Class CholeskyDecomposition.Solver

    • Field Summary

      Fields 
      Modifier and Type Field Description
      private double[][] lTData
      Row-oriented storage for LT matrix data.
    • Constructor Summary

      Constructors 
      Modifier Constructor Description
      private Solver​(double[][] lTData)
      Build a solver from decomposed matrix.
    • Field Detail

      • lTData

        private final double[][] lTData
        Row-oriented storage for LT matrix data.
    • Constructor Detail

      • Solver

        private Solver​(double[][] lTData)
        Build a solver from decomposed matrix.
        Parameters:
        lTData - row-oriented storage for LT matrix data
    • Method Detail

      • isNonSingular

        public boolean isNonSingular()
        Check if the decomposed matrix is non-singular.
        Specified by:
        isNonSingular in interface DecompositionSolver
        Returns:
        true if the decomposed matrix is non-singular.
      • solve

        public RealVector solve​(RealVector b)
        Solve the linear equation A × X = B for matrices A.

        The A matrix is implicit, it is provided by the underlying decomposition algorithm.

        Specified by:
        solve in interface DecompositionSolver
        Parameters:
        b - right-hand side of the equation A × X = B
        Returns:
        a vector X that minimizes the two norm of A × X - B
      • solve

        public RealMatrix solve​(RealMatrix b)
        Solve the linear equation A × X = B for matrices A.

        The A matrix is implicit, it is provided by the underlying decomposition algorithm.

        Specified by:
        solve in interface DecompositionSolver
        Parameters:
        b - right-hand side of the equation A × X = B
        Returns:
        a matrix X that minimizes the two norm of A × X - B