mikera.matrixx.decompose.impl.chol

Class CholeskyLDU

java.lang.Object

mikera.matrixx.decompose.impl.chol.CholeskyLDU

public class CholeskyLDU
extends Object

This variant on the Cholesky decomposition avoid the need to take the square root by performing the following decomposition:

L*D*L^T=A

where L is a lower triangular matrix with zeros on the diagonal. D is a diagonal matrix. The diagonal elements of L are equal to one.

Unfortunately the speed advantage of not computing the square root is washed out by the increased number of array accesses. There only appears to be a slight speed boost for very small matrices.

Author:

Peter Abeles

Constructor Summary

Constructors

Constructor and Description
CholeskyLDU()

Method Summary

Modifier and Type	Method and Description
static ICholeskyLDUResult	decompose(AMatrix mat)

Methods inherited from class java.lang.Object

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

Constructor Detail

CholeskyLDU

public CholeskyLDU()

Method Detail

decompose

public static ICholeskyLDUResult decompose(AMatrix mat)