public class CholeskyDecomposition extends Object implements Serializable
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 and Description |
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CholeskyDecomposition(Matrix Arg)
Cholesky algorithm for symmetric and positive definite matrix.
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| Modifier and Type | Method and Description |
|---|---|
Matrix |
getL()
Return triangular factor.
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boolean |
isSPD()
Is the matrix symmetric and positive definite?
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Matrix |
solve(Matrix B)
Solve A*X = B
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public CholeskyDecomposition(Matrix Arg)
Arg - Square, symmetric matrix.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.IllegalArgumentException - Matrix row dimensions must agree.RuntimeException - Matrix is not symmetric positive definite.Jas4pp 1.5 © Java Analysis Studio for Particle Physics