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Remove cholesky from Matrix, is standalone

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This commit is contained in:
Dennis Eichhorn 2017-10-16 13:10:28 +02:00
parent ce60a1c68d
commit 99d4d80d19
1 changed files with 0 additions and 28 deletions
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28
Math/Matrix/Matrix.php
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@ -802,32 +802,4 @@ class Matrix implements \ArrayAccess, \Iterator
unset($this->matrix[$row][$offset - $row * $this->n]); unset($this->matrix[$row][$offset - $row * $this->n]);
} }
/**
* Decompose matrix using cholesky algorithm.
*
* @return Matrix
*
* @since 1.0.0
*/
private function decompositionCholesky() : Matrix
{
$newMatrix = new Matrix($this->n, $this->n);
$newMatrixArr = $newMatrix->getMatrix();
for ($i = 0; $i < $this->n; $i++) {
for ($j = 0; $j < $i + 1; $j++) {
$temp = 0;
for ($c = 0; $c < $j; $c++) {
$temp += $newMatrixArr[$i][$c] * $newMatrixArr[$j][$c];
}
$newMatrixArr[$i][$j] = ($i == $j) ? sqrt($this->matrix[$i][$i] - $temp) : (1 / $newMatrixArr[$j][$j] * ($this->matrix[$i][$j] - $temp));
}
}
$newMatrix->setMatrix($newMatrixArr);
return $newMatrix;
}
} }