hex.gram

Class Gram.Cholesky

java.lang.Object

hex.gram.Gram.Cholesky

Enclosing class:

Gram

public static final class Gram.Cholesky
extends java.lang.Object

Field Summary

Fields

Modifier and Type	Field and Description
protected double[]	_diag
double[][]	_xx

Constructor Summary

Constructors

Constructor and Description
Cholesky(double[][] xx, double[] diag)
Cholesky(double[][] xx, double[] diag, boolean icptFirst)

Method Summary

Modifier and Type	Method and Description
double[][]	getInv()
double[]	getInvDiag()
double[][]	getL()
boolean	isSPD()
void	setSPD(boolean b)
void	solve(double[] y) Find solution to A*x = y.
void	solve(double[][] ys)

Methods inherited from class java.lang.Object

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

Field Detail

_xx

public final double[][] _xx

_diag

protected final double[] _diag

Constructor Detail

Cholesky

public Cholesky(double[][] xx,
                double[] diag)

Cholesky

public Cholesky(double[][] xx,
                double[] diag,
                boolean icptFirst)

Method Detail

solve

public void solve(double[][] ys)

getInv

public double[][] getInv()

getInvDiag

public double[] getInvDiag()

getL

public double[][] getL()

solve

public final void solve(double[] y)

Find solution to A*x = y. Result is stored in the y input vector. May throw NonSPDMatrix exception in case Gram is not positive definite.

Parameters:

y -

isSPD

public final boolean isSPD()

setSPD

public final void setSPD(boolean b)