org.ejml.alg.dense.decomposition.chol

Class CholeskyDecompositionCommon_D64

java.lang.Object

org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionCommon_D64

All Implemented Interfaces:

CholeskyDecomposition<DenseMatrix64F>, DecompositionInterface<DenseMatrix64F>

Direct Known Subclasses:

CholeskyDecompositionBlock_D64, CholeskyDecompositionInner_D64

public abstract class CholeskyDecompositionCommon_D64
extends java.lang.Object
implements CholeskyDecomposition<DenseMatrix64F>

This is an abstract class for a Cholesky decomposition. It provides the solvers, but the actual decomposition is provided in other classes.

See Also:

CholeskyDecomposition

Constructor Summary

Constructors

Constructor and Description
CholeskyDecompositionCommon_D64(boolean lower) Specifies if a lower or upper variant should be constructed.

Method Summary

Modifier and Type	Method and Description
double[]	_getVV()
Complex64F	computeDeterminant() Computes the matrix's determinant using the decomposition.
boolean	decompose(DenseMatrix64F mat) Performs Choleksy decomposition on the provided matrix.
DenseMatrix64F	getT() Returns the triangular matrix from the decomposition.
DenseMatrix64F	getT(DenseMatrix64F T) Returns the triangular matrix from the decomposition.
boolean	inputModified() Is the input matrix to DecompositionInterface.decompose(org.ejml.data.Matrix) is modified during the decomposition process.
boolean	isLower() If true the decomposition was for a lower triangular matrix.
void	setExpectedMaxSize(int numRows, int numCols)

Methods inherited from class java.lang.Object

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

Constructor Detail

CholeskyDecompositionCommon_D64

public CholeskyDecompositionCommon_D64(boolean lower)

Specifies if a lower or upper variant should be constructed.

Parameters:

lower - should a lower or upper triangular matrix be used.

Method Detail

setExpectedMaxSize

public void setExpectedMaxSize(int numRows,
                               int numCols)

isLower

public boolean isLower()

If true the decomposition was for a lower triangular matrix. If false it was for an upper triangular matrix.

Specified by:

isLower in interface CholeskyDecomposition<DenseMatrix64F>

Returns:

True if lower, false if upper.

decompose

public boolean decompose(DenseMatrix64F mat)

Performs Choleksy decomposition on the provided matrix.

If the matrix is not positive definite then this function will return false since it can't complete its computations. Not all errors will be found. This is an efficient way to check for positive definiteness.

Specified by:

decompose in interface DecompositionInterface<DenseMatrix64F>

Parameters:

mat - A symmetric positive definite matrix with n <= widthMax.

Returns:

True if it was able to finish the decomposition.

inputModified

public boolean inputModified()

Description copied from interface: DecompositionInterface

Is the input matrix to DecompositionInterface.decompose(org.ejml.data.Matrix) is modified during the decomposition process.

Specified by:

inputModified in interface DecompositionInterface<DenseMatrix64F>

Returns:

true if the input matrix to decompose() is modified.

getT

public DenseMatrix64F getT(DenseMatrix64F T)

Description copied from interface: CholeskyDecomposition

Returns the triangular matrix from the decomposition.

If an input is provided that matrix is used to write the results to. Otherwise a new matrix is created and the results written to it.

Specified by:

getT in interface CholeskyDecomposition<DenseMatrix64F>

Parameters:

T - If not null then the decomposed matrix is written here.

Returns:

A lower or upper triangular matrix.

getT

public DenseMatrix64F getT()

Returns the triangular matrix from the decomposition.

Returns:

A lower or upper triangular matrix.

_getVV

public double[] _getVV()

computeDeterminant

public Complex64F computeDeterminant()

Description copied from interface: CholeskyDecomposition

Computes the matrix's determinant using the decomposition.

Specified by:

computeDeterminant in interface CholeskyDecomposition<DenseMatrix64F>

Returns:

The determinant.