javax.robotics.vecmath.jama
Class CholeskyDecomposition

java.lang.Object
  javax.robotics.vecmath.jama.CholeskyDecomposition

All Implemented Interfaces:

java.io.Serializable

public class CholeskyDecomposition
extends java.lang.Object
implements java.io.Serializable

Cholesky Decomposition.

For a symmetric, positive definite matrix A, the Cholesky decomposition is an lower triangular matrix L so that A = L*L'.

If the matrix is not symmetric or positive definite, the constructor returns a partial decomposition and sets an internal flag that may be queried by the isSPD() method.

See Also:

Serialized Form

Constructor Summary

CholeskyDecomposition(double[][] Arg, int dim)
Cholesky algorithm for symmetric and positive definite matrix.

Method Summary

double[][]	getL() Return triangular factor.
boolean	isSPD() Is the matrix symmetric and positive definite?
double[][]	solve(double[][] B, int dim) Solve A*X = B

Methods inherited from class java.lang.Object

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

Constructor Detail

CholeskyDecomposition

public CholeskyDecomposition(double[][] Arg,
                             int dim)

Cholesky algorithm for symmetric and positive definite matrix.

Parameters:

Arg - Square, symmetric matrix.

Method Detail

isSPD

public final boolean isSPD()

Is the matrix symmetric and positive definite?

Returns:

true if A is symmetric and positive definite.

getL

public final double[][] getL()

Return triangular factor.

Returns:

L

solve

public double[][] solve(double[][] B,
                        int dim)

Solve A*X = B

Parameters:

B - A Matrix with as many rows as A and any number of columns.

Returns:

X so that L*L'*X = B

Throws:

java.lang.IllegalArgumentException - JamaMatrix row dimensions must agree.

java.lang.RuntimeException - JamaMatrix is not symmetric positive definite.