public static LinearSolverSparse <DMatrixSparseCSC, DMatrixRMaj> cholesky(FillReducing permutation)
{
ComputePermutation <DMatrixSparseCSC> cp = FillReductionFactory_DSCC.create(permutation);
CholeskyUpLooking_DSCC chol = (CholeskyUpLooking_DSCC)DecompositionFactory_DSCC.cholesky();
return(new LinearSolverCholesky_DSCC(chol, cp));
}
/**
* <p>
* Checks to see if the matrix is positive definite.
* </p>
* <p>
* x<sup>T</sup> A x > 0<br>
* for all x where x is a non-zero vector and A is a symmetric matrix.
* </p>
*
* @param A square symmetric matrix. Not modified.
*
* @return True if it is positive definite and false if it is not.
*/
public static bool isPositiveDefinite(DMatrixSparseCSC A)
{
if (A.numRows != A.numCols)
{
return(false);
}
CholeskySparseDecomposition <DMatrixSparseCSC> chol = new CholeskyUpLooking_DSCC();
return(chol.decompose(A));
}
public LinearSolverCholesky_DSCC(CholeskyUpLooking_DSCC cholesky,
ComputePermutation <DMatrixSparseCSC> fillReduce)
{
this.cholesky = cholesky;
this.reduce = new ApplyFillReductionPermutation(fillReduce, true);
}
