Package org.ejml.dense.row.decomposition.chol

Class CholeskyDecompositionCommon_DDRM

java.lang.Object
org.ejml.dense.row.decomposition.chol.CholeskyDecompositionCommon_DDRM
All Implemented Interfaces:
CholeskyDecomposition<DMatrixRMaj>, CholeskyDecomposition_F64<DMatrixRMaj>, DecompositionInterface<DMatrixRMaj>
Direct Known Subclasses:
CholeskyDecompositionBlock_DDRM, CholeskyDecompositionInner_DDRM
public abstract class CholeskyDecompositionCommon_DDRM extends Object implements CholeskyDecomposition_F64<DMatrixRMaj>

This is an abstract class for a Cholesky decomposition. It provides the solvers, but the actual decomposition is provided in other classes.

See Also:

  • Field Details

    • maxWidth

      protected int maxWidth

    • n

      protected int n

    • T

      protected DMatrixRMaj T

    • t

      protected double[] t

    • vv

      protected double[] vv

    • lower

      protected boolean lower

    • det

      protected Complex_F64 det

  • Constructor Details

    • CholeskyDecompositionCommon_DDRM

      protected CholeskyDecompositionCommon_DDRM(boolean lower)
      Specifies if a lower or upper variant should be constructed.
      Parameters:
      lower - should a lower or upper triangular matrix be used.

  • Method Details

    • setExpectedMaxSize

      public void setExpectedMaxSize(int numRows, int numCols)

    • isLower

      public boolean isLower()
      If true the decomposition was for a lower triangular matrix. If false it was for an upper triangular matrix.
      Specified by:
      isLower in interface CholeskyDecomposition<DMatrixRMaj>
      Returns:
      True if lower, false if upper.

    • decompose

      public boolean decompose(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.

      Specified by:
      decompose in interface DecompositionInterface<DMatrixRMaj>
      Parameters:
      mat - A symmetric positive definite matrix with n ≤ widthMax.
      Returns:
      True if it was able to finish the decomposition.

    • inputModified

      public boolean inputModified()
      Description copied from interface: DecompositionInterface
      Checks if the input matrix to DecompositionInterface.decompose(org.ejml.data.Matrix) is modified during the decomposition process.
      Specified by:
      inputModified in interface DecompositionInterface<DMatrixRMaj>
      Returns:
      true if the input matrix to decompose() is modified.

    • decomposeLower

      protected abstract boolean decomposeLower()
      Performs an lower triangular decomposition.
      Returns:
      true if the matrix was decomposed.

    • decomposeUpper

      protected abstract boolean decomposeUpper()
      Performs an upper triangular decomposition.
      Returns:
      true if the matrix was decomposed.

    • getT

      public DMatrixRMaj getT(@Nullable @Nullable DMatrixRMaj T)
      Description copied from interface: CholeskyDecomposition

      Returns the triangular matrix from the decomposition.

      If an input is provided that matrix is used to write the results to. Otherwise a new matrix is created and the results written to it.

      Specified by:
      getT in interface CholeskyDecomposition<DMatrixRMaj>
      Parameters:
      T - If not null then the decomposed matrix is written here.
      Returns:
      A lower or upper triangular matrix.

    • getT

      public DMatrixRMaj getT()
      Returns the triangular matrix from the decomposition.
      Returns:
      A lower or upper triangular matrix.

    • _getVV

      public double[] _getVV()

    • computeDeterminant

      public Complex_F64 computeDeterminant()
      Description copied from interface: CholeskyDecomposition_F64
      Computes the matrix's determinant using the decomposition.
      Specified by:
      computeDeterminant in interface CholeskyDecomposition_F64<DMatrixRMaj>
      Returns:
      The determinant.