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Use the "isSymmetric" utility method from "MatrixUtils" (copied from 

"EigenDecomposition" in MATH-884).


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1403591 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Gilles Sadowski 2012-10-30 00:38:44 +00:00
parent 06c63da6c7
commit ea8e5c488d
1 changed files with 2 additions and 32 deletions
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34
src/main/java/org/apache/commons/math3/linear/EigenDecomposition.java
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@ -115,7 +115,8 @@ public class EigenDecomposition {
*/
public EigenDecomposition(final RealMatrix matrix)
throws MathArithmeticException {
isSymmetric = isSymmetric(matrix, false);
final double symTol = 10 * matrix.getRowDimension() * matrix.getColumnDimension() * Precision.EPSILON;
isSymmetric = MatrixUtils.isSymmetric(matrix, symTol);
if (isSymmetric) {
transformToTridiagonal(matrix);
findEigenVectors(transformer.getQ().getData());
@ -181,37 +182,6 @@ public class EigenDecomposition {
this(main, secondary);
}
/**
* Check if a matrix is symmetric.
*
* @param matrix Matrix to check.
* @param raiseException If {@code true}, the method will throw an
* exception if {@code matrix} is not symmetric.
* @return {@code true} if {@code matrix} is symmetric.
* @throws NonSymmetricMatrixException if the matrix is not symmetric and
* {@code raiseException} is {@code true}.
*/
private boolean isSymmetric(final RealMatrix matrix,
boolean raiseException) {
final int rows = matrix.getRowDimension();
final int columns = matrix.getColumnDimension();
final double eps = 10 * rows * columns * Precision.EPSILON;
for (int i = 0; i < rows; ++i) {
for (int j = i + 1; j < columns; ++j) {
final double mij = matrix.getEntry(i, j);
final double mji = matrix.getEntry(j, i);
if (FastMath.abs(mij - mji) >
(FastMath.max(FastMath.abs(mij), FastMath.abs(mji)) * eps)) {
if (raiseException) {
throw new NonSymmetricMatrixException(i, j, eps);
}
return false;
}
}
}
return true;
}
/**
* Gets the matrix V of the decomposition.
* V is an orthogonal matrix, i.e. its transpose is also its inverse.