public class CholeskyDecompositionBlock_DDRM extends CholeskyDecompositionCommon_DDRM
Constructor and Description |
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CholeskyDecompositionBlock_DDRM(int blockWidth)
Creates a CholeksyDecomposition capable of decomposing a matrix that is
n by n, where n is the width.
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Modifier and Type | Method and Description |
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protected boolean |
decomposeLower()
Performs Choleksy decomposition on the provided matrix.
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protected boolean |
decomposeUpper()
Performs an upper triangular decomposition.
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void |
setExpectedMaxSize(int numRows,
int numCols)
Declares additional internal data structures.
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static void |
solveL_special(double[] L,
org.ejml.data.DMatrixRMaj b_src,
int indexSrc,
int indexDst,
org.ejml.data.DMatrixRMaj B)
This is a variation on the
TriangularSolver_DDRM.solveL(double[], double[], int) function. |
static void |
symmRankTranA_sub(org.ejml.data.DMatrixRMaj a,
org.ejml.data.DMatrixRMaj c,
int startIndexC)
Performs this operation:
c = c - aTa where c is a submatrix. |
_getVV, computeDeterminant, decompose, getT, getT, inputModified, isLower
public CholeskyDecompositionBlock_DDRM(int blockWidth)
blockWidth
- The width of a block.public void setExpectedMaxSize(int numRows, int numCols)
setExpectedMaxSize
in class CholeskyDecompositionCommon_DDRM
protected boolean decomposeLower()
Performs Choleksy decomposition on the provided matrix.
If the matrix is not positive definite then this function will return false since it can't complete its computations. Not all errors will be found.
decomposeLower
in class CholeskyDecompositionCommon_DDRM
protected boolean decomposeUpper()
CholeskyDecompositionCommon_DDRM
decomposeUpper
in class CholeskyDecompositionCommon_DDRM
public static void solveL_special(double[] L, org.ejml.data.DMatrixRMaj b_src, int indexSrc, int indexDst, org.ejml.data.DMatrixRMaj B)
TriangularSolver_DDRM.solveL(double[], double[], int)
function.
It grabs the input from the top right row rectangle of the source matrix then writes the results
to the lower bottom column rectangle. The rectangle matrices just matrices are submatrices
of the matrix that is being decomposed. The results are also written to B.L
- A lower triangular matrix.b_src
- matrix with the vectors that are to be solved forindexSrc
- First index of the submatrix where the inputs are coming from.indexDst
- First index of the submatrix where the results are going to.B
- public static void symmRankTranA_sub(org.ejml.data.DMatrixRMaj a, org.ejml.data.DMatrixRMaj c, int startIndexC)
Performs this operation:
c = c - aTa
where c is a submatrix.
a
- A matrix.c
- A matrix.startIndexC
- start of the submatrix in c.