Package org.tribuo.math.la

Class DenseMatrix.CholeskyFactorization

java.lang.Object

org.tribuo.math.la.DenseMatrix.CholeskyFactorization

All Implemented Interfaces:

Matrix.Factorization

Enclosing class:

DenseMatrix

public static final class DenseMatrix.CholeskyFactorization
extends Object
implements Matrix.Factorization

The output of a successful Cholesky factorization.

Essentially wraps a DenseMatrix, but has additional operations which allow more efficient implementations when the matrix is known to be the result of a Cholesky factorization.

Mutating the wrapped matrix will cause undefined behaviour in the methods of this class.

May be refactored into a record in the future.

Method Summary

Modifier and Type	Method	Description
double	determinant()	Compute the matrix determinant of the factorized matrix.
int	dim1()	First dimension of the factorized matrix.
int	dim2()	Second dimension of the factorized matrix.
DenseMatrix	lMatrix()	The lower triangular factorized matrix.
DenseMatrix	solve(Matrix matrix)	Solves the system A * X = B, where B is the input matrix, and A is the matrix which produced this Cholesky factorization.
DenseVector	solve(SGDVector vector)	Solves a system of linear equations A * b = y, where y is the input vector, A is the matrix which produced this Cholesky factorization, and b is the returned value.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.tribuo.math.la.Matrix.Factorization

inverse

Method Details

lMatrix

public DenseMatrix lMatrix()

The lower triangular factorized matrix.

Returns:

The factorization matrix.

dim1

public int dim1()

Description copied from interface: Matrix.Factorization

First dimension of the factorized matrix.

Specified by:

dim1 in interface Matrix.Factorization

Returns:

First dimension size.

dim2

public int dim2()

Description copied from interface: Matrix.Factorization

Second dimension of the factorized matrix.

Specified by:

dim2 in interface Matrix.Factorization

Returns:

Second dimension size.

determinant

public double determinant()

Compute the matrix determinant of the factorized matrix.

Specified by:

determinant in interface Matrix.Factorization

Returns:

The matrix determinant.

solve

public DenseVector solve(SGDVector vector)

Solves a system of linear equations A * b = y, where y is the input vector, A is the matrix which produced this Cholesky factorization, and b is the returned value.

Specified by:

solve in interface Matrix.Factorization

Parameters:

vector - The input vector y.

Returns:

The vector b.

solve

public DenseMatrix solve(Matrix matrix)

Solves the system A * X = B, where B is the input matrix, and A is the matrix which produced this Cholesky factorization.

Specified by:

solve in interface Matrix.Factorization

Parameters:

matrix - The input matrix B.

Returns:

The matrix X.