Package no.uib.cipr.matrix
Class PackCholesky
- java.lang.Object
-
- no.uib.cipr.matrix.PackCholesky
-
public class PackCholesky extends java.lang.Object
Packed Cholesky decomposition
-
-
Constructor Summary
Constructors Constructor Description PackCholesky(int n, boolean upper)
Constructor for DenseCholesky
-
Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description PackCholesky
factor(LowerSPDPackMatrix A)
Calculates a Cholesky decompositionPackCholesky
factor(UpperSPDPackMatrix A)
Calculates a Cholesky decompositionstatic PackCholesky
factorize(Matrix A)
Calculates a Cholesky decompositionLowerTriangPackMatrix
getL()
Returns the decomposition matrix.UpperTriangPackMatrix
getU()
Returns the decomposition matrix.boolean
isSPD()
Returns true if the matrix decomposed is symmetrical, positive definitedouble
rcond(Matrix A)
Computes the reciprocal condition numberDenseMatrix
solve(DenseMatrix B)
Solves forB
, overwriting it on return
-
-
-
Method Detail
-
factorize
public static PackCholesky factorize(Matrix A)
Calculates a Cholesky decomposition- Parameters:
A
- Matrix to decompose. Not modified- Returns:
- The current decomposition
-
factor
public PackCholesky factor(LowerSPDPackMatrix A)
Calculates a Cholesky decomposition- Parameters:
A
- Matrix to decompose. Overwritten on return- Returns:
- The current decomposition
-
factor
public PackCholesky factor(UpperSPDPackMatrix A)
Calculates a Cholesky decomposition- Parameters:
A
- Matrix to decompose. Overwritten on return- Returns:
- The current decomposition
-
isSPD
public boolean isSPD()
Returns true if the matrix decomposed is symmetrical, positive definite
-
getL
public LowerTriangPackMatrix getL()
Returns the decomposition matrix. Only valid for decomposition of a lower SPD matrix
-
getU
public UpperTriangPackMatrix getU()
Returns the decomposition matrix. Only valid for decomposition of a upper SPD matrix
-
solve
public DenseMatrix solve(DenseMatrix B) throws MatrixNotSPDException
Solves forB
, overwriting it on return- Throws:
MatrixNotSPDException
-
rcond
public double rcond(Matrix A)
Computes the reciprocal condition number- Parameters:
A
- The matrix this is a decomposition of- Returns:
- The reciprocal condition number. Values close to unity indicate a well-conditioned system, while numbers close to zero do not.
-
-