org.apache.mahout.math
Class CholeskyDecomposition
java.lang.Object
org.apache.mahout.math.CholeskyDecomposition
public class CholeskyDecomposition
- extends Object
Cholesky decomposition shamelessly ported from JAMA.
A Cholesky decomposition of a semi-positive definite matrix A is a lower triangular matrix L such
that L L^* = A. If A is full rank, L is unique. If A is real, then it must be symmetric and R
will also be real.
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
CholeskyDecomposition
public CholeskyDecomposition(Matrix a)
CholeskyDecomposition
public CholeskyDecomposition(Matrix a,
boolean pivot)
isPositiveDefinite
public boolean isPositiveDefinite()
getL
public Matrix getL()
getPermutedL
public PivotedMatrix getPermutedL()
getPivot
public int[] getPivot()
- Returns:
- Returns the permutation of rows and columns that was applied to L
getInversePivot
public int[] getInversePivot()
solveLeft
public Matrix solveLeft(Matrix z)
- Compute inv(L) * z efficiently.
- Parameters:
z
-
solveRight
public Matrix solveRight(Matrix z)
- Compute z * inv(L') efficiently
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