org.apache.commons.math3.linear
Class UDDecompositionImpl

java.lang.Object
  org.apache.commons.math3.linear.UDDecompositionImpl

All Implemented Interfaces:

UDDecomposition

public final class UDDecompositionImpl
extends Object
implements UDDecomposition

Calculates the UD decomposition of a matrix.

The UD-decomposition of matrix A is a set of three matrices: U, D and U^t such that A = U×D×U^t. U is a upper triangular matrix and D is an diagonal matrix.

See Flavien Mercier (DCT/SB/OR)

Since:

1.0

Version:

$Id: UDDecompositionImpl.java 17583 2017-05-10 13:05:10Z bignon $

Author:

Denis Claude, Julie Anton

Concurrency :

immutable

Field Summary

static double	DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD Default threshold below which diagonal elements are considered null and matrix not positive definite.
static double	DEFAULT_RELATIVE_SYMMETRY_THRESHOLD Default threshold above which off-diagonal elements are considered too different and matrix not symmetric.

Constructor Summary

UDDecompositionImpl(RealMatrix matrix)
Compute the UD decomposition of the given matrix.

UDDecompositionImpl(RealMatrix inMatrix, double relativeSymmetryThreshold, double absolutePositivityThreshold)
Compute the UD decomposition of the given matrix.

Method Summary

RealMatrix	getD() get the D matrix
double	getDeterminant() get the determinant
DecompositionSolver	getSolver() Get a solver of the linear equation A × X = B for matrices A.
RealMatrix	getU() get the U matrix
RealMatrix	getUT() get the UT matrix

Methods inherited from class java.lang.Object

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

Field Detail

DEFAULT_RELATIVE_SYMMETRY_THRESHOLD

public static final double DEFAULT_RELATIVE_SYMMETRY_THRESHOLD

Default threshold above which off-diagonal elements are considered too different and matrix not symmetric.

See Also:

Constant Field Values

DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD

public static final double DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD

Default threshold below which diagonal elements are considered null and matrix not positive definite.

See Also:

Constant Field Values

Constructor Detail

UDDecompositionImpl

public UDDecompositionImpl(RealMatrix matrix)

Compute the UD decomposition of the given matrix.

Calling this constructor is equivalent to call UDDecompositionImpl(RealMatrix, double, double) with the thresholds set to the default values DEFAULT_RELATIVE_SYMMETRY_THRESHOLD and DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD

Parameters:

matrix - the matrix to decompose

Since:

1.0

See Also:

UDDecompositionImpl(RealMatrix, double, double), DEFAULT_RELATIVE_SYMMETRY_THRESHOLD, DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD

UDDecompositionImpl

public UDDecompositionImpl(RealMatrix inMatrix,
                           double relativeSymmetryThreshold,
                           double absolutePositivityThreshold)

Compute the UD decomposition of the given matrix.

Parameters:

inMatrix - the matrix to decompose

relativeSymmetryThreshold - threshold above which off-diagonal elements are considered too different and matrix not symmetric

absolutePositivityThreshold - threshold below which diagonal elements are considered null and matrix not positive definite *

Since:

1.0

See Also:

DEFAULT_RELATIVE_SYMMETRY_THRESHOLD, *

Method Detail

getU

public RealMatrix getU()

get the U matrix

Specified by:

getU in interface UDDecomposition

Returns:

RealMatrix

Since:

1.0

Preconditions :

getD

public RealMatrix getD()

get the D matrix

Specified by:

getD in interface UDDecomposition

Returns:

RealMatrix

Since:

1.0

Preconditions :

getUT

public RealMatrix getUT()

get the UT matrix

Specified by:

getUT in interface UDDecomposition

Returns:

RealMatrix

Since:

1.0

Preconditions :

getDeterminant

public double getDeterminant()

get the determinant

Specified by:

getDeterminant in interface UDDecomposition

Returns:

double

Since:

1.0

getSolver

public DecompositionSolver getSolver()

Description copied from interface: UDDecomposition

Get a solver of the linear equation A × X = B for matrices A.

Specified by:

getSolver in interface UDDecomposition

Returns:

the UD solver

See Also:

UDDecomposition.getSolver()

Description :

gives the solver based on the UD decomposition