defaultcholeskydecomposer.java

一个关于java 的常用工具包

package org.jutil.math.matrix;

/**
 * <p>A class of objects that compute the Cholesky factorization of a
 * symmetric matrix using the algorithm in the book of Trefethen and Bau.</p>
 *
 * @path    $Source: /cvsroot/org-jutil/jutil.org/src/org/jutil/math/matrix/DefaultCholeskyDecomposer.java,v $
 * @version $Revision: 1.3 $
 * @date    $Date: 2002/05/20 15:01:37 $
 * @state   $State: Exp $
 * @author  Marko van Dooren
 * @release $Name:  $
 */
public class DefaultCholeskyDecomposer implements CholeskyDecomposer {
	
	/* The revision of this class */
	public final static String CVS_REVISION ="$Revision: 1.3 $";

	/**
	 * <p>See superclass</p>
	 * <p>The result is computed using the algorithm as defined in
	 * the book of Trefethen and Bau.</p>
	 */
	public CholeskyDecomposition decompose(Matrix matrix) {
		Matrix R = (Matrix) matrix.clone();
		int m = matrix.getNbRows();
		for(int k=1; k<=m; k++) {
			for(int j=k+1; j<=m; j++) {
				double factor = R.elementAt(k,j) / R.elementAt(k,k);
				for(int p=j; p<=m; p++) {
					double element = R.elementAt(j,p) - (R.elementAt(k,p) * factor);
					R.setElementAt(j, p, element);
        }
				for(int p=1; p<j; p++) {
					R.setElementAt(j,p,0);
        }
      }
    }
		return new DefaultCholeskyDecomposition(R);
  }
} 
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