org.ujmp.core.doublematrix.calculation.general.decomposition

Interface Chol<T>

public interface Chol<T>

Cholesky Decomposition.

For a symmetric, positive definite matrix A, the Cholesky decomposition is an lower triangular matrix L so that A = L*L'.

If the matrix is not symmetric or positive definite, the constructor returns a partial decomposition and sets an internal flag that may be queried by the isSPD() method.

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static class	Chol.CholMatrix

Field Summary

Fields

Modifier and Type	Field and Description
static Chol<Matrix>	INSTANCE
static Chol<Matrix>	MATRIX
static Chol<Matrix>	MATRIXLARGEMULTITHREADED
static Chol<Matrix>	MATRIXLARGESINGLETHREADED
static Chol<Matrix>	MATRIXSMALLMULTITHREADED
static Chol<Matrix>	MATRIXSMALLSINGLETHREADED
static int	THRESHOLD
static Chol<Matrix>	UJMP

Method Summary

Modifier and Type	Method and Description
T	calc(T source)
T	solve(T source, T b)

Field Detail

THRESHOLD

static final int THRESHOLD

See Also:

Constant Field Values

MATRIX

static final Chol<Matrix> MATRIX

INSTANCE

static final Chol<Matrix> INSTANCE

UJMP

static final Chol<Matrix> UJMP

MATRIXSMALLMULTITHREADED

static final Chol<Matrix> MATRIXSMALLMULTITHREADED

MATRIXSMALLSINGLETHREADED

static final Chol<Matrix> MATRIXSMALLSINGLETHREADED

MATRIXLARGESINGLETHREADED

static final Chol<Matrix> MATRIXLARGESINGLETHREADED

MATRIXLARGEMULTITHREADED

static final Chol<Matrix> MATRIXLARGEMULTITHREADED

Method Detail

calc

T calc(T source)

solve

T solve(T source,
        T b)