Examples of org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionCommon

org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionCommon

This is an abstract class for a Cholesky decomposition. It provides the solvers, but the actual decompsoition is provided in other classes.

A Cholesky Decomposition is a special decomposition for positive-definite symmetric matrices that is more efficient than other general purposes decomposition. It refactors matrices using one of the two following equations:

L*L^T=A
R^T*R=A

where L is a lower triangular matrix and R is an upper traingular matrix.

@see CholeskyDecompositionInner @see org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionBlock @see org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionLDL @author Peter Abeles

     *
     * @return A new solver for symmetric positive definite matrices.
     */
    public static LinearSolver<DenseMatrix64F> symmPosDef( int matrixWidth ) {
        if(matrixWidth < EjmlParameters.SWITCH_BLOCK64_CHOLESKY )  {
            CholeskyDecompositionCommon decomp = new CholeskyDecompositionInner(true);
            return new LinearSolverChol(decomp);
        } else {
            if( EjmlParameters.MEMORY == EjmlParameters.MemoryUsage.FASTER )
                return new LinearSolverCholBlock64();
            else {
                CholeskyDecompositionCommon decomp = new CholeskyDecompositionInner(true);
                return new LinearSolverChol(decomp);
            }
        }
    }

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Examples of org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionCommon

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