public class BandCholesky
extends java.lang.Object
Constructor and Description |
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BandCholesky(int n,
int kd,
boolean upper)
Constructor for BandCholesky
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Modifier and Type | Method and Description |
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BandCholesky |
factor(LowerSPDBandMatrix A)
Creates a Cholesky decomposition of the given matrix
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BandCholesky |
factor(UpperSPDBandMatrix A)
Creates a Cholesky decomposition of the given matrix
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static BandCholesky |
factorize(LowerSPDBandMatrix A)
Creates a Cholesky decomposition of the given matrix
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static BandCholesky |
factorize(UpperSPDBandMatrix A)
Creates a Cholesky decomposition of the given matrix
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LowerTriangBandMatrix |
getL()
Returns the decomposition matrix.
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UpperTriangBandMatrix |
getU()
Returns the decomposition matrix.
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boolean |
isSPD()
Returns true if the matrix decomposed is symmetrical, positive definite
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double |
rcond(Matrix A)
Computes the reciprocal condition number
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DenseMatrix |
solve(DenseMatrix B)
Computes
A\B , overwriting B |
public BandCholesky(int n, int kd, boolean upper)
n
- Matrix sizekd
- Number of matrix bandsupper
- True for decomposing an upper symmetrical matrix, false for a
lower symmetrical matrixpublic static BandCholesky factorize(LowerSPDBandMatrix A)
A
- Matrix to decompose. Not modifiedpublic static BandCholesky factorize(UpperSPDBandMatrix A)
A
- Matrix to decompose. Not modifiedpublic BandCholesky factor(LowerSPDBandMatrix A)
A
- Matrix to decompose. Overwritten on returnpublic BandCholesky factor(UpperSPDBandMatrix A)
A
- Matrix to decompose. Overwritten on returnpublic LowerTriangBandMatrix getL()
public UpperTriangBandMatrix getU()
public boolean isSPD()
public double rcond(Matrix A)
A
- The matrix this is a decomposition ofpublic DenseMatrix solve(DenseMatrix B) throws MatrixNotSPDException
A\B
, overwriting B
MatrixNotSPDException