Package org.flag4j.linalg.decompositions.chol

Class ComplexCholesky

java.lang.Object

org.flag4j.linalg.decompositions.chol.Cholesky<CMatrix>

org.flag4j.linalg.decompositions.chol.ComplexCholesky

All Implemented Interfaces:

Decomposition<CMatrix>

public final class ComplexCholesky
extends Cholesky<CMatrix>

This abstract class specifies methods for computing the Cholesky decomposition of a hermitian positive-definite matrix.

Given a hermitian positive-definite matrix A, the Cholesky decomposition will decompose it into A=LL<sup>*</sup> where L is a lower triangular matrix and L<sup>*</sup> is the conjugate transpose of L.

Field Summary

Fields inherited from class org.flag4j.linalg.decompositions.chol.Cholesky

DEFAULT_POS_DEF_TOLERANCE, enforceHermitian, L

Constructor Summary

Constructors

Constructor	Description
ComplexCholesky()	Constructs a Cholesky decomposer.
ComplexCholesky(boolean checkPosDef)	Constructs a Cholesky decomposer.

Method Summary

Modifier and Type	Method	Description
ComplexCholesky	decompose(CMatrix src)	Decompose a matrix into A=LLH where L is a lower triangular matrix and LH is the conjugate transpose of L.

Methods inherited from class org.flag4j.linalg.decompositions.chol.Cholesky

getL, getLH

Methods inherited from class java.lang.Object

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

Constructor Details

ComplexCholesky

public ComplexCholesky()

Constructs a Cholesky decomposer.

If you would like to enforce a check for hermitian symmetry at the time of decomposition, see ComplexCholesky(boolean).

ComplexCholesky

public ComplexCholesky(boolean checkPosDef)

Constructs a Cholesky decomposer.

Parameters:

checkPosDef - flag indicating if the matrix to be decomposed should be explicitly checked to be hermitian (true). If false, no check will be made and the matrix will be treated as if it were hermitian and only the lower half of the matrix will be accessed

Method Details

decompose

public ComplexCholesky decompose(CMatrix src)

Decompose a matrix into A=LL^H where L is a lower triangular matrix and L^H is the conjugate transpose of L.

Parameters:

src - The source matrix to decompose. Must be hermitian positive-definite.

Returns:

A reference to this decomposer.

Throws:

IllegalArgumentException - If src is not symmetric and enforceSymmetric was set to true when this decomposer was instantiated.

LinearAlgebraException - If src is not positive-definite.