mikera.matrixx.decompose.impl.chol

Class CholeskyInner

java.lang.Object

mikera.matrixx.decompose.impl.chol.CholeskyCommon

mikera.matrixx.decompose.impl.chol.CholeskyInner

public class CholeskyInner
extends CholeskyCommon

This implementation of a Cholesky decomposition using the inner-product form. For large matrices a block implementation is better. On larger matrices the lower triangular decomposition is significantly faster. This is faster on smaller matrices than CholeskyDecompositionBlock but much slower on larger matrices.

Author:

Peter Abeles

Field Summary

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

n, t, T, vv

Constructor Summary

Constructors

Constructor and Description
CholeskyInner()

Method Summary

Modifier and Type	Method and Description
static ICholeskyResult	decompose(AMatrix mat) Computes the Cholesky LDU Decomposition (A = LDU) of a matrix.
protected CholeskyResult	decomposeLower() Performs an lower triangular decomposition.

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

_decompose

Methods inherited from class java.lang.Object

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

Constructor Detail

CholeskyInner

public CholeskyInner()

Method Detail

decompose

public static ICholeskyResult decompose(AMatrix mat)

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

Returns:

ICholeskyResult if decomposition is successful, null otherwise.

decomposeLower

protected CholeskyResult decomposeLower()

Description copied from class: CholeskyCommon

Performs an lower triangular decomposition.

Specified by:

decomposeLower in class CholeskyCommon