math2605.qr_fact_givens.java Source code

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Here is the source code for math2605.qr_fact_givens.java

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/*
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package math2605;

import org.apache.commons.math.linear.Array2DRowRealMatrix;
import org.apache.commons.math.linear.RealMatrix;

/**
 *
 * @author anjali
 */
public class qr_fact_givens {
    RealMatrix R;
    RealMatrix Q;

    public qr_fact_givens(RealMatrix A) {
        int m = A.getRowDimension();
        int n = A.getColumnDimension();
        R = A.copy();
        RealMatrix a = A.copy();
        Q = null;
        boolean firstQ = true;
        for (int j = 0; j < n; j++) {
            int row = j;
            for (int i = j; i < m - 1; i++) {
                if (a.getEntry(row, j) == 0) {
                    //System.out.println("in break");
                    break;
                }
                if (upperTriangular(a)) {
                    //System.out.println("is ut");
                    continue;
                }

                double[] cs = new double[2];

                cs = givensRoatation(a.getEntry(i, j), a.getEntry(i + 1, j));
                RealMatrix G = createG(i, i + 1, cs, n);
                R = G.multiply(R);
                if (firstQ) {
                    Q = G.transpose();
                    firstQ = false;
                } else {
                    Q = Q.multiply(G.transpose());
                }
                a = G.multiply(a);
                row++;
            }
        }
    }

    private boolean upperTriangular(RealMatrix a) {
        boolean triangular = true;
        for (int i = a.getRowDimension() - 1; i > 0 && triangular; i--) { // rows
            for (int j = a.getColumnDimension() - 2; j >= 0; j--) { // columns - see example
                if (a.getEntry(i, j) != 0) {
                    triangular = false;
                    break;
                }
            }
        }
        return triangular;
    }

    private double[] givensRoatation(double a, double b) {
        double[] cs = new double[2];
        double t = 0;
        if (b == 0 && a == 0) {
            cs[0] = 1;
            cs[1] = 0;
        } else {
            cs[0] = a / (Math.sqrt(a * a + b * b));
            cs[1] = -b / (Math.sqrt(a * a + b * b));
        }
        return cs;
    }

    private RealMatrix createG(int i, int j, double[] cs, int n) {
        RealMatrix G = new Array2DRowRealMatrix(n, n);
        for (int k = 0; k < n; k++) {
            for (int l = 0; l < n; l++) {
                if (k == l) {
                    G.setEntry(k, k, 1);
                } else {
                    G.setEntry(k, l, 0);
                }
            }
        }
        G.setEntry(i, i, cs[0]);
        G.setEntry(j, j, cs[0]);
        G.setEntry(i, j, -cs[1]);
        G.setEntry(j, i, cs[1]);
        return G;
    }

    public RealMatrix getR() {
        return R;
    }

    public RealMatrix getQ() {
        return Q;
    }
}