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Class linear_algebra.Cholesky_j 

java.lang.Object
   |
   +----linear_algebra.Cholesky_j
public class Cholesky_j
extends Object

This class contains the LINPACK DPOFA (Cholesky decomposition), DPOSL (solve), and DPODI (determinant and inverse) routines.

IMPORTANT: The "_j" suffixes indicate that these routines use Java/C style indexing. For example, you will see 

   for (i = 0; i < n; i++)
rather than 
   for (i = 1; i <= n; i++)
To use the "_j" routines you will have to fill elements 0 through n - 1 rather than elements 1 through n. Versions of these programs that use FORTRAN style indexing are also available. They end with the suffix "_f77".

This class was translated by a statistician from FORTRAN versions of the LINPACK routines. It is NOT an official translation. When public domain Java numerical analysis routines become available from the people who produce LAPACK, then THE CODE PRODUCED BY THE NUMERICAL ANALYSTS SHOULD BE USED.

Meanwhile, if you have suggestions for improving this code, please contact Steve Verrill at steve@ws10.fpl.fs.fed.us.

Constructor Index

o Cholesky_j()

Method Index

o dpodi_j(double[][], int, double[], int)

This method uses the Cholesky decomposition provided by DPOFA to obtain the determinant and/or inverse of a symmetric, positive definite matrix.

o dpofa_j(double[][], int)

This method decomposes an p by p symmetric, positive definite matrix X into a product, R´R, where R is an upper triangular matrix and R´ is the transpose of R.

o dposl_j(double[][], int, double[])

This method uses the Cholesky decomposition provided by DPOFA to solve the equation Ax = b where A is symmetric, positive definite.

Constructors

o Cholesky_j 
 public Cholesky_j()

Methods

o dpofa_j 
 public static void dpofa_j(double a[][],
                            int n) throws NotPosDefException

This method decomposes an p by p symmetric, positive definite matrix X into a product, R´R, where R is an upper triangular matrix and R´ is the transpose of R. For details, see the comments in the code. This method is a translation from FORTRAN to Java of the LINPACK subroutine DPOFA. In the LINPACK listing DPOFA is attributed to Cleve Moler with a date of 8/14/78. Translated by Steve Verrill, March 2, 1997.

Parameters:
a - The matrix to be decomposed
n - The order of a
o dposl_j 
 public static void dposl_j(double a[][],
                            int n,
                            double b[])

This method uses the Cholesky decomposition provided by DPOFA to solve the equation Ax = b where A is symmetric, positive definite. For details, see the comments in the code. This method is a translation from FORTRAN to Java of the LINPACK subroutine DPOSL. In the LINPACK listing DPOSL is attributed to Cleve Moler with a date of 8/14/78. Translated by Steve Verrill, March 2, 1997.

Parameters:
a - a[][]
n - The order of a
b - The vector b in Ax = b
o dpodi_j 
 public static void dpodi_j(double a[][],
                            int n,
                            double det[],
                            int job)

This method uses the Cholesky decomposition provided by DPOFA to obtain the determinant and/or inverse of a symmetric, positive definite matrix. For details, see the comments in the code. This method is a translation from FORTRAN to Java of the LINPACK subroutine DPODI. In the LINPACK listing DPODI is attributed to Cleve Moler with a date of 8/14/78. Translated by Steve Verrill, March 3, 1997.

Parameters:
a - a[][]
n - The order of a
det - det[]
job - Indicates whether a determinant, inverse, or both is desired 
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