// <copyright file="Cholesky.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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//
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// Copyright (c) 2009-2013 Math.NET
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// obtaining a copy of this software and associated documentation
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// Software is furnished to do so, subject to the following
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// </copyright>
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using IStation.Numerics.LinearAlgebra.Factorization;
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namespace IStation.Numerics.LinearAlgebra.Complex.Factorization
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{
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using Complex = System.Numerics.Complex;
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/// <summary>
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/// <para>A class which encapsulates the functionality of a Cholesky factorization.</para>
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/// <para>For a symmetric, positive definite matrix A, the Cholesky factorization
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/// is an lower triangular matrix L so that A = L*L'.</para>
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/// </summary>
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/// <remarks>
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/// The computation of the Cholesky factorization is done at construction time. If the matrix is not symmetric
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/// or positive definite, the constructor will throw an exception.
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/// </remarks>
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internal abstract class Cholesky : Cholesky<Complex>
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{
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protected Cholesky(Matrix<Complex> factor)
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: base(factor)
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{
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}
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/// <summary>
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/// Gets the determinant of the matrix for which the Cholesky matrix was computed.
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/// </summary>
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public override Complex Determinant
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{
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get
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{
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var det = Complex.One;
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for (var j = 0; j < Factor.RowCount; j++)
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{
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var d = Factor.At(j, j);
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det *= d*d;
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}
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return det;
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}
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}
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/// <summary>
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/// Gets the log determinant of the matrix for which the Cholesky matrix was computed.
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/// </summary>
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public override Complex DeterminantLn
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{
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get
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{
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var det = Complex.Zero;
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for (var j = 0; j < Factor.RowCount; j++)
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{
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det += 2.0*Factor.At(j, j).Ln();
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}
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return det;
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}
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}
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}
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}
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