java.lang.Object
org.ujmp.core.doublematrix.calculation.general.decomposition.Chol.CholMatrix
Enclosing interface:
Chol<T>

public static final class Chol.CholMatrix extends Object
  • Field Details

    • serialVersionUID

      public static final long serialVersionUID
      See Also:
    • L

      private final double[][] L
      Array for internal storage of decomposition.
    • n

      private final int n
      Row and column dimension (square matrix).
    • isspd

      private boolean isspd
      Symmetric and positive definite flag.
  • Constructor Details

    • CholMatrix

      public CholMatrix(Matrix Arg)
      Cholesky algorithm for symmetric and positive definite matrix.
      Parameters:
      A - Square, symmetric matrix.
  • Method Details

    • isSPD

      public final boolean isSPD()
      Is the matrix symmetric and positive definite?
      Returns:
      true if A is symmetric and positive definite.
    • getL

      public final DenseDoubleMatrix2D getL()
      Return triangular factor.
      Returns:
      L
    • solve

      public final DenseDoubleMatrix2D solve(Matrix B)
      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.