Interface Chol<T>
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- 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.
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Nested Class Summary
Nested Classes Modifier and Type Interface Description static class
Chol.CholMatrix
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Field Summary
Fields Modifier and Type Field Description 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
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description T
calc(T source)
T
solve(T source, T b)
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Field Detail
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THRESHOLD
static final int THRESHOLD
- See Also:
- Constant Field Values
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