org.ejml.alg.dense.linsol.chol
Class LinearSolverChol

java.lang.Object
  org.ejml.alg.dense.linsol.LinearSolverAbstract
      org.ejml.alg.dense.linsol.chol.LinearSolverChol

All Implemented Interfaces:

LinearSolver<DenseMatrix64F>

public class LinearSolverChol
extends LinearSolverAbstract

Author:

Peter Abeles

Field Summary

Fields inherited from class org.ejml.alg.dense.linsol.LinearSolverAbstract

A, numCols, numRows

Constructor Summary

LinearSolverChol(CholeskyDecompositionCommon decomp)

Method Summary

void	invert(DenseMatrix64F inv) Sets the matrix 'inv' equal to the inverse of the matrix that was decomposed.
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(DenseMatrix64F A) Specifies the A matrix in the linear equation.
void	setToInverseL(double[] a) Sets the matrix to the inverse using a lower triangular matrix.
void	solve(DenseMatrix64F B, DenseMatrix64F X) Using the decomposition, finds the value of 'X' in the linear equation below: A*x = b where A has dimension of n by n, x and b are n by m dimension.

Methods inherited from class org.ejml.alg.dense.linsol.LinearSolverAbstract

_setA, getA

Methods inherited from class java.lang.Object

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

Constructor Detail

LinearSolverChol

public LinearSolverChol(CholeskyDecompositionCommon decomp)

Method Detail

setA

public boolean setA(DenseMatrix64F A)

Description copied from interface: LinearSolver

Specifies the A matrix in the linear equation. A reference might be saved and it might also be modified depending on the implementation. If it is modified then LinearSolver.modifiesA() will return true.

If this value returns true that does not guarantee a valid solution was generated. This is because some decompositions don't detect singular matrices.

Parameters:

A - The 'A' matrix in the linear equation. Might be modified or save the reference.

Returns:

true if it can be processed.

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.

Returns:

The quality of the linear system.

solve

public void solve(DenseMatrix64F B,
                  DenseMatrix64F X)

Using the decomposition, finds the value of 'X' in the linear equation below:
A*x = b
where A has dimension of n by n, x and b are n by m dimension.

*Note* that 'b' and 'x' can be the same matrix instance.

Parameters:

B - A matrix that is n by m. Not modified.

X - An n by m matrix where the solution is writen to. Modified.

invert

public void invert(DenseMatrix64F inv)

Sets the matrix 'inv' equal to the inverse of the matrix that was decomposed.

Specified by:

invert in interface LinearSolver<DenseMatrix64F>

Overrides:

invert in class LinearSolverAbstract

Parameters:

inv - Where the value of the inverse will be stored. Modified.

setToInverseL

public void setToInverseL(double[] a)

Sets the matrix to the inverse using a lower triangular matrix.

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.

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.

Returns:

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