org.ejml.alg.block.linsol.chol

Class BlockCholeskyOuterSolver

java.lang.Object

org.ejml.alg.block.linsol.chol.BlockCholeskyOuterSolver

All Implemented Interfaces:

org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.BlockMatrix64F>

public class BlockCholeskyOuterSolver
extends java.lang.Object
implements org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.BlockMatrix64F>

Linear solver that uses a block cholesky decomposition.

Solver works by using the standard Cholesky solving strategy:
A=L*L^T
A*x=b
L*L^T*x = b
L*y = b
L^T*x = y
x = L^-Ty

It is also possible to use the upper triangular cholesky decomposition.

Constructor Summary

Constructors

Constructor and Description
BlockCholeskyOuterSolver()

Method Summary

Modifier and Type	Method and Description
org.ejml.interfaces.decomposition.CholeskyDecomposition<org.ejml.data.BlockMatrix64F>	getDecomposition()
void	invert(org.ejml.data.BlockMatrix64F A_inv)
boolean	modifiesA()
boolean	modifiesB()
double	quality()
boolean	setA(org.ejml.data.BlockMatrix64F A) Decomposes and overwrites the input matrix.
void	solve(org.ejml.data.BlockMatrix64F B, org.ejml.data.BlockMatrix64F X) If X == null then the solution is written into B.

Methods inherited from class java.lang.Object

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

Constructor Detail

BlockCholeskyOuterSolver

public BlockCholeskyOuterSolver()

Method Detail

setA

public boolean setA(org.ejml.data.BlockMatrix64F A)

Decomposes and overwrites the input matrix.

Specified by:

setA in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.BlockMatrix64F>

Parameters:

A - Semi-Positive Definite (SPD) system matrix. Modified. Reference saved.

Returns:

If the matrix can be decomposed. Will always return false of not SPD.

quality

public double quality()

Specified by:

quality in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.BlockMatrix64F>

solve

public void solve(org.ejml.data.BlockMatrix64F B,
                  org.ejml.data.BlockMatrix64F X)

If X == null then the solution is written into B. Otherwise the solution is copied from B into X.

Specified by:

solve in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.BlockMatrix64F>

invert

public void invert(org.ejml.data.BlockMatrix64F A_inv)

Specified by:

invert in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.BlockMatrix64F>

modifiesA

public boolean modifiesA()

Specified by:

modifiesA in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.BlockMatrix64F>

modifiesB

public boolean modifiesB()

Specified by:

modifiesB in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.BlockMatrix64F>

getDecomposition

public org.ejml.interfaces.decomposition.CholeskyDecomposition<org.ejml.data.BlockMatrix64F> getDecomposition()

Specified by:

getDecomposition in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.BlockMatrix64F>