Documentation of 'org.ejml.alg.block.BlockInnerTriangularSolver' Java class
BlockInnerTriangularSolver
Skip navigation links
org.ejml.alg.block

Class BlockInnerTriangularSolver


  • public class BlockInnerTriangularSolver
extends java.lang.Object

    Contains triangular solvers for inner blocks of a BlockMatrix64F.

    Algorithm for lower triangular inverse:

     for i=1:m
     for j=1:i-1
         val = 0
         for k=j:i-1
             val = val - L(i,k) * X(k,j)
         end
         x(i,j) = val / L(i,i)
     end
     x(i,i) = 1 / L(i,i)
 end

    • Method Summary

      All Methods Static Methods Concrete Methods 
      Modifier and Type Method and Description
      static void invertLower(double[] L, double[] L_inv, int m, int offsetL, int offsetL_inv)
      Inverts a square lower triangular matrix: L = L-1
      static void invertLower(double[] L, int m, int offsetL)
      Inverts a square lower triangular matrix: L = L-1
      static void solveL(double[] L, double[] b, int m, int n, int strideL, int offsetL, int offsetB)
      Solves for non-singular lower triangular matrices using forward substitution.
      static void solveLTransB(double[] L, double[] b, int m, int n, int strideL, int offsetL, int offsetB)
      Solves for non-singular lower triangular matrices using forward substitution.
      static void solveTransL(double[] L, double[] b, int m, int n, int strideL, int offsetL, int offsetB)
      Solves for non-singular transposed lower triangular matrices using backwards substitution:
      B = L-TB

      where B is a (m by n) matrix, L is a lower triangular (m by m) matrix.
      static void solveTransU(double[] U, double[] b, int m, int n, int strideU, int offsetU, int offsetB)
      Solves for non-singular upper triangular matrices using forward substitution.
      static void solveU(double[] U, double[] b, int m, int n, int strideU, int offsetU, int offsetB)
      Solves for non-singular upper triangular matrices using backwards substitution.

      • Methods inherited from class java.lang.Object

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

    • Constructor Detail

      • BlockInnerTriangularSolver

        public BlockInnerTriangularSolver()

    • Method Detail

      • invertLower

        public static void invertLower(double[] L,
                               double[] L_inv,
                               int m,
                               int offsetL,
                               int offsetL_inv)

        Inverts a square lower triangular matrix: L = L-1

        Parameters:
        L - Lower triangular matrix being inverted. Not modified.
        m - The number of rows and columns.
        offsetL - which index does the L matrix start at.
        offsetL_inv - which index does the L_inv matrix start at.

      • invertLower

        public static void invertLower(double[] L,
                               int m,
                               int offsetL)

        Inverts a square lower triangular matrix: L = L-1

        Parameters:
        L - Lower triangular matrix being inverted. Over written with inverted matrix. Modified.
        m - The number of rows and columns.
        offsetL - which index does the L matrix start at.

      • solveL

        public static void solveL(double[] L,
                          double[] b,
                          int m,
                          int n,
                          int strideL,
                          int offsetL,
                          int offsetB)

        Solves for non-singular lower triangular matrices using forward substitution.
        B = L-1B

        where B is a (m by n) matrix, L is a lower triangular (m by m) matrix.

        Parameters:
        L - An m by m non-singular lower triangular matrix. Not modified.
        b - An m by n matrix. Modified.
        m - size of the L matrix
        n - number of columns in the B matrix.
        strideL - number of elements that need to be added to go to the next row in L
        offsetL - initial index in L where the matrix starts
        offsetB - initial index in B where the matrix starts

      • solveTransL

        public static void solveTransL(double[] L,
                               double[] b,
                               int m,
                               int n,
                               int strideL,
                               int offsetL,
                               int offsetB)

        Solves for non-singular transposed lower triangular matrices using backwards substitution:
        B = L-TB

        where B is a (m by n) matrix, L is a lower triangular (m by m) matrix.

        Parameters:
        L - An m by m non-singular lower triangular matrix. Not modified.
        b - An m by n matrix. Modified.
        m - size of the L matrix
        n - number of columns in the B matrix.
        strideL - number of elements that need to be added to go to the next row in L
        offsetL - initial index in L where the matrix starts
        offsetB - initial index in B where the matrix starts

      • solveLTransB

        public static void solveLTransB(double[] L,
                                double[] b,
                                int m,
                                int n,
                                int strideL,
                                int offsetL,
                                int offsetB)

        Solves for non-singular lower triangular matrices using forward substitution.
        BT = L-1BT

        where B is a (n by m) matrix, L is a lower triangular (m by m) matrix.

        Parameters:
        L - An m by m non-singular lower triangular matrix. Not modified.
        b - An n by m matrix. Modified.
        m - size of the L matrix
        n - number of columns in the B matrix.
        offsetL - initial index in L where the matrix starts
        offsetB - initial index in B where the matrix starts

      • solveU

        public static void solveU(double[] U,
                          double[] b,
                          int m,
                          int n,
                          int strideU,
                          int offsetU,
                          int offsetB)

        Solves for non-singular upper triangular matrices using backwards substitution.
        B = U-1B

        where B (m by n) is a matrix, U is a (m by m ) upper triangular matrix.

        Parameters:
        U - An m by m non-singular upper triangular matrix. Not modified.
        b - An m by n matrix. Modified.
        m - size of the L matrix
        offsetU - initial index in L where the matrix starts
        offsetB - initial index in B where the matrix starts

      • solveTransU

        public static void solveTransU(double[] U,
                               double[] b,
                               int m,
                               int n,
                               int strideU,
                               int offsetU,
                               int offsetB)

        Solves for non-singular upper triangular matrices using forward substitution.
        B = U-TB

        where B (m by n) is a matrix, U is a (m by m ) upper triangular matrix.

        Parameters:
        U - An m by m non-singular upper triangular matrix. Not modified.
        b - An m by n matrix. Modified.
        m - size of the L matrix
        offsetU - initial index in L where the matrix starts
        offsetB - initial index in B where the matrix starts
Skip navigation links

DMelt 3.0 © DataMelt by jWork.ORG

You see the box below because you did not login.