org.openimaj.math.matrix

Class UpdateableCholeskyDecomposition

java.lang.Object

Jama.CholeskyDecomposition

org.openimaj.math.matrix.UpdateableCholeskyDecomposition

All Implemented Interfaces:

Serializable

public class UpdateableCholeskyDecomposition
extends Jama.CholeskyDecomposition

Cholesky Update and Downdate

Author:

Sina Samangooei (ss@ecs.soton.ac.uk)

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
UpdateableCholeskyDecomposition(Jama.Matrix m)

Method Summary

Modifier and Type	Method and Description
void	choldowndate(double[] x)
static void	choldowndate(double[][] Larr, double[] x) Updates L such that the matrix A where: A = LL* becomes A = A - xx*
void	choldowndate(double[] x, boolean b) see choldowndate(double[][], double[])
void	cholupdate(double[] x) See cholupdate(double[][], double[])
static void	cholupdate(double[][] Larr, double[] x) Updates L such that the matrix A where: A = LL* becomes A = A + xx*
void	cholupdate(double[] x, boolean copyX) See cholupdate(double[][], double[])

Methods inherited from class Jama.CholeskyDecomposition

getL, isSPD, solve

Methods inherited from class java.lang.Object

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

Constructor Detail

UpdateableCholeskyDecomposition

public UpdateableCholeskyDecomposition(Jama.Matrix m)

Parameters:

m -

Method Detail

choldowndate

public void choldowndate(double[] x)

Parameters:

x -

choldowndate

public void choldowndate(double[] x,
                         boolean b)

see choldowndate(double[][], double[])

Parameters:

x -

b -

cholupdate

public void cholupdate(double[] x)

See cholupdate(double[][], double[])

Parameters:

x -

cholupdate

public void cholupdate(double[] x,
                       boolean copyX)

See cholupdate(double[][], double[])

Parameters:

x -

copyX - copy x, x is used as a workspace

cholupdate

public static void cholupdate(double[][] Larr,
                              double[] x)

Updates L such that the matrix A where: A = LL* becomes A = A + xx*

Parameters:

Larr - the upper triangular matrix to update

x - the vector to add

choldowndate

public static void choldowndate(double[][] Larr,
                                double[] x)

Updates L such that the matrix A where: A = LL* becomes A = A - xx*

Parameters:

Larr - the upper triangular matrix to update

x - the vector to add