Package no.uib.cipr.matrix
Class DenseCholesky
- java.lang.Object
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- no.uib.cipr.matrix.DenseCholesky
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public class DenseCholesky extends java.lang.Object
Dense Cholesky decomposition
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Constructor Summary
Constructors Constructor Description DenseCholesky(int n, boolean upper)
Constructor for DenseCholesky
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description DenseCholesky
factor(LowerSPDDenseMatrix A)
Calculates a Cholesky decompositionDenseCholesky
factor(UpperSPDDenseMatrix A)
Calculates a Cholesky decompositionstatic DenseCholesky
factorize(Matrix A)
Calculates a Cholesky decompositionLowerTriangDenseMatrix
getL()
Returns the decomposition matrix.UpperTriangDenseMatrix
getU()
Returns the decomposition matrix.boolean
isSPD()
Returns true if the matrix decomposed is symmetrical, positive definitedouble
rcond(Matrix A)
Computes the reciprocal condition numberDenseMatrix
solve(DenseMatrix B)
Solves forB
, overwriting it on return
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Method Detail
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factorize
public static DenseCholesky factorize(Matrix A)
Calculates a Cholesky decomposition- Parameters:
A
- Matrix to decompose. Not modified- Returns:
- The current decomposition
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factor
public DenseCholesky factor(LowerSPDDenseMatrix A)
Calculates a Cholesky decomposition- Parameters:
A
- Matrix to decompose. Overwritten on return- Returns:
- The current decomposition
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factor
public DenseCholesky factor(UpperSPDDenseMatrix A)
Calculates a Cholesky decomposition- Parameters:
A
- Matrix to decompose. Overwritten on return- Returns:
- The current decomposition
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isSPD
public boolean isSPD()
Returns true if the matrix decomposed is symmetrical, positive definite
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getL
public LowerTriangDenseMatrix getL()
Returns the decomposition matrix. Only valid for decomposition of a lower SPD matrix
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getU
public UpperTriangDenseMatrix getU()
Returns the decomposition matrix. Only valid for decomposition of a upper SPD matrix
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solve
public DenseMatrix solve(DenseMatrix B) throws MatrixNotSPDException
Solves forB
, overwriting it on return- Throws:
MatrixNotSPDException
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rcond
public double rcond(Matrix A)
Computes the reciprocal condition number- Parameters:
A
- The matrix this is a decomposition of- Returns:
- The reciprocal condition number. Values close to unity indicate a well-conditioned system, while numbers close to zero do not.
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