/**
* Cholesky algorithm for symmetric and positive definite matrix.
*
* @param
* matrix
* Square, symmetric matrix.
*/
public function __construct(Matrix $matrix)
{
// Initialize.
$a = $matrix->getData();
$this->n = $matrix->getRows();
$this->l = new \ArrayObject();
for ($r = 0; $r < $this->n; ++$r) {
$this->l[$r] = new \ArrayObject();
for ($c = 0; $c < $this->n; ++$c) {
$this->l[$r][$c] = 0.0;
}
}
$this->isspd = $matrix->getCols() == $this->n;
// Main loop.
for ($j = 0; $j < $this->n; ++$j) {
$lrowj = $this->l[$j];
$d = 0.0;
for ($k = 0; $k < $j; ++$k) {
$lrowk = $this->l[$k];
$s = 0.0;
for ($i = 0; $i < $k; ++$i) {
$s += $lrowk[$i] * $lrowj[$i];
}
$s = ($a[$j][$k] - $s) / $this->l[$k][$k];
$lrowj[$k] = $s;
$d = $d + $s * $s;
$this->isspd = $this->isspd & $a[$k][$j] == $a[$j][$k];
}
$d = $a[$j][$j] - $d;
$this->isspd = $this->isspd & $d > 0.0;
$this->l[$j][$j] = sqrt(max($d, 0.0));
for ($k = $j + 1; $k < $this->n; ++$k) {
$this->l[$j][$k] = 0.0;
}
}
}
/**
* Randomize the matrix based on an array, modify the array.
* Previous values
* may be used, or they may be discarded, depending on the randomizer.
*
* @param
* Matrix m
* A matrix to randomize.
*/
public function randomizeMatrix(Matrix &$m)
{
$d = $m->getData();
for ($r = 0; $r < $m->getRows(); ++$r) {
for ($c = 0; $c < $m->getCols(); ++$c) {
$d[$r][$c] = $this->randomizeDouble($d[$r][$c]);
}
}
$m->setData($d);
}
/**
* Return the transposition of a matrix.
*
* @param $input Matrix
* The matrix to transpose.
* @return Matrix The matrix transposed.
*/
function transpose(Matrix $input)
{
$transposeMatrix = array();
$d = $input->getData();
for ($r = 0; $r < $input->getRows(); ++$r) {
for ($c = 0; $c < $input->getCols(); ++$c) {
$transposeMatrix[$c][$r] = $d[$r][$c];
}
}
return Matrix::matrixFromDoubles($transposeMatrix);
}
