org.jblas
Class Decompose

java.lang.Object
  org.jblas.Decompose

public class Decompose
extends java.lang.Object

Matrix which collects all kinds of decompositions.

Nested Class Summary

static class

Decompose.LUDecomposition<T> Class to hold an LU decomposition result.

Constructor Summary

Decompose()

Method Summary

static DoubleMatrix	cholesky(DoubleMatrix A) Compute Cholesky decomposition of A
static Decompose.LUDecomposition<DoubleMatrix>	lu(DoubleMatrix A) Compute LU Decomposition of a general matrix.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Decompose

public Decompose()

Method Detail

lu

public static Decompose.LUDecomposition<DoubleMatrix> lu(DoubleMatrix A)

Compute LU Decomposition of a general matrix. Computes the LU decomposition using GETRF. Returns three matrices L, U, P, where L is lower diagonal, U is upper diagonal, and P is a permutation matrix such that A = P * L * U.

Parameters:

A - general matrix

Returns:

An LUDecomposition object.

cholesky

public static DoubleMatrix cholesky(DoubleMatrix A)

Compute Cholesky decomposition of A

Parameters:

A - symmetric, positive definite matrix (only upper half is used)

Returns:

upper triangular matrix U such that A = U' * U