资源简介
代码片段和文件信息
package Jama;
/** Cholesky Decomposition.
For a symmetric positive definite matrix A the Cholesky decomposition
is an lower triangular matrix L so that A = L*L‘.
If the matrix is not symmetric or positive definite the constructor
returns a partial decomposition and sets an internal flag that may
be queried by the isSPD() method.
*/
public class CholeskyDecomposition implements java.io.Serializable {
/* ------------------------
Class variables
* ------------------------ */
/** Array for internal storage of decomposition.
@serial internal array storage.
*/
private double[][] L;
/** Row and column dimension (square matrix).
@serial matrix dimension.
*/
private int n;
/** Symmetric and positive definite flag.
@serial is symmetric and positive definite flag.
*/
private boolean isspd;
/* ------------------------
Constructor
* ------------------------ */
/** Cholesky algorithm for symmetric and positive definite matrix.
@param A Square symmetric matrix.
@return Structure to access L and isspd flag.
*/
public CholeskyDecomposition (Matrix Arg) {
// Initialize.
double[][] A = Arg.getArray();
n = Arg.getRowDimension();
L = new double[n][n];
isspd = (Arg.getColumnDimension() == n);
// Main loop.
for (int j = 0; j < n; j++) {
double[] Lrowj = L[j];
double d = 0.0;
for (int k = 0; k < j; k++) {
double[] Lrowk = L[k];
double s = 0.0;
for (int i = 0; i < k; i++) {
s += Lrowk[i]*Lrowj[i];
}
Lrowj[k] = s = (A[j][k] - s)/L[k][k];
d = d + s*s;
isspd = isspd & (A[k][j] == A[j][k]);
}
d = A[j][j] - d;
isspd = isspd & (d > 0.0);
L[j][j] = Math.sqrt(Math.max(d0.0));
for (int k = j+1; k < n; k++) {
L[j][k] = 0.0;
}
}
}
/* ------------------------
Temporary experimental code.
* ------------------------ *\
\** Right Triangular Cholesky Decomposition.
For a symmetric positive definite matrix A the Right Cholesky
decomposition is an upper triangular matrix R so that A = R‘*R.
This constructor computes R with the Fortran inspired column oriented
algorithm used in LINPACK and MATLAB. In Java we suspect a row oriented
lower triangular decomposition is faster. We have temporarily included
this constructor here until timing experiments confirm this suspicion.
*\
\** Array for internal storage of right triangular decomposition. **\
private transient double[][] R;
\** Cholesky algorithm for symmetric and positive definite matrix.
@param A Square symmetric matrix.
@param rightflag Actual value ignored.
@return Structure to access R and isspd flag.
属性 大小 日期 时间 名称
----------- --------- ---------- ----- ----
文件 378 2011-07-22 13:08 AHP\.classpath
文件 791 2011-07-22 10:22 AHP\.myeclipse\profiler\jaccobi.xm
文件 379 2011-07-21 10:48 AHP\.project
文件 629 2011-07-21 10:48 AHP\.settings\org.eclipse.jdt.core.prefs
文件 3126 2011-12-02 15:06 AHP\bin\ahp.class
文件 2965 2011-12-01 11:21 AHP\bin\jaccobi.class
文件 1288 2005-07-13 17:36 AHP\Jama-1.0.2\Jama\ChangeLog
文件 1738 2005-07-13 17:36 AHP\Jama-1.0.2\Jama\CholeskyDecomposition.class
文件 5757 2005-03-04 14:24 AHP\Jama-1.0.2\Jama\CholeskyDecomposition.java
文件 1249 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\allclasses-fr
文件 1129 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\allclasses-nofr
文件 4784 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\constant-values.html
文件 4720 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\deprecated-list.html
文件 8607 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\help-doc.html
文件 27826 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\index-all.html
文件 1231 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\index.html
文件 11856 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\Jama\CholeskyDecomposition.html
文件 12740 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\Jama\EigenvalueDecomposition.html
文件 14559 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\Jama\LUDecomposition.html
文件 62698 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\Jama\Matrix.html
文件 1368 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\Jama\package-fr
文件 6268 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\Jama\package-summary.html
文件 5742 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\Jama\package-tree.html
文件 13483 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\Jama\QRDecomposition.html
文件 14147 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\Jama\SingularValueDecomposition.html
文件 5756 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\overview-tree.html
文件 6 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\package-list
文件 57 2005-07-13 17:39 AHP\Jama-1.0.2\Jama\doc\resources\inherit.gif
文件 13333 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\serialized-form.html
文件 1231 2005-07-13 17:40 AHP\Jama-1.0.2\Jama\doc\st
............此处省略45个文件信息
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