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Class linear_algebra.CholTest_j 

java.lang.Object
   |
   +----linear_algebra.CholTest_j
public class CholTest_j
extends Object
This class tests the Cholesky_j classes. It
  1. Randomly generates numbers between randlow and randhigh and fills a lower triangular matrix R with them. Note that randlow and randhigh should be of the same sign. Otherwise it would be possible for R not to be of full rank.
  2. Obtains the positive definite matrix A = RR´.
  3. Randomly generates a vector x.
  4. Calculates the vector b = Ax.
  5. Performs a Cholesky decomposition of A in an effort to recover R. (This tests Cholesky_j.dpofa_j.)
  6. Solves the system Az = b in an effort to recover x. (This tests Cholesky_j.dposl_j.)
  7. Obtains an estimate of A^{-1} and compares A^{-1}A with the identity matrix. (This tests Cholesky_j.dpodi_j.)

Constructor Index

o CholTest_j()

Method Index

o main(String[])

Constructors

o CholTest_j 
 public CholTest_j()

Methods

o main 
 public static void main(String args[])

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