Interface CholeskyLDLDecomposition<MatrixType extends Matrix>

  • All Superinterfaces:
    DecompositionInterface<MatrixType>
    All Known Subinterfaces:
    CholeskyLDLDecomposition_F32<MatrixType>, CholeskyLDLDecomposition_F64<MatrixType>

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

    Cholesky LDLT decomposition.

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

    L*D*LT=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.

    • 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.
      • 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