cern.colt.matrix.tdouble.algo.decomposition

Class SparseDoubleCholeskyDecomposition

java.lang.Object

cern.colt.matrix.tdouble.algo.decomposition.SparseDoubleCholeskyDecomposition

public class SparseDoubleCholeskyDecomposition
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
SparseDoubleCholeskyDecomposition(DoubleMatrix2D 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
DoubleMatrix2D	getL() Returns the triangular factor, L.
DoubleMatrix2D	getLtranspose() Returns the triangular factor, L'.
edu.emory.mathcs.csparsej.tdouble.Dcs_common.Dcss	getSymbolicAnalysis() Returns a copy of the symbolic Cholesky analysis object
void	solve(DoubleMatrix1D 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

SparseDoubleCholeskyDecomposition

public SparseDoubleCholeskyDecomposition(DoubleMatrix2D 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 DoubleMatrix2D getL()

Returns the triangular factor, L.

Returns:

L

getLtranspose

public DoubleMatrix2D getLtranspose()

Returns the triangular factor, L'.

Returns:

L'

getSymbolicAnalysis

public edu.emory.mathcs.csparsej.tdouble.Dcs_common.Dcss getSymbolicAnalysis()

Returns a copy of the symbolic Cholesky analysis object

Returns:

symbolic Cholesky analysis

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().