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java.lang.Objectorg.ujmp.core.doublematrix.calculation.general.decomposition.Chol.CholMatrix
public static final class Chol.CholMatrix
Constructor Summary | |
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Chol.CholMatrix(Matrix Arg)
Cholesky algorithm for symmetric and positive definite matrix. |
Method Summary | |
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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 |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public Chol.CholMatrix(Matrix Arg)
A
- Square, symmetric matrix.Method Detail |
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public final boolean isSPD()
public final Matrix getL()
public final Matrix solve(Matrix B)
B
- A Matrix with as many rows as A and any number of columns.
IllegalArgumentException
- Matrix row dimensions must agree.
RuntimeException
- Matrix is not symmetric positive definite.
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