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/*******************************************************************************
 * Copyright (c) 2010 Haifeng Li
 *   
 * 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 smile.math.matrix;

/**
 * Cholesky decomposition is a decomposition of a symmetric, positive-definite
 * matrix into a lower triangular matrix L and the transpose of the lower
 * triangular matrix such that A = L*L'. The lower triangular matrix is the
 * Cholesky triangle of the original, positive-definite matrix. When it is
 * applicable, the Cholesky decomposition is roughly twice as efficient as the LU
 * decomposition for solving systems of linear equations.
 * 

* The Cholesky decomposition is mainly used for the numerical solution of * linear equations. The Cholesky decomposition is also commonly used in * the Monte Carlo method for simulating systems with multiple correlated * variables: The matrix of inter-variable correlations is decomposed, * to give the lower-triangular L. Applying this to a vector of uncorrelated * simulated shocks, u, produces a shock vector Lu with the covariance * properties of the system being modeled. *

* Unscented Kalman filters commonly use the Cholesky decomposition to choose * a set of so-called sigma points. The Kalman filter tracks the average * state of a system as a vector x of length n and covariance as an n-by-n * matrix P. The matrix P is always positive semi-definite, and can be * decomposed into L*L'. The columns of L can be added and subtracted from * the mean x to form a set of 2n vectors called sigma points. These sigma * points completely capture the mean and covariance of the system state. *

* If the matrix is not positive definite, an exception will be thrown out from * the method decompose(). * * @author Haifeng Li */ public class Cholesky { /** * Array for internal storage of decomposition. */ protected DenseMatrix L; /** * Constructor. * @param L the lower triangular part of matrix contains the Cholesky * factorization. */ public Cholesky(DenseMatrix L) { if (L.nrows() != L.ncols()) { throw new UnsupportedOperationException("Cholesky constructor on a non-square matrix"); } this.L = L; } /** * Returns lower triangular factor. */ public DenseMatrix getL() { return L; } /** * Returns the matrix determinant */ public double det() { double d = 1.0; for (int i = 0; i < L.nrows(); i++) { d *= L.get(i, i); } return d * d; } /** * Returns the matrix inverse. */ public DenseMatrix inverse() { int n = L.nrows(); DenseMatrix inv = Matrix.eye(n); solve(inv); return inv; } /** * Solve the linear system A * x = b. On output, b will be overwritten with * the solution vector. * @param b the right hand side of linear systems. On output, b will be * overwritten with solution vector. */ public void solve(double[] b) { // B use b as the internal storage. Therefore b will contains the results. DenseMatrix B = Matrix.newInstance(b); solve(B); } /** * Solve the linear system A * X = B. On output, B will be overwritten with * the solution matrix. * @param B the right hand side of linear systems. */ public void solve(DenseMatrix B) { if (B.nrows() != L.nrows()) { throw new IllegalArgumentException(String.format("Row dimensions do not agree: A is %d x %d, but B is %d x %d", L.nrows(), L.ncols(), B.nrows(), B.ncols())); } int n = B.nrows(); int nrhs = B.ncols(); // Solve L*Y = B; for (int k = 0; k < n; k++) { for (int j = 0; j < nrhs; j++) { for (int i = 0; i < k; i++) { B.sub(k, j, B.get(i, j) * L.get(k, i)); } B.div(k, j, L.get(k, k)); } } // Solve L'*X = Y; for (int k = n - 1; k >= 0; k--) { for (int j = 0; j < nrhs; j++) { for (int i = k + 1; i < n; i++) { B.sub(k, j, B.get(i, j) * L.get(i, k)); } B.div(k, j, L.get(k, k)); } } } }





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