org.jblas
Class Decompose

java.lang.Object
  extended by org.jblas.Decompose

public class Decompose
extends java.lang.Object

Matrix which collects all kinds of decompositions.


Nested Class Summary
static class Decompose.LUDecomposition<T>
          Class to hold an LU decomposition result.
 
Constructor Summary
Decompose()
           
 
Method Summary
static DoubleMatrix cholesky(DoubleMatrix A)
          Compute Cholesky decomposition of A
static Decompose.LUDecomposition<DoubleMatrix> lu(DoubleMatrix A)
          Compute LU Decomposition of a general matrix.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

Decompose

public Decompose()
Method Detail

lu

public static Decompose.LUDecomposition<DoubleMatrix> lu(DoubleMatrix A)
Compute LU Decomposition of a general matrix. Computes the LU decomposition using GETRF. Returns three matrices L, U, P, where L is lower diagonal, U is upper diagonal, and P is a permutation matrix such that A = P * L * U.

Parameters:
A - general matrix
Returns:
An LUDecomposition object.

cholesky

public static DoubleMatrix cholesky(DoubleMatrix A)
Compute Cholesky decomposition of A

Parameters:
A - symmetric, positive definite matrix (only upper half is used)
Returns:
upper triangular matrix U such that A = U' * U


© 2008-2010 by Mikio L. Braun and contributors