org.ojalgo.matrix.jama
Class JamaCholesky

java.lang.Object
  org.ojalgo.matrix.jama.JamaCholesky

All Implemented Interfaces:

Cholesky<Double>, MatrixDecomposition<Double>

public final class JamaCholesky
extends Object
implements Cholesky<Double>

This class adapts JAMA's CholeskyDecomposition to ojAlgo's Cholesky interface.

Author:

apete

Constructor Summary

JamaCholesky()

Method Summary

boolean	compute(MatrixStore<Double> aStore)
boolean	computeWithCheck(MatrixStore<Double> aStore)
boolean	computeWithoutPivoting(MatrixStore<Double> aStore)
boolean	equals(BasicMatrix aMtrx, NumberContext aCntxt)
boolean	equals(MatrixDecomposition<Double> aDecomp, NumberContext aCntxt)
boolean	equals(MatrixStore<Double> aStore, NumberContext aCntxt)
JamaMatrix	getD()
Double	getDeterminant()
JamaMatrix	getInverse() The output must be a "right inverse" and a "generalised inverse".
JamaMatrix	getL()
JamaMatrix	getOldL()
JamaMatrix	getOldU()
JamaMatrix	getP()
int[]	getPivotOrder()
JamaMatrix	getR()
int	getRank()
JamaMatrix	getRowEchelonForm()
JamaMatrix	invert(MatrixStore<Double> 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	isSingular()
boolean	isSolvable()
boolean	isSPD() To use the Cholesky decomposition rather than the LU decomposition the matrix must be symmetric and positive definite.
boolean	isSquareAndNotSingular()
void	reset()
JamaMatrix	solve(MatrixStore<Double> aRHS)
Future<DecomposeAndSolve<Double>>	solve(MatrixStore<Double> aBody, MatrixStore<Double> aRHS) Will solve [aBody][X]=[aRHS] concurrently by first calling MatrixDecomposition.compute(MatrixStore) using [aBody], and then MatrixDecomposition.solve(MatrixStore) using [aRHS].
String	toString()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

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

compute, equals, invert, solve, solve

Constructor Detail

JamaCholesky

public JamaCholesky()

Method Detail

computeWithCheck

public boolean computeWithCheck(MatrixStore<Double> aStore)

Specified by:

computeWithCheck in interface Cholesky<Double>

computeWithoutPivoting

public boolean computeWithoutPivoting(MatrixStore<Double> aStore)

equals

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

Specified by:

equals in interface MatrixDecomposition<Double>

getD

public JamaMatrix getD()

getDeterminant

public Double getDeterminant()

Specified by:

getDeterminant in interface Cholesky<Double>

getInverse

public JamaMatrix getInverse()

Description copied from interface: MatrixDecomposition

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

Specified by:

getInverse in interface MatrixDecomposition<Double>

See Also:

BasicMatrix.invert()

getL

public JamaMatrix getL()

Specified by:

getL in interface Cholesky<Double>

getOldL

public JamaMatrix getOldL()

getOldU

public JamaMatrix getOldU()

getP

public JamaMatrix getP()

getPivotOrder

public int[] getPivotOrder()

getR

public JamaMatrix getR()

getRank

public int getRank()

getRowEchelonForm

public JamaMatrix getRowEchelonForm()

isComputed

public boolean isComputed()

Specified by:

isComputed in interface MatrixDecomposition<Double>

Returns:

true if computation has been attemped; false if not.

See Also:

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

isFullSize

public boolean isFullSize()

Specified by:

isFullSize in interface MatrixDecomposition<Double>

Returns:

True if the implementation generates a full sized decomposition.

isSingular

public boolean isSingular()

isSolvable

public boolean isSolvable()

Specified by:

isSolvable in interface MatrixDecomposition<Double>

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.

Specified by:

isSPD in interface Cholesky<Double>

Returns:

true if the tests did not fail.

isSquareAndNotSingular

public boolean isSquareAndNotSingular()

reset

public void reset()

Specified by:

reset in interface MatrixDecomposition<Double>

toString

public String toString()

Overrides:

toString in class Object

compute

public final boolean compute(MatrixStore<Double> aStore)

Specified by:

compute in interface MatrixDecomposition<Double>

Parameters:

aStore - A matrix to decompose

Returns:

true if the computation suceeded; false if not

equals

public final boolean equals(BasicMatrix aMtrx,
                            NumberContext aCntxt)

equals

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

Specified by:

equals in interface MatrixDecomposition<Double>

invert

public final JamaMatrix invert(MatrixStore<Double> 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<Double>

solve

public JamaMatrix solve(MatrixStore<Double> aRHS)

Specified by:

solve in interface MatrixDecomposition<Double>

solve

public final Future<DecomposeAndSolve<Double>> solve(MatrixStore<Double> aBody,
                                                     MatrixStore<Double> 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<Double>

Parameters:

aBody - The equation system body

aRHS - The equation system right hand side

Returns:

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