Package org.ejml.interfaces.decomposition

Interface CholeskyLDLDecomposition<MatrixType extends Matrix>

All Superinterfaces:

DecompositionInterface<MatrixType>

All Known Subinterfaces:

CholeskyLDLDecomposition_F32<MatrixType>, CholeskyLDLDecomposition_F64<MatrixType>

All Known Implementing Classes:

CholeskyDecompositionLDL_DDRM, CholeskyDecompositionLDL_FDRM

public interface CholeskyLDLDecomposition<MatrixType extends Matrix>
extends DecompositionInterface<MatrixType>

Cholesky LDL^T decomposition.

A Cholesky LDL decomposition decomposes positive-definite symmetric matrices into:

L*D*L^T=A

where L is a lower triangular matrix and D is a diagonal matrix. The main advantage of LDL versus LL or RR Cholesky is that it avoid a square root operation.

Method Summary

Modifier and Type	Method	Description
MatrixType	getD(MatrixType D)	Returns the diagonal matrixfrom the decomposition.
MatrixType	getL(MatrixType L)	Returns the lower triangular matrix from the decomposition.

Methods inherited from interface org.ejml.interfaces.decomposition.DecompositionInterface

decompose, inputModified

Method Details

getL

MatrixType getL(@Nullable
 MatrixType L)

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.

Parameters:

L - If not null then the decomposed matrix is written here.

Returns:

A lower triangular matrix.

getD

MatrixType getD(@Nullable
 MatrixType D)

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.

Parameters:

D - If not null it will be used to store the diagonal matrix

Returns:

D Square diagonal matrix