CholeskyDecomposition (Java Statistical Analysis Tool 0.0.8 API)

java.lang.Object
- jsat.linear.CholeskyDecomposition

All Implemented Interfaces:

Serializable
```
public class CholeskyDecomposition
extends Object
implements Serializable
```
The Cholesky Decomposition factors a symmetric positive definite matrix A into the form A = L L^T. The Cholesky Decomposition of a matrix is unique.

Author:

Edward Raff

See Also:

Serialized Form

Constructor Summary

Constructors
Constructor and Description
`CholeskyDecomposition(Matrix A)` Computes the Cholesky Decomposition of the matrix A.
`CholeskyDecomposition(Matrix A, ExecutorService threadpool)` Computes the Cholesky Decomposition of the matrix A.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`double`	`getDet()` Computes the determinant of A
`Matrix`	`getLT()` The Cholesky Decomposition computes the factorization A = L L^T.
`Matrix`	`solve(Matrix B)` Solves the linear system of equations A x = B
`Matrix`	`solve(Matrix B, ExecutorService threadpool)` Solves the linear system of equations A x = B
`Vec`	`solve(Vec b)` Solves the linear system of equations A x = b

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - CholeskyDecomposition
```
public CholeskyDecomposition(Matrix A)
```
    Computes the Cholesky Decomposition of the matrix A. The matrix A will be altered to form the decomposition L. If A is still needed after this computation a clone of the matrix should be given instead.
    NOTE: No check for the symmetric positive definite property will occur. The results of passing a matrix that does not meet this properties is undefined.
    
    Parameters:
    
    A - the matrix to create the Cholesky Decomposition of
  - CholeskyDecomposition
```
public CholeskyDecomposition(Matrix A,
                             ExecutorService threadpool)
```
    Computes the Cholesky Decomposition of the matrix A. The matrix A will be altered to form the decomposition L. If A is still needed after this computation a clone of the matrix should be given instead.
    NOTE: No check for the symmetric positive definite property will occur. The results of passing a matrix that does not meet this properties is undefined.
    
    Parameters:
    
    A - the matrix to create the Cholesky Decomposition of
    
    threadpool - the source of threads for computation
- Method Detail
  - getLT
```
public Matrix getLT()
```
    The Cholesky Decomposition computes the factorization A = L L^T. This method returns L^T
    
    Returns:
    
    The upper triangular matrix L^T
  - solve
```
public Vec solve(Vec b)
```
    Solves the linear system of equations A x = b
    
    Parameters:
    
    b - the vectors of values
    
    Returns:
    
    the vector x such that A x = b
  - solve
```
public Matrix solve(Matrix B)
```
    Solves the linear system of equations A x = B
    
    Parameters:
    
    B - the matrix of values
    
    Returns:
    
    the matrix c such that A x = B
  - solve
```
public Matrix solve(Matrix B,
                    ExecutorService threadpool)
```
    Solves the linear system of equations A x = B
    
    Parameters:
    
    B - the matrix of values
    
    threadpool - the source of threads for parallel evaluation
    
    Returns:
    
    the matrix c such that A x = B
  - getDet
```
public double getDet()
```
    Computes the determinant of A
    
    Returns:
    
    the determinant of A

Class CholeskyDecomposition

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

CholeskyDecomposition

CholeskyDecomposition

Method Detail

getLT

solve

solve

solve

getDet