lti::choleskyDecomposition< T > Class Template Reference

This functor calculates the Cholesky decomposition of a symmetric, positive-definite matrix A. More...

#include <ltiCholeskyDecomposition.h>

Inheritance diagram for lti::choleskyDecomposition< T >:

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List of all members.

Classes
class	parameters
	the parameters for the class choleskyDecomposition More...
Public Member Functions
	choleskyDecomposition ()
	choleskyDecomposition (const parameters &par)
	choleskyDecomposition (const choleskyDecomposition &other)
virtual	~choleskyDecomposition ()
virtual const char *	getTypeName () const
bool	apply (matrix< T > &srcdest) const
bool	apply (const matrix< T > &src, matrix< T > &l) const
bool	apply (matrix< T > &srcdest, const typename parameters::eTriangularType &tType) const
bool	apply (const matrix< T > &src, matrix< T > &l, const typename parameters::eTriangularType &tType) const
choleskyDecomposition &	copy (const choleskyDecomposition &other)
choleskyDecomposition &	operator= (const choleskyDecomposition &other)
virtual functor *	clone () const
const parameters &	getParameters () const

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Detailed Description

template<class T>
class lti::choleskyDecomposition< T >

This functor calculates the Cholesky decomposition of a symmetric, positive-definite matrix A.

The Cholesky decomposition is defined as A = L * L' (with L' the transpose of L) or A = U' * U. The cholesky factor L or U are lower or upper triangular matrices, respectively, where L=U'. The nature of the Cholesky factor can be determined by setting parameters::triangularType or using the appropriate apply method. The default is Upper due to shorter calculation time.

The Cholesky decomposition can be used to solve a linear equation system A*x=b by first solving L*y=b and then L'*x=y using the forwardSubstitution and backSubstitution functors, respectively.

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Constructor & Destructor Documentation

template<class T >

lti::choleskyDecomposition< T >::choleskyDecomposition

(

)

default constructor

template<class T >

lti::choleskyDecomposition< T >::choleskyDecomposition

(

const parameters &

par

)

Construct a functor using the given parameters.

template<class T >

lti::choleskyDecomposition< T >::choleskyDecomposition

(

const choleskyDecomposition< T > &

other

)

copy constructor

Parameters:

other

the object to be copied

template<class T >

virtual lti::choleskyDecomposition< T >::~choleskyDecomposition

(

)

[virtual]

destructor

---

Member Function Documentation

template<class T >

bool lti::choleskyDecomposition< T >::apply	(	const matrix< T > &	src,
		matrix< T > &	l,
		const typename parameters::eTriangularType &	tType
	)			const

The matrix given must be symmetric and positive-definite.

The apply method returns the upper or lower triangular matrix version of the Cholosky decomposition, depending on the value of tType.

Parameters:

	src	matrix<T> with the source data.
	l	matrix<T> where the result will be left.
	tType	type of triangular matrix

Returns:

true if apply successful or false otherwise.

template<class T >

bool lti::choleskyDecomposition< T >::apply	(	matrix< T > &	srcdest,
		const typename parameters::eTriangularType &	tType
	)			const

The matrix given must be symmetric and positive-definite.

The apply method returns the upper or lower triangular matrix version of the Cholosky decomposition, depending on the value of tType.

Parameters:

	srcdest	matrix<T> with the source data. The result will be left here too.
	tType	type of triangular matrix

Returns:

true if apply successful or false otherwise.

template<class T >

bool lti::choleskyDecomposition< T >::apply	(	const matrix< T > &	src,
		matrix< T > &	l
	)			const

The matrix given must be symmetric and positive-definite.

The apply method returns the upper or lower triangular matrix version of the Cholosky decomposition, depending on the value of parameters::triangularType. The default Upper is faster.

Parameters:

	src	matrix<T> with the source data.
	l	matrix<T> where the result will be left.

Returns:

true if apply successful or false otherwise.

template<class T >

bool lti::choleskyDecomposition< T >::apply

(

matrix< T > &

srcdest

)

const

The matrix given must be symmetric and positive-definite.

The apply method returns the upper or lower triangular matrix version of the Cholosky decomposition, depending on the value of parameters::triangularType. The default Upper is faster.

Parameters:

srcdest

matrix<T> with the source data. The result will be left here too.

Returns:

true if apply successful or false otherwise.

template<class T >

virtual functor* lti::choleskyDecomposition< T >::clone

(

)

const [virtual]

returns a pointer to a clone of this functor.

Implements lti::functor.

template<class T >

choleskyDecomposition& lti::choleskyDecomposition< T >::copy

(

const choleskyDecomposition< T > &

other

)

copy data of "other" functor.

Parameters:

other

the functor to be copied

Returns:

a reference to this functor object

Reimplemented from lti::functor.

template<class T >

const parameters& lti::choleskyDecomposition< T >::getParameters

(

)

const

returns used parameters

Reimplemented from lti::functor.

template<class T >

virtual const char* lti::choleskyDecomposition< T >::getTypeName

(

)

const [virtual]

returns the name of this type ("choleskyDecomposition")

Reimplemented from lti::linearAlgebraFunctor.

template<class T >

choleskyDecomposition& lti::choleskyDecomposition< T >::operator=

(

const choleskyDecomposition< T > &

other

)

alias for copy member

Parameters:

other

the functor to be copied

Returns:

a reference to this functor object

Reimplemented from lti::functor.

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The documentation for this class was generated from the following file:

• ltiCholeskyDecomposition.h