OrderedComplexEigenDecomposition.java

/*
 * Licensed to the Hipparchus project under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The Hipparchus project 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.hipparchus.linear;

import java.util.TreeSet;

import org.hipparchus.complex.Complex;
import org.hipparchus.complex.ComplexComparator;

/**
 * Given a matrix A, it computes a complex eigen decomposition A = VDV^{T}.
 * 
 * It ensures that eigen values in the diagonal of D are in ascending order.
 * 
 */
public class OrderedComplexEigenDecomposition extends ComplexEigenDecomposition {

	/**
	 * Constructor for the decomposition.
	 * 
	 * @param matrix
	 *            real matrix.
	 */
	public OrderedComplexEigenDecomposition(final RealMatrix matrix) {
		super(matrix);

		final FieldMatrix<Complex> D = this.getD();
		final FieldMatrix<Complex> V = this.getV();

		// getting eigen values
		TreeSet<Complex> eigenValues = new TreeSet<Complex>(
				new ComplexComparator());
		for (int ij = 0; ij < matrix.getRowDimension(); ij++) {
			eigenValues.add(D.getEntry(ij, ij));
		}

		// ordering
		for (int ij = 0; ij < matrix.getRowDimension() - 1; ij++) {
			final Complex eigValue = eigenValues.pollFirst();
			int currentIndex = -1;
			// searching the current index
			for (currentIndex = ij; currentIndex < matrix.getRowDimension(); currentIndex++) {
				Complex compCurrent = D.getEntry(currentIndex, currentIndex);
				if (eigValue.equals(compCurrent)) {
					break;
				}
			}

			if (ij == currentIndex) {
				continue;
			}

			// exchanging D
			Complex previousValue = D.getEntry(ij, ij);
			D.setEntry(ij, ij, eigValue);
			D.setEntry(currentIndex, currentIndex, previousValue);

			// exchanging V
			final Complex[] previousColumnV = V.getColumn(ij);
			V.setColumn(ij, V.getColumn(currentIndex));
			V.setColumn(currentIndex, previousColumnV);
		}

		checkDefinition(matrix);
	}

	/*
	 * (non-Javadoc)
	 * 
	 * @see org.hipparchus.linear.EigenDecomposition#getVT()
	 */
	public FieldMatrix<Complex> getVT() {
		return getV().transpose();
	}
}