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 Details

    • THRESHOLD

      static final int THRESHOLD
      See Also:
    • 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 Details

    • calc

      T calc(T source)
    • solve

      T solve(T source, T b)