org.ejml.dense.row.decomposition.chol.CholeskyDecompositionInner_DDRM Maven / Gradle / Ivy
/*
* Copyright (c) 2009-2017, Peter Abeles. All Rights Reserved.
*
* This file is part of Efficient Java Matrix Library (EJML).
*
* 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 org.ejml.dense.row.decomposition.chol;
/**
*
* This implementation of a Cholesky decomposition using the inner-product form.
* For large matrices a block implementation is better. On larger matrices the lower triangular
* decomposition is significantly faster. This is faster on smaller matrices than {@link CholeskyDecompositionBlock_DDRM}
* but much slower on larger matrices.
*
*
* @author Peter Abeles
*/
public class CholeskyDecompositionInner_DDRM extends CholeskyDecompositionCommon_DDRM {
public CholeskyDecompositionInner_DDRM() {
super(true);
}
public CholeskyDecompositionInner_DDRM(boolean lower) {
super(lower);
}
@Override
protected boolean decomposeLower() {
double el_ii;
double div_el_ii=0;
for( int i = 0; i < n; i++ ) {
for( int j = i; j < n; j++ ) {
double sum = t[i*n+j];
int iEl = i*n;
int jEl = j*n;
int end = iEl+i;
// k = 0:i-1
for( ; iEl