scalation.linalgebra

Cholesky

class Cholesky extends Error

This object provides a method to factor symmetric positive definite matrices a into l * l.t.

Linear Supertypes
Error, AnyRef, Any
Ordering
  1. Alphabetic
  2. By inheritance
Inherited
  1. Hide All
  2. Show all
  1. Cholesky
  2. Error
  3. AnyRef
  4. Any
Visibility
  1. Public
  2. All

Instance Constructors

  1. new Cholesky(a: MatrixD)

    a

    the symmetric positive definite matrix to factor

Value Members

  1. final def !=(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  2. final def !=(arg0: Any): Boolean

    Definition Classes
    Any

  3. final def ##(): Int

    Definition Classes
    AnyRef → Any

  4. final def ==(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  5. final def ==(arg0: Any): Boolean

    Definition Classes
    Any

  6. final def asInstanceOf[T0]: T0

    Definition Classes
    Any

  7. def cholesky(): MatrixD

    Compute the lower triangular submatrix l from the Cholesky decomposition a = l * l.

    Compute the lower triangular submatrix l from the Cholesky decomposition a = l * l.t where l.t is the transpose. It uses the Cholesky–Banachiewicz algorithm.

    See also

    introcs.cs.princeton.edu/java/95linear

  8. def clone(): AnyRef

    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws()

  9. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  10. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any

  11. def finalize(): Unit

    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws()

  12. def flaw(method: String, message: String): Unit

    Show the flaw by printing the error message.

    Show the flaw by printing the error message.

    method

    the method where the error occurred

    message

    the error message

    Definition Classes
    Error

  13. final def getClass(): java.lang.Class[_]

    Definition Classes
    AnyRef → Any

  14. def hashCode(): Int

    Definition Classes
    AnyRef → Any

  15. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any

  16. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  17. final def notify(): Unit

    Definition Classes
    AnyRef

  18. final def notifyAll(): Unit

    Definition Classes
    AnyRef

  19. def solve(b: VectorD): VectorD

    Use Cholesky decomposition to solve a system of equations: a * x = b, returning the solution x using forward and backward substitution.

    Use Cholesky decomposition to solve a system of equations: a * x = b, returning the solution x using forward and backward substitution.

    b

    the constant vector

  20. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef

  21. def toString(): String

    Definition Classes
    AnyRef → Any

  22. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws()

  23. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws()

  24. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws()

Inherited from Error

Inherited from AnyRef

Inherited from Any