/*
 * Copyright (c) 2009-2015, Peter Abeles. All Rights Reserved.
 *
 * This file is part of Efficient Java Matrix Library (EJML).
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *   http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package org.ejml.alg.dense.decompose.chol;

import org.ejml.UtilEjml;

/**
 * 

* This implementation of a Cholesky decomposition using the inner-product form. *

* * @author Peter Abeles */ public class CholeskyDecompositionInner_CD64 extends CholeskyDecompositionCommon_CD64 { // tolerance for testing to see if diagonal elements are real double tolerance = UtilEjml.EPS; public CholeskyDecompositionInner_CD64() { super(true); } public CholeskyDecompositionInner_CD64(boolean lower) { super(lower); } public void setTolerance(double tolerance) { this.tolerance = tolerance; } @Override protected boolean decomposeLower() { if( n == 0 ) throw new IllegalArgumentException("Cholesky is undefined for 0 by 0 matrix"); double real_el_ii=0; int stride = n*2; for( int i = 0; i < n; i++ ) { for( int j = i; j < n; j++ ) { double realSum = t[i*stride+j*2 ]; double imagSum = t[i*stride+j*2+1]; if( i == j ) { // its easy to prove that for the cholesky decomposition to be valid the original // diagonal elements must be real if( Math.abs(imagSum) > tolerance*Math.abs(realSum) ) return false; // This takes advantage of the fact that when you multiply a complex number by // its conjigate the result is a real number int end = i*stride+i*2; for( int index = i*stride; index < end; ) { double real = t[index++]; double imag = t[index++]; realSum -= real*real + imag*imag; } if( realSum <= 0 ) { return false; } real_el_ii = Math.sqrt(realSum); t[i*stride+i*2] = real_el_ii; t[i*stride+i*2+1] = 0; } else { int iEl = i*stride; // row i is inside the lower triangle int jEl = j*stride; // row j conjugate transposed upper triangle int end = iEl+i*2; // k = 0:i-1 for( ; iEl tolerance*Math.abs(realSum) ) return false; for (int k = 0; k < i; k++) { double real = t[k*stride+i*2 ]; double imag = t[k*stride+i*2+1]; realSum -= real*real + imag*imag; } if( realSum <= 0 ) { return false; } real_el_ii = Math.sqrt(realSum); t[i*stride+i*2] = real_el_ii; t[i*stride+i*2+1] = 0; } else { for( int k = 0; k < i; k++ ) { double realI = t[k*stride+i*2 ]; double imagI = t[k*stride+i*2+1]; double realJ = t[k*stride+j*2 ]; double imagJ = t[k*stride+j*2+1]; realSum -= realI*realJ + imagI*imagJ; imagSum -= realI*imagJ - realJ*imagI; } t[i*stride+j*2] = realSum/real_el_ii; t[i*stride+j*2+1] = imagSum/real_el_ii; } } } return true; } }

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