linear_algebra
Class Cholesky_f77

java.lang.Object
  |
  +--linear_algebra.Cholesky_f77

public class Cholesky_f77

extends java.lang.Object

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

IMPORTANT: The "_f77" suffixes indicate that these routines use FORTRAN style indexing. For example, you will see

   for (i = 1; i <= n; i++)

rather than

   for (i = 0; i < n; i++)

To use the "_f77" routines you will have to declare your vectors and matrices to be one element larger (e.g., v[101] rather than v[100], and a[101][101] rather than a[100][100]), and you will have to fill elements 1 through n rather than elements 0 through n - 1. Versions of these programs that use C/Java style indexing will soon be available. They will end with the suffix "_j".

This class was translated by a statistician from FORTRAN versions of the LINPACK routines. It is NOT an official translation. It wastes memory by failing to use the first elements of vectors. 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 Summary

Cholesky_f77()

Method Summary

static void	dpodi_f77(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.
static void	dpofa_f77(double[][] a, int n) 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.
static void	dposl_f77(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.

Methods inherited from class java.lang.Object

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

Constructor Detail

Cholesky_f77

public Cholesky_f77()

Method Detail

dpofa_f77

public static void dpofa_f77(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

NotPosDefException

dposl_f77

public static void dposl_f77(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

dpodi_f77

public static void dpodi_f77(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