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Cholesky Factorization (G Dataflow)

Version:
    Last Modified: March 15, 2017

    Performs Cholesky factorization on a symmetric or Hermitian positive definite matrix.

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    matrix A

    A symmetric or Hermitian positive definite matrix.

    This input accepts a 2D array of double-precision, floating point numbers or 2D array of complex double-precision, floating point numbers.

    If the input matrix is not symmetric or Hermitian, this node uses only the upper triangular portion of the input matrix. If the input matrix is not positive definite, this node returns an error.

    Default: Empty array

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    error in

    Error conditions that occur before this node runs.

    The node responds to this input according to standard error behavior.

    Standard Error Behavior

    Many nodes provide an error in input and an error out output so that the node can respond to and communicate errors that occur while code is running. The value of error in specifies whether an error occurred before the node runs. Most nodes respond to values of error in in a standard, predictable way.

    error in does not contain an error error in contains an error
    If no error occurred before the node runs, the node begins execution normally.

    If no error occurs while the node runs, it returns no error. If an error does occur while the node runs, it returns that error information as error out.

    If an error occurred before the node runs, the node does not execute. Instead, it returns the error in value as error out.

    Default: No error

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    cholesky

    The factored, upper triangular matrix.

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    error out

    Error information.

    The node produces this output according to standard error behavior.

    Standard Error Behavior

    Many nodes provide an error in input and an error out output so that the node can respond to and communicate errors that occur while code is running. The value of error in specifies whether an error occurred before the node runs. Most nodes respond to values of error in in a standard, predictable way.

    error in does not contain an error error in contains an error
    If no error occurred before the node runs, the node begins execution normally.

    If no error occurs while the node runs, it returns no error. If an error does occur while the node runs, it returns that error information as error out.

    If an error occurred before the node runs, the node does not execute. Instead, it returns the error in value as error out.

    Algorithm for Performing Cholesky Factorization

    The following equations show the factorization of the input matrix A for real cases and complex cases, respectively:

    A = RTR

    A = RHR

    where A is the input matrix A, R is an upper triangular matrix, and all the diagonal elements of R are positive.

    The Cholesky factorization exists only if the input matrix A is positive definite and either symmetric or Hermitian. If the input matrix A is not symmetric or Hermitian, this node uses only the upper triangular portion of the input matrix A. If the input matrix A is not positive definite, this node returns an error.

    You can use Cholesky factorization to solve linear equations. For example, to solve the linear equation Ax = b, where A is a positive symmetric matrix and A = RTR, first derive the following equations: Rx = h and h = R-Tb. Then use the triangular property of R to solve the equations.

    Where This Node Can Run:

    Desktop OS: Windows

    FPGA: This product does not support FPGA devices


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