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

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

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