/*
* Copyright Myrrix Ltd
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package net.myrrix.common.math;
import org.apache.commons.math3.linear.DecompositionSolver;
import org.apache.commons.math3.linear.QRDecomposition;
import org.apache.commons.math3.linear.RRQRDecomposition;
import org.apache.commons.math3.linear.RealMatrix;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
/**
* An implementation based on {@link RRQRDecomposition} from Commons Math.
*
* @author Sean Owen
* @since 1.0
*/
public final class CommonsMathLinearSystemSolver implements LinearSystemSolver {
private static final Logger log = LoggerFactory.getLogger(CommonsMathLinearSystemSolver.class);
@Override
public Solver getSolver(RealMatrix M) {
if (M == null) {
return null;
}
RRQRDecomposition decomposition = new RRQRDecomposition(M, SINGULARITY_THRESHOLD);
DecompositionSolver solver = decomposition.getSolver();
if (solver.isNonSingular()) {
return new CommonsMathSolver(solver);
}
// Otherwise try to report apparent rank
int apparentRank = decomposition.getRank(0.01); // Better value?
log.warn("{} x {} matrix is near-singular (threshold {}). Add more data or decrease the value of model.features, " +
"to <= about {}",
M.getRowDimension(),
M.getColumnDimension(),
SINGULARITY_THRESHOLD,
apparentRank);
throw new SingularMatrixSolverException(apparentRank, "Apparent rank: " + apparentRank);
}
@Override
public boolean isNonSingular(RealMatrix M) {
QRDecomposition decomposition = new RRQRDecomposition(M, SINGULARITY_THRESHOLD);
DecompositionSolver solver = decomposition.getSolver();
return solver.isNonSingular();
}
}