List of elsolve() Examples

Examples of elsolve()

com.nr.la.Cholesky.elsolve()
Solve L*y = b, where L is the lower triangular matrix in the stored Cholesky decomposition. b[0..n-1] is input as the right-hand side vector. The solution vector is returned in y[0..n-1]. @param b @param y

Examples of com.nr.la.Cholesky.elsolve()

    }


    ranvec(y);
    double[] yy = new double[y.length];
    ach.elmult(y,r);
    ach.elsolve(r,yy);
    sbeps = 5.e-15;
    localflag = maxel(vecsub(y,yy)) > sbeps;
    globalflag = globalflag || localflag;
    if (localflag) {
      fail("*** cholesky: Error in method elmult() or elsolve()");

View Full Code Here

Examples of com.nr.la.Cholesky.elsolve()

 //  Decompose \sigma_{k} in the outer loop     
      Cholesky choltmp = new Cholesky(sig[k]);  
      lndets[k] = choltmp.logdet();
      for (n=0;n<nn;n++) {
        for (m=0;m<mm;m++) u[m] = data[n][m]-means[k][m];
        choltmp.elsolve(u,v);
        for (sum=0.,m=0; m<mm; m++) sum += SQR(v[m]);
        resp[n][k] = -0.5*(sum + lndets[k]) + log(frac[k]);
      }
    }
    loglike = 0;

View Full Code Here

Examples of com.nr.la.Cholesky.elsolve()

    double[] x = new double[3];
    
    Cholesky ch = new Cholesky(aa);
    ch.solve(b, x);
    System.out.println(NRUtil.toString(x));
    ch.elsolve(b, x);
    System.out.println(NRUtil.toString(x));
    System.out.println(ch.logdet());
    
    ch.inverse(inv);

View Full Code Here

TOP

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.