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| author | Anton Luka Šijanec <anton@sijanec.eu> | 2024-05-27 13:12:17 +0200 |
|---|---|---|
| committer | Anton Luka Šijanec <anton@sijanec.eu> | 2024-05-27 13:12:17 +0200 |
| commit | f1ab2f022fdc780aca0944d90e9a0e844a0820d7 (patch) | |
| tree | 79942a40514f5ab40c5901349c9fcd30c6c8dc0e /admin/survey/excel/PHPExcel/Shared/JAMA/CholeskyDecomposition.php | |
| parent | 2024-02-19 upstream (diff) | |
| download | 1ka-master.tar 1ka-master.tar.gz 1ka-master.tar.bz2 1ka-master.tar.lz 1ka-master.tar.xz 1ka-master.tar.zst 1ka-master.zip | |
Diffstat (limited to 'admin/survey/excel/PHPExcel/Shared/JAMA/CholeskyDecomposition.php')
| -rw-r--r-- | admin/survey/excel/PHPExcel/Shared/JAMA/CholeskyDecomposition.php | 149 |
1 files changed, 0 insertions, 149 deletions
diff --git a/admin/survey/excel/PHPExcel/Shared/JAMA/CholeskyDecomposition.php b/admin/survey/excel/PHPExcel/Shared/JAMA/CholeskyDecomposition.php deleted file mode 100644 index 2d1fdfb..0000000 --- a/admin/survey/excel/PHPExcel/Shared/JAMA/CholeskyDecomposition.php +++ /dev/null @@ -1,149 +0,0 @@ -<?php
-/**
- * @package JAMA
- *
- * Cholesky decomposition class
- *
- * For a symmetric, positive definite matrix A, the Cholesky decomposition
- * is an lower triangular matrix L so that A = L*L'.
- *
- * If the matrix is not symmetric or positive definite, the constructor
- * returns a partial decomposition and sets an internal flag that may
- * be queried by the isSPD() method.
- *
- * @author Paul Meagher
- * @author Michael Bommarito
- * @version 1.2
- */
-class CholeskyDecomposition {
-
- /**
- * Decomposition storage
- * @var array
- * @access private
- */
- private $L = array();
-
- /**
- * Matrix row and column dimension
- * @var int
- * @access private
- */
- private $m;
-
- /**
- * Symmetric positive definite flag
- * @var boolean
- * @access private
- */
- private $isspd = true;
-
-
- /**
- * CholeskyDecomposition
- *
- * Class constructor - decomposes symmetric positive definite matrix
- * @param mixed Matrix square symmetric positive definite matrix
- */
- public function __construct($A = null) {
- if ($A instanceof Matrix) {
- $this->L = $A->getArray();
- $this->m = $A->getRowDimension();
-
- for($i = 0; $i < $this->m; ++$i) {
- for($j = $i; $j < $this->m; ++$j) {
- for($sum = $this->L[$i][$j], $k = $i - 1; $k >= 0; --$k) {
- $sum -= $this->L[$i][$k] * $this->L[$j][$k];
- }
- if ($i == $j) {
- if ($sum >= 0) {
- $this->L[$i][$i] = sqrt($sum);
- } else {
- $this->isspd = false;
- }
- } else {
- if ($this->L[$i][$i] != 0) {
- $this->L[$j][$i] = $sum / $this->L[$i][$i];
- }
- }
- }
-
- for ($k = $i+1; $k < $this->m; ++$k) {
- $this->L[$i][$k] = 0.0;
- }
- }
- } else {
- throw new Exception(JAMAError(ArgumentTypeException));
- }
- } // function __construct()
-
-
- /**
- * Is the matrix symmetric and positive definite?
- *
- * @return boolean
- */
- public function isSPD() {
- return $this->isspd;
- } // function isSPD()
-
-
- /**
- * getL
- *
- * Return triangular factor.
- * @return Matrix Lower triangular matrix
- */
- public function getL() {
- return new Matrix($this->L);
- } // function getL()
-
-
- /**
- * Solve A*X = B
- *
- * @param $B Row-equal matrix
- * @return Matrix L * L' * X = B
- */
- public function solve($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 Exception(JAMAError(MatrixSPDException));
- }
- } else {
- throw new Exception(JAMAError(MatrixDimensionException));
- }
- } else {
- throw new Exception(JAMAError(ArgumentTypeException));
- }
- } // function solve()
-
-} // class CholeskyDecomposition
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