cern.colt.matrix.linalg
public class CholeskyDecomposition extends java.lang.Object implements java.io.Serializable
Constructor and Description |
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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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Modifier and Type | Method and Description |
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DoubleMatrix2D |
getL()
Returns the triangular factor, L.
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boolean |
isSymmetricPositiveDefinite()
Returns whether the matrix A is symmetric and positive definite.
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DoubleMatrix2D |
solve(DoubleMatrix2D B)
Solves A*X = B; returns X.
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java.lang.String |
toString()
Returns a String with (propertyName, propertyValue) pairs.
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public CholeskyDecomposition(DoubleMatrix2D A)
A
- Square, symmetric matrix.java.lang.IllegalArgumentException
- if A is not square.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.java.lang.IllegalArgumentException
- if B.rows() != A.rows().java.lang.IllegalArgumentException
- if !isSymmetricPositiveDefinite().public java.lang.String toString()
rank : 3 trace : 0
toString
in class java.lang.Object
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