1 /*
2 * Licensed to the Hipparchus project under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The Hipparchus project licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * https://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18 package org.hipparchus.linear;
19
20 /** Matrix decomposer using Cholseky decomposition.
21 * @since 1.3
22 */
23 public class CholeskyDecomposer implements MatrixDecomposer {
24
25 /** Threshold above which off-diagonal elements are considered too different and matrix not symmetric. */
26 private final double relativeSymmetryThreshold;
27
28 /** Threshold below which diagonal elements are considered null and matrix not positive definite. */
29 private final double absolutePositivityThreshold;
30
31 /**
32 * Creates a Cholesky decomposer with specify threshold for several matrices.
33 * @param relativeSymmetryThreshold threshold above which off-diagonal
34 * elements are considered too different and matrix not symmetric
35 * @param absolutePositivityThreshold threshold below which diagonal
36 * elements are considered null and matrix not positive definite
37 */
38 public CholeskyDecomposer(final double relativeSymmetryThreshold,
39 final double absolutePositivityThreshold) {
40 this.relativeSymmetryThreshold = relativeSymmetryThreshold;
41 this.absolutePositivityThreshold = absolutePositivityThreshold;
42 }
43
44 /** {@inheritDoc} */
45 @Override
46 public DecompositionSolver decompose(final RealMatrix a) {
47 return new CholeskyDecomposition(a, relativeSymmetryThreshold, absolutePositivityThreshold).
48 getSolver();
49 }
50
51 }