) initializes a vector
static double	innerProduct(double[] a, double[] b) calculates the inner product (dot product): c[i] = sum(a[i] * b[i] , i = 0..N-1)
static double	maxDiff(double[][] A, double[][] B) calculates the maximum magnitude of the difference between corresponding matrix element, defined as maxDiff = max(|A[i][j]-A[i][j]|) for all i,j
static double	maxNorm(double[] u) calculates the Lmax norm of a vector, defined as Lmax(u) = (max(|u(i)|, i = 1..n)
static double	maxNorm(double[][] A) calculates Lmax norm of a matrix The max norm of a matrix is the maximum row sum, where the row sum is the sum of the magnitudes of the elements in a given row
static double[]	multiply(double[][] A, double[] u) multiplicates a matrix with a vector: r = A * u; (Returns the product of the row vector x and the rectangular array A)
static double[][]	multiply(double[][] A, double[][] B) multiplicates a matrix with a matrix: C = A * B;
static double[]	multiply(double[] u, double[][] A) multiplicates a vector with a matrix: r = u^T * A; (Returns the product of the row vector x and the rectangular array A)
static double[]	multiply(double s, double[] u) calculates S-multiplication : r = s * u;
static double[][]	multiply(double s, double[][] A) calculates S-multiplication : B = s * A;
static double[]	multiply(double s, int[] u) calculates S-multiplication : r = s * u; The computations are done in double.
static double	oneNorm(double[] u) calculates L1 norm of a vector, defined as L1(u) = (sum(u(i), i = 1..n)
static double	oneNorm(double[][] A) calculates L1 norm of a matrix The one-norm of a matrix is the maximum column sum, where the column sum is the sum of the magnitudes of the elements in a given column.
static double[][]	outerProduct(double[] a, double[] b) calculates the outer product (Tensor product): M[i][j] = a[i] * b[j]
static void	print(double[] x) prints a vector to the output stream
static void	print(double[][] A) prints a matrix to the output stream
static void	print(double[] state, java.lang.String delimiter) reports a scalar and a vector to the output stream, where the entries are separated by the given delimiter
static void	print(double time, double[] state) reports a scalar and a vector to the output stream
static void	print(double time, double[] state, java.lang.String delimiter) reports a scalar and a vector to the output stream, where the entries are separated by the given delimiter
static void	print(int[] x) prints a vector to the output stream
static double[][]	setColumn(double[][] A, double[] x, int i) sets a column of a matrix Note: the dimension of x can be smaller than the column length of A
static double[][]	setRow(double[][] A, double[] x, int i) sets a row of a matrix Note: the dimension of x can be smaller than the row length of A
static double[][]	subtract(double[][] A, double[][] B) subtracts 2 matrices: C = A - B; Note:C has the dimension of A; B must not have the same dimension as A (non existing element are considered as 0 and elements that are not in A but in B are not taken into account by the summation)
static double[]	subtract(double[] y, double[] x) subtracts 2 vectors: z = y - x; Note: If the dimension dx of x is bigger than the dimension dy of y, then only dx elements are subtracted.
static int[]	subtract(int[] y, int[] x) subtracts 2 vectors: z = y - x; Note: If the dimension dx of x is bigger than the dimension dy of y, then only dx elements are subtracted.
static double	sumColumn(double[][] A, int i) returns the sum of the elements in the i-th column
static double	sumRow(double[][] A, int i) returns the sum of the elements in the i-th row
static double	twoNorm(double[] u) calculates the L2 norm of a vector, defined as L2(u) = (sum(u(i)**2, i = 1..n) ^ 0.5
static double	twoNorm(double[] u, double h) calculates the L2 norm with a scaling factor of a vector, defined as L2(u) = (sum(h * u(i)**2, i = 1..n) ^ 0.5

Methods inherited from class java.lang.Object

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

Constructor Detail

LinAlg

public LinAlg()

Method Detail

getCenter

public static double[] getCenter(double[][] M)

gets the center point of several points

Parameters:

M - Matrix where the row are the points from which the center has to be determined (the row has the first element number, i.e. row i: A[i][0...dim])

Returns:

the center point

maxDiff

public static double maxDiff(double[][] A,
                             double[][] B)

calculates the maximum magnitude of the difference between corresponding matrix element, defined as maxDiff = max(|A[i][j]-A[i][j]|) for all i,j

Parameters:

A - rectangular matrix

B - rectangular matrix of the same dimension like A

Returns:

the maximum magnitude of the difference between corresponding matrix element

abs

public static double abs(double[] x)

calculates the absoulte value of a vector

Parameters:

x - the vector

Returns:

the absolute value of x = ((sum(x(i)**2)**(1/2), i = 0..N-1)

getSub

public static double[] getSub(double[] x,
                              int startIndex,
                              int number)

gets a part of a vector

Parameters:

x - vector

startIndex - index of first element that will be returned

number - number of elements that will be returned

Returns:

i-th column A[k][i] where k = 0...n

getColumn

public static double[] getColumn(double[][] A,
                                 int i)

gets a column of a matrix

Parameters:

A - matrix

i - number of column

Returns:

i-th column A[k][i] where k = 0...n

initialize

public static void initialize(double[] A,
                              double v)

initializes a vector

Parameters:

A - vector

v - value to be set for all elements

initialize

public static void initialize(double[][] A,
                              double v)

initializes a rectangular matrix

Parameters:

A - matrix

v - value to be set for all elements

setColumn

public static double[][] setColumn(double[][] A,
                                   double[] x,
                                   int i)

sets a column of a matrix
Note: the dimension of x can be smaller than the column length of A

Parameters:

A - matrix

x - Vector to be set as the i-th column of A

i - column number where x has to be set

Returns:

matrix A where the i-th column is replaced by x

setRow

public static double[][] setRow(double[][] A,
                                double[] x,
                                int i)

sets a row of a matrix
Note: the dimension of x can be smaller than the row length of A

Parameters:

A - matrix

x - Vector to be set as the i-th row of A

i - row number where x has to be set

Returns:

matrix A where the i-th row is replaced by x

print

public static void print(double[][] A)

prints a matrix to the output stream

Parameters:

A - matrix to be printed

print

public static void print(double[] x)

prints a vector to the output stream

Parameters:

x - Vector to be printed

print

public static void print(int[] x)

prints a vector to the output stream

Parameters:

x - Vector to be printed

fillDiagonal

public static double[][] fillDiagonal(double[][] A,
                                      double left,
                                      double diagonal,
                                      double right)

fills the diagonal matrix element and sets all other elements to zero.

Parameters:

A - square matrix to be filled

left - Element (i-1, j)

diagonal - Element (i, j)

right - Element (i+1, j)

Returns:

Filled matrix

oneNorm

public static double oneNorm(double[][] A)

calculates L1 norm of a matrix
The one-norm of a matrix is the maximum column sum, where the column sum is the sum of the magnitudes of the elements in a given column.

Parameters:

A - matrix

Returns:

L1

maxNorm

public static double maxNorm(double[][] A)

calculates Lmax norm of a matrix
The max norm of a matrix is the maximum row sum, where the row sum is the sum of the magnitudes of the elements in a given row

Parameters:

A - matrix

Returns:

Lmax

oneNorm

public static double oneNorm(double[] u)

calculates L1 norm of a vector, defined as L1(u) = (sum(u(i), i = 1..n)

Parameters:

u - Vector

Returns:

L1

sumRow

public static double sumRow(double[][] A,
                            int i)

returns the sum of the elements in the i-th row

Parameters:

A - Matrix

i - Row number

Returns:

sum(A[i][j], j = 0..N-1)

sumColumn

public static double sumColumn(double[][] A,
                               int i)

returns the sum of the elements in the i-th column

Parameters:

A - Matrix

i - Column number

Returns:

sum(A[j][i], j = 0..N-1)

twoNorm

public static double twoNorm(double[] u)

calculates the L2 norm of a vector, defined as L2(u) = (sum(u(i)**2, i = 1..n) ^ 0.5

Parameters:

u - Vector

Returns:

L2

twoNorm

public static double twoNorm(double[] u,
                             double h)

calculates the L2 norm with a scaling factor of a vector, defined as L2(u) = (sum(h * u(i)**2, i = 1..n) ^ 0.5

Parameters:

u - Vector *param h Scaling factor

Returns:

L2

maxNorm

public static double maxNorm(double[] u)

calculates the Lmax norm of a vector, defined as Lmax(u) = (max(|u(i)|, i = 1..n)

Parameters:

u - Vector

Returns:

Lmax

subtract

public static double[] subtract(double[] y,
                                double[] x)

subtracts 2 vectors: z = y - x;
Note: If the dimension dx of x is bigger than the dimension dy of y, then only dx elements are subtracted.

Parameters:

x - Vector of size dx

y - Vector of size dy (dy >= dx)

Returns:

z Vector of size dx

subtract

public static int[] subtract(int[] y,
                             int[] x)

subtracts 2 vectors: z = y - x;
Note: If the dimension dx of x is bigger than the dimension dy of y, then only dx elements are subtracted.

Parameters:

x - Vector of size dx

y - Vector of size dy (dy >= dx)

Returns:

z Vector of size dx

add

public static double[] add(double[] y,
                           double[] x)

adds 2 vectors: z = y + x
Note:If the dimension dx of x is bigger than the dimension dy of y, then only dx elements are added.

Parameters:

x - Vector of size dx

y - Vector of size dy (dy >= dx)

Returns:

z Vector of size dx

add

public static double[][] add(double[][] A,
                             double[][] B)

adds 2 matrices: C = A + B;
Note:C has the dimension of A; B must not have the same dimension as A (non existing element are considered as 0 and elements that are not in A but in B are not taken into account by the summation)

Parameters:

A - Matrix of any dimension

B - Matrix of any dimension

Returns:

C Matrix of dimension A

subtract

public static double[][] subtract(double[][] A,
                                  double[][] B)

subtracts 2 matrices: C = A - B;
Note:C has the dimension of A; B must not have the same dimension as A (non existing element are considered as 0 and elements that are not in A but in B are not taken into account by the summation)

Parameters:

A - Matrix of any dimension

B - Matrix of any dimension

Returns:

C Matrix of dimension A

innerProduct

public static double innerProduct(double[] a,
                                  double[] b)

calculates the inner product (dot product): c[i] = sum(a[i] * b[i] , i = 0..N-1)

Parameters:

a - Array

b - Array

Returns:

c Inner procuct

outerProduct

public static double[][] outerProduct(double[] a,
                                      double[] b)

calculates the outer product (Tensor product): M[i][j] = a[i] * b[j]

Parameters:

a - Array

b - Array

Returns:

M Outer product of a and b

multiply

public static double[] multiply(double s,
                                double[] u)

calculates S-multiplication : r = s * u;

Parameters:

s - Scalar

u - Vector

Returns:

r Vector r = s * u;

multiply

public static double[] multiply(double s,
                                int[] u)

calculates S-multiplication : r = s * u; The computations are done in double.

Parameters:

s - Scalar

u - Vector

Returns:

r Vector r = s * u;

multiply

public static double[][] multiply(double s,
                                  double[][] A)

calculates S-multiplication : B = s * A;

Parameters:

s - Scalar

A - Matrix

Returns:

B Matrix B = s * A;

multiply

public static double[] multiply(double[] u,
                                double[][] A)

multiplicates a vector with a matrix: r = u^T * A;
(Returns the product of the row vector x and the rectangular array A)

Parameters:

u - Vector

A - Matrix

Returns:

r vector r = u^T * A;

multiply

public static double[] multiply(double[][] A,
                                double[] u)

multiplicates a matrix with a vector: r = A * u;
(Returns the product of the row vector x and the rectangular array A)

Parameters:

A - matrix

u - vector

Returns:

r vector r = A * u;

multiply

public static double[][] multiply(double[][] A,
                                  double[][] B)

multiplicates a matrix with a matrix: C = A * B;

Parameters:

A - n x m matrix

B - m x n matrix

Returns:

C m x m matrix

gaussElimination

public static double[] gaussElimination(double[][] A,
                                        double[] f)

solves a vector x by a Gauss elimination of a NxN matrix with normalization and interchange of rows.
Method solves the equation A*x=f for x.

Parameters:

A - Matrix

f - Array with solution of A*x=f

Returns:

x Array x = A**(-1) * f

gaussEliminationTridiagonal

public static double[] gaussEliminationTridiagonal(double[][] A,
                                                   double[] f)

solves a vector x by a Gauss elimination of a tridiagonal NxN matrix with normalization and interchange of rows.
Method solves the equation A*x=f for x.
Note: A has to be a NxN tridiagonal matrix where the entries are zero expect on the main diagonal (i=j) and the diagonals just above and below. The gaussian elimination method solves the equation in O(N) operations.

Parameters:

A - Matrix

f - Array with solution of A*x=f

Returns:

x Array x = A**(-1) * f

print

public static void print(double[] state,
                         java.lang.String delimiter)

reports a scalar and a vector to the output stream, where the entries are separated by the given delimiter

Parameters:

state - a vector

delimiter - a delimiter

print

public static void print(double time,
                         double[] state,
                         java.lang.String delimiter)

reports a scalar and a vector to the output stream, where the entries are separated by the given delimiter

Parameters:

time - a scalar

state - a vector

delimiter - a delimiter

print

public static void print(double time,
                         double[] state)

reports a scalar and a vector to the output stream

Parameters:

time - A scalar

state - A vector