Uses of Interface
org.ojalgo.matrix.decomposition.MatrixDecomposition.Solver
Packages that use MatrixDecomposition.Solver
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Uses of MatrixDecomposition.Solver in org.ojalgo.matrix.decomposition
Subinterfaces of MatrixDecomposition.Solver in org.ojalgo.matrix.decompositionModifier and TypeInterfaceDescriptioninterfaceCholesky<N extends Comparable<N>>Cholesky: [A] = [L][L]H (or [R]H[R])static interfaceEigenvalue.Spectral<N extends Comparable<N>>“Spectral decomposition” refers specifically to the orthogonal/unitary eigen-decomposition of a normal matrix (most commonly Hermitian / symmetric).interfaceLDL<N extends Comparable<N>>LDL: [A] = [L][D][L]H (or [R]H[D][R])interfaceLDU<N extends Comparable<N>>LDU: [A] = [L][D][U] ( [PL][L][D][U][PU] )interfaceLU<N extends Comparable<N>>LU: [A] = [L][U]interfaceQR<N extends Comparable<N>>QR: [A] = [Q][R] Decomposes [this] into [Q] and [R] where: [Q] is an orthogonal matrix (orthonormal columns).interfaceSingularValue<N extends Comparable<N>>Singular Value: [A] = [U][S][V]T Decomposes [this] into [U], [S] and [V] where: [U] is an orthogonal matrix.Classes in org.ojalgo.matrix.decomposition that implement MatrixDecomposition.SolverModifier and TypeClassDescriptionfinal classQuasi-Definite LDL (QDLDL) sparse decomposition. -
Uses of MatrixDecomposition.Solver in org.ojalgo.optimisation.convex
Methods in org.ojalgo.optimisation.convex that return MatrixDecomposition.SolverModifier and TypeMethodDescriptionConvexSolver.Configuration.newSolverGeneral(Structure2D structure) ConvexSolver.Configuration.newSolverSPD(Structure2D structure) Method parameters in org.ojalgo.optimisation.convex with type arguments of type MatrixDecomposition.SolverModifier and TypeMethodDescriptionConvexSolver.Configuration.solverGeneral(Function<Structure2D, MatrixDecomposition.Solver<Double>> factory) This matrix decomposition should be able to "invert" the full KKT systsem body matrix (which is symmetric) and/or its Schur complement with regards to the [Q] matrix (of quadratic terms).ConvexSolver.Configuration.solverSPD(Function<Structure2D, MatrixDecomposition.Solver<Double>> factory) The [Q] matrix (of quadratic terms) is supposed to be symmetric positive definite (or at least semidefinite), but in reality there are usually many deficiencies.