com.mockturtlesolutions.snifflib.linalg

Class CholFact

java.lang.Object

com.mockturtlesolutions.snifflib.linalg.CholFact

public class CholFact
extends java.lang.Object

Class for doing various operations associated with the Cholesky matrix decomposition.

Constructor Summary

Constructors

Constructor and Description
CholFact(DblMatrix X) Default DblMatrix constructor.

Method Summary

Methods

Modifier and Type	Method and Description
static DblMatrix	Chol(DblMatrix A) Cholesky decomposition Returns lower triangular matrix L such that input matrix A = L*L'.
static DblMatrix	CholBksb(DblMatrix L, DblMatrix b) Cholesky back-substitution.

Methods inherited from class java.lang.Object

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

Constructor Detail

CholFact

public CholFact(DblMatrix X)

Default DblMatrix constructor.

Method Detail

CholBksb

public static DblMatrix CholBksb(DblMatrix L,
                 DblMatrix b)

Cholesky back-substitution. Solves linear system A*x = b using cholesky decomposition of A=L*L' where L is lower triangular. cholBksb(DblMatrix L,DblMatrix b)

Chol

public static DblMatrix Chol(DblMatrix A)

Cholesky decomposition Returns lower triangular matrix L such that input matrix A = L*L'.