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.
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Nested Class Summary
Nested Classes -
Field Summary
FieldsModifier and TypeFieldDescriptionstatic final int
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Method Summary
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Field Details
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THRESHOLD
static final int THRESHOLD- See Also:
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MATRIX
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INSTANCE
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UJMP
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MATRIXSMALLMULTITHREADED
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MATRIXSMALLSINGLETHREADED
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MATRIXLARGESINGLETHREADED
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MATRIXLARGEMULTITHREADED
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Method Details
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calc
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solve
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