scalation.linalgebra

Cholesky

class Cholesky extends Error

The Cholesky class provides a method to factor symmetric positive definite matrices 'a' into 'l * l.t'.

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Instance Constructors

  1. new Cholesky(a: MatrixD)

    a

    the symmetric positive definite matrix to factor

Value Members

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

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

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  3. final def ##(): Int

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

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  6. final def asInstanceOf[T0]: T0

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  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

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

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  11. def finalize(): Unit

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  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

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

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  14. def hashCode(): Int

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  15. final def isInstanceOf[T0]: Boolean

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

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  17. final def notify(): Unit

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  18. final def notifyAll(): Unit

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  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

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  21. def toString(): String

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  22. final def wait(): Unit

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

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