Class DenseCholesky

java.lang.Object
no.uib.cipr.matrix.DenseCholesky

public class DenseCholesky extends Object
Dense Cholesky decomposition
  • Constructor Details

    • DenseCholesky

      public DenseCholesky(int n, boolean upper)
      Constructor for DenseCholesky
      Parameters:
      n - Matrix size
      upper - True for decomposing an upper symmetrical matrix, false for a lower symmetrical matrix
  • Method Details

    • factorize

      public static DenseCholesky factorize(Matrix A)
      Calculates a Cholesky decomposition
      Parameters:
      A - Matrix to decompose. Not modified
      Returns:
      The current decomposition
    • factor

      Calculates a Cholesky decomposition
      Parameters:
      A - Matrix to decompose. Overwritten on return
      Returns:
      The current decomposition
    • factor

      Calculates a Cholesky decomposition
      Parameters:
      A - Matrix to decompose. Overwritten on return
      Returns:
      The current decomposition
    • isSPD

      public boolean isSPD()
      Returns true if the matrix decomposed is symmetrical, positive definite
    • getL

      public LowerTriangDenseMatrix getL()
      Returns the decomposition matrix. Only valid for decomposition of a lower SPD matrix
    • getU

      public UpperTriangDenseMatrix getU()
      Returns the decomposition matrix. Only valid for decomposition of a upper SPD matrix
    • solve

      Solves for B, overwriting it on return
      Throws:
      MatrixNotSPDException
    • 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.