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.


Nested Class Summary
static class Chol.CholMatrix
           
 
Field Summary
static Chol<Matrix> INSTANCE
           
static Chol<Matrix> MATRIX
           
static Chol<Matrix> MATRIXLARGEMULTITHREADED
           
static Chol<Matrix> MATRIXLARGESINGLETHREADED
           
static Chol<Matrix> MATRIXSMALLMULTITHREADED
           
static Chol<Matrix> MATRIXSMALLSINGLETHREADED
           
static int THRESHOLD
           
static Chol<Matrix> UJMP
           
 
Method Summary
 T calc(T source)
           
 T solve(T source, T b)
           
 

Field Detail

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
Method Detail

calc

T calc(T source)

solve

T solve(T source,
        T b)


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