cern.colt.matrix.linalg
Class CholeskyDecomposition
java.lang.Object
|
+--cern.colt.matrix.linalg.CholeskyDecomposition
- All Implemented Interfaces:
- Serializable
- public class CholeskyDecomposition
- extends Object
- implements Serializable
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 or positive definite, the constructor
returns a partial decomposition and sets an internal flag that may
be queried by the isSymmetricPositiveDefinite() method.
- See Also:
- Serialized Form
Constructor Summary |
CholeskyDecomposition(DoubleMatrix2D A)
Constructs and returns a new Cholesky decomposition object for a symmetric and positive definite matrix;
The decomposed matrices can be retrieved via instance methods of the returned decomposition object. |
CholeskyDecomposition
public CholeskyDecomposition(DoubleMatrix2D A)
- Constructs and returns a new Cholesky decomposition object for a symmetric and positive definite matrix;
The decomposed matrices can be retrieved via instance methods of the returned decomposition object.
- Parameters:
A
- Square, symmetric matrix.- Throws:
IllegalArgumentException
- if A is not square.
getL
public DoubleMatrix2D getL()
- Returns the triangular factor, L.
- Returns:
- L
isSymmetricPositiveDefinite
public boolean isSymmetricPositiveDefinite()
- Returns whether the matrix A is symmetric and positive definite.
- Returns:
- true if A is symmetric and positive definite; false otherwise
solve
public DoubleMatrix2D solve(DoubleMatrix2D B)
- Solves A*X = B; returns X.
- Parameters:
B
- A Matrix with as many rows as A and any number of columns.- Returns:
- X so that L*L'*X = B.
- Throws:
IllegalArgumentException
- if B.rows() != A.rows().IllegalArgumentException
- if !isSymmetricPositiveDefinite().
toString
public String toString()
- Returns a String with (propertyName, propertyValue) pairs.
Useful for debugging or to quickly get the rough picture.
For example,
rank : 3
trace : 0
- Overrides:
toString
in class Object
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