Package no.uib.cipr.matrix
Class BandCholesky
java.lang.Object
no.uib.cipr.matrix.BandCholesky
Banded Cholesky decomposition
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Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionCreates a Cholesky decomposition of the given matrixCreates a Cholesky decomposition of the given matrixstatic BandCholesky
Creates a Cholesky decomposition of the given matrixstatic BandCholesky
Creates a Cholesky decomposition of the given matrixgetL()
Returns the decomposition matrix.getU()
Returns the decomposition matrix.boolean
isSPD()
Returns true if the matrix decomposed is symmetrical, positive definitedouble
Computes the reciprocal condition numbersolve
(DenseMatrix B) ComputesA\B
, overwritingB
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Constructor Details
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BandCholesky
public BandCholesky(int n, int kd, boolean upper) Constructor for BandCholesky- Parameters:
n
- Matrix sizekd
- Number of matrix bandsupper
- True for decomposing an upper symmetrical matrix, false for a lower symmetrical matrix
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Method Details
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factorize
Creates a Cholesky decomposition of the given matrix- Parameters:
A
- Matrix to decompose. Not modified- Returns:
- A Cholesky decomposition of the matrix
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factorize
Creates a Cholesky decomposition of the given matrix- Parameters:
A
- Matrix to decompose. Not modified- Returns:
- A Cholesky decomposition of the matrix
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factor
Creates a Cholesky decomposition of the given matrix- Parameters:
A
- Matrix to decompose. Overwritten on return- Returns:
- The current decomposition
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factor
Creates a Cholesky decomposition of the given matrix- Parameters:
A
- Matrix to decompose. Overwritten on return- Returns:
- The current decomposition
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getL
Returns the decomposition matrix. Only valid for decomposition of a lower SPD matrix -
getU
Returns the decomposition matrix. Only valid for decomposition of a upper SPD matrix -
isSPD
public boolean isSPD()Returns true if the matrix decomposed is symmetrical, positive definite -
rcond
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.
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solve
ComputesA\B
, overwritingB
- Throws:
MatrixNotSPDException
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