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using System;
namespace IStation.Numerics.LinearAlgebra.Factorization
{
///
/// 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.
///
/// Supported data types are double, single, , and .
public abstract class Cholesky : ISolver
where T : struct, IEquatable, IFormattable
{
protected Cholesky(Matrix factor)
{
Factor = factor;
}
///
/// Gets the lower triangular form of the Cholesky matrix.
///
public Matrix Factor { get; private set; }
///
/// Gets the determinant of the matrix for which the Cholesky matrix was computed.
///
public abstract T Determinant { get; }
///
/// Gets the log determinant of the matrix for which the Cholesky matrix was computed.
///
public abstract T DeterminantLn { get; }
///
/// Calculates the Cholesky factorization of the input matrix.
///
/// The matrix to be factorized.
public abstract void Factorize(Matrix matrix);
///
/// Solves a system of linear equations, AX = B, with A Cholesky factorized.
///
/// The right hand side , B.
/// The left hand side , X.
public virtual Matrix Solve(Matrix input)
{
var x = Matrix.Build.SameAs(input, input.RowCount, input.ColumnCount, fullyMutable: true);
Solve(input, x);
return x;
}
///
/// Solves a system of linear equations, AX = B, with A Cholesky factorized.
///
/// The right hand side , B.
/// The left hand side , X.
public abstract void Solve(Matrix input, Matrix result);
///
/// Solves a system of linear equations, Ax = b, with A Cholesky factorized.
///
/// The right hand side vector, b.
/// The left hand side , x.
public virtual Vector Solve(Vector input)
{
var x = Vector.Build.SameAs(input, input.Count);
Solve(input, x);
return x;
}
///
/// Solves a system of linear equations, Ax = b, with A Cholesky factorized.
///
/// The right hand side vector, b.
/// The left hand side , x.
public abstract void Solve(Vector input, Vector result);
}
}