package Jampack;

/**
   Zchol implements the Cholesky decomposition of a positive definite
   matrix.  Specifically if A is (Hermitian) positive definite then
   there is an upper triangular matrix R with positive diagonal
   elements such that
*     A = R^H R

   The matrix R is implemented as a Zutmat.

   @version Pre-alpha
   @author G. W. Stewart
*/

public class Zchol{

/** The order of A and R */
   public int n;

/** The Cholesky factor */
   public Zutmat R;

/**
    Constructs a Zchol from a Zmat A.  The matrix that
    is actually decomposed is taken from the upper triangle
    of $A$ and the imaginary part of its diagonal is set to
    zero.  Throws a JampackException for inconsistent dimensions
    on failure of the algorithm to complete.

    @param     A The matrix whose Cholesky decomposition is
                 to be computed.
    @return    The Cholesky decomposition of A
    @exception JampackException
               Thrown if A is not square or Hermitian.

               Thrown if the doecomposition does not exist.
*/

   public Zchol(Zmat A)
   throws JampackException{

      double mu;
      int i, j, k;
      A.getProperties();

      if (A.nr != A.nc){
         throw new JampackException
            ("Matrix not square.");
      }

      n = A.nr;

      /* Set up R from the upper triangle of A */

      R = new Zutmat(A);

      /* Check for A Hermitian and initialize R. */

      for (i=0; i