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Replaced temporary matrices / entry mutators with double[][] arrays to speed computation in loops. JIRA: MATH-612. Reported and patched by Christopher Nix. 

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1183504 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Phil Steitz 2011-10-14 21:18:33 +00:00
parent 852879bd56
commit 868e6bdb39
1 changed files with 13 additions and 11 deletions
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24
src/main/java/org/apache/commons/math/linear/QRDecomposition.java
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@ -165,15 +165,15 @@ public class QRDecomposition {
// R is supposed to be m x n
final int n = qrt.length;
final int m = qrt[0].length;
cachedR = MatrixUtils.createRealMatrix(m, n);
double[][] ra = new double[m][n];
// copy the diagonal from rDiag and the upper triangle of qr
for (int row = FastMath.min(m, n) - 1; row >= 0; row--) {
cachedR.setEntry(row, row, rDiag[row]);
ra[row][row] = rDiag[row];
for (int col = row + 1; col < n; col++) {
cachedR.setEntry(row, col, qrt[col][row]);
ra[row][col] = qrt[col][row];
}
}
cachedR = MatrixUtils.createRealMatrix(ra);
}
// return the cached matrix
@ -203,7 +203,7 @@ public class QRDecomposition {
// QT is supposed to be m x m
final int n = qrt.length;
final int m = qrt[0].length;
cachedQT = MatrixUtils.createRealMatrix(m, m);
double[][] qta = new double[m][m];
/*
* Q = Q1 Q2 ... Q_m, so Q is formed by first constructing Q_m and then
@ -211,26 +211,27 @@ public class QRDecomposition {
* succession to the result
*/
for (int minor = m - 1; minor >= FastMath.min(m, n); minor--) {
cachedQT.setEntry(minor, minor, 1.0);
qta[minor][minor] = 1.0d;
}
for (int minor = FastMath.min(m, n)-1; minor >= 0; minor--){
final double[] qrtMinor = qrt[minor];
cachedQT.setEntry(minor, minor, 1.0);
qta[minor][minor] = 1.0d;
if (qrtMinor[minor] != 0.0) {
for (int col = minor; col < m; col++) {
double alpha = 0;
for (int row = minor; row < m; row++) {
alpha -= cachedQT.getEntry(col, row) * qrtMinor[row];
alpha -= qta[col][row] * qrtMinor[row];
}
alpha /= rDiag[minor] * qrtMinor[minor];
for (int row = minor; row < m; row++) {
cachedQT.addToEntry(col, row, -alpha * qrtMinor[row]);
qta[col][row] += -alpha * qrtMinor[row];
}
}
}
}
cachedQT = MatrixUtils.createRealMatrix(qta);
}
// return the cached matrix
@ -249,12 +250,13 @@ public class QRDecomposition {
final int n = qrt.length;
final int m = qrt[0].length;
cachedH = MatrixUtils.createRealMatrix(m, n);
double[][] ha = new double[m][n];
for (int i = 0; i < m; ++i) {
for (int j = 0; j < FastMath.min(i + 1, n); ++j) {
cachedH.setEntry(i, j, qrt[j][i] / -rDiag[j]);
ha[i][j] = qrt[j][i] / -rDiag[j];
}
}
cachedH = MatrixUtils.createRealMatrix(ha);
}
// return the cached matrix