Class Chol.CholMatrix
java.lang.Object
org.ujmp.core.doublematrix.calculation.general.decomposition.Chol.CholMatrix
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Field Summary
FieldsModifier and TypeFieldDescriptionprivate boolean
Symmetric and positive definite flag.private final double[][]
Array for internal storage of decomposition.private final int
Row and column dimension (square matrix).static final long
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Constructor Summary
ConstructorsConstructorDescriptionCholMatrix
(Matrix Arg) Cholesky algorithm for symmetric and positive definite matrix. -
Method Summary
Modifier and TypeMethodDescriptionfinal DenseDoubleMatrix2D
getL()
Return triangular factor.final boolean
isSPD()
Is the matrix symmetric and positive definite?final DenseDoubleMatrix2D
Solve A*X = B
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Field Details
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serialVersionUID
public static final long serialVersionUID- See Also:
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L
private final double[][] LArray for internal storage of decomposition. -
n
private final int nRow and column dimension (square matrix). -
isspd
private boolean isspdSymmetric and positive definite flag.
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Constructor Details
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CholMatrix
Cholesky algorithm for symmetric and positive definite matrix.- Parameters:
A
- Square, symmetric matrix.
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Method Details
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isSPD
public final boolean isSPD()Is the matrix symmetric and positive definite?- Returns:
- true if A is symmetric and positive definite.
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getL
Return triangular factor.- Returns:
- L
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solve
Solve A*X = B- Parameters:
B
- A Matrix with as many rows as A and any number of columns.- Returns:
- X so that L*L'*X = B
- Throws:
IllegalArgumentException
- Matrix row dimensions must agree.RuntimeException
- Matrix is not symmetric positive definite.
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