org.ejml.alg.dense.decomposition.chol

Class CholeskyDecompositionCommon_D64

java.lang.Object

org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionCommon_D64

All Implemented Interfaces:

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

Direct Known Subclasses:

CholeskyDecompositionBlock_D64, CholeskyDecompositionInner_D64

public abstract class CholeskyDecompositionCommon_D64
extends java.lang.Object
implements org.ejml.interfaces.decomposition.CholeskyDecomposition<org.ejml.data.DenseMatrix64F>

This is an abstract class for a Cholesky decomposition. It provides the solvers, but the actual decomposition is provided in other classes.

See Also:

CholeskyDecomposition

Field Summary

Fields

Modifier and Type	Field and Description
protected org.ejml.data.Complex64F	det
protected boolean	lower
protected int	maxWidth
protected int	n
protected double[]	t
protected org.ejml.data.DenseMatrix64F	T
protected double[]	vv

Constructor Summary

Constructors

Constructor and Description
CholeskyDecompositionCommon_D64(boolean lower) Specifies if a lower or upper variant should be constructed.

Method Summary

Modifier and Type	Method and Description
double[]	_getVV()
org.ejml.data.Complex64F	computeDeterminant()
boolean	decompose(org.ejml.data.DenseMatrix64F mat) Performs Choleksy decomposition on the provided matrix.
protected abstract boolean	decomposeLower() Performs an lower triangular decomposition.
protected abstract boolean	decomposeUpper() Performs an upper triangular decomposition.
org.ejml.data.DenseMatrix64F	getT() Returns the triangular matrix from the decomposition.
org.ejml.data.DenseMatrix64F	getT(org.ejml.data.DenseMatrix64F T)
boolean	inputModified()
boolean	isLower() If true the decomposition was for a lower triangular matrix.
void	setExpectedMaxSize(int numRows, int numCols)

Methods inherited from class java.lang.Object

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

Field Detail

maxWidth

protected int maxWidth

n

protected int n

T

protected org.ejml.data.DenseMatrix64F T

t

protected double[] t

vv

protected double[] vv

lower

protected boolean lower

det

protected org.ejml.data.Complex64F det

Constructor Detail

CholeskyDecompositionCommon_D64

public CholeskyDecompositionCommon_D64(boolean lower)

Specifies if a lower or upper variant should be constructed.

Parameters:

lower - should a lower or upper triangular matrix be used.

Method Detail

setExpectedMaxSize

public void setExpectedMaxSize(int numRows,
                               int numCols)

isLower

public boolean isLower()

If true the decomposition was for a lower triangular matrix. If false it was for an upper triangular matrix.

Specified by:

isLower in interface org.ejml.interfaces.decomposition.CholeskyDecomposition<org.ejml.data.DenseMatrix64F>

Returns:

True if lower, false if upper.

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. This is an efficient way to check for positive definiteness.

Specified by:

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

Parameters:

mat - A symmetric positive definite matrix with n <= widthMax.

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>

decomposeLower

protected abstract boolean decomposeLower()

Performs an lower triangular decomposition.

Returns:

true if the matrix was decomposed.

decomposeUpper

protected abstract boolean decomposeUpper()

Performs an upper triangular decomposition.

Returns:

true if the matrix was decomposed.

getT

public org.ejml.data.DenseMatrix64F getT(org.ejml.data.DenseMatrix64F T)

Specified by:

getT in interface org.ejml.interfaces.decomposition.CholeskyDecomposition<org.ejml.data.DenseMatrix64F>

getT

public org.ejml.data.DenseMatrix64F getT()

Returns the triangular matrix from the decomposition.

Returns:

A lower or upper triangular matrix.

_getVV

public double[] _getVV()

computeDeterminant

public org.ejml.data.Complex64F computeDeterminant()

Specified by:

computeDeterminant in interface org.ejml.interfaces.decomposition.CholeskyDecomposition<org.ejml.data.DenseMatrix64F>