|
||||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Objectno.uib.cipr.matrix.DenseCholesky
public class DenseCholesky
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 |
---|
public DenseCholesky(int n, boolean upper)
n
- Matrix sizeupper
- True for decomposing an upper symmetrical matrix, false for a
lower symmetrical matrixMethod Detail |
---|
public static DenseCholesky factorize(Matrix A)
A
- Matrix to decompose. Not modified
public DenseCholesky factor(LowerSPDDenseMatrix A)
A
- Matrix to decompose. Overwritten on return
public DenseCholesky factor(UpperSPDDenseMatrix A)
A
- Matrix to decompose. Overwritten on return
public boolean isSPD()
public LowerTriangDenseMatrix getL()
public UpperTriangDenseMatrix 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
|
||||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |