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java.lang.Object | +--Jama.CholeskyDecomposition
For a symmetric, positive definite matrix A, the Cholesky decomposition is an lower triangular matrix L so that A = L*L'.
If the matrix is not symmetric or positive definite, the constructor returns a partial decomposition and sets an internal flag that may be queried by the isSPD() method.
| Constructor Summary | |
| CholeskyDecomposition(Matrix Arg)
Cholesky algorithm for symmetric and positive definite matrix. |
|
| Method Summary | |
| Matrix | getL()
Return triangular factor. |
| boolean | isSPD()
Is the matrix symmetric and positive definite? |
| Matrix | solve(Matrix B)
Solve A*X = B |
| Methods inherited from class java.lang.Object | |
| clone, equals, finalize, getClass, hashCode, notifyAll, notify, toString, wait, wait, wait | |
| Constructor Detail |
public CholeskyDecomposition(Matrix Arg)
A
- Square, symmetric matrix.| Method Detail |
public boolean isSPD()
public Matrix getL()
public Matrix solve(Matrix B)
B
- A Matrix with as many rows as A and any number of columns.| Overview | Package | Class | Tree | Index | Help | |||
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