gov.sandia.cognition.math.matrix.mtj.decomposition
Class CholeskyDecompositionMTJ

java.lang.Object
  extended by gov.sandia.cognition.util.AbstractCloneableSerializable
      extended by gov.sandia.cognition.math.matrix.mtj.decomposition.CholeskyDecompositionMTJ
All Implemented Interfaces:
CloneableSerializable, Serializable, Cloneable

public class CholeskyDecompositionMTJ
extends AbstractCloneableSerializable

Computes the Cholesky decomposition of the symmetric positive definite matrix. This is sometimes known as a "square-root" decomposition. The Cholesky decoposition is extremely efficient for computing the eigenvalues and inverses of symmetric PD matrices.

Since:
3.0
Author:
Kevin R. Dixon
See Also:
Serialized Form

Method Summary
static CholeskyDecompositionMTJ create(DenseMatrix A)
          Creates a Cholesky decomposition of the symmetric positive definite matrix A.
 DenseMatrix getR()
          Getter for R
 void setR(DenseMatrix R)
          Setter for R
 
Methods inherited from class gov.sandia.cognition.util.AbstractCloneableSerializable
clone
 
Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Method Detail

create

public static CholeskyDecompositionMTJ create(DenseMatrix A)
Creates a Cholesky decomposition of the symmetric positive definite matrix A. The result is a Cholesky factor R, such that R.transpose().times( R ) equals the original symmetirc PD matrix A.

Parameters:
A - Symmetric positive definite matrix A to decompose
Returns:
Cholesky decomposition of the given matrix A.

getR

public DenseMatrix getR()
Getter for R

Returns:
Cholesky factor, such that R.transpose().times( R ) equals the original matrix

setR

public void setR(DenseMatrix R)
Setter for R

Parameters:
R - Cholesky factor, such that R.transpose().times( R ) equals the original matrix