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<tr BGCOLOR="#EEEEFF"> <tr> <tr> <tr> <tr> <tr> </table> </p> <p> It is possible to use a simple array of double instead of a <code>RealVector. In this case, the solution will be provided also as an array of double. </p> <p> It is possible to solve multiple systems with the same coefficient matrix in one method call. To do this, create a matrix whose column vectors correspond to the constant vectors for the systems to be solved and use <code>solve(RealMatrix), which returns a matrix with column vectors representing the solutions. </p> </subsection> <subsection name="3.5 Eigenvalues/eigenvectors and singular values/singular vectors" href="eigen"> <p> Decomposition algorithms may be used for themselves and not only for linear system solving. This is of prime interest with eigen decomposition and singular value decomposition. </p> <p> The <code>getEigenvalue(), getEigenvalues(), getEigenVector(), <code>getV(), getD() and getVT() methods of the <code>EigenDecomposition interface support solving eigenproblems of the form AX = lambda X where lambda is a real scalar. </p> <p>The getSingularValues(), getU(), getS() and <code>getV() methods of the SingularValueDecomposition interface allow to solve singular values problems of the form AXi = lambda Yi where lambda is a real scalar, and where the Xi and Yi vectors form orthogonal bases of their respective vector spaces (which may have different dimensions). </p> </subsection> <subsection name="3.6 Non-real fields (complex, fractions ...)" href="field"> <p> In addition to the real field, matrices and vectors using non-real <a href="../apidocs/org/apache/commons/math/FieldElement.html">field elements</a> can be used. The fields already supported by the library are: <ul> <li>Complex <li>Fraction <li>BigFraction <li>BigReal </ul> </p> </subsection> </section> </body> </document>

Other Commons Math examples (source code examples)

Here is a short list of links related to this Commons Math linear.xml source code file:

Commons Math example source code file (linear.xml)

This example Commons Math source code file (linear.xml) is included in the "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Java - Commons Math tags/keywords

a, array2drowrealmatrix, array2drowrealmatrix, it, license, license, linear, realmatrix, realmatrix, realvector, the, the, this, x

The Commons Math linear.xml source code

<?xml version="1.0"?>

   Licensed to the Apache Software Foundation (ASF) under one or more
  contributor license agreements.  See the NOTICE file distributed with
  this work for additional information regarding copyright ownership.
  The ASF licenses this file to You 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

   Unless required by applicable law or agreed to in writing, software
   distributed under the License is distributed on an "AS IS" BASIS,
   See the License for the specific language governing permissions and
   limitations under the License.
<?xml-stylesheet type="text/xsl" href="./xdoc.xsl"?>
<!-- $Revision: 783702 $ $Date: 2009-06-11 04:54:02 -0400 (Thu, 11 Jun 2009) $ -->
<document url="linear.html">

    <title>The Commons Math User Guide - Linear Algebra

    <section name="3 Linear Algebra">
      <subsection name="3.1 Overview" href="overview">
           Linear algebra support in commons-math provides operations on real matrices
           (both dense and sparse matrices are supported) and vectors. It features basic
           operations (addition, subtraction ...) and decomposition algorithms that can
           be used to solve linear systems either in exact sense and in least squares sense.
      <subsection name="3.2 Real matrices" href="real_matrices">
          The <a href="../apidocs/org/apache/commons/math/linear/RealMatrix.html">
          RealMatrix</a> interface represents a matrix with real numbers as 
          entries.  The following basic matrix operations are supported:
          <li>Matrix addition, subtraction, multiplication
          <li>Scalar addition and multiplication
          <li>Norm and Trace
          <li>Operation on a vector
// Create a real matrix with two rows and three columns
double[][] matrixData = { {1d,2d,3d}, {2d,5d,3d}};
RealMatrix m = new Array2DRowRealMatrix(matrixData);

// One more with three rows, two columns
double[][] matrixData2 = { {1d,2d}, {2d,5d}, {1d, 7d}};
RealMatrix n = new Array2DRowRealMatrix(matrixData2);

// Note: The constructor copies  the input double[][] array.

// Now multiply m by n
RealMatrix p = m.multiply(n);
System.out.println(p.getRowDimension());    // 2
System.out.println(p.getColumnDimension()); // 2

// Invert p, using LU decomposition
RealMatrix pInverse = new LUDecompositionImpl(p).getSolver().getInverse();
        The three main implementations of the interface are <a
        Array2DRowRealMatrix</a> and 
          <li>Element by element multiplication, division
          <li>Scalar addition, subtraction, multiplication, division and power
          <li>Mapping of mathematical functions (cos, sin ...)
          <li>Dot product, outer product
          <li>Distance and norm according to norms L1, L2 and Linf
          The <a href="../apidocs/org/apache/commons/math/linear/RealVectorFormat.html">
          RealVectorFormat</a> class handles input/output of vectors in a customizable
          textual format.
      <subsection name="3.4 Solving linear systems" href="solve">
          The <code>solve() methods of the 
          interface support solving linear systems of equations of the form AX=B, either
          in linear sense or in least square sense. A <code>RealMatrix instance is
          used to represent the coefficient matrix of the system. Solving the system is a
          two phases process: first the coefficient matrix is decomposed in some way and
          then a solver built from the decomposition solves the system. This allows to
          compute the decomposition and build the solver only once if several systems have
          to be solved with the same coefficient matrix.
          For example, to solve the linear system
           2x + 3y - 2z = 1
           -x + 7y + 6x = -2
           4x - 3y - 5z = 1
          Start by decomposing the coefficient matrix A (in this case using LU decomposition)
          and build a solver
RealMatrix coefficients =
    new Array2DRowRealMatrix(new double[][] { { 2, 3, -2 }, { -1, 7, 6 }, { 4, -3, -5 } },
DecompositionSolver solver = new LUDecompositionImpl(coefficients).getSolver();
          Next create a <code>RealVector array to represent the constant
          vector B and use <code>solve(RealVector) to solve the system
RealVector constants = new RealVectorImpl(new double[] { 1, -2, 1 }, false);
RealVector solution = solver.solve(constants);
          The <code>solution vector will contain values for x
          (<code>solution.getEntry(0)), y (solution.getEntry(1)), 
          and z (<code>solution.getEntry(2)) that solve the system.
          Each type of decomposition has its specific semantics and constraints on
          the coefficient matrix as shown in the following table. For algorithms that
          solve AX=B in least squares sense the value returned for X is such that the
          residual AX-B has minimal norm. If an exact solution exist (i.e. if for some
          X the residual AX-B is exactly 0), then this exact solution is also the solution
          in least square sense. This implies that algorithms suited for least squares
          problems can also be used to solve exact problems, but the reverse is not true. 
          <table border="1" align="center">
          <tr BGCOLOR="#CCCCFF">
Decomposition algorithms
Namecoefficients matrixproblem type
LUsquareexact solution only
Choleskysymmetric positive definiteexact solution only
QRanyleast squares solution
eigen decompositionsquareexact solution only
SVDanyleast squares solution
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