Package no.uib.cipr.matrix

Class PackCholesky

  • public class PackCholesky
extends java.lang.Object
    Packed Cholesky decomposition

    • Constructor Detail

      • PackCholesky

        public PackCholesky​(int n,
                    boolean upper)
        Constructor for DenseCholesky
        Parameters:
        n - Matrix size
        upper - True for decomposing an upper symmetrical matrix, false for a lower symmetrical matrix

    • Method Detail

      • factorize

        public static PackCholesky factorize​(Matrix A)
        Calculates a Cholesky decomposition
        Parameters:
        A - Matrix to decompose. Not modified
        Returns:
        The current decomposition

      • factor

        public PackCholesky factor​(LowerSPDPackMatrix A)
        Calculates a Cholesky decomposition
        Parameters:
        A - Matrix to decompose. Overwritten on return
        Returns:
        The current decomposition

      • factor

        public PackCholesky factor​(UpperSPDPackMatrix A)
        Calculates a Cholesky decomposition
        Parameters:
        A - Matrix to decompose. Overwritten on return
        Returns:
        The current decomposition

      • isSPD

        public boolean isSPD()
        Returns true if the matrix decomposed is symmetrical, positive definite

      • getL

        public LowerTriangPackMatrix getL()
        Returns the decomposition matrix. Only valid for decomposition of a lower SPD matrix

      • getU

        public UpperTriangPackMatrix getU()
        Returns the decomposition matrix. Only valid for decomposition of a upper SPD matrix

      • rcond

        public double rcond​(Matrix A)
        Computes the reciprocal condition number
        Parameters:
        A - The matrix this is a decomposition of
        Returns:
        The reciprocal condition number. Values close to unity indicate a well-conditioned system, while numbers close to zero do not.