org.apache.commons.math.linear
Class CholeskyDecompositionImpl.Solver

java.lang.Object
  org.apache.commons.math.linear.CholeskyDecompositionImpl.Solver

All Implemented Interfaces:

DecompositionSolver

Enclosing class:

CholeskyDecompositionImpl

private static class CholeskyDecompositionImpl.Solver
extends Object
implements DecompositionSolver

Specialized solver.

Field Summary

private double[][]

lTData Row-oriented storage for LT matrix data.

Constructor Summary

private

CholeskyDecompositionImpl.Solver(double[][] lTData) Build a solver from decomposed matrix.

Method Summary

RealMatrix	getInverse() Get the inverse (or pseudo-inverse) of the decomposed matrix.
boolean	isNonSingular() Check if the decomposed matrix is non-singular.
ArrayRealVector	solve(ArrayRealVector b) Solve the linear equation A × X = B.
double[]	solve(double[] b) Solve the linear equation A × X = B for matrices A.
RealMatrix	solve(RealMatrix b) Solve the linear equation A × X = B for matrices A.
RealVector	solve(RealVector b) Solve the linear equation A × X = B for matrices A.

Methods inherited from class java.lang.Object

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

Field Detail

lTData

private final double[][] lTData

Row-oriented storage for L^T matrix data.

Constructor Detail

CholeskyDecompositionImpl.Solver

private CholeskyDecompositionImpl.Solver(double[][] lTData)

Build a solver from decomposed matrix.

Parameters:

lTData - row-oriented storage for L^T matrix data

Method Detail

isNonSingular

public boolean isNonSingular()

Check if the decomposed matrix is non-singular.

Specified by:

isNonSingular in interface DecompositionSolver

Returns:

true if the decomposed matrix is non-singular

solve

public double[] solve(double[] b)
               throws IllegalArgumentException,
                      InvalidMatrixException

Solve the linear equation A × X = B for matrices A.

The A matrix is implicit, it is provided by the underlying decomposition algorithm.

Specified by:

solve in interface DecompositionSolver

Parameters:

b - right-hand side of the equation A × X = B

Returns:

a vector X that minimizes the two norm of A × X - B

Throws:

IllegalArgumentException - if matrices dimensions don't match

InvalidMatrixException - if decomposed matrix is singular

solve

public RealVector solve(RealVector b)
                 throws IllegalArgumentException,
                        InvalidMatrixException

Solve the linear equation A × X = B for matrices A.

The A matrix is implicit, it is provided by the underlying decomposition algorithm.

Specified by:

solve in interface DecompositionSolver

Parameters:

b - right-hand side of the equation A × X = B

Returns:

a vector X that minimizes the two norm of A × X - B

Throws:

IllegalArgumentException - if matrices dimensions don't match

InvalidMatrixException - if decomposed matrix is singular

solve

public ArrayRealVector solve(ArrayRealVector b)
                      throws IllegalArgumentException,
                             InvalidMatrixException

Solve the linear equation A × X = B.

The A matrix is implicit here. It is

Parameters:

b - right-hand side of the equation A × X = B

Returns:

a vector X such that A × X = B

Throws:

IllegalArgumentException - if matrices dimensions don't match

InvalidMatrixException - if decomposed matrix is singular

solve

public RealMatrix solve(RealMatrix b)
                 throws IllegalArgumentException,
                        InvalidMatrixException

Solve the linear equation A × X = B for matrices A.

The A matrix is implicit, it is provided by the underlying decomposition algorithm.

Specified by:

solve in interface DecompositionSolver

Parameters:

b - right-hand side of the equation A × X = B

Returns:

a matrix X that minimizes the two norm of A × X - B

Throws:

IllegalArgumentException - if matrices dimensions don't match

InvalidMatrixException - if decomposed matrix is singular

getInverse

public RealMatrix getInverse()
                      throws InvalidMatrixException

Get the inverse (or pseudo-inverse) of the decomposed matrix.

Specified by:

getInverse in interface DecompositionSolver

Returns:

inverse matrix

Throws:

InvalidMatrixException - if decomposed matrix is singular