Class ComplexCholesky

java.lang.Object
org.flag4j.linalg.decompositions.chol.Cholesky<CMatrix>
org.flag4j.linalg.decompositions.chol.ComplexCholesky
All Implemented Interfaces:
Decomposition<CMatrix>
public class ComplexCholesky extends Cholesky<CMatrix>

An instance of this class allows for the computation of a Cholesky decomposition of a complex Hermitian positive-definite matrix.

Given a complex Hermitian positive-definite matrix A, the Cholesky decomposition will decompose it into A=LLH where L is a lower triangular matrix and LH is the conjugate transpose of L.

  • Constructor Details

    • ComplexCholesky

      public ComplexCholesky()

      Constructs a complex 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 complex Cholesky decomposer.
      Parameters:
      checkPosDef - flag indicating if the matrix to be decomposed should be explicitly checked to be Hermitian (true). Iffalse, 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=LLH where L is a lower triangular matrix and LH 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 Hermitian and enforceSymmetric was set to true when this decomposer was instantiated.
      LinearAlgebraException - If src is not positive-definite.