Interface Chol<T>

  • All Known Implementing Classes:
    Chol

    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.

    • Field Detail

      • 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)