Class LDFactorizationFromRoot


  • public class LDFactorizationFromRoot
    extends Object
    Decomposes (T - σ I) into L D LT where T is a symmetric tridiagonal matrix, σ is a shift for this factorization, L is a unit lower triangular matrix, and D is a diagonal matrix.
    • Constructor Detail

      • LDFactorizationFromRoot

        public LDFactorizationFromRoot​(Vector D,
                                       Vector E,
                                       double sigma)
        Creates a decomposition for a symmetric tridiagonal matrix T.
        Parameters:
        D - the diagonal entries of T
        E - the off-diagonal entries of T
        sigma - the shift