public interface Cholesky<N extends Number> extends LDU<N>, MatrixDecomposition.Hermitian<N>
Cholesky: [A] = [L][L]H (or [R]H[R])
[A]H = [A] = [L][L]H
If [A] is symmetric and positive definite then the general LU decomposition - [P][L][D][U] - becomes [I][L][D][L]T (or [I][U]T[D][U]). [I] can be left out and [D] is normally split in halves and merged with [L] (and/or [U]). We'll express it as [A] = [L][L]T.
A cholesky decomposition is still/also an LU decomposition where [P][L][D][U] => [L][L]T.
Modifier and Type | Interface and Description |
---|---|
static interface |
Cholesky.Factory<N extends Number> |
MatrixDecomposition.Determinant<N extends Number>, MatrixDecomposition.EconomySize<N extends Number>, MatrixDecomposition.Hermitian<N extends Number>, MatrixDecomposition.Ordered<N extends Number>, MatrixDecomposition.Pivoting<N extends Number>, MatrixDecomposition.RankRevealing<N extends Number>, MatrixDecomposition.Solver<N extends Number>, MatrixDecomposition.Values<N extends Number>
Structure2D.IntRowColumn, Structure2D.Logical<S extends Structure2D,B extends Structure2D.Logical<S,?>>, Structure2D.LongRowColumn, Structure2D.ReducibleTo1D<R extends Structure1D>, Structure2D.RowColumnCallback, Structure2D.RowColumnKey<R,C>, Structure2D.RowColumnMapper<R,C>
Structure1D.BasicMapper<T>, Structure1D.IndexCallback, Structure1D.IndexMapper<T>, Structure1D.IntIndex, Structure1D.LongIndex, Structure1D.LoopCallback
Modifier and Type | Field and Description |
---|---|
static Cholesky.Factory<ComplexNumber> |
COMPLEX |
static Cholesky.Factory<Double> |
PRIMITIVE |
static Cholesky.Factory<Quaternion> |
QUATERNION |
static Cholesky.Factory<RationalNumber> |
RATIONAL |
TYPICAL
Modifier and Type | Method and Description |
---|---|
static <N extends Number> |
equals(MatrixStore<N> matrix,
Cholesky<N> decomposition,
NumberContext context) |
default MatrixStore<N> |
getL()
|
default MatrixStore<N> |
getR()
|
boolean |
isSPD()
To use the Cholesky decomposition rather than the LU decomposition the matrix must be symmetric and
positive definite.
|
static <N extends Number> |
make(Access2D<N> typical) |
default MatrixStore<N> |
reconstruct() |
static <N extends Number> |
reconstruct(Cholesky<N> decomposition)
Deprecated.
v48 Use
reconstruct() instead |
compute, getInverse, getInverse, getSolution, getSolution, isSolvable
preallocate, preallocate, solve, solve
invert, invert, preallocate, preallocate
getDeterminant
calculateDeterminant
countSignificant, getRank, getRankThreshold, isFullRank
decompose, isComputed, reset
column, column, column, column, column, count, count, countColumns, countRows, index, index, isEmpty, isFat, isScalar, isSquare, isTall, isVector, loopAll, loopColumn, loopColumn, loopDiagonal, loopMatching, loopRow, loopRow, mapperOf, row, row, row, row, row
index, loopAll, loopMatching, loopRange, mapper, size
checkAndCompute, checkAndDecompose
static final Cholesky.Factory<ComplexNumber> COMPLEX
static final Cholesky.Factory<Double> PRIMITIVE
static final Cholesky.Factory<Quaternion> QUATERNION
static final Cholesky.Factory<RationalNumber> RATIONAL
static <N extends Number> boolean equals(MatrixStore<N> matrix, Cholesky<N> decomposition, NumberContext context)
@Deprecated static <N extends Number> MatrixStore<N> reconstruct(Cholesky<N> decomposition)
reconstruct()
insteaddefault MatrixStore<N> getL()
default MatrixStore<N> getR()
boolean isSPD()
default MatrixStore<N> reconstruct()
reconstruct
in interface MatrixDecomposition<N extends Number>
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