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

Class CholeskyDecompositionLDL_DDRM

java.lang.Object
org.ejml.dense.row.decomposition.chol.CholeskyDecompositionLDL_DDRM
All Implemented Interfaces:
CholeskyLDLDecomposition<DMatrixRMaj>, CholeskyLDLDecomposition_F64<DMatrixRMaj>, DecompositionInterface<DMatrixRMaj>
public class CholeskyDecompositionLDL_DDRM extends Object implements CholeskyLDLDecomposition_F64<DMatrixRMaj>

This variant on the Cholesky decomposition avoid the need to take the square root by performing the following decomposition:

L*D*LT=A

where L is a lower triangular matrix with zeros on the diagonal. D is a diagonal matrix. The diagonal elements of L are equal to one.

Unfortunately the speed advantage of not computing the square root is washed out by the increased number of array accesses. There only appears to be a slight speed boost for very small matrices.

  • Constructor Details

    • CholeskyDecompositionLDL_DDRM

      public CholeskyDecompositionLDL_DDRM()

  • Method Details

    • setExpectedMaxSize

      public void setExpectedMaxSize(int numRows, int numCols)

    • 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.

      Specified by:
      decompose in interface DecompositionInterface<DMatrixRMaj>
      Parameters:
      mat - A symmetric n by n positive definite matrix.
      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.

    • getDiagonal

      public double[] getDiagonal()
      Diagonal elements of the diagonal D matrix.
      Specified by:
      getDiagonal in interface CholeskyLDLDecomposition_F64<DMatrixRMaj>
      Returns:
      diagonal elements of D

    • getL

      public DMatrixRMaj getL()
      Returns L matrix from the decomposition.
      L*D*LT=A
      Returns:
      A lower triangular matrix.

    • _getVV

      public double[] _getVV()

    • getL

      public DMatrixRMaj getL(@Nullable @Nullable DMatrixRMaj L)
      Description copied from interface: CholeskyLDLDecomposition

      Returns the lower 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:
      getL in interface CholeskyLDLDecomposition<DMatrixRMaj>
      Parameters:
      L - If not null then the decomposed matrix is written here.
      Returns:
      A lower triangular matrix.

    • getD

      public DMatrixRMaj getD(@Nullable @Nullable DMatrixRMaj D)
      Description copied from interface: CholeskyLDLDecomposition

      Returns the diagonal matrixfrom 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:
      getD in interface CholeskyLDLDecomposition<DMatrixRMaj>
      Parameters:
      D - If not null it will be used to store the diagonal matrix
      Returns:
      D Square diagonal matrix