Package org.jblas
Class Decompose
- java.lang.Object
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- org.jblas.Decompose
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public class Decompose extends java.lang.Object
Matrix which collects all kinds of decompositions.
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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.
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Constructor Summary
Constructors Constructor Description Decompose()
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static DoubleMatrix
cholesky(DoubleMatrix A)
Compute Cholesky decomposition of Astatic FloatMatrix
cholesky(FloatMatrix A)
if (info ) Compute Cholesky decomposition of Astatic 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.
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Constructor Detail
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Decompose
public Decompose()
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Method Detail
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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.
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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
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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.
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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
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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
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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
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