xlinear.internals

Class CustomizedColtSparseDoubleCholesky

java.lang.Object

xlinear.internals.CustomizedColtSparseDoubleCholesky

public class CustomizedColtSparseDoubleCholesky
extends java.lang.Object

For a symmetric, positive definite matrix A, the Cholesky decomposition is a lower triangular matrix L so that A = L*L'; If the matrix is not symmetric positive definite, the IllegalArgumentException is thrown.

Constructor Summary

Constructors

Constructor and Description
CustomizedColtSparseDoubleCholesky(cern.colt.matrix.tdouble.DoubleMatrix2D A, int order) Constructs and returns a new Cholesky decomposition object for a sparse symmetric and positive definite matrix; The decomposed matrices can be retrieved via instance methods of the returned decomposition object.

Method Summary

Modifier and Type	Method and Description
cern.colt.matrix.tdouble.DoubleMatrix2D	getL() Returns the triangular factor, L.
cern.colt.matrix.tdouble.DoubleMatrix2D	getLtranspose() Returns the triangular factor, L'.
edu.emory.mathcs.csparsej.tdouble.Dcs_common.Dcss	getSymbolicAnalysis() Returns a copy of the symbolic Cholesky analysis object
void	solve(cern.colt.matrix.tdouble.DoubleMatrix1D b)
void	solve(cern.colt.matrix.tdouble.DoubleMatrix1D b, CholeskyDecomposition.SolverMode type) Solves A*x = b(in-place).

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CustomizedColtSparseDoubleCholesky

public CustomizedColtSparseDoubleCholesky(cern.colt.matrix.tdouble.DoubleMatrix2D A,
                                          int order)

Constructs and returns a new Cholesky decomposition object for a sparse symmetric and positive definite matrix; The decomposed matrices can be retrieved via instance methods of the returned decomposition object.

Parameters:

A - Square, symmetric positive definite matrix .

order - ordering option (0 or 1); 0: natural ordering, 1: amd(A+A')

Throws:

java.lang.IllegalArgumentException - if A is not square or is not sparse or is not a symmetric positive definite.

java.lang.IllegalArgumentException - if order != 0 || order != 1

Method Detail

getL

public cern.colt.matrix.tdouble.DoubleMatrix2D getL()

Returns the triangular factor, L.

Returns:

L

getLtranspose

public cern.colt.matrix.tdouble.DoubleMatrix2D getLtranspose()

Returns the triangular factor, L'.

Returns:

L'

getSymbolicAnalysis

public edu.emory.mathcs.csparsej.tdouble.Dcs_common.Dcss getSymbolicAnalysis()

Returns a copy of the symbolic Cholesky analysis object

Returns:

symbolic Cholesky analysis

solve

public void solve(cern.colt.matrix.tdouble.DoubleMatrix1D b)

solve

public void solve(cern.colt.matrix.tdouble.DoubleMatrix1D b,
                  CholeskyDecomposition.SolverMode type)

Solves A*x = b(in-place). Upon return b is overridden with the result x.

Parameters:

b - A vector with of size A.rows();

Throws:

java.lang.IllegalArgumentException - if b.size() != A.rows().