Package org.apache.spark.mllib.linalg

Class CholeskyDecomposition

Object
org.apache.spark.mllib.linalg.CholeskyDecomposition
public class CholeskyDecomposition extends Object
Compute Cholesky decomposition.

  • Constructor Summary

    Constructors
    Constructor
    Description
    CholeskyDecomposition()
     

  • Method Summary

    Modifier and Type
    Method
    Description
    static double[]
    inverse(double[] UAi, int k)
    Computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U.
    static double[]
    solve(double[] A, double[] bx)
    Solves a symmetric positive definite linear system via Cholesky factorization.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • CholeskyDecomposition

      public CholeskyDecomposition()

  • Method Details

    • solve

      public static double[] solve(double[] A, double[] bx)
      Solves a symmetric positive definite linear system via Cholesky factorization. The input arguments are modified in-place to store the factorization and the solution.
      Parameters:
      A - the upper triangular part of A
      bx - right-hand side
      Returns:
      the solution array

    • inverse

      public static double[] inverse(double[] UAi, int k)
      Computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U. The input arguments are modified in-place to store the inverse matrix.
      Parameters:
      UAi - the upper triangular factor U from the Cholesky factorization A = U**T*U
      k - the dimension of A
      Returns:
      the upper triangle of the (symmetric) inverse of A