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java.lang.Objectno.uib.cipr.matrix.PackCholesky
public class PackCholesky
Packed Cholesky decomposition
Constructor Summary | |
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PackCholesky(int n,
boolean upper)
Constructor for DenseCholesky |
Method Summary | |
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PackCholesky |
factor(LowerSPDPackMatrix A)
Calculates a Cholesky decomposition |
PackCholesky |
factor(UpperSPDPackMatrix A)
Calculates a Cholesky decomposition |
static PackCholesky |
factorize(Matrix A)
Calculates a Cholesky decomposition |
LowerTriangPackMatrix |
getL()
Returns the decomposition matrix. |
UpperTriangPackMatrix |
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 |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public PackCholesky(int n, boolean upper)
n
- Matrix sizeupper
- True for decomposing an upper symmetrical matrix, false for a
lower symmetrical matrixMethod Detail |
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public static PackCholesky factorize(Matrix A)
A
- Matrix to decompose. Not modified
public PackCholesky factor(LowerSPDPackMatrix A)
A
- Matrix to decompose. Overwritten on return
public PackCholesky factor(UpperSPDPackMatrix A)
A
- Matrix to decompose. Overwritten on return
public boolean isSPD()
public LowerTriangPackMatrix getL()
public UpperTriangPackMatrix getU()
public DenseMatrix solve(DenseMatrix B) throws MatrixNotSPDException
B
, overwriting it on return
MatrixNotSPDException
public double rcond(Matrix A)
A
- The matrix this is a decomposition of
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