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matrix.rb
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matrix.rb
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=begin
opr-calc is a tool for calculating OPR and other scouting stats for FRC teams.
Copyright (C) 2014 Kristofer Rye and Christopher Cooper
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see <http://www.gnu.org/licenses/>.
=end
require 'matrix'
# Props to http://rosettacode.org/wiki/Cholesky_decomposition#Ruby :L
class Matrix
# Determines the [L] matrix through Cholesky decomposition.
# To obtain [L]*, just transpose the matrix, it should work.
def cholesky_factor
# We need a symmetric matrix for Cholesky decomposition.
raise ArgumentError, 'must provide a symmetric matrix' unless symmetric?
# Make a new matrix to return.
l = Array.new(row_size) { Array.new(row_size, 0) }
(0...row_size).each do |k|
(0...row_size).each do |i|
if i == k
sum = (0..k-1).inject(0.0) { |sum, j| sum + l[k][j] ** 2 }
val = Math.sqrt(self[k,k] - sum)
l[k][k] = val
elsif i > k
sum = (0..k-1).inject(0.0) { |sum, j| sum + l[i][j] * l[k][j] }
val = (self[k,i] - sum) / l[k][k]
l[i][k] = val
end
end
end
Matrix[*l]
end
# A helpful debug function for Matrices.
def output
(0..self.row_size - 1).each do |row_number|
(0..self.column_size - 1).each do |column_number|
printf('%8.4f ', self[row_number, column_number])
end
printf('\n')
end
self
end
end