no.uib.cipr.matrix

Class PackCholesky

java.lang.Object

no.uib.cipr.matrix.PackCholesky

public class PackCholesky
extends Object

Packed Cholesky decomposition

Constructor Summary

Constructors

Constructor and Description
PackCholesky(int n, boolean upper) Constructor for DenseCholesky

Method Summary

Methods

Modifier and Type	Method and Description
PackCholesky	factor(LowerSPDPackMatrix A) Calculates a Cholesky decomposition
PackCholesky	factor(UpperSPDPackMatrix A) Calculates a Cholesky decomposition
static PackCholesky	factorize(Matrix A) Calculates a Cholesky decomposition
LowerTriangPackMatrix	getL() Returns the decomposition matrix.
UpperTriangPackMatrix	getU() Returns the decomposition matrix.
boolean	isSPD() Returns true if the matrix decomposed is symmetrical, positive definite
double	rcond(Matrix A) Computes the reciprocal condition number
DenseMatrix	solve(DenseMatrix B) Solves for B, overwriting it on return

Methods inherited from class java.lang.Object

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

Constructor Detail

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 Detail

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.