Package org.flag4j.linalg.decompositions.chol

Class RealCholesky

java.lang.Object

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

org.flag4j.linalg.decompositions.chol.RealCholesky

All Implemented Interfaces:

Decomposition<Matrix>

public final class RealCholesky
extends Cholesky<Matrix>

An instance of this class allows for the computation of a Cholesky decomposition for a real dense matrix.

Given a symmetric positive-definite matrix A, the Cholesky decomposition will decompose it into A=LL<sup>T</sup> where L is a lower triangular matrix and L<sup>T</sup> is the 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
RealCholesky()	Constructs a Cholesky decomposer.
RealCholesky(boolean enforceSymmetric)	Constructs a Cholesky decomposer.

Method Summary

Modifier and Type	Method	Description
RealCholesky	decompose(Matrix src)	Decompose a matrix into A=LLT where L is a lower triangular matrix and LT is the 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

RealCholesky

public RealCholesky()

Constructs a Cholesky decomposer. If you would like to enforce a check for symmetry at the time of decomposition, see RealCholesky(boolean).

RealCholesky

public RealCholesky(boolean enforceSymmetric)

Constructs a Cholesky decomposer.

Parameters:

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

Method Details

decompose

public RealCholesky decompose(Matrix src)

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

Parameters:

src - The source matrix to decompose. Must be symmetric positive-definite. Note, symmetry will only be checked explicitly if enforceSymmetric was set to true when this decomposer was instantiated.

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 this matrix is not positive-definite.