Packages

c

scalation.linalgebra

Fac_Cholesky

class Fac_Cholesky[MatT <: MatriD] 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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Error, Factorization, AnyRef, Any
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Instance Constructors

  1. new Fac_Cholesky(a: MatT)

    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
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  5. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  6. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  7. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  8. def factor(): Fac_Cholesky[MatT]

    Factor matrix 'a' into the product of 'l' and 'l.t' using Cholesky Factorization 'a = l * l.t', where 'l.t' is 'l's transpose.

    Factor matrix 'a' into the product of 'l' and 'l.t' using Cholesky Factorization 'a = l * l.t', where 'l.t' is 'l's transpose. It uses the Cholesky–Banachiewicz algorithm.

    Definition Classes
    Fac_CholeskyFactorization
    See also

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

  9. def factor1(): MatriD

    Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the first matrix.

    Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the first matrix.

    Definition Classes
    Factorization
  10. def factor12(): (MatriD, MatriD)

    Factor a matrix into the product of two matrices, e.g., 'a = l * l.t' or a = q * r, returning both the first and second matrices.

    Factor a matrix into the product of two matrices, e.g., 'a = l * l.t' or a = q * r, returning both the first and second matrices.

    Definition Classes
    Factorization
  11. def factor2(): MatriD

    Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the second matrix.

    Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the second matrix.

    Definition Classes
    Factorization
  12. val factored: Boolean

    Flag indicating whether the matrix has been factored

    Flag indicating whether the matrix has been factored

    Attributes
    protected
    Definition Classes
    Factorization
  13. def factors: (MatriD, MatriD)

    Return both the lower triangular matrix 'l' and its transpose 'l.t'.

    Return both the lower triangular matrix 'l' and its transpose 'l.t'.

    Definition Classes
    Fac_CholeskyFactorization
  14. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  15. final 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
  16. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  17. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  18. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  19. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  20. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  21. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  22. def solve(b: VectoD): VectoD

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

    Use the lower triangular matrix 'l' from the Cholesky Factorization 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
  23. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  24. def toString(): String
    Definition Classes
    AnyRef → Any
  25. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  26. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  27. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )

Inherited from Error

Inherited from Factorization

Inherited from AnyRef

Inherited from Any

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