org.apache.mahout.math
Class CholeskyDecomposition

java.lang.Object
  extended by org.apache.mahout.math.CholeskyDecomposition

public class CholeskyDecomposition
extends Object

Cholesky decomposition shamelessly ported from JAMA.

A Cholesky decomposition of a semi-positive definite matrix A is a lower triangular matrix L such that L L^* = A. If A is full rank, L is unique. If A is real, then it must be symmetric and R will also be real.


Constructor Summary
CholeskyDecomposition(Matrix a)
           
CholeskyDecomposition(Matrix a, boolean pivot)
           
 
Method Summary
 int[] getInversePivot()
           
 Matrix getL()
           
 PivotedMatrix getPermutedL()
           
 int[] getPivot()
           
 boolean isPositiveDefinite()
           
 Matrix solveLeft(Matrix z)
          Compute inv(L) * z efficiently.
 Matrix solveRight(Matrix z)
          Compute z * inv(L') efficiently
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

CholeskyDecomposition

public CholeskyDecomposition(Matrix a)

CholeskyDecomposition

public CholeskyDecomposition(Matrix a,
                             boolean pivot)
Method Detail

isPositiveDefinite

public boolean isPositiveDefinite()

getL

public Matrix getL()

getPermutedL

public PivotedMatrix getPermutedL()

getPivot

public int[] getPivot()
Returns:
Returns the permutation of rows and columns that was applied to L

getInversePivot

public int[] getInversePivot()

solveLeft

public Matrix solveLeft(Matrix z)
Compute inv(L) * z efficiently.

Parameters:
z -

solveRight

public Matrix solveRight(Matrix z)
Compute z * inv(L') efficiently



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