public abstract class CholeskyDecompositionCommon_DDRM
extends java.lang.Object
implements org.ejml.interfaces.decomposition.CholeskyDecomposition_F64<org.ejml.data.DMatrixRMaj>
This is an abstract class for a Cholesky decomposition. It provides the solvers, but the actual decomposition is provided in other classes.
CholeskyDecomposition_F64
Modifier and Type | Field and Description |
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protected org.ejml.data.Complex_F64 |
det |
protected boolean |
lower |
protected int |
maxWidth |
protected int |
n |
protected double[] |
t |
protected org.ejml.data.DMatrixRMaj |
T |
protected double[] |
vv |
Constructor and Description |
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CholeskyDecompositionCommon_DDRM(boolean lower)
Specifies if a lower or upper variant should be constructed.
|
Modifier and Type | Method and Description |
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double[] |
_getVV() |
org.ejml.data.Complex_F64 |
computeDeterminant() |
boolean |
decompose(org.ejml.data.DMatrixRMaj mat)
Performs Choleksy decomposition on the provided matrix.
|
protected abstract boolean |
decomposeLower()
Performs an lower triangular decomposition.
|
protected abstract boolean |
decomposeUpper()
Performs an upper triangular decomposition.
|
org.ejml.data.DMatrixRMaj |
getT()
Returns the triangular matrix from the decomposition.
|
org.ejml.data.DMatrixRMaj |
getT(org.ejml.data.DMatrixRMaj T) |
boolean |
inputModified() |
boolean |
isLower()
If true the decomposition was for a lower triangular matrix.
|
void |
setExpectedMaxSize(int numRows,
int numCols) |
protected int maxWidth
protected int n
protected org.ejml.data.DMatrixRMaj T
protected double[] t
protected double[] vv
protected boolean lower
protected org.ejml.data.Complex_F64 det
public CholeskyDecompositionCommon_DDRM(boolean lower)
lower
- should a lower or upper triangular matrix be used.public void setExpectedMaxSize(int numRows, int numCols)
public boolean isLower()
isLower
in interface org.ejml.interfaces.decomposition.CholeskyDecomposition<org.ejml.data.DMatrixRMaj>
public boolean decompose(org.ejml.data.DMatrixRMaj mat)
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. This is an efficient way to check for positive definiteness.
decompose
in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DMatrixRMaj>
mat
- A symmetric positive definite matrix with n ≤ widthMax.public boolean inputModified()
inputModified
in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DMatrixRMaj>
protected abstract boolean decomposeLower()
protected abstract boolean decomposeUpper()
public org.ejml.data.DMatrixRMaj getT(org.ejml.data.DMatrixRMaj T)
getT
in interface org.ejml.interfaces.decomposition.CholeskyDecomposition<org.ejml.data.DMatrixRMaj>
public org.ejml.data.DMatrixRMaj getT()
public double[] _getVV()
public org.ejml.data.Complex_F64 computeDeterminant()
computeDeterminant
in interface org.ejml.interfaces.decomposition.CholeskyDecomposition_F64<org.ejml.data.DMatrixRMaj>