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java.lang.Objectcern.colt.matrix.linalg.CholeskyDecomposition
For a symmetric, positive definite matrix A, the Cholesky decomposition is a 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 isSymmetricPositiveDefinite() method.
| Constructor Summary | |
| CholeskyDecomposition(DoubleMatrix2D A)Constructs and returns a new Cholesky decomposition object for a symmetric and positive definite matrix; The decomposed matrices can be retrieved via instance methods of the returned decomposition object. | |
| Method Summary | |
|  DoubleMatrix2D | getL()Returns the triangular factor, L. | 
|  boolean | isSymmetricPositiveDefinite()Returns whether the matrix A is symmetric and positive definite. | 
|  DoubleMatrix2D | solve(DoubleMatrix2D B)Solves A*X = B; returns X. | 
|  String | toString()Returns a String with (propertyName, propertyValue) pairs. | 
| Methods inherited from class java.lang.Object | 
| equals, getClass, hashCode, notify, notifyAll, wait, wait, wait | 
| Constructor Detail | 
public CholeskyDecomposition(DoubleMatrix2D A)
A - Square, symmetric matrix.
IllegalArgumentException - if A is not square.| Method Detail | 
public DoubleMatrix2D getL()
public boolean isSymmetricPositiveDefinite()
public DoubleMatrix2D solve(DoubleMatrix2D B)
B - A Matrix with as many rows as A and any number of columns.
IllegalArgumentException - if B.rows() != A.rows().
IllegalArgumentException - if !isSymmetricPositiveDefinite().public String toString()
rank : 3 trace : 0
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