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java.lang.Objectcern.colt.matrix.tfloat.algo.decomposition.DenseFloatCholeskyDecomposition
public class DenseFloatCholeskyDecomposition
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.
Constructor Summary | |
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DenseFloatCholeskyDecomposition(FloatMatrix2D 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 | |
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FloatMatrix2D |
getL()
Returns the triangular factor, L. |
FloatMatrix2D |
getLtranspose()
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boolean |
isSymmetricPositiveDefinite()
Returns whether the matrix A is symmetric and positive definite. |
FloatMatrix1D |
solve(FloatMatrix1D b)
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FloatMatrix2D |
solve(FloatMatrix2D B)
Solves A*X = B; returns X. |
String |
toString()
Returns a String with (propertyName, propertyValue) pairs. |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
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public DenseFloatCholeskyDecomposition(FloatMatrix2D A)
A
- Square, symmetric matrix.
IllegalArgumentException
- if A is not square.Method Detail |
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public FloatMatrix2D getL()
public FloatMatrix2D getLtranspose()
public boolean isSymmetricPositiveDefinite()
public FloatMatrix2D solve(FloatMatrix2D B)
B
- A Matrix with as many rows as A and any number of
columns.
IllegalArgumentException
- if B.rows() != A.rows().
IllegalArgumentException
- if !isSymmetricPositiveDefinite().public FloatMatrix1D solve(FloatMatrix1D b)
public String toString()
rank : 3 trace : 0
toString
in class Object
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