public function CholeskyDecomposition::solve in Loft Data Grids 6.2

Same name and namespace in other branches

1. 7.2 vendor/phpoffice/phpexcel/Classes/PHPExcel/Shared/JAMA/CholeskyDecomposition.php \CholeskyDecomposition::solve()

* Solve A*X = B * *

Parameters

$B Row-equal matrix: * @return Matrix L * L' * X = B

File

vendor/phpoffice/phpexcel/Classes/PHPExcel/Shared/JAMA/CholeskyDecomposition.php, line 108

Class

CholeskyDecomposition

@package JAMA

Code

public function solve($B = null) {
  if ($B instanceof Matrix) {
    if ($B
      ->getRowDimension() == $this->m) {
      if ($this->isspd) {
        $X = $B
          ->getArrayCopy();
        $nx = $B
          ->getColumnDimension();
        for ($k = 0; $k < $this->m; ++$k) {
          for ($i = $k + 1; $i < $this->m; ++$i) {
            for ($j = 0; $j < $nx; ++$j) {
              $X[$i][$j] -= $X[$k][$j] * $this->L[$i][$k];
            }
          }
          for ($j = 0; $j < $nx; ++$j) {
            $X[$k][$j] /= $this->L[$k][$k];
          }
        }
        for ($k = $this->m - 1; $k >= 0; --$k) {
          for ($j = 0; $j < $nx; ++$j) {
            $X[$k][$j] /= $this->L[$k][$k];
          }
          for ($i = 0; $i < $k; ++$i) {
            for ($j = 0; $j < $nx; ++$j) {
              $X[$i][$j] -= $X[$k][$j] * $this->L[$k][$i];
            }
          }
        }
        return new Matrix($X, $this->m, $nx);
      }
      else {
        throw new PHPExcel_Calculation_Exception(JAMAError(MatrixSPDException));
      }
    }
    else {
      throw new PHPExcel_Calculation_Exception(JAMAError(MatrixDimensionException));
    }
  }
  else {
    throw new PHPExcel_Calculation_Exception(JAMAError(ArgumentTypeException));
  }
}