Package org.ejml.dense.block.linsol.chol

Class CholeskyOuterSolver_MT_FDRB

java.lang.Object

org.ejml.dense.block.linsol.chol.CholeskyOuterSolver_MT_FDRB

All Implemented Interfaces:

org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.FMatrixRBlock,org.ejml.data.FMatrixRBlock>, org.ejml.interfaces.linsol.LinearSolverDense<org.ejml.data.FMatrixRBlock>

@Generated("org.ejml.dense.block.linsol.chol.CholeskyOuterSolver_FDRB")
public class CholeskyOuterSolver_MT_FDRB
extends Object
implements org.ejml.interfaces.linsol.LinearSolverDense<org.ejml.data.FMatrixRBlock>

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	Description
CholeskyOuterSolver_MT_FDRB()

Method Summary

Modifier and Type	Method	Description
org.ejml.interfaces.decomposition.CholeskyDecomposition_F32<org.ejml.data.FMatrixRBlock>	getDecomposition()
void	invert(org.ejml.data.FMatrixRBlock A_inv)
boolean	modifiesA()
boolean	modifiesB()
double	quality()
boolean	setA(org.ejml.data.FMatrixRBlock A)	Decomposes and overwrites the input matrix.
void	solve(org.ejml.data.FMatrixRBlock B, @Nullable org.ejml.data.FMatrixRBlock 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 Details

CholeskyOuterSolver_MT_FDRB

public CholeskyOuterSolver_MT_FDRB()

Method Details

setA

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

Decomposes and overwrites the input matrix.

Specified by:

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

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.FMatrixRBlock,org.ejml.data.FMatrixRBlock>

solve

public void solve(org.ejml.data.FMatrixRBlock B,
 @Nullable
 @Nullable org.ejml.data.FMatrixRBlock 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.FMatrixRBlock,org.ejml.data.FMatrixRBlock>

invert

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

Specified by:

invert in interface org.ejml.interfaces.linsol.LinearSolverDense<org.ejml.data.FMatrixRBlock>

modifiesA

public boolean modifiesA()

Specified by:

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

modifiesB

public boolean modifiesB()

Specified by:

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

getDecomposition

public org.ejml.interfaces.decomposition.CholeskyDecomposition_F32<org.ejml.data.FMatrixRBlock> getDecomposition()

Specified by:

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