org.ejml.interfaces.decomposition

Interface CholeskyLDLDecomposition<MatrixType extends Matrix>

All Superinterfaces:

DecompositionInterface<MatrixType>

All Known Implementing Classes:

CholeskyDecompositionLDL_D64

public interface CholeskyLDLDecomposition<MatrixType extends Matrix>
extends DecompositionInterface<MatrixType>

Cholesky LDL^{T decomposition for DenseMatrix64F.}

A Cholesky LDL decomposition decomposes positive-definite symmetric matrices into:

L*D*L^T=A

where L is a lower triangular matrix and D is a diagonal matrix. The main advantage of LDL versus LL or RR Cholesky is that it avoid a square root operation.

See Also:

CholeskyDecompositionLDL_D64

Method Summary

Methods

Modifier and Type	Method and Description
MatrixType	getD(MatrixType D) Returns the diagonal matrixfrom the decomposition.
double[]	getDiagonal() Returns the elements in the diagonal matrix
MatrixType	getL(MatrixType L) Returns the lower triangular matrix from the decomposition.

Methods inherited from interface org.ejml.interfaces.decomposition.DecompositionInterface

decompose, inputModified

Method Detail

getL

MatrixType getL(MatrixType L)

Returns the lower triangular matrix from the decomposition.

If an input is provided that matrix is used to write the results to. Otherwise a new matrix is created and the results written to it.

Parameters:

L - If not null then the decomposed matrix is written here.

Returns:

A lower triangular matrix.

getDiagonal

double[] getDiagonal()

Returns the elements in the diagonal matrix

Returns:

array with diagonal elements. Array might be larger than the number of elements.

getD

MatrixType getD(MatrixType D)

Returns the diagonal matrixfrom the decomposition.

If an input is provided that matrix is used to write the results to. Otherwise a new matrix is created and the results written to it.

Parameters:

D - If not null it will be used to store the diagonal matrix

Returns:

D Square diagonal matrix