cholesky_decomposition.h

// Description: Cholesky decomposition

#ifndef PASTELMATH_CHOLESKY_DECOMPOSITION_H
#define PASTELMATH_CHOLESKY_DECOMPOSITION_H

#include "pastel/math/matrix/matrix.h"

namespace Pastel
{

    //! Cholesky decomposition
    template <typename Real>
    class CholeskyDecomposition
    {
    public:
        // Using default copy constructor.
        // Using default assignment.
        // Using default destructor.

        //! Constructs with the decomposition of the identity matrix.
        /*!
       Preconditions:
       n >= 0
       */
        explicit CholeskyDecomposition(integer n);

        //! Constructs with the decomposition of the given matrix.
        /*!
       Preconditions:
       that.m() == that.n()
       */
        CholeskyDecomposition(Matrix<Real> that);

        //! Copy-constructs from another decomposition.
        CholeskyDecomposition(const CholeskyDecomposition& that);

        //! Move-constructs from another decomposition.
        CholeskyDecomposition(CholeskyDecomposition&& that);

        //! Assigns from another decomposition.
        CholeskyDecomposition& operator=(CholeskyDecomposition that);

        //! Swaps with another decomposition.
        void swap(CholeskyDecomposition& that);

        //! Returns the L matrix.
        const Matrix<Real>& lower() const;

        //! Returns whether the decomposition succeeded.
        /*!
       This decomposition succeeds if and only if the
       matrix is effectively symmetric positive-definite.
       */
        bool succeeded() const;

        //! Decomposes the given matrix.
        bool decompose(Matrix<Real> that);

    private:
        CholeskyDecomposition() = delete;
        bool decompose();

        Matrix<Real> cholesky_;
        bool succeeded_;
    };

}

namespace Pastel
{

    template <typename Real>
    Real determinant(const CholeskyDecomposition<Real>& that);

}

#include "pastel/math/matrix/cholesky_decomposition/cholesky_decomposition.hpp"

#endif