no.uib.cipr.matrix
Class DenseCholesky

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

public class DenseCholesky
extends java.lang.Object

Dense Cholesky decomposition

Constructor Summary

DenseCholesky(int n, boolean upper)
Constructor for DenseCholesky

Method Summary

DenseCholesky	factor(LowerSPDDenseMatrix A) Calculates a Cholesky decomposition
DenseCholesky	factor(UpperSPDDenseMatrix A) Calculates a Cholesky decomposition
static DenseCholesky	factorize(Matrix A) Calculates a Cholesky decomposition
LowerTriangDenseMatrix	getL() Returns the decomposition matrix.
UpperTriangDenseMatrix	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) Solves for B, overwriting it on return

Methods inherited from class java.lang.Object

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

Constructor Detail

DenseCholesky

public DenseCholesky(int n,
                     boolean upper)

Constructor for DenseCholesky

Parameters:

n - Matrix size

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

Method Detail

factorize

public static DenseCholesky factorize(Matrix A)

Calculates a Cholesky decomposition

Parameters:

A - Matrix to decompose. Not modified

Returns:

The current decomposition

factor

public DenseCholesky factor(LowerSPDDenseMatrix A)

Calculates a Cholesky decomposition

Parameters:

A - Matrix to decompose. Overwritten on return

Returns:

The current decomposition

factor

public DenseCholesky factor(UpperSPDDenseMatrix A)

Calculates a Cholesky decomposition

Parameters:

A - Matrix to decompose. Overwritten on return

Returns:

The current decomposition

isSPD

public boolean isSPD()

Returns true if the matrix decomposed is symmetrical, positive definite

getL

public LowerTriangDenseMatrix getL()

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

getU

public UpperTriangDenseMatrix getU()

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

solve

public DenseMatrix solve(DenseMatrix B)
                  throws MatrixNotSPDException

Solves for B, overwriting it on return

Throws:

MatrixNotSPDException

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.