クラス テンプレート JAMA::Cholesky< Real >

#include <jama_cholesky.h>

すべてのメンバ一覧

Public メソッド
	Cholesky ()
	Cholesky (const Array2D< Real > &A)
Array2D< Real >	getL () const
Array1D< Real >	solve (const Array1D< Real > &B)
Array2D< Real >	solve (const Array2D< Real > &B)
int	is_spd () const
Private 変数
Array2D< Real >	L_
int	isspd

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説明

template<class Real>
class JAMA::Cholesky< Real >

For a symmetric, positive definite matrix A, this function computes the Cholesky factorization, i.e. it computes a lower triangular matrix L such that A = L*L'. If the matrix is not symmetric or positive definite, the function computes only a partial decomposition. This can be tested with the is_spd() flag.

Typical usage looks like:

	Array2D<double> A(n,n);
	Array2D<double> L;

	 ...

	Cholesky<double> chol(A);

	if (chol.is_spd())
		L = chol.getL();

  	else
		cout << "factorization was not complete.\n";

(Adapted from JAMA, a Java Matrix Library, developed by jointly by the Mathworks and NIST; see http://math.nist.gov/javanumerics/jama).

例:

cholesky.cpp.

jama_cholesky.h の 47 行で定義されています。

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コンストラクタとデストラクタ

template<class Real >

JAMA::Cholesky< Real >::Cholesky

(

)

[inline]

jama_cholesky.h の 64 行で定義されています。

template<class Real >

JAMA::Cholesky< Real >::Cholesky

(

const Array2D< Real > &

A

)

[inline]

Constructs a lower triangular matrix L, such that L*L'= A. If A is not symmetric positive-definite (SPD), only a partial factorization is performed. If is_spd() evalutate true (1) then the factorizaiton was successful.

jama_cholesky.h の 92 行で定義されています。

参照先 TNT::Array2D< T >::dim1(), TNT::Array2D< T >::dim2(), JAMA::Cholesky< Real >::isspd, と JAMA::Cholesky< Real >::L_.

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関数

template<class Real >

Array2D< Real > JAMA::Cholesky< Real >::getL

(

)

const [inline]

戻り値:

the lower triangular factor, L, such that L*L'=A.

jama_cholesky.h の 80 行で定義されています。

参照先 JAMA::Cholesky< Real >::L_.

template<class Real >

int JAMA::Cholesky< Real >::is_spd

(

)

const [inline]

戻り値:

1, if original matrix to be factored was symmetric positive-definite (SPD).

jama_cholesky.h の 71 行で定義されています。

参照先 JAMA::Cholesky< Real >::isspd.

template<class Real >

Array2D< Real > JAMA::Cholesky< Real >::solve

(

const Array2D< Real > &

B

)

[inline]

Solve a linear system A*X = B, using the previously computed cholesky factorization of A: L*L'.

引数:

B

A Matrix with as many rows as A and any number of columns.

戻り値:

X so that L*L'*X = B. If B is nonconformat, or if A was not symmetric posidtive definite, a null (0x0) array is returned.

jama_cholesky.h の 188 行で定義されています。

参照先 TNT::Array2D< T >::copy(), TNT::Array2D< T >::dim1(), TNT::Array2D< T >::dim2(), と JAMA::Cholesky< Real >::L_.

template<class Real >

Array1D< Real > JAMA::Cholesky< Real >::solve

(

const Array1D< Real > &

b

)

[inline]

Solve a linear system A*x = b, using the previously computed cholesky factorization of A: L*L'.

引数:

b

A Matrix with as many rows as A and any number of columns.

戻り値:

x so that L*L'*x = b. If b is nonconformat, or if A was not symmetric posidtive definite, a null (0x0) array is returned.

jama_cholesky.h の 146 行で定義されています。

参照先 TNT::Array1D< T >::copy(), TNT::Array1D< T >::dim1(), TNT::Array2D< T >::dim1(), と JAMA::Cholesky< Real >::L_.

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変数

template<class Real >

int JAMA::Cholesky< Real >::isspd [private]

jama_cholesky.h の 50 行で定義されています。

参照元 JAMA::Cholesky< Real >::Cholesky(), と JAMA::Cholesky< Real >::is_spd().

template<class Real >

Array2D<Real> JAMA::Cholesky< Real >::L_ [private]

jama_cholesky.h の 49 行で定義されています。

参照元 JAMA::Cholesky< Real >::Cholesky(), JAMA::Cholesky< Real >::getL(), と JAMA::Cholesky< Real >::solve().

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このクラスの説明は次のファイルから生成されました:

• jama_cholesky.h