Re: [ojAlgo-user] OjAlgo exception in SVD

[Anders P. <ap...@op...>]

Read my answers below...

Dimitri Pourbaix wrote:
> Dear Anders,
>
> You asked me for test cases of SVD.  Here is one ... and the problem I
> have with it.  
You need use the latest code from CVS. The solve() method in the SVD 
implementation was simply not yet implemented when I released Version 
19, AND there was a problem with the getPseudoinverse() method. This is 
now fixed in CVS, and will of course be included with Version 20.
> Still, your implementation is very elegant and the resul-
> ting much more straightforward to read.
Thank you.
>
> With my best regards,
>  Dim.
>
> Using the following class:
>
>     class OjAlgoTest {
>         private final 
> org.ojalgo.matrix.factory.PhysicalFactory<Double> _factory
>             = org.ojalgo.matrix.store.PrimitiveDenseStore.FACTORY;
>         private org.ojalgo.matrix.store.MatrixStore<Double> _a;
>         private org.ojalgo.matrix.store.MatrixStore<Double> _b;
>         private org.ojalgo.matrix.store.MatrixStore<Double> _x;
>
>         public OjAlgoTest(double[][] a,
>                           double[][] b) {
>             _a = _factory.makeEmpty(a.length, a[0].length);
>             _b = _factory.makeEmpty(b.length, b[0].length);
>
>             for (int i = 0, maxI = _a.getRowDim(); i < maxI; i++) {
>                 for (int j = 0, maxJ = _a.getColDim(); j < maxJ; j++) {
>                     _a.toPhysicalStore().set(i, j, a[i][j]);
>                 }
>             }
>             for (int i = 0, maxI = _b.getRowDim(); i < maxI; i++) {
>                 for (int j = 0, maxJ = _b.getColDim(); j < maxJ; j++) {
>                     _b.toPhysicalStore().set(i, j, b[i][j]);
>                 }
>             }
>         }
>
>         public void svd() {
>             
> org.ojalgo.matrix.decomposition.MatrixDecomposition<Double> dec
>                 = new org.ojalgo.matrix.jama.JamaSingularValue();
>             if (dec.compute(_a)) {
>                 _x = dec.solve(_b);
>             } else {
>                 throw new org.ojalgo.ProgrammingError("Matrix is not 
> solvable");
>             }
>         }
>     }
>
> with "ojalgo-19.0.jar", the method "svd()" triggers an exception:
>
> Exception in thread "main" org.ojalgo.ProgrammingError: Don't use this 
> method/constructor!
>         at 
> org.ojalgo.ProgrammingError.throwForIllegalInvocation(ProgrammingError.java:36) 
>
>         at 
> org.ojalgo.matrix.jama.JamaSingularValue.solve(JamaSingularValue.java:193) 
>
>         at 
> org.ojalgo.matrix.jama.JamaAbstractDecomposition.solve(JamaAbstractDecomposition.java:69) 
>
>         at 
> my.MatrixComparisons$OjAlgoTest.svd(MatrixComparisons.java:308)
>         at my.MatrixComparisons.<init>(MatrixComparisons.java:88)
>         at my.StandAlone.main(StandAlone.java:31)
>
> Another question: Why isn't there a factory method to create a matrix 
> from a
> two-dimensional array (which would avoid the explicit loop in the above
> constructor)?
Maybe PhysicalFactory needs another method. I'll think about that. 
Currently you have two ways to avoid explicit looping:

1)

PrimitiveMatrix.FACTORY.make(double[][]).toPrimitiveStore();

2)

PrimitiveDenseStore.FACTORY.makeArrayCopy(Array2Dim.makePrimitive(double[][]).getDelegate());

/Anders