Package 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

Nested Classes

Modifier and Type	Class	Description
static class	Decompose.LUDecomposition<T>	Class to hold an LU decomposition result.
static class	Decompose.QRDecomposition<T>	Class to represent a QR decomposition.

Constructor Summary

Constructors

Constructor	Description
Decompose()

Method Summary

Modifier and Type	Method	Description
static DoubleMatrix	cholesky(DoubleMatrix A)	Compute Cholesky decomposition of A
static FloatMatrix	cholesky(FloatMatrix A)	if (info ) Compute Cholesky decomposition of A
private static void	clearLower(DoubleMatrix A)
private static void	clearLower(FloatMatrix A)
private static void	decomposeLowerUpper(DoubleMatrix A, DoubleMatrix L, DoubleMatrix U)
private static void	decomposeLowerUpper(FloatMatrix A, FloatMatrix L, FloatMatrix U)
static Decompose.LUDecomposition<DoubleMatrix>	lu(DoubleMatrix A)	Compute LU Decomposition of a general matrix.
static Decompose.LUDecomposition<FloatMatrix>	lu(FloatMatrix A)	Compute LU Decomposition of a general matrix.
static Decompose.QRDecomposition<DoubleMatrix>	qr(DoubleMatrix A)	QR decomposition.
static Decompose.QRDecomposition<FloatMatrix>	qr(FloatMatrix A)	QR decomposition.

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.

decomposeLowerUpper

private static void decomposeLowerUpper(DoubleMatrix A,
                                        DoubleMatrix L,
                                        DoubleMatrix U)

cholesky

public static FloatMatrix cholesky(FloatMatrix A)

if (info ) 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

clearLower

private static void clearLower(FloatMatrix A)

lu

public static Decompose.LUDecomposition<FloatMatrix> lu(FloatMatrix 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.

decomposeLowerUpper

private static void decomposeLowerUpper(FloatMatrix A,
                                        FloatMatrix L,
                                        FloatMatrix U)

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

clearLower

private static void clearLower(DoubleMatrix A)

qr

public static Decompose.QRDecomposition<DoubleMatrix> qr(DoubleMatrix A)

QR decomposition. Decomposes (m,n) matrix A into a (m,m) matrix Q and an (m,n) matrix R such that Q is orthogonal, R is upper triangular and Q * R = A Note that if A has more rows than columns, then the lower rows of R will contain only zeros, such that the corresponding later columns of Q do not enter the computation at all. For some reason, LAPACK does not properly normalize those columns.

Parameters:

A - matrix

Returns:

QR decomposition

qr

public static Decompose.QRDecomposition<FloatMatrix> qr(FloatMatrix A)

QR decomposition. Decomposes (m,n) matrix A into a (m,m) matrix Q and an (m,n) matrix R such that Q is orthogonal, R is upper triangular and Q * R = A

Parameters:

A - matrix

Returns:

QR decomposition