Package no.uib.cipr.matrix

Class PackCholesky

java.lang.Object
no.uib.cipr.matrix.PackCholesky
public class PackCholesky extends Object
Packed Cholesky decomposition

  • Constructor Details

    • PackCholesky

      public PackCholesky(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 Details

    • factorize

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

    • factor

      public PackCholesky factor(LowerSPDPackMatrix A)
      Calculates a Cholesky decomposition
      Parameters:
      A - Matrix to decompose. Overwritten on return
      Returns:
      The current decomposition

    • factor

      public PackCholesky factor(UpperSPDPackMatrix 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 LowerTriangPackMatrix getL()
      Returns the decomposition matrix. Only valid for decomposition of a lower SPD matrix

    • getU

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

    • solve

      public DenseMatrix solve(DenseMatrix B) throws MatrixNotSPDException
      Solves for B, overwriting it on return
      Throws:
      MatrixNotSPDException

    • 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.