Package org.ejml.dense.row.decomposition.chol

Class CholeskyDecompositionCommon_FDRM

java.lang.Object
org.ejml.dense.row.decomposition.chol.CholeskyDecompositionCommon_FDRM
All Implemented Interfaces:
org.ejml.interfaces.decomposition.CholeskyDecomposition<org.ejml.data.FMatrixRMaj>, org.ejml.interfaces.decomposition.CholeskyDecomposition_F32<org.ejml.data.FMatrixRMaj>, org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.FMatrixRMaj>
Direct Known Subclasses:
CholeskyDecompositionBlock_FDRM, CholeskyDecompositionInner_FDRM
@Generated("org.ejml.dense.row.decomposition.chol.CholeskyDecompositionCommon_DDRM") public abstract class CholeskyDecompositionCommon_FDRM extends Object implements org.ejml.interfaces.decomposition.CholeskyDecomposition_F32<org.ejml.data.FMatrixRMaj>

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_F32

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    protected org.ejml.data.Complex_F32
    det
     
    protected boolean
    lower
     
    protected int
    maxWidth
     
    protected int
    n
     
    protected float[]
    t
     
    protected org.ejml.data.FMatrixRMaj
    T
     
    protected float[]
    vv
     

  • Constructor Summary

    Constructors
    Modifier
    Constructor
    Description
    protected
    CholeskyDecompositionCommon_FDRM(boolean lower)
    Specifies if a lower or upper variant should be constructed.

  • Method Summary

    Modifier and Type
    Method
    Description
    float[]
    _getVV()
     
    org.ejml.data.Complex_F32
    computeDeterminant()
     
    boolean
    decompose(org.ejml.data.FMatrixRMaj 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.FMatrixRMaj
    getT()
    Returns the triangular matrix from the decomposition.
    org.ejml.data.FMatrixRMaj
    getT(@Nullable org.ejml.data.FMatrixRMaj 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 Details

    • maxWidth

      protected int maxWidth

    • n

      protected int n

    • T

      protected org.ejml.data.FMatrixRMaj T

    • t

      protected float[] t

    • vv

      protected float[] vv

    • lower

      protected boolean lower

    • det

      protected org.ejml.data.Complex_F32 det

  • Constructor Details

    • CholeskyDecompositionCommon_FDRM

      protected CholeskyDecompositionCommon_FDRM(boolean lower)
      Specifies if a lower or upper variant should be constructed.
      Parameters:
      lower - should a lower or upper triangular matrix be used.

  • Method Details

    • 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.FMatrixRMaj>
      Returns:
      True if lower, false if upper.

    • decompose

      public boolean decompose(org.ejml.data.FMatrixRMaj 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.FMatrixRMaj>
      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.FMatrixRMaj>

    • 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.FMatrixRMaj getT(@Nullable @Nullable org.ejml.data.FMatrixRMaj T)
      Specified by:
      getT in interface org.ejml.interfaces.decomposition.CholeskyDecomposition<org.ejml.data.FMatrixRMaj>

    • getT

      public org.ejml.data.FMatrixRMaj getT()
      Returns the triangular matrix from the decomposition.
      Returns:
      A lower or upper triangular matrix.

    • _getVV

      public float[] _getVV()

    • computeDeterminant

      public org.ejml.data.Complex_F32 computeDeterminant()
      Specified by:
      computeDeterminant in interface org.ejml.interfaces.decomposition.CholeskyDecomposition_F32<org.ejml.data.FMatrixRMaj>