Jampack

Class Zchol

java.lang.Object

Jampack.Zchol

public class Zchol
extends Object

Zchol implements the Cholesky decomposition of a positive definite matrix. Specifically if A is (Hermitian) positive definite then there is an upper triangular matrix R with positive diagonal elements such that

     A = R^H R

The matrix R is implemented as a Zutmat.

Field Summary

Fields

Modifier and Type	Field and Description
int	n The order of A and R
Zutmat	R The Cholesky factor

Constructor Summary

Constructors

Constructor and Description
Zchol(Zmat A) Constructs a Zchol from a Zmat A.

Method Summary

Methods inherited from class java.lang.Object

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

Field Detail

n

public int n

The order of A and R

R

public Zutmat R

The Cholesky factor

Constructor Detail

Zchol

public Zchol(Zmat A)
      throws JampackException

Constructs a Zchol from a Zmat A. The matrix that is actually decomposed is taken from the upper triangle of $A$ and the imaginary part of its diagonal is set to zero. Throws a JampackException for inconsistent dimensions on failure of the algorithm to complete.

Parameters:

A - The matrix whose Cholesky decomposition is to be computed.

Throws:

JampackException - Thrown if A is not square or Hermitian.
Thrown if the doecomposition does not exist.