org.ojalgo.matrix.decomposition
Class Chol0<N extends Number>

java.lang.Object
  org.ojalgo.matrix.decomposition.CholeskyDecomposition<N>
      org.ojalgo.matrix.decomposition.Chol0<N>

All Implemented Interfaces:

Cholesky<N>, MatrixDecomposition<N>

public abstract class Chol0<N extends Number>
extends CholeskyDecomposition<N>

Nested Class Summary

Nested classes/interfaces inherited from class org.ojalgo.matrix.decomposition.CholeskyDecomposition

CholeskyDecomposition.Store<N extends Number>

Field Summary

static boolean

DEBUG

Method Summary

boolean	compute(MatrixStore<N> aStore)
boolean	computeWithCheck(MatrixStore<N> aStore)
boolean	equals(MatrixDecomposition<N> aDecomp, NumberContext aCntxt)
boolean	equals(MatrixStore<N> aStore, NumberContext aCntxt)
boolean	equals(Object someObj)
N	getDeterminant()
MatrixStore<N>	getInverse() The output must be a "right inverse" and a "generalised inverse".
MatrixStore<N>	getL()
MatrixStore<N>	invert(MatrixStore<N> aStore) A convenience method that produces exactly the same result as if you first call MatrixDecomposition.compute(MatrixStore) and then MatrixDecomposition.getInverse().
boolean	isComputed()
boolean	isFullSize()
boolean	isSolvable()
boolean	isSPD() To use the Cholesky decomposition rather than the LU decomposition the matrix must be symmetric and positive definite.
void	reset()
MatrixStore<N>	solve(MatrixStore<N> aRHS) Solves [this][X] = [aRHS] by first solving
Future<DecomposeAndSolve<N>>	solve(MatrixStore<N> aBody, MatrixStore<N> aRHS) Will solve [aBody][X]=[aRHS] concurrently by first calling MatrixDecomposition.compute(MatrixStore) using [aBody], and then MatrixDecomposition.solve(MatrixStore) using [aRHS].

Methods inherited from class org.ojalgo.matrix.decomposition.CholeskyDecomposition

makeBig, makeComplex, makeJama, makePrimitive

Methods inherited from class java.lang.Object

getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition

equals, invert, isComputed, solve

Field Detail

DEBUG

public static boolean DEBUG

Method Detail

compute

public boolean compute(MatrixStore<N> aStore)

Parameters:

aStore - A matrix to decompose

Returns:

true if the computation suceeded; false if not

computeWithCheck

public boolean computeWithCheck(MatrixStore<N> aStore)

equals

public final boolean equals(MatrixStore<N> aStore,
                            NumberContext aCntxt)

getDeterminant

public N getDeterminant()

getInverse

public MatrixStore<N> getInverse()

Description copied from interface: MatrixDecomposition

The output must be a "right inverse" and a "generalised inverse".

See Also:

BasicMatrix.invert()

getL

public MatrixStore<N> getL()

isFullSize

public final boolean isFullSize()

Returns:

True if the implementation generates a full sized decomposition.

isSolvable

public boolean isSolvable()

Returns:

true if it is ok to call MatrixDecomposition.solve(MatrixStore) (computation was successful); false if not

See Also:

MatrixDecomposition.solve(MatrixStore), MatrixDecomposition.isComputed()

isSPD

public boolean isSPD()

Description copied from interface: Cholesky

To use the Cholesky decomposition rather than the LU decomposition the matrix must be symmetric and positive definite. It is recommended that the decomposition algorithm checks for this during calculation. Possibly the matrix could be assumed to be symmetric (to improve performance) but tests should be made to assure the matrix is positive definite.

Returns:

true if the tests did not fail.

reset

public void reset()

Specified by:

reset in interface MatrixDecomposition<N extends Number>

solve

public MatrixStore<N> solve(MatrixStore<N> aRHS)

Solves [this][X] = [aRHS] by first solving

[L][Y] = [aRHS]

and then

[U][X] = [Y]

.

Parameters:

aRHS - The right hand side

Returns:

[X]

equals

public boolean equals(MatrixDecomposition<N> aDecomp,
                      NumberContext aCntxt)

Specified by:

equals in interface MatrixDecomposition<N extends Number>

equals

public boolean equals(Object someObj)

Overrides:

equals in class Object

invert

public final MatrixStore<N> invert(MatrixStore<N> aStore)

Description copied from interface: MatrixDecomposition

A convenience method that produces exactly the same result as if you first call MatrixDecomposition.compute(MatrixStore) and then MatrixDecomposition.getInverse().

Specified by:

invert in interface MatrixDecomposition<N extends Number>

isComputed

public boolean isComputed()

Specified by:

isComputed in interface MatrixDecomposition<N extends Number>

Returns:

true if computation has been attemped; false if not.

See Also:

MatrixDecomposition.compute(MatrixStore), MatrixDecomposition.isSolvable()

solve

public Future<DecomposeAndSolve<N>> solve(MatrixStore<N> aBody,
                                          MatrixStore<N> aRHS)

Description copied from interface: MatrixDecomposition

Will solve [aBody][X]=[aRHS] concurrently by first calling MatrixDecomposition.compute(MatrixStore) using [aBody], and then MatrixDecomposition.solve(MatrixStore) using [aRHS]. If either of the input [aBody] or [aRHS] is set to null the corresponing calculation is skipped.

Specified by:

solve in interface MatrixDecomposition<N extends Number>

Parameters:

aBody - The equation system body

aRHS - The equation system right hand side

Returns:

The matrix decomposition and the equation system solution, [X]