// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // // Copyright (c) 2009-2013 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // using IStation.Numerics.LinearAlgebra.Factorization; namespace IStation.Numerics.LinearAlgebra.Double.Factorization { using System; /// /// A class which encapsulates the functionality of a Cholesky factorization. /// For a symmetric, positive definite matrix A, the Cholesky factorization /// is an lower triangular matrix L so that A = L*L'. /// /// /// The computation of the Cholesky factorization is done at construction time. If the matrix is not symmetric /// or positive definite, the constructor will throw an exception. /// internal abstract class Cholesky : Cholesky { protected Cholesky(Matrix factor) : base(factor) { } /// /// Gets the determinant of the matrix for which the Cholesky matrix was computed. /// public override double Determinant { get { var det = 1.0; for (var j = 0; j < Factor.RowCount; j++) { var d = Factor.At(j, j); det *= d*d; } return det; } } /// /// Gets the log determinant of the matrix for which the Cholesky matrix was computed. /// public override double DeterminantLn { get { var det = 0.0; for (var j = 0; j < Factor.RowCount; j++) { det += 2*Math.Log(Factor.At(j, j)); } return det; } } } }