java.lang.Object
- no.uib.cipr.matrix.BandCholesky

public class BandCholesky
extends java.lang.Object

Banded Cholesky decomposition

Constructor Summary

Constructors
Constructor Description

BandCholesky(int n, int kd, boolean upper)
Constructor for BandCholesky

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`BandCholesky`	`factor(LowerSPDBandMatrix A)`	Creates a Cholesky decomposition of the given matrix
`BandCholesky`	`factor(UpperSPDBandMatrix A)`	Creates a Cholesky decomposition of the given matrix
`static BandCholesky`	`factorize(LowerSPDBandMatrix A)`	Creates a Cholesky decomposition of the given matrix
`static BandCholesky`	`factorize(UpperSPDBandMatrix A)`	Creates a Cholesky decomposition of the given matrix
`LowerTriangBandMatrix`	`getL()`	Returns the decomposition matrix.
`UpperTriangBandMatrix`	`getU()`	Returns the decomposition matrix.
`boolean`	`isSPD()`	Returns true if the matrix decomposed is symmetrical, positive definite
`double`	`rcond(Matrix A)`	Computes the reciprocal condition number
`DenseMatrix`	`solve(DenseMatrix B)`	Computes `A\B`, overwriting `B`

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - BandCholesky
```
public BandCholesky(int n,
                    int kd,
                    boolean upper)
```
    Constructor for BandCholesky
    
    Parameters:
    
    n - Matrix size
    
    kd - Number of matrix bands
    
    upper - True for decomposing an upper symmetrical matrix, false for a lower symmetrical matrix
- Method Detail
  - factorize
```
public static BandCholesky factorize(LowerSPDBandMatrix A)
```
    Creates a Cholesky decomposition of the given matrix
    
    Parameters:
    
    A - Matrix to decompose. Not modified
    
    Returns:
    
    A Cholesky decomposition of the matrix
  - factorize
```
public static BandCholesky factorize(UpperSPDBandMatrix A)
```
    Creates a Cholesky decomposition of the given matrix
    
    Parameters:
    
    A - Matrix to decompose. Not modified
    
    Returns:
    
    A Cholesky decomposition of the matrix
  - factor
```
public BandCholesky factor(LowerSPDBandMatrix A)
```
    Creates a Cholesky decomposition of the given matrix
    
    Parameters:
    
    A - Matrix to decompose. Overwritten on return
    
    Returns:
    
    The current decomposition
  - factor
```
public BandCholesky factor(UpperSPDBandMatrix A)
```
    Creates a Cholesky decomposition of the given matrix
    
    Parameters:
    
    A - Matrix to decompose. Overwritten on return
    
    Returns:
    
    The current decomposition
  - getL
```
public LowerTriangBandMatrix getL()
```
    Returns the decomposition matrix. Only valid for decomposition of a lower SPD matrix
  - getU
```
public UpperTriangBandMatrix getU()
```
    Returns the decomposition matrix. Only valid for decomposition of a upper SPD matrix
  - isSPD
```
public boolean isSPD()
```
    Returns true if the matrix decomposed is symmetrical, positive definite
  - rcond
```
public double rcond(Matrix A)
```
    Computes the reciprocal condition number
    
    Parameters:
    
    A - The matrix this is a decomposition of
    
    Returns:
    
    The reciprocal condition number. Values close to unity indicate a well-conditioned system, while numbers close to zero do not.
  - solve
```
public DenseMatrix solve(DenseMatrix B)
                  throws MatrixNotSPDException
```
    Computes A\B, overwriting B
    
    Throws:
    
    MatrixNotSPDException

Class BandCholesky

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

BandCholesky

Method Detail

factorize

factorize

factor

factor

getL

getU

isSPD

rcond

solve