| /* |
| * 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 |
| * |
| * 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 org.apache.commons.math4.linear; |
| |
| import org.apache.commons.math4.exception.DimensionMismatchException; |
| import org.apache.commons.math4.linear.ArrayRealVector; |
| import org.apache.commons.math4.linear.RealLinearOperator; |
| import org.apache.commons.math4.linear.RealVector; |
| |
| /** This class implements Hilbert Matrices as {@link RealLinearOperator}. */ |
| public class HilbertMatrix |
| extends RealLinearOperator { |
| |
| /** The size of the matrix. */ |
| private final int n; |
| |
| /** |
| * Creates a new instance of this class. |
| * |
| * @param n Size of the matrix to be created.. |
| */ |
| public HilbertMatrix(final int n) { |
| this.n = n; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public int getColumnDimension() { |
| return n; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public int getRowDimension() { |
| return n; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public RealVector operate(final RealVector x) { |
| if (x.getDimension() != n) { |
| throw new DimensionMismatchException(x.getDimension(), n); |
| } |
| final double[] y = new double[n]; |
| for (int i = 0; i < n; i++) { |
| double pos = 0.; |
| double neg = 0.; |
| for (int j = 0; j < n; j++) { |
| final double xj = x.getEntry(j); |
| final double coeff = 1. / (i + j + 1.); |
| // Positive and negative values are sorted out in order to limit |
| // catastrophic cancellations (do not forget that Hilbert |
| // matrices are *very* ill-conditioned! |
| if (xj > 0.) { |
| pos += coeff * xj; |
| } else { |
| neg += coeff * xj; |
| } |
| } |
| y[i] = pos + neg; |
| } |
| return new ArrayRealVector(y, false); |
| } |
| } |