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t

scalation.linalgebra

Factorization

trait Factorization extends AnyRef

The Factorization trait is the template for classes implementing various forms of matrix factorization.

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Known Subclasses
Fac_Cholesky, Fac_Inv, Fac_LQ, Fac_LU, Fac_QR, Fac_QR_H, Fac_QR_H2, Fac_QR_H3, Fac_QR_MGS, Fac_QR_RR, SVD, SVD2, SVD3, SVD4, SVDImputed, SVD_2by2, SVDecomp, SVDecomp, Fac_Cholesky, Fac_QR
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Abstract Value Members

  1. abstract def factor(): Factorization

    Factor a matrix into the product of two matrices without returning the two factored matrices.

    Factor a matrix into the product of two matrices without returning the two factored matrices. Allows for example skipping the computation of the Q matrix in QR factorization when it is not needed, e.g., for regression. Class implementing the 'factor' method should set 'factored = true'.

  2. abstract def factors: (MatriD, MatriD)

    Return the two factored matrices.

  3. abstract def solve(b: VectoD): VectoD

    Solve a system of equations, e,g., 'a * x = b' for 'x', using the factored matrices, by first performing forward substitution and then backward substitution.

    Solve a system of equations, e,g., 'a * x = b' for 'x', using the factored matrices, by first performing forward substitution and then backward substitution. Must factor before calling 'solve'.

    b

    the constant vector

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  8. def factor1(): MatriD

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

  9. 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.

  10. def factor2(): MatriD

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

  11. val factored: Boolean

    Flag indicating whether the matrix has been factored

    Flag indicating whether the matrix has been factored

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