org.ejml.alg.block.linsol.chol
Class BlockCholeskyOuterSolver

java.lang.Object
  org.ejml.alg.block.linsol.chol.BlockCholeskyOuterSolver

All Implemented Interfaces:

LinearSolver<BlockMatrix64F>

public class BlockCholeskyOuterSolver
extends Object
implements LinearSolver<BlockMatrix64F>

Linear solver that uses a block cholesky decomposition.

Solver works by using the standard Cholesky solving strategy:
A=L*L^T
A*x=b
L*L^T*x = b
L*y = b
L^T*x = y
x = L^-Ty

It is also possible to use the upper triangular cholesky decomposition.

Author:

Peter Abeles

Constructor Summary

BlockCholeskyOuterSolver()

Method Summary

void	invert(BlockMatrix64F A_inv) Computes the inverse of of the 'A' matrix passed into LinearSolver.setA(org.ejml.data.Matrix64F) and writes the results to the provided matrix.
boolean	modifiesA() Returns true if the passed in matrix to LinearSolver.setA(org.ejml.data.Matrix64F) is modified.
boolean	modifiesB() Returns true if the passed in 'B' matrix to LinearSolver.solve(org.ejml.data.Matrix64F, org.ejml.data.Matrix64F) is modified.
double	quality() Returns a very quick to compute measure of how singular the system is.
boolean	setA(BlockMatrix64F A) Decomposes and overwrites the input matrix.
void	solve(BlockMatrix64F B, BlockMatrix64F X) If X == null then the solution is written into B.

Methods inherited from class java.lang.Object

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

Constructor Detail

BlockCholeskyOuterSolver

public BlockCholeskyOuterSolver()

Method Detail

setA

public boolean setA(BlockMatrix64F A)

Decomposes and overwrites the input matrix.

Specified by:

setA in interface LinearSolver<BlockMatrix64F>

Parameters:

A - Semi-Positive Definite (SPD) system matrix. Modified. Reference saved.

Returns:

If the matrix can be decomposed. Will always return false of not SPD.

quality

public double quality()

Description copied from interface: LinearSolver

Returns a very quick to compute measure of how singular the system is. This measure will be invariant to the scale of the matrix and always be positive, with larger values indicating it is less singular. If not supported by the solver then the runtime exception IllegalArgumentException is thrown. This is NOT the matrix's condition.

How this function is implemented is not specified. One possible implementation is the following: In many decompositions a triangular matrix is extracted. The determinant of a triangular matrix is easily computed and once normalized to be scale invariant and its absolute value taken it will provide functionality described above.

Specified by:

quality in interface LinearSolver<BlockMatrix64F>

Returns:

The quality of the linear system.

solve

public void solve(BlockMatrix64F B,
                  BlockMatrix64F X)

If X == null then the solution is written into B. Otherwise the solution is copied from B into X.

Specified by:

solve in interface LinearSolver<BlockMatrix64F>

Parameters:

B - A matrix ℜ ^{m × p}. Might be modified.

X - A matrix ℜ ^{n × p}, where the solution is written to. Modified.

invert

public void invert(BlockMatrix64F A_inv)

Description copied from interface: LinearSolver

Computes the inverse of of the 'A' matrix passed into LinearSolver.setA(org.ejml.data.Matrix64F) and writes the results to the provided matrix. If 'A_inv' needs to be different from 'A' is implementation dependent.

Specified by:

invert in interface LinearSolver<BlockMatrix64F>

Parameters:

A_inv - Where the inverted matrix saved. Modified.

modifiesA

public boolean modifiesA()

Description copied from interface: LinearSolver

Returns true if the passed in matrix to LinearSolver.setA(org.ejml.data.Matrix64F) is modified.

Specified by:

modifiesA in interface LinearSolver<BlockMatrix64F>

Returns:

true if A is modified in setA().

modifiesB

public boolean modifiesB()

Description copied from interface: LinearSolver

Returns true if the passed in 'B' matrix to LinearSolver.solve(org.ejml.data.Matrix64F, org.ejml.data.Matrix64F) is modified.

Specified by:

modifiesB in interface LinearSolver<BlockMatrix64F>

Returns:

true if B is modified in solve(B,X).