scalation.linalgebra

Fac_Cholesky

Related Doc: package linalgebra

class Fac_Cholesky extends Factorization with Error

The Fac_Cholesky class provides methods to factor an 'n-by-n' symmetric, positive definite matrix 'a' into the product of two matrices:

'l' - an 'n-by-n' left lower triangular matrix 'l.t' - an 'n-by-n' right upper triangular matrix - transpose of 'l'

such that 'a = l * l.t'.

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Instance Constructors

  1. new Fac_Cholesky(a: MatrixD)

    a

    the symmetric, positive definite matrix to be factor

Value Members

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

    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

    Definition Classes
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  3. final def ==(arg0: Any): Boolean

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  4. final def asInstanceOf[T0]: T0

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  5. def clone(): AnyRef

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    protected[java.lang]
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    @throws( ... )
  6. final def eq(arg0: AnyRef): Boolean

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  7. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  8. def factor(): (MatrixD, MatrixD)

    Factor matrix 'a' into the product of 'l' and 'l.t', returning both.

    Factor matrix 'a' into the product of 'l' and 'l.t', returning both.

    Definition Classes
    Fac_CholeskyFactorization
  9. def factor1(): MatrixD

    Factor matrix 'a' into the product of 'l' and 'l.t', returning the lower triangular matrix 'l' from the Cholesky Fractorization 'a = l * l.t' where 'l.t' is the transpose.

    Factor matrix 'a' into the product of 'l' and 'l.t', returning the lower triangular matrix 'l' from the Cholesky Fractorization 'a = l * l.t' where 'l.t' is the transpose. It uses the Cholesky–Banachiewicz algorithm.

    Definition Classes
    Fac_CholeskyFactorization
    See also

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

  10. def factor2(): MatrixD

    Factor matrix 'a' into the product of 'l' and 'l.t', returning l.t.

    Factor matrix 'a' into the product of 'l' and 'l.t', returning l.t.

    Definition Classes
    Fac_CholeskyFactorization
  11. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
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    @throws( classOf[java.lang.Throwable] )
  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(): Class[_]

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    AnyRef → Any
  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

    Definition Classes
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  17. final def notify(): Unit

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  18. final def notifyAll(): Unit

    Definition Classes
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  19. var raw: Boolean

    Attributes
    protected
    Definition Classes
    Factorization
  20. def solve(b: VectorD): VectorD

    Use the lower triangular matrix 'l' from the Cholesky Fractorization to solve a system of equations 'a * x = b'.

    Use the lower triangular matrix 'l' from the Cholesky Fractorization to solve a system of equations 'a * x = b'. Return the solution x using forward and backward substitution.

    b

    the constant vector

    Definition Classes
    Fac_CholeskyFactorization
  21. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
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  22. def toString(): String

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  23. final def wait(): Unit

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

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

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Inherited from Error

Inherited from Factorization

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