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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;
}
}
}
}