jsat.linear

Class CholeskyDecomposition

java.lang.Object

jsat.linear.CholeskyDecomposition

All Implemented Interfaces:

java.io.Serializable

public class CholeskyDecomposition
extends java.lang.Object
implements java.io.Serializable

The Cholesky Decomposition factors a symmetric positive definite matrix A into the form A = L L^T. The Cholesky Decomposition of a matrix is unique.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
CholeskyDecomposition(Matrix A) Computes the Cholesky Decomposition of the matrix A.
CholeskyDecomposition(Matrix A, java.util.concurrent.ExecutorService threadpool) Computes the Cholesky Decomposition of the matrix A.

Method Summary

Modifier and Type	Method and Description
double	getDet() Computes the determinant of A
Matrix	getLT() The Cholesky Decomposition computes the factorization A = L LT.
Matrix	solve(Matrix B) Solves the linear system of equations A x = B
Matrix	solve(Matrix B, java.util.concurrent.ExecutorService threadpool) Solves the linear system of equations A x = B
Vec	solve(Vec b) Solves the linear system of equations A x = b

Methods inherited from class java.lang.Object

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

Constructor Detail

CholeskyDecomposition

public CholeskyDecomposition(Matrix A)

Computes the Cholesky Decomposition of the matrix A. The matrix A will be altered to form the decomposition L. If A is still needed after this computation a clone of the matrix should be given instead.
NOTE: No check for the symmetric positive definite property will occur. The results of passing a matrix that does not meet this properties is undefined.

Parameters:

A - the matrix to create the Cholesky Decomposition of

CholeskyDecomposition

public CholeskyDecomposition(Matrix A,
                             java.util.concurrent.ExecutorService threadpool)

Computes the Cholesky Decomposition of the matrix A. The matrix A will be altered to form the decomposition L. If A is still needed after this computation a clone of the matrix should be given instead.
NOTE: No check for the symmetric positive definite property will occur. The results of passing a matrix that does not meet this properties is undefined.

Parameters:

A - the matrix to create the Cholesky Decomposition of

threadpool - the source of threads for computation

Method Detail

getLT

public Matrix getLT()

The Cholesky Decomposition computes the factorization A = L L^T. This method returns L^T

Returns:

The upper triangular matrix L^T

solve

public Vec solve(Vec b)

Solves the linear system of equations A x = b

Parameters:

b - the vectors of values

Returns:

the vector x such that A x = b

solve

public Matrix solve(Matrix B)

Solves the linear system of equations A x = B

Parameters:

B - the matrix of values

Returns:

the matrix c such that A x = B

solve

public Matrix solve(Matrix B,
                    java.util.concurrent.ExecutorService threadpool)

Solves the linear system of equations A x = B

Parameters:

B - the matrix of values

threadpool - the source of threads for parallel evaluation

Returns:

the matrix c such that A x = B

getDet

public double getDet()

Computes the determinant of A

Returns:

the determinant of A