org.ujmp.core.doublematrix.calculation.general.decomposition
Interface Chol<T>
public interface Chol<T>
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.
THRESHOLD
static final int THRESHOLD
- See Also:
- Constant Field Values
MATRIX
static final Chol<Matrix> MATRIX
INSTANCE
static final Chol<Matrix> INSTANCE
UJMP
static final Chol<Matrix> UJMP
MATRIXSMALLMULTITHREADED
static final Chol<Matrix> MATRIXSMALLMULTITHREADED
MATRIXSMALLSINGLETHREADED
static final Chol<Matrix> MATRIXSMALLSINGLETHREADED
MATRIXLARGESINGLETHREADED
static final Chol<Matrix> MATRIXLARGESINGLETHREADED
MATRIXLARGEMULTITHREADED
static final Chol<Matrix> MATRIXLARGEMULTITHREADED
calc
T calc(T source)
solve
T solve(T source,
T b)
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