com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.cholesky

Interface Cholesky

All Known Implementing Classes:

Chol, CholeskyBanachiewicz, CholeskyBanachiewiczParallelized, CholeskySparse, CholeskyWang2006

public interface Cholesky

Cholesky decomposition decomposes a real, symmetric (hence square), and positive definite matrix A into A = L * L^t, where L is a lower triangular matrix. For any real, symmetric, positive definite matrix, there is a unique Cholesky decomposition, such that L's diagonal entries are all positive.

See Also:

Wikipedia: Cholesky decomposition

Method Summary

Modifier and Type	Method and Description
LowerTriangularMatrix	L() Get the lower triangular matrix L.

Method Detail

L

LowerTriangularMatrix L()

Get the lower triangular matrix L.

Returns:

L