no.uib.cipr.matrix
Class BandCholesky

java.lang.Object
  no.uib.cipr.matrix.BandCholesky

public class BandCholesky
extends java.lang.Object

Banded Cholesky decomposition

Constructor Summary

BandCholesky(int n, int kd, boolean upper)
Constructor for BandCholesky

Method Summary

BandCholesky	factor(LowerSPDBandMatrix A) Creates a Cholesky decomposition of the given matrix
BandCholesky	factor(UpperSPDBandMatrix A) Creates a Cholesky decomposition of the given matrix
static BandCholesky	factorize(LowerSPDBandMatrix A) Creates a Cholesky decomposition of the given matrix
static BandCholesky	factorize(UpperSPDBandMatrix A) Creates a Cholesky decomposition of the given matrix
LowerTriangBandMatrix	getL() Returns the decomposition matrix.
UpperTriangBandMatrix	getU() Returns the decomposition matrix.
boolean	isSPD() Returns true if the matrix decomposed is symmetrical, positive definite
double	rcond(Matrix A) Computes the reciprocal condition number
DenseMatrix	solve(DenseMatrix B) Computes A\B, overwriting B

Methods inherited from class java.lang.Object

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

Constructor Detail

BandCholesky

public BandCholesky(int n,
                    int kd,
                    boolean upper)

Constructor for BandCholesky

Parameters:

n - Matrix size

kd - Number of matrix bands

upper - True for decomposing an upper symmetrical matrix, false for a lower symmetrical matrix

Method Detail

factorize

public static BandCholesky factorize(LowerSPDBandMatrix A)

Creates a Cholesky decomposition of the given matrix

Parameters:

A - Matrix to decompose. Not modified

Returns:

A Cholesky decomposition of the matrix

factorize

public static BandCholesky factorize(UpperSPDBandMatrix A)

Creates a Cholesky decomposition of the given matrix

Parameters:

A - Matrix to decompose. Not modified

Returns:

A Cholesky decomposition of the matrix

factor

public BandCholesky factor(LowerSPDBandMatrix A)

Creates a Cholesky decomposition of the given matrix

Parameters:

A - Matrix to decompose. Overwritten on return

Returns:

The current decomposition

factor

public BandCholesky factor(UpperSPDBandMatrix A)

Creates a Cholesky decomposition of the given matrix

Parameters:

A - Matrix to decompose. Overwritten on return

Returns:

The current decomposition

getL

public LowerTriangBandMatrix getL()

Returns the decomposition matrix. Only valid for decomposition of a lower SPD matrix

getU

public UpperTriangBandMatrix getU()

Returns the decomposition matrix. Only valid for decomposition of a upper SPD matrix

isSPD

public boolean isSPD()

Returns true if the matrix decomposed is symmetrical, positive definite

rcond

public double rcond(Matrix A)

Computes the reciprocal condition number

Parameters:

A - The matrix this is a decomposition of

Returns:

The reciprocal condition number. Values close to unity indicate a well-conditioned system, while numbers close to zero do not.

solve

public DenseMatrix solve(DenseMatrix B)
                  throws MatrixNotSPDException

Computes A\B, overwriting B

Throws:

MatrixNotSPDException