org.ejml.alg.dense.decompose

Class CTriangularSolver

java.lang.Object

org.ejml.alg.dense.decompose.CTriangularSolver

public class CTriangularSolver
extends java.lang.Object

This contains algorithms for solving systems of equations where T is a non-singular triangular complex matrix:

T*x = b

where x and b are vectors, and T is an n by n matrix. T can either be a lower or upper triangular matrix.

These functions are designed for use inside of other algorithms. To use them directly is dangerous since no sanity checks are performed.

Constructor Summary

Constructors

Constructor and Description
CTriangularSolver()

Method Summary

Modifier and Type	Method and Description
static void	solveConjTranL_diagReal(double[] L, double[] b, int n) This is a forward substitution solver for non-singular lower triangular matrices with real valued diagonal elements.
static void	solveL_diagReal(double[] L, double[] b, int n) Solves for non-singular lower triangular matrices with real valued diagonal elements using forward substitution.
static void	solveU(double[] U, double[] b, int n) This is a forward substitution solver for non-singular upper triangular matrices.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CTriangularSolver

public CTriangularSolver()

Method Detail

solveU

public static void solveU(double[] U,
                          double[] b,
                          int n)

This is a forward substitution solver for non-singular upper triangular matrices.
b = U^-1b

where b is a vector, U is an n by n matrix.

Parameters:

U - An n by n non-singular upper triangular matrix. Not modified.

b - A vector of length n. Modified.

n - The size of the matrices.

solveL_diagReal

public static void solveL_diagReal(double[] L,
                                   double[] b,
                                   int n)

Solves for non-singular lower triangular matrices with real valued diagonal elements using forward substitution.
b = L^-1b

where b is a vector, L is an n by n matrix.

Parameters:

L - An n by n non-singular lower triangular matrix. Not modified.

b - A vector of length n. Modified.

n - The size of the matrices.

solveConjTranL_diagReal

public static void solveConjTranL_diagReal(double[] L,
                                           double[] b,
                                           int n)

This is a forward substitution solver for non-singular lower triangular matrices with real valued diagonal elements.
b = (L^CT)^-1b

where b is a vector, L is an n by n matrix.

L is a lower triangular matrix, but it comes up with a solution as if it was an upper triangular matrix that was computed by conjugate transposing L.

Parameters:

L - An n by n non-singular lower triangular matrix. Not modified.

b - A vector of length n. Modified.

n - The size of the matrices.