Parallel Colt 0.7.2

cern.colt.matrix.tdouble.algo.decomposition
Class DoubleCholeskyDecomposition

java.lang.Object
  extended by cern.colt.matrix.tdouble.algo.decomposition.DoubleCholeskyDecomposition
All Implemented Interfaces:
Serializable

public class DoubleCholeskyDecomposition
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 or positive definite, the constructor returns a partial decomposition and sets an internal flag that may be queried by the isSymmetricPositiveDefinite() method.

See Also:
Serialized Form

Constructor Summary
DoubleCholeskyDecomposition(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
 DoubleMatrix2D getL()
          Returns the triangular factor, L.
 DoubleMatrix2D getLtranspose()
           
 boolean isSymmetricPositiveDefinite()
          Returns whether the matrix A is symmetric and positive definite.
 DoubleMatrix1D solve(DoubleMatrix1D b)
           
 DoubleMatrix2D solve(DoubleMatrix2D B)
          Solves A*X = B; returns X.
 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

DoubleCholeskyDecomposition

public DoubleCholeskyDecomposition(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 matrix.
Throws:
IllegalArgumentException - if A is not square.
Method Detail

getL

public DoubleMatrix2D getL()
Returns the triangular factor, L.

Returns:
L

getLtranspose

public DoubleMatrix2D getLtranspose()

isSymmetricPositiveDefinite

public boolean isSymmetricPositiveDefinite()
Returns whether the matrix A is symmetric and positive definite.

Returns:
true if A is symmetric and positive definite; false otherwise

solve

public DoubleMatrix2D solve(DoubleMatrix2D B)
Solves A*X = B; returns X.

Parameters:
B - A Matrix with as many rows as A and any number of columns.
Returns:
X so that L*L'*X = B.
Throws:
IllegalArgumentException - if B.rows() != A.rows().
IllegalArgumentException - if !isSymmetricPositiveDefinite().

solve

public DoubleMatrix1D solve(DoubleMatrix1D b)

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

Parallel Colt 0.7.2

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