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  1. Commons Math
  2. MATH-1617

FieldLUDecomposition with BigReal throw divide by zero error

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Details

    • Bug
    • Status: Resolved
    • Major
    • Resolution: Fixed
    • 3.6.1
    • 4.0
    • None
    • None

    Description

      From https://stackoverflow.com/questions/68427448/how-to-find-the-inverse-of-a-matrix-using-apache-commons-math-library-in-java/68427869?noredirect=1#comment120932354_68427869

      Reproducible example

      import org.apache.commons.math3.linear.FieldLUDecomposition;
      import org.apache.commons.math3.linear.FieldMatrix;
      import org.apache.commons.math3.linear.MatrixUtils;
      import org.apache.commons.math3.util.BigReal;
      
      public class REPREX {
          public static void main(String[] args) {
              BigReal[][] leftMatrixData = new BigReal[][]{
                      {new BigReal(1), new BigReal(0), new BigReal(0), new BigReal(0)},
                      {new BigReal(1), new BigReal(0), new BigReal(1), new BigReal(0)},
                      {new BigReal(1), new BigReal(1), new BigReal(0), new BigReal(0)},
                      {new BigReal(1), new BigReal(1), new BigReal(1), new BigReal(1)},
              };
      
              FieldMatrix<BigReal> leftMatrix = MatrixUtils.createFieldMatrix(leftMatrixData);
              FieldMatrix<BigReal> leftMatrixInverse = new FieldLUDecomposition<>(leftMatrix)
                      .getSolver()
                      .getInverse();
      //  Exception in thread "main" org.apache.commons.math3.exception.MathArithmeticException: zero not allowed here
      //	  at org.apache.commons.math3.util.BigReal.divide(BigReal.java:255)
      //	  at org.apache.commons.math3.util.BigReal.divide(BigReal.java:39)
      //	  at org.apache.commons.math3.linear.FieldLUDecomposition.<init>(FieldLUDecomposition.java:160)
      //	  at stackoverflow.math.matrix.REPREX.main(REPREX.java:18)
          }
      }
      

      Possible reason:

      In FieldLUDecomposition line 130-133

                      if (lu[nonZero][col].equals(field.getZero())) {
                          // try to select a better permutation choice
                          ++nonZero;
                      }
      

      Which produce incorrect result when lu[nonZeror][col] the BigDecimal val has different scale
      to field.getZero() scale. as the BigReal#equals is comparing using BigDecimal#equals

      Workaround

      I tried to copy class BigReal and BigRealField to FixBigReal and FixBigRealField and replace all BigReal to FixBigReal inside. Then override FixBIgReal#equals and {{FixBIgReal#hashcode }}as

          @Override
          public boolean equals(Object other) {
              if (this == other) {
                  return true;
              }
      
              if (other instanceof FixBigReal) {
                  return d.compareTo(((FixBigReal) other).d) == 0;
              }
              return false;
          }
      ...
          @Override
          public int hashCode() {
              return Double.hashCode(d.doubleValue());
          }
      

      Then the below program will not throw error

      import org.apache.commons.math3.linear.FieldLUDecomposition;
      import org.apache.commons.math3.linear.FieldMatrix;
      import org.apache.commons.math3.linear.MatrixUtils;
      import org.apache.commons.math3.util.BigReal;
      
      public class MVE {
          public static void main(String[] args) {
              FixBigReal[][] leftMatrixData = new FixBigReal[][]{
                      {new FixBigReal(1), new FixBigReal(0), new FixBigReal(0), new FixBigReal(0)},
                      {new FixBigReal(1), new FixBigReal(0), new FixBigReal(1), new FixBigReal(0)},
                      {new FixBigReal(1), new FixBigReal(1), new FixBigReal(0), new FixBigReal(0)},
                      {new FixBigReal(1), new FixBigReal(1), new FixBigReal(1), new FixBigReal(1)},
              };
      
              FieldMatrix<FixBigReal> leftMatrix = MatrixUtils.createFieldMatrix(leftMatrixData);
              FieldMatrix<FixBigReal> leftMatrixInverse = new FieldLUDecomposition<>(leftMatrix)
                      .getSolver()
                      .getInverse();
          }
      }
      

      Attachments

        1. MATH-1617.patch
          4 kB
          Ng Tsz Sum

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            Unassigned Unassigned
            samabcde Ng Tsz Sum
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              Updated:
              Resolved:

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