xlinear

Class CholeskyDecomposition

java.lang.Object

xlinear.CholeskyDecomposition

@Data
public class CholeskyDecomposition
extends java.lang.Object

A lower triangular matrix L such that M = L * L.transpose and utilities for solving systems of the form M*x = b, or M*L = b, or M*L.transpose = b

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static interface	CholeskyDecomposition.CholeskySolver
static class	CholeskyDecomposition.SolverMode

Field Summary

Fields

Modifier and Type	Field and Description
Matrix	L Read-only triangular factor.

Constructor Summary

Constructors

Constructor and Description
CholeskyDecomposition(Matrix L, CholeskyDecomposition.CholeskySolver solver)

Method Summary

Modifier and Type	Method and Description
boolean	equals(java.lang.Object obj)
Matrix	getL()
int	hashCode()
double	logDet() log | determinant |
DenseMatrix	solve(Matrix b) For given b and M, find x such that M * x = b
DenseMatrix	solveWithLCoefficients(Matrix b) For given b and L, find x such that L * x = b
DenseMatrix	solveWithLtransposeCoefficients(Matrix b) For given b and L, find x such that L.transpose * x = b
java.lang.String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Field Detail

L

public final Matrix L

Read-only triangular factor.

Constructor Detail

CholeskyDecomposition

public CholeskyDecomposition(Matrix L,
                             CholeskyDecomposition.CholeskySolver solver)

Method Detail

logDet

public double logDet()

log | determinant |

solve

public DenseMatrix solve(Matrix b)

For given b and M, find x such that M * x = b

solveWithLCoefficients

public DenseMatrix solveWithLCoefficients(Matrix b)

For given b and L, find x such that L * x = b

solveWithLtransposeCoefficients

public DenseMatrix solveWithLtransposeCoefficients(Matrix b)

For given b and L, find x such that L.transpose * x = b

hashCode

@Pure
public int hashCode()

Overrides:

hashCode in class java.lang.Object

equals

@Pure
public boolean equals(java.lang.Object obj)

Overrides:

equals in class java.lang.Object

toString

@Pure
public java.lang.String toString()

Overrides:

toString in class java.lang.Object

getL

@Pure
public Matrix getL()