org.ujmp.core.doublematrix.calculation.general.decomposition
Class Chol.CholMatrix

java.lang.Object
  extended by org.ujmp.core.doublematrix.calculation.general.decomposition.Chol.CholMatrix
Enclosing interface:
Chol<T>

public static final class Chol.CholMatrix
extends Object


Constructor Summary
Chol.CholMatrix(Matrix Arg)
          Cholesky algorithm for symmetric and positive definite matrix.
 
Method Summary
 Matrix getL()
          Return triangular factor.
 boolean isSPD()
          Is the matrix symmetric and positive definite?
 Matrix solve(Matrix B)
          Solve A*X = B
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

Chol.CholMatrix

public Chol.CholMatrix(Matrix Arg)
Cholesky algorithm for symmetric and positive definite matrix.

Parameters:
A - Square, symmetric matrix.
Method Detail

isSPD

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

Returns:
true if A is symmetric and positive definite.

getL

public final Matrix getL()
Return triangular factor.

Returns:
L

solve

public final Matrix solve(Matrix B)
Solve A*X = B

Parameters:
B - A Matrix with as many rows as A and any number of columns.
Returns:
X so that L*L'*X = B
Throws:
IllegalArgumentException - Matrix row dimensions must agree.
RuntimeException - Matrix is not symmetric positive definite.


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