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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. |
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| 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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