org.ojalgo.matrix.decomposition

Interface LDL<N extends Number>

All Superinterfaces:

DeterminantTask<N>, InverterTask<N>, LDU<N>, MatrixDecomposition<N>, MatrixDecomposition.Determinant<N>, MatrixDecomposition.Hermitian<N>, MatrixDecomposition.Ordered<N>, MatrixDecomposition.RankRevealing<N>, MatrixDecomposition.Solver<N>, MatrixTask<N>, SolverTask<N>

public interface LDL<N extends Number>
extends LDU<N>, MatrixDecomposition.Hermitian<N>

LDL: [A] = [L][D][L]^H (or [R]^H[D][R])

[A]^H = [A] = [L][D][L]^H

If [A] is symmetric (but not necessarily positive definite) then it can be decomposed into [L][D][L] ^T (or [U]^T[D][U]).

• [L] is a unit lower (left) triangular matrix. It has the same dimensions as [this], and ones on the diagonal.
• [D] is a diagonal matrix. It has the same dimensions as [this].
• [this] = [L][D][L]^T

Author:

apete

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static interface	LDL.Factory<N extends Number>

Nested classes/interfaces inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition

MatrixDecomposition.Determinant<N extends Number>, MatrixDecomposition.EconomySize<N extends Number>, MatrixDecomposition.Hermitian<N extends Number>, MatrixDecomposition.Ordered<N extends Number>, MatrixDecomposition.RankRevealing<N extends Number>, MatrixDecomposition.Solver<N extends Number>, MatrixDecomposition.Values<N extends Number>

Field Summary

Fields

Modifier and Type	Field and Description
static LDL.Factory<BigDecimal>	BIG
static LDL.Factory<ComplexNumber>	COMPLEX
static LDL.Factory<Double>	PRIMITIVE
static LDL.Factory<Quaternion>	QUATERNION
static LDL.Factory<RationalNumber>	RATIONAL

Fields inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition

TYPICAL

Method Summary

Modifier and Type	Method and Description
static <N extends Number> boolean	equals(MatrixStore<N> matrix, LDL<N> decomposition, NumberContext context)
default boolean	equals(MatrixStore<N> other, NumberContext context)
MatrixStore<N>	getD()
default MatrixStore<N>	getL() Must implement either getL() or getR().
default MatrixStore<N>	getR() Must implement either getL() or getR().
default boolean	isFullSize()
static <N extends Number> LDL<N>	make(Access2D<N> typical)
default MatrixStore<N>	reconstruct()
static <N extends Number> MatrixStore<N>	reconstruct(LDL<N> decomposition)

Methods inherited from interface org.ojalgo.matrix.decomposition.LDU

isOrdered

Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition.Solver

compute, getInverse, getInverse, getSolution, getSolution, isSolvable

Methods inherited from interface org.ojalgo.matrix.task.SolverTask

preallocate, preallocate, solve, solve

Methods inherited from interface org.ojalgo.matrix.task.InverterTask

invert, invert, preallocate, preallocate

Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition.Determinant

getDeterminant

Methods inherited from interface org.ojalgo.matrix.task.DeterminantTask

calculateDeterminant

Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition.RankRevealing

getRank, isFullRank

Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition

decompose, isComputed, reset

Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition.Hermitian

checkAndCompute

Field Detail

BIG

static final LDL.Factory<BigDecimal> BIG

COMPLEX

static final LDL.Factory<ComplexNumber> COMPLEX

PRIMITIVE

static final LDL.Factory<Double> PRIMITIVE

QUATERNION

static final LDL.Factory<Quaternion> QUATERNION

RATIONAL

static final LDL.Factory<RationalNumber> RATIONAL

Method Detail

make

static <N extends Number> LDL<N> make(Access2D<N> typical)

equals

static <N extends Number> boolean equals(MatrixStore<N> matrix,
                                         LDL<N> decomposition,
                                         NumberContext context)

reconstruct

static <N extends Number> MatrixStore<N> reconstruct(LDL<N> decomposition)

equals

default boolean equals(MatrixStore<N> other,
                       NumberContext context)

getD

MatrixStore<N> getD()

getL

default MatrixStore<N> getL()

Must implement either getL() or getR().

getR

default MatrixStore<N> getR()

Must implement either getL() or getR().

isFullSize

default boolean isFullSize()

reconstruct

default MatrixStore<N> reconstruct()

Specified by:

reconstruct in interface MatrixDecomposition<N extends Number>