/**
* Creates a random symmetric positive definite matrix.
*
* @param width The width of the square matrix it returns.
* @param rand Random number generator used to make the matrix.
* @return The random symmetric positive definite matrix.
*/
public static FMatrixRMaj symmetricPosDef(int width, IMersenneTwister rand)
{
// This is not formally proven to work. It just seems to work.
FMatrixRMaj a = new FMatrixRMaj(width, 1);
FMatrixRMaj b = new FMatrixRMaj(width, width);
for (int i = 0; i < width; i++)
{
a.set(i, 0, rand.NextFloat());
}
CommonOps_FDRM.multTransB(a, a, b);
for (int i = 0; i < width; i++)
{
b.add(i, i, 1);
}
return(b);
}
private void solveWithLU(float real, int index, FMatrixRMaj r)
{
FMatrixRMaj A = new FMatrixRMaj(index, index);
CommonOps_FDRM.extract(_implicit.A, 0, index, 0, index, A, 0, 0);
for (int i = 0; i < index; i++)
{
A.add(i, i, -real);
}
r.reshape(index, 1, false);
SpecializedOps_FDRM.subvector(_implicit.A, 0, index, index, false, 0, r);
CommonOps_FDRM.changeSign(r);
// TODO this must be very inefficient
if (!solver.setA(A))
{
throw new InvalidOperationException("Solve failed");
}
solver.solve(r, r);
}