cern.colt.matrix.tdcomplex.algo.decomposition

Class SparseDComplexCholeskyDecomposition

java.lang.Object

cern.colt.matrix.tdcomplex.algo.decomposition.SparseDComplexCholeskyDecomposition

public class SparseDComplexCholeskyDecomposition
extends Object

For a symmetric, positive definite matrix A, the Cholesky decomposition is a lower triangular matrix L so that A = L*L'; If the matrix is not symmetric positive definite, the IllegalArgumentException is thrown.

Author:

Piotr Wendykier (piotr.wendykier@gmail.com)

Constructor Summary

Constructors

Constructor and Description
SparseDComplexCholeskyDecomposition(DComplexMatrix2D A, int order) Constructs and returns a new Cholesky decomposition object for a sparse symmetric and positive definite matrix; The decomposed matrices can be retrieved via instance methods of the returned decomposition object.

Method Summary

Methods

Modifier and Type	Method and Description
DComplexMatrix2D	getL() Returns the triangular factor, L.
DComplexMatrix2D	getLtranspose() Returns the triangular factor, L'.
edu.emory.mathcs.csparsej.tdcomplex.DZcs_common.DZcss	getSymbolicAnalysis() Returns a copy of the symbolic Cholesky analysis object
void	solve(DComplexMatrix1D b) Solves A*x = b(in-place).

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SparseDComplexCholeskyDecomposition

public SparseDComplexCholeskyDecomposition(DComplexMatrix2D A,
                                   int order)

Constructs and returns a new Cholesky decomposition object for a sparse symmetric and positive definite matrix; The decomposed matrices can be retrieved via instance methods of the returned decomposition object.

Parameters:

A - Square, symmetric positive definite matrix .

order - ordering option (0 or 1); 0: natural ordering, 1: amd(A+A')

Throws:

IllegalArgumentException - if A is not square or is not sparse or is not a symmetric positive definite.

IllegalArgumentException - if order != 0 || order != 1

Method Detail

getL

public DComplexMatrix2D getL()

Returns the triangular factor, L.

Returns:

L

getLtranspose

public DComplexMatrix2D getLtranspose()

Returns the triangular factor, L'.

Returns:

L'

getSymbolicAnalysis

public edu.emory.mathcs.csparsej.tdcomplex.DZcs_common.DZcss getSymbolicAnalysis()

Returns a copy of the symbolic Cholesky analysis object

Returns:

symbolic Cholesky analysis

solve

public void solve(DComplexMatrix1D b)

Solves A*x = b(in-place). Upon return b is overridden with the result x.

Parameters:

b - A vector with of size A.rows();

Throws:

IllegalArgumentException - if b.size() != A.rows().