cholesky分解java代码,java-关于Cholesky分解的最快线性代数库

Cholesky分解是一个非常简单的算法.这是我使用的(未经优化的)C#代码. C#和 Java非常相似,因此对于您来说,转换为Java并进行您认为必要的任何改进应该是一件容易的事.

public class CholeskyDecomposition {

public static double[,] Do(double[,] input) {

int size = input.GetLength(0);

if (input.GetLength(1) != size)

throw new Exception("Input matrix must be square");

double[] p = new double[size];

double[,] result = new double[size, size];

Array.Copy(input, result, input.Length);

for (int i = 0; i < size; i++) {

for (int j = i; j < size; j++) {

double sum = result[i, j];

for (int k = i - 1; k >= 0; k--)

sum -= result[i, k] * result[j, k];

if (i == j) {

if (sum < 0.0)

throw new Exception("Matrix is not positive definite");

p[i] = System.Math.Sqrt(sum);

} else

result[j, i] = sum / p[i];

}

}

for (int r = 0; r < size; r++) {

result[r, r] = p[r];

for (int c = r + 1; c < size; c++)

result[r, c] = 0;

}

return result;

}

}