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java.lang.Objectno.uib.cipr.matrix.BandCholesky
public class BandCholesky
Banded Cholesky decomposition
Constructor Summary | |
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BandCholesky(int n,
int kd,
boolean upper)
Constructor for BandCholesky |
Method Summary | |
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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 |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public BandCholesky(int n, int kd, boolean upper)
n
- Matrix sizekd
- Number of matrix bandsupper
- True for decomposing an upper symmetrical matrix, false for a
lower symmetrical matrixMethod Detail |
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public static BandCholesky factorize(LowerSPDBandMatrix A)
A
- Matrix to decompose. Not modified
public static BandCholesky factorize(UpperSPDBandMatrix A)
A
- Matrix to decompose. Not modified
public BandCholesky factor(LowerSPDBandMatrix A)
A
- Matrix to decompose. Overwritten on return
public BandCholesky factor(UpperSPDBandMatrix A)
A
- Matrix to decompose. Overwritten on return
public LowerTriangBandMatrix getL()
public UpperTriangBandMatrix getU()
public boolean isSPD()
public double rcond(Matrix A)
A
- The matrix this is a decomposition of
public DenseMatrix solve(DenseMatrix B) throws MatrixNotSPDException
A\B
, overwriting B
MatrixNotSPDException
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