Package jdistlib.accelerator

Class CholeskyFactor

java.lang.Object
jdistlib.accelerator.CholeskyFactor
public final class CholeskyFactor extends Object
Immutable lower Cholesky factor with reusable SPD solves.

  • Constructor Summary

    Constructors
    Constructor
    Description
    CholeskyFactor(int dimension, double[] lower)
    Creates a factor from a row-major lower-triangular matrix.

  • Method Summary

    Modifier and Type
    Method
    Description
    int
    dimension()
    Returns the matrix dimension.
    double
    logDeterminant()
    Returns the log determinant of the original SPD matrix.
    double[]
    lower()
    Returns a row-major copy of the lower-triangular factor.
    double[]
    solve(double[] right)
    Solves A*x=right.
    double[]
    solve(double[] right, int columns)
    Solves A*X=right for a row-major matrix with the given column count.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • CholeskyFactor

      public CholeskyFactor(int dimension, double[] lower)
      Creates a factor from a row-major lower-triangular matrix.

  • Method Details

    • dimension

      public int dimension()
      Returns the matrix dimension.

    • lower

      public double[] lower()
      Returns a row-major copy of the lower-triangular factor.

    • logDeterminant

      public double logDeterminant()
      Returns the log determinant of the original SPD matrix.

    • solve

      public double[] solve(double[] right)
      Solves A*x=right.

    • solve

      public double[] solve(double[] right, int columns)
      Solves A*X=right for a row-major matrix with the given column count.