org.ejml.dense.block.linsol.chol

Class CholeskyOuterSolver_DDRB

java.lang.Object

org.ejml.dense.block.linsol.chol.CholeskyOuterSolver_DDRB

All Implemented Interfaces:

org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DMatrixRBlock,org.ejml.data.DMatrixRBlock>, org.ejml.interfaces.linsol.LinearSolverDense<org.ejml.data.DMatrixRBlock>

public class CholeskyOuterSolver_DDRB
extends java.lang.Object
implements org.ejml.interfaces.linsol.LinearSolverDense<org.ejml.data.DMatrixRBlock>

Linear solver that uses a block cholesky decomposition.

Solver works by using the standard Cholesky solving strategy:
A=L*L^T
A*x=b
L*L^T*x = b
L*y = b
L^T*x = y
x = L^-Ty

It is also possible to use the upper triangular cholesky decomposition.

Constructor Summary

Constructors

Constructor and Description
CholeskyOuterSolver_DDRB()

Method Summary

Modifier and Type	Method and Description
org.ejml.interfaces.decomposition.CholeskyDecomposition_F64<org.ejml.data.DMatrixRBlock>	getDecomposition()
void	invert(org.ejml.data.DMatrixRBlock A_inv)
boolean	modifiesA()
boolean	modifiesB()
double	quality()
boolean	setA(org.ejml.data.DMatrixRBlock A) Decomposes and overwrites the input matrix.
void	solve(org.ejml.data.DMatrixRBlock B, org.ejml.data.DMatrixRBlock X) If X == null then the solution is written into B.

Methods inherited from class java.lang.Object

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

Constructor Detail

CholeskyOuterSolver_DDRB

public CholeskyOuterSolver_DDRB()

Method Detail

setA

public boolean setA(org.ejml.data.DMatrixRBlock A)

Decomposes and overwrites the input matrix.

Specified by:

setA in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DMatrixRBlock,org.ejml.data.DMatrixRBlock>

Parameters:

A - Semi-Positive Definite (SPD) system matrix. Modified. Reference saved.

Returns:

If the matrix can be decomposed. Will always return false of not SPD.

quality

public double quality()

Specified by:

quality in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DMatrixRBlock,org.ejml.data.DMatrixRBlock>

solve

public void solve(org.ejml.data.DMatrixRBlock B,
                  org.ejml.data.DMatrixRBlock X)

If X == null then the solution is written into B. Otherwise the solution is copied from B into X.

Specified by:

solve in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DMatrixRBlock,org.ejml.data.DMatrixRBlock>

invert

public void invert(org.ejml.data.DMatrixRBlock A_inv)

Specified by:

invert in interface org.ejml.interfaces.linsol.LinearSolverDense<org.ejml.data.DMatrixRBlock>

modifiesA

public boolean modifiesA()

Specified by:

modifiesA in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DMatrixRBlock,org.ejml.data.DMatrixRBlock>

modifiesB

public boolean modifiesB()

Specified by:

modifiesB in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DMatrixRBlock,org.ejml.data.DMatrixRBlock>

getDecomposition

public org.ejml.interfaces.decomposition.CholeskyDecomposition_F64<org.ejml.data.DMatrixRBlock> getDecomposition()

Specified by:

getDecomposition in interface org.ejml.interfaces.linsol.LinearSolver<org.ejml.data.DMatrixRBlock,org.ejml.data.DMatrixRBlock>