text: import Matrix from '../matrix';
  import WrapperMatrix2D from '../wrap/WrapperMatrix2D';
  
  export default class CholeskyDecomposition {
    constructor(value) {
      value = WrapperMatrix2D.checkMatrix(value);
      if (!value.isSymmetric()) {
        throw new Error('Matrix is not symmetric');
      }
  
      let a = value;
      let dimension = a.rows;
      let l = new Matrix(dimension, dimension);
      let positiveDefinite = true;
      let i, j, k;
  
      for (j = 0; j < dimension; j++) {
        let d = 0;
        for (k = 0; k < j; k++) {
          let s = 0;
          for (i = 0; i < k; i++) {
            s += l.get(k, i) * l.get(j, i);
          }
          s = (a.get(j, k) - s) / l.get(k, k);
          l.set(j, k, s);
          d = d + s * s;
        }
  
        d = a.get(j, j) - d;
  
        positiveDefinite &= d > 0;
        l.set(j, j, Math.sqrt(Math.max(d, 0)));
        for (k = j + 1; k < dimension; k++) {
          l.set(j, k, 0);
        }
      }
  
      this.L = l;
      this.positiveDefinite = Boolean(positiveDefinite);
    }
  
    isPositiveDefinite() {
      return this.positiveDefinite;
    }
  
    solve(value) {
      value = WrapperMatrix2D.checkMatrix(value);
  
      let l = this.L;
      let dimension = l.rows;
  
      if (value.rows !== dimension) {
        throw new Error('Matrix dimensions do not match');
      }
      if (this.isPositiveDefinite() === false) {
        throw new Error('Matrix is not positive definite');
      }
  
      let count = value.columns;
      let B = value.clone();
      let i, j, k;
  
      for (k = 0; k < dimension; k++) {
        for (j = 0; j < count; j++) {
          for (i = 0; i < k; i++) {
            B.set(k, j, B.get(k, j) - B.get(i, j) * l.get(k, i));
          }
          B.set(k, j, B.get(k, j) / l.get(k, k));
        }
      }
  
      for (k = dimension - 1; k >= 0; k--) {
        for (j = 0; j < count; j++) {
          for (i = k + 1; i < dimension; i++) {
            B.set(k, j, B.get(k, j) - B.get(i, j) * l.get(i, k));
          }
          B.set(k, j, B.get(k, j) / l.get(k, k));
        }
      }
  
      return B;
    }
  
    get lowerTriangularMatrix() {
      return this.L;
    }
  }
  