cern.colt.matrix.tdouble.algo.decomposition

Class DenseDoubleCholeskyDecomposition

java.lang.Object

cern.colt.matrix.tdouble.algo.decomposition.DenseDoubleCholeskyDecomposition

All Implemented Interfaces:

Serializable

public class DenseDoubleCholeskyDecomposition
extends Object
implements Serializable

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.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
DenseDoubleCholeskyDecomposition(DoubleMatrix2D A) Constructs and returns a new Cholesky decomposition object for a 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
DoubleMatrix2D	getL() Returns the triangular factor, L.
DoubleMatrix2D	getLtranspose()
void	solve(DoubleMatrix1D b) Solves A*x = b(in-place).
void	solve(DoubleMatrix2D B) Solves A*X = B(in-place).
String	toString() Returns a String with (propertyName, propertyValue) pairs.

Methods inherited from class java.lang.Object

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

Constructor Detail

DenseDoubleCholeskyDecomposition

public DenseDoubleCholeskyDecomposition(DoubleMatrix2D A)

Constructs and returns a new Cholesky decomposition object for a 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 .

Throws:

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

Method Detail

getL

public DoubleMatrix2D getL()

Returns the triangular factor, L.

Returns:

L

getLtranspose

public DoubleMatrix2D getLtranspose()

solve

public void solve(DoubleMatrix2D B)

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

Parameters:

B - A Matrix with as many rows as A and any number of columns.

Throws:

IllegalArgumentException - if B.rows() != A.rows().

solve

public void solve(DoubleMatrix1D 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().

toString

public String toString()

Returns a String with (propertyName, propertyValue) pairs. Useful for debugging or to quickly get the rough picture. For example,

   rank          : 3
   trace         : 0
 
 

Overrides:

toString in class Object