linear_algebra
Class CholTest_j

java.lang.Object
  |
  +--linear_algebra.CholTest_j

public class CholTest_j
extends java.lang.Object

This class tests the Cholesky_j classes. It

  1. Randomly generates numbers between randlow and randhigh and fills a lower triangular matrix R with them. Note that randlow and randhigh should be of the same sign. Otherwise it would be possible for R not to be of full rank.
  2. Obtains the positive definite matrix A = RR´.
  3. Randomly generates a vector x.
  4. Calculates the vector b = Ax.
  5. Performs a Cholesky decomposition of A in an effort to recover R. (This tests Cholesky_j.dpofa_j.)
  6. Solves the system Az = b in an effort to recover x. (This tests Cholesky_j.dposl_j.)
  7. Obtains an estimate of A^{-1} and compares A^{-1}A with the identity matrix. (This tests Cholesky_j.dpodi_j.)


Constructor Summary
CholTest_j()
           
 
Method Summary
static void main(java.lang.String[] args)
           
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

CholTest_j

public CholTest_j()
Method Detail

main

public static void main(java.lang.String[] args)