Batch Processing

Algorithm Input

Cholesky decomposition accepts the input described below. Pass the Input ID as a parameter to the methods that provide input for your algorithm. For more details, see Algorithms.

Input ID	Input
data	Pointer to the `p` x `p` numeric table that represents the symmetric positive-definite matrix `X` for which the Cholesky decomposition is computed. The input can be an object of any class derived from NumericTable that can represent symmetric matrices. For example, the PackedTriangularMatrix class cannot represent a symmetric matrix.

Algorithm Parameters

Cholesky decomposition has the following parameters:

Parameter	Default Value	Description
algorithmFPType	double	The floating-point type that the algorithm uses for intermediate computations. Can be float or double.
method	defaultDense	Performance-oriented computation method, the only method supported by the algorithm.

Algorithm Output

Cholesky decomposition calculates the result described below. Pass the Result ID as a parameter to the methods that access the results of your algorithm. For more details, see Algorithms.

Result ID	Result
choleskyFactor	Pointer to the `p` x `p` numeric table that represents the lower triangular matrix `L` (Cholesky factor). By default, the result is an object of the HomogenNumericTable class, but you can define the result as an object of any class derived from NumericTable except the PackedSymmetricMatrix class, СSRNumericTable class, and PackedTriangularMatrix class with the upperPackedTriangularMatrix layout.

Examples

C++: cholesky_batch.cpp

Java*: CholeskyBatch.java