jmathlib.toolbox.jmathlib.matrix._private.Jampack
Class Zchol

java.lang.Object
  extended by jmathlib.toolbox.jmathlib.matrix._private.Jampack.Zchol

public class Zchol
extends java.lang.Object

Zchol implements the Cholesky decomposition of a positive definite matrix. Specifically if A is (Hermitian) positive definite then there is an upper triangular matrix R with positive diagonal elements such that

     A = R^H R
The matrix R is implemented as a Zutmat.

Version:
Pre-alpha
Author:
G. W. Stewart

Field Summary
 int n
          The order of A and R
 Zutmat R
          The Cholesky factor
 
Constructor Summary
Zchol(Zmat A)
          Constructs a Zchol from a Zmat A.
 
Method Summary
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

n

public int n
The order of A and R


R

public Zutmat R
The Cholesky factor

Constructor Detail

Zchol

public Zchol(Zmat A)
      throws JampackException
Constructs a Zchol from a Zmat A. The matrix that is actually decomposed is taken from the upper triangle of $A$ and the imaginary part of its diagonal is set to zero. Throws a JampackException for inconsistent dimensions on failure of the algorithm to complete.

Parameters:
A - The matrix whose Cholesky decomposition is to be computed.
Throws:
JampackException - Thrown if A is not square or Hermitian.
Thrown if the doecomposition does not exist.

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