- la4j-0.2.0.zip
- la4j
- bin
- la4j-0.2.0.jar
- LICENSE
- README
- src
- main
- java
- la4j
- decomposition
- err
- factory
- inversion
- io
- linear
- matrix
- util
- vector
- test
- java
- la4j
- decomposition
- inversion
- linear
- matrix
- vector
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/*
* Copyright 2011, Vladimir Kostyukov
*
* This file is part of la4j project (http://la4j.googlecode.com)
*
* Licensed under the Apache License, Version 2.0 (the "License");
* You may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package la4j.decomposition;
import la4j.err.MatrixDecompositionException;
import la4j.factory.Factory;
import la4j.matrix.Matrix;
public class CholeskyDecompositor implements MatrixDecompositor {
@Override
public Matrix[] decompose(Matrix matrix, Factory factory) throws MatrixDecompositionException {
// TOOD: add check symmetric & positive defined
if (matrix.rows() != matrix.columns()) throw new MatrixDecompositionException();
Matrix u = factory.createMatrix(matrix.rows(), matrix.rows());
for (int j = 0; j < u.rows(); j++) {
double d = 0.0;
for (int k = 0; k < j; k++) {
double s = 0.0;
for (int i = 0; i < k; i++) {
s += u.get(k, i) * u.get(j, i);
}
s = (matrix.get(j, k) - s) / u.get(k, k);
u.set(j, k, s);
d = d + s * s;
}
d = matrix.get(j, j) - d;
u.set(j, j, Math.sqrt(Math.max(d, 0.0)));
for (int k = j + 1; k < u.rows(); k++) {
u.set(j, k, 0.0);
}
}
return new Matrix[] { u };
}
}
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I've received a Master's Degree in Computer Science at the IT Faculty of Altai State Technical University, Russia.
Currently, I am Software Engineer at Intel Corporation.