mikera.matrixx.decompose.impl.chol

Class Cholesky

java.lang.Object

mikera.matrixx.decompose.impl.chol.CholeskyCommon

mikera.matrixx.decompose.impl.chol.Cholesky

public class Cholesky
extends CholeskyCommon

This is an implementation of Cholesky that processes internal submatrices as blocks. This is done to reduce the number of cache issues.

Author:

Peter Abeles

Field Summary

Fields inherited from class mikera.matrixx.decompose.impl.chol.CholeskyCommon

n, t, T, vv

Method Summary

Modifier and Type	Method and Description
protected ICholeskyResult	_decompose(AMatrix mat) Performs Choleksy decomposition on the provided matrix.
static ICholeskyResult	decompose(AMatrix mat) Computes the Cholesky Decomposition (A = LU) of a matrix, taking default block width = 60.
static ICholeskyResult	decompose(AMatrix mat, int blockWidth) Computes the Cholesky LDU Decomposition (A = LDU) of a matrix.
protected CholeskyResult	decomposeLower() Performs Choleksy decomposition on the provided matrix.

Methods inherited from class java.lang.Object

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

Method Detail

decompose

public static ICholeskyResult decompose(AMatrix mat)

Computes the Cholesky Decomposition (A = LU) of a matrix, taking default block width = 60.

If the matrix is not positive definite then this function will return null since it can't complete its computations. Not all errors will be found. This is an efficient way to check for positive definiteness.

Parameters:

mat - A symmetric positive definite matrix

Returns:

A Cholesky Decomposition Result

decompose

public static ICholeskyResult decompose(AMatrix mat,
                                        int blockWidth)

Computes the Cholesky LDU Decomposition (A = LDU) of a matrix.

If the matrix is not positive definite then this function will return null since it can't complete its computations. Not all errors will be found. This is an efficient way to check for positive definiteness.

Parameters:

mat - A symmetric positive definite matrix

blockWidth - The width of a block.

Returns:

ICholeskyResult if decomposition is successful, null otherwise.

_decompose

protected ICholeskyResult _decompose(AMatrix mat)

Performs Choleksy decomposition on the provided matrix.

If the matrix is not positive definite then this function will return null since it can't complete its computations. Not all errors will be found. This is an efficient way to check for positive definiteness.

Overrides:

_decompose in class CholeskyCommon

Parameters:

mat - A symmetric positive definite matrix

Returns:

CholeskyResult if decomposition is successful, null otherwise

decomposeLower

protected CholeskyResult decomposeLower()

Performs Choleksy decomposition on the provided matrix.

If the matrix is not positive definite then this function will return null since it can't complete its computations. Not all errors will be found.

Specified by:

decomposeLower in class CholeskyCommon

Returns:

CholeskyResult if decomposition is successful, null otherwise