mikera.matrixx.decompose.impl.chol

Class CholeskyHelper

java.lang.Object

mikera.matrixx.decompose.impl.chol.CholeskyHelper

public class CholeskyHelper
extends Object

A specialized Cholesky decomposition algorithm that is designed to help out CholeskyDecompositionBlock perform its calculations. While decomposing the matrix it will modify its internal lower triangular matrix and the original that is being modified.

Author:

Peter Abeles

Constructor Summary

Constructors

Constructor and Description
CholeskyHelper(int widthMax) Creates a CholeksyDecomposition capable of decomposing a matrix that is n by n, where n is the width.

Method Summary

Modifier and Type	Method and Description
boolean	decompose(AMatrix mat, int indexStart, int n) Decomposes a submatrix.
AMatrix	getL() Returns L matrix from the decomposition. L*LT=A

Methods inherited from class java.lang.Object

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

Constructor Detail

CholeskyHelper

public CholeskyHelper(int widthMax)

Creates a CholeksyDecomposition capable of decomposing a matrix that is n by n, where n is the width.

Parameters:

widthMax - The maximum width of a matrix that can be processed.

Method Detail

decompose

public boolean decompose(AMatrix mat,
                         int indexStart,
                         int n)

Decomposes a submatrix. The results are written to the submatrix and to its internal matrix L.

Parameters:

mat - A matrix which has a submatrix that needs to be inverted

indexStart - the first index of the submatrix

n - The width of the submatrix that is to be inverted.

Returns:

True if it was able to finish the decomposition.

getL

public AMatrix getL()

Returns L matrix from the decomposition.
L*L^T=A

Returns:

A lower triangular matrix.