org.ejml.alg.dense.decomposition.chol

Class CholeskyDecompositionLDL_D64

java.lang.Object

org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionLDL_D64

All Implemented Interfaces:

CholeskyLDLDecomposition<DenseMatrix64F>, DecompositionInterface<DenseMatrix64F>

public class CholeskyDecompositionLDL_D64
extends java.lang.Object
implements CholeskyLDLDecomposition<DenseMatrix64F>

This variant on the Cholesky decomposition avoid the need to take the square root by performing the following decomposition:

L*D*L^T=A

where L is a lower triangular matrix with zeros on the diagonal. D is a diagonal matrix. The diagonal elements of L are equal to one.

Unfortunately the speed advantage of not computing the square root is washed out by the increased number of array accesses. There only appears to be a slight speed boost for very small matrices.

Constructor Summary

Constructors

Constructor and Description
CholeskyDecompositionLDL_D64()

Method Summary

Modifier and Type	Method and Description
double[]	_getVV()
boolean	decompose(DenseMatrix64F mat) Performs Choleksy decomposition on the provided matrix.
DenseMatrix64F	getD(DenseMatrix64F D) Returns the diagonal matrixfrom the decomposition.
double[]	getDiagonal() Diagonal elements of the diagonal D matrix.
DenseMatrix64F	getL() Returns L matrix from the decomposition. L*D*LT=A
DenseMatrix64F	getL(DenseMatrix64F L) Returns the lower triangular matrix from the decomposition.
boolean	inputModified() Is the input matrix to DecompositionInterface.decompose(org.ejml.data.Matrix) is modified during the decomposition process.
void	setExpectedMaxSize(int numRows, int numCols)

Methods inherited from class java.lang.Object

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

Constructor Detail

CholeskyDecompositionLDL_D64

public CholeskyDecompositionLDL_D64()

Method Detail

setExpectedMaxSize

public void setExpectedMaxSize(int numRows,
                               int numCols)

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.

Specified by:

decompose in interface DecompositionInterface<DenseMatrix64F>

Parameters:

mat - A symetric n by n positive definite matrix.

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.

getDiagonal

public double[] getDiagonal()

Diagonal elements of the diagonal D matrix.

Specified by:

getDiagonal in interface CholeskyLDLDecomposition<DenseMatrix64F>

Returns:

diagonal elements of D

getL

public DenseMatrix64F getL()

Returns L matrix from the decomposition.
L*D*L^T=A

Returns:

A lower triangular matrix.

_getVV

public double[] _getVV()

getL

public DenseMatrix64F getL(DenseMatrix64F L)

Description copied from interface: CholeskyLDLDecomposition

Returns the lower 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:

getL in interface CholeskyLDLDecomposition<DenseMatrix64F>

Parameters:

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

Returns:

A lower triangular matrix.

getD

public DenseMatrix64F getD(DenseMatrix64F D)

Description copied from interface: CholeskyLDLDecomposition

Returns the diagonal matrixfrom 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:

getD in interface CholeskyLDLDecomposition<DenseMatrix64F>

Parameters:

D - If not null it will be used to store the diagonal matrix

Returns:

D Square diagonal matrix