cern.colt.matrix.tfloat.algo.decomposition

Class SparseFloatCholeskyDecomposition

java.lang.Object

cern.colt.matrix.tfloat.algo.decomposition.SparseFloatCholeskyDecomposition

public class SparseFloatCholeskyDecomposition
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
SparseFloatCholeskyDecomposition(FloatMatrix2D 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
FloatMatrix2D	getL() Returns the triangular factor, L.
FloatMatrix2D	getLtranspose() Returns the triangular factor, L'.
edu.emory.mathcs.csparsej.tfloat.Scs_common.Scss	getSymbolicAnalysis() Returns a copy of the symbolic Cholesky analysis object
void	solve(FloatMatrix1D 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

SparseFloatCholeskyDecomposition

public SparseFloatCholeskyDecomposition(FloatMatrix2D 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 FloatMatrix2D getL()

Returns the triangular factor, L.

Returns:

L

getLtranspose

public FloatMatrix2D getLtranspose()

Returns the triangular factor, L'.

Returns:

L'

getSymbolicAnalysis

public edu.emory.mathcs.csparsej.tfloat.Scs_common.Scss getSymbolicAnalysis()

Returns a copy of the symbolic Cholesky analysis object

Returns:

symbolic Cholesky analysis

solve

public void solve(FloatMatrix1D 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().