org.ejml.alg.dense.decomposition.chol

Class CholeskyDecompositionLDL_D64

java.lang.Object

org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionLDL_D64

All Implemented Interfaces:

org.ejml.interfaces.decomposition.CholeskyLDLDecomposition<org.ejml.data.DenseMatrix64F>, org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DenseMatrix64F>

public class CholeskyDecompositionLDL_D64
extends java.lang.Object
implements org.ejml.interfaces.decomposition.CholeskyLDLDecomposition<org.ejml.data.DenseMatrix64F>

This variant on the Cholesky decomposition avoid the need to take the square root by performing the following decomposition:

L*D*L^T=A

where L is a lower triangular matrix with zeros on the diagonal. D is a diagonal matrix. The diagonal elements of L are equal to one.

Unfortunately the speed advantage of not computing the square root is washed out by the increased number of array accesses. There only appears to be a slight speed boost for very small matrices.

Constructor Summary

Constructors

Constructor and Description
CholeskyDecompositionLDL_D64()

Method Summary

Modifier and Type	Method and Description
double[]	_getVV()
boolean	decompose(org.ejml.data.DenseMatrix64F mat) Performs Choleksy decomposition on the provided matrix.
org.ejml.data.DenseMatrix64F	getD(org.ejml.data.DenseMatrix64F D)
double[]	getDiagonal() Diagonal elements of the diagonal D matrix.
org.ejml.data.DenseMatrix64F	getL() Returns L matrix from the decomposition. L*D*LT=A
org.ejml.data.DenseMatrix64F	getL(org.ejml.data.DenseMatrix64F L)
boolean	inputModified()
void	setExpectedMaxSize(int numRows, int numCols)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CholeskyDecompositionLDL_D64

public CholeskyDecompositionLDL_D64()

Method Detail

setExpectedMaxSize

public void setExpectedMaxSize(int numRows,
                               int numCols)

decompose

public boolean decompose(org.ejml.data.DenseMatrix64F mat)

Performs Choleksy decomposition on the provided matrix.

If the matrix is not positive definite then this function will return false since it can't complete its computations. Not all errors will be found.

Specified by:

decompose in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DenseMatrix64F>

Parameters:

mat - A symetric n by n positive definite matrix.

Returns:

True if it was able to finish the decomposition.

inputModified

public boolean inputModified()

Specified by:

inputModified in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DenseMatrix64F>

getDiagonal

public double[] getDiagonal()

Diagonal elements of the diagonal D matrix.

Specified by:

getDiagonal in interface org.ejml.interfaces.decomposition.CholeskyLDLDecomposition<org.ejml.data.DenseMatrix64F>

Returns:

diagonal elements of D

getL

public org.ejml.data.DenseMatrix64F getL()

Returns L matrix from the decomposition.
L*D*L^T=A

Returns:

A lower triangular matrix.

_getVV

public double[] _getVV()

getL

public org.ejml.data.DenseMatrix64F getL(org.ejml.data.DenseMatrix64F L)

Specified by:

getL in interface org.ejml.interfaces.decomposition.CholeskyLDLDecomposition<org.ejml.data.DenseMatrix64F>

getD

public org.ejml.data.DenseMatrix64F getD(org.ejml.data.DenseMatrix64F D)

Specified by:

getD in interface org.ejml.interfaces.decomposition.CholeskyLDLDecomposition<org.ejml.data.DenseMatrix64F>