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

Class CholeskyDecompositionLDL_FDRM

java.lang.Object

org.ejml.dense.row.decomposition.chol.CholeskyDecompositionLDL_FDRM

All Implemented Interfaces:

org.ejml.interfaces.decomposition.CholeskyLDLDecomposition<org.ejml.data.FMatrixRMaj>, org.ejml.interfaces.decomposition.CholeskyLDLDecomposition_F32<org.ejml.data.FMatrixRMaj>, org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.FMatrixRMaj>

@Generated("org.ejml.dense.row.decomposition.chol.CholeskyDecompositionLDL_DDRM")
public class CholeskyDecompositionLDL_FDRM
extends Object
implements org.ejml.interfaces.decomposition.CholeskyLDLDecomposition_F32<org.ejml.data.FMatrixRMaj>

This variant on the Cholesky decomposition avoid the need to take the square root by performing the following decomposition:

L*D*L^T=A

where L is a lower triangular matrix with zeros on the diagonal. D is a diagonal matrix. The diagonal elements of L are equal to one.

Unfortunately the speed advantage of not computing the square root is washed out by the increased number of array accesses. There only appears to be a slight speed boost for very small matrices.

Constructor Summary

Constructors

Constructor	Description
CholeskyDecompositionLDL_FDRM()

Method Summary

Modifier and Type	Method	Description
float[]	_getVV()
boolean	decompose(org.ejml.data.FMatrixRMaj mat)	Performs Choleksy decomposition on the provided matrix.
org.ejml.data.FMatrixRMaj	getD(@Nullable org.ejml.data.FMatrixRMaj D)
float[]	getDiagonal()	Diagonal elements of the diagonal D matrix.
org.ejml.data.FMatrixRMaj	getL()	Returns L matrix from the decomposition. L*D*LT=A
org.ejml.data.FMatrixRMaj	getL(@Nullable org.ejml.data.FMatrixRMaj L)
boolean	inputModified()
void	setExpectedMaxSize(int numRows, int numCols)

Methods inherited from class java.lang.Object

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

Constructor Details

CholeskyDecompositionLDL_FDRM

public CholeskyDecompositionLDL_FDRM()

Method Details

setExpectedMaxSize

public void setExpectedMaxSize(int numRows,
 int numCols)

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.

Specified by:

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

Parameters:

mat - A symmetric n by n positive definite matrix.

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>

getDiagonal

public float[] getDiagonal()

Diagonal elements of the diagonal D matrix.

Specified by:

getDiagonal in interface org.ejml.interfaces.decomposition.CholeskyLDLDecomposition_F32<org.ejml.data.FMatrixRMaj>

Returns:

diagonal elements of D

getL

public org.ejml.data.FMatrixRMaj getL()

Returns L matrix from the decomposition.
L*D*L^T=A

Returns:

A lower triangular matrix.

_getVV

public float[] _getVV()

getL

public org.ejml.data.FMatrixRMaj getL(@Nullable
 @Nullable org.ejml.data.FMatrixRMaj L)

Specified by:

getL in interface org.ejml.interfaces.decomposition.CholeskyLDLDecomposition<org.ejml.data.FMatrixRMaj>

getD

public org.ejml.data.FMatrixRMaj getD(@Nullable
 @Nullable org.ejml.data.FMatrixRMaj D)

Specified by:

getD in interface org.ejml.interfaces.decomposition.CholeskyLDLDecomposition<org.ejml.data.FMatrixRMaj>