Jama
Class CholeskyDecomposition
java.lang.Object
Jama.CholeskyDecomposition
- 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.
CholeskyDecomposition
public CholeskyDecomposition(Matrix Arg)
Cholesky algorithm for symmetric and positive definite matrix.
getL
public Matrix getL()
Return triangular factor.
isSPD
public boolean isSPD()
Is the matrix symmetric and positive definite?
- true if A is symmetric and positive definite.
solve
public Matrix solve(Matrix B)
Solve A*X = B
B
- A Matrix with as many rows as A and any number of columns.