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java.lang.Objectcern.colt.matrix.tdouble.algo.decomposition.SparseDoubleCholeskyDecomposition
public class SparseDoubleCholeskyDecomposition
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.
Constructor Summary | |
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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 | |
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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 |
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public SparseDoubleCholeskyDecomposition(DoubleMatrix2D A, int order)
A
- Square, symmetric positive definite matrix .order
- ordering option (0 or 1); 0: natural ordering, 1: amd(A+A')
IllegalArgumentException
- if A is not square or is not sparse or is not a
symmetric positive definite.
IllegalArgumentException
- if order != 0 || order != 1Method Detail |
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public DoubleMatrix2D getL()
public DoubleMatrix2D getLtranspose()
public edu.emory.mathcs.csparsej.tdouble.Dcs_common.Dcss getSymbolicAnalysis()
public void solve(DoubleMatrix1D b)
b
- A vector with of size A.rows();
IllegalArgumentException
- if b.size() != A.rows().
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