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