org.ejml.interfaces.decomposition

Interface CholeskyDecomposition<MatrixType extends Matrix>

All Superinterfaces:

DecompositionInterface<MatrixType>

All Known Implementing Classes:

CholeskyDecomposition_B64_to_D64, CholeskyDecompositionBlock_D64, CholeskyDecompositionCommon_CD64, CholeskyDecompositionCommon_D64, CholeskyDecompositionInner_CD64, CholeskyDecompositionInner_D64, CholeskyOuterForm_B64

public interface CholeskyDecomposition<MatrixType extends Matrix>
extends DecompositionInterface<MatrixType>

Cholesky decomposition for DenseMatrix64F. It decomposes positive-definite symmetric matrices (real) or hermitian-positive definite (complex) into either upper or lower triangles:

L*L^H=A
R^H*R=A

where L is a lower triangular matrix and R is an upper triangular matrix. This is typically used to invert matrices, such as a covariance matrix.

Method Summary

Modifier and Type	Method and Description
Complex64F	computeDeterminant() Computes the matrix's determinant using the decomposition.
MatrixType	getT(MatrixType T) Returns the triangular matrix from the decomposition.
boolean	isLower() If true the decomposition was for a lower triangular matrix.

Methods inherited from interface org.ejml.interfaces.decomposition.DecompositionInterface

decompose, inputModified

Method Detail

isLower

boolean isLower()

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

Returns:

True if lower, false if upper.

getT

MatrixType getT(MatrixType T)

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.

Parameters:

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

Returns:

A lower or upper triangular matrix.

computeDeterminant

Complex64F computeDeterminant()

Computes the matrix's determinant using the decomposition.

Returns:

The determinant.