CholeskyDecomposition

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jmat.data.matrixDecompositions
Class CholeskyDecomposition

java.lang.Object
  jmat.data.matrixDecompositions.CholeskyDecomposition

All Implemented Interfaces:: java.io.Serializable

public class CholeskyDecomposition
extends java.lang.Object
implements java.io.Serializable

Cholesky Decomposition.

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.

Field Summary

private boolean isspd
          Symmetric and positive definite flag.

private double[][] L
          Array for internal storage of decomposition.

private int n
          Row and column dimension (square matrix).

Constructor Summary

CholeskyDecomposition(jmat.data.Matrix Arg)
          Cholesky algorithm for symmetric and positive definite matrix.

Method Summary

jmat.data.Matrix getL()
          Return triangular factor.

boolean isSPD()
          Is the matrix symmetric and positive definite?

jmat.data.Matrix solve(jmat.data.Matrix B)
          Solve A*X = B

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

L

private double[][] L

Array for internal storage of decomposition.

isspd

private boolean isspd

Symmetric and positive definite flag.

n

private int n

Row and column dimension (square matrix).

Constructor Detail