gov.sandia.cognition.math.matrix.mtj.decomposition

Class CholeskyDecompositionMTJ

java.lang.Object

gov.sandia.cognition.util.AbstractCloneableSerializable

gov.sandia.cognition.math.matrix.mtj.decomposition.CholeskyDecompositionMTJ

All Implemented Interfaces:

CloneableSerializable, java.io.Serializable, java.lang.Cloneable

public class CholeskyDecompositionMTJ
extends AbstractCloneableSerializable

Computes the Cholesky decomposition of the symmetric positive definite matrix. This is sometimes known as a "square-root" decomposition. The Cholesky decoposition is extremely efficient for computing the eigenvalues and inverses of symmetric PD matrices.

Since:

3.0

Author:

Kevin R. Dixon

See Also:

Serialized Form

Method Summary

Modifier and Type	Method and Description
static CholeskyDecompositionMTJ	create(DenseMatrix A) Creates a Cholesky decomposition of the symmetric positive definite matrix A.
DenseMatrix	getR() Getter for R
void	setR(DenseMatrix R) Setter for R

Methods inherited from class gov.sandia.cognition.util.AbstractCloneableSerializable

clone

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

create

public static CholeskyDecompositionMTJ create(DenseMatrix A)

Creates a Cholesky decomposition of the symmetric positive definite matrix A. The result is a Cholesky factor R, such that R.transpose().times( R ) equals the original symmetirc PD matrix A.

Parameters:

A - Symmetric positive definite matrix A to decompose

Returns:

Cholesky decomposition of the given matrix A.

getR

public DenseMatrix getR()

Getter for R

Returns:

Cholesky factor, such that R.transpose().times( R ) equals the original matrix

setR

public void setR(DenseMatrix R)

Setter for R

Parameters:

R - Cholesky factor, such that R.transpose().times( R ) equals the original matrix