Package org.apache.commons.math3.linear
Class CholeskyDecomposition.Solver
java.lang.Object
org.apache.commons.math3.linear.CholeskyDecomposition.Solver
- All Implemented Interfaces:
DecompositionSolver
- Enclosing class:
CholeskyDecomposition
Specialized solver.
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Field Summary
FieldsModifier and TypeFieldDescriptionprivate final double[][]
Row-oriented storage for LT matrix data. -
Constructor Summary
ConstructorsModifierConstructorDescriptionprivate
Solver
(double[][] lTData) Build a solver from decomposed matrix. -
Method Summary
Modifier and TypeMethodDescriptionGet the inverse of the decomposed matrix.boolean
Check if the decomposed matrix is non-singular.solve
(RealMatrix b) Solve the linear equation A × X = B for matrices A.solve
(RealVector b) Solve the linear equation A × X = B for matrices A.
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Field Details
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lTData
private final double[][] lTDataRow-oriented storage for LT matrix data.
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Constructor Details
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Solver
private Solver(double[][] lTData) Build a solver from decomposed matrix.- Parameters:
lTData
- row-oriented storage for LT matrix data
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Method Details
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isNonSingular
public boolean isNonSingular()Check if the decomposed matrix is non-singular.- Specified by:
isNonSingular
in interfaceDecompositionSolver
- Returns:
- true if the decomposed matrix is non-singular.
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solve
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 interfaceDecompositionSolver
- Parameters:
b
- right-hand side of the equation A × X = B- Returns:
- a vector X that minimizes the two norm of A × X - B
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solve
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 interfaceDecompositionSolver
- Parameters:
b
- right-hand side of the equation A × X = B- Returns:
- a matrix X that minimizes the two norm of A × X - B
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getInverse
Get the inverse of the decomposed matrix.- Specified by:
getInverse
in interfaceDecompositionSolver
- Returns:
- the inverse matrix.
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