Class DenseCholesky


  • public class DenseCholesky
    extends java.lang.Object
    Dense Cholesky decomposition
    • Constructor Detail

      • DenseCholesky

        public DenseCholesky​(int n,
                             boolean upper)
        Constructor for DenseCholesky
        Parameters:
        n - Matrix size
        upper - True for decomposing an upper symmetrical matrix, false for a lower symmetrical matrix
    • Method Detail

      • factorize

        public static DenseCholesky factorize​(Matrix A)
        Calculates a Cholesky decomposition
        Parameters:
        A - Matrix to decompose. Not modified
        Returns:
        The current decomposition
      • factor

        public DenseCholesky factor​(LowerSPDDenseMatrix A)
        Calculates a Cholesky decomposition
        Parameters:
        A - Matrix to decompose. Overwritten on return
        Returns:
        The current decomposition
      • factor

        public DenseCholesky factor​(UpperSPDDenseMatrix A)
        Calculates a Cholesky decomposition
        Parameters:
        A - Matrix to decompose. Overwritten on return
        Returns:
        The current decomposition
      • isSPD

        public boolean isSPD()
        Returns true if the matrix decomposed is symmetrical, positive definite
      • getL

        public LowerTriangDenseMatrix getL()
        Returns the decomposition matrix. Only valid for decomposition of a lower SPD matrix
      • getU

        public UpperTriangDenseMatrix getU()
        Returns the decomposition matrix. Only valid for decomposition of a upper SPD matrix
      • rcond

        public double rcond​(Matrix A)
        Computes the reciprocal condition number
        Parameters:
        A - The matrix this is a decomposition of
        Returns:
        The reciprocal condition number. Values close to unity indicate a well-conditioned system, while numbers close to zero do not.