org.hipparchus.linear.CholeskyDecomposer Maven / Gradle / Ivy
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* this work for additional information regarding copyright ownership.
* The Hipparchus project licenses this file to You 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,
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* See the License for the specific language governing permissions and
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*/
package org.hipparchus.linear;
/** Matrix decomposer using Cholseky decomposition.
* @since 1.3
*/
public class CholeskyDecomposer implements MatrixDecomposer {
/** Threshold above which off-diagonal elements are considered too different and matrix not symmetric. */
private final double relativeSymmetryThreshold;
/** Threshold below which diagonal elements are considered null and matrix not positive definite. */
private final double absolutePositivityThreshold;
/**
* Creates a Cholesky decomposer with specify threshold for several matrices.
* @param relativeSymmetryThreshold threshold above which off-diagonal
* elements are considered too different and matrix not symmetric
* @param absolutePositivityThreshold threshold below which diagonal
* elements are considered null and matrix not positive definite
*/
public CholeskyDecomposer(final double relativeSymmetryThreshold,
final double absolutePositivityThreshold) {
this.relativeSymmetryThreshold = relativeSymmetryThreshold;
this.absolutePositivityThreshold = absolutePositivityThreshold;
}
/** {@inheritDoc} */
@Override
public DecompositionSolver decompose(final RealMatrix a) {
return new CholeskyDecomposition(a, relativeSymmetryThreshold, absolutePositivityThreshold).
getSolver();
}
}