public class CholeskySparse extends Object implements Cholesky
Constructor and Description |
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CholeskySparse(Matrix A)
Runs the Cholesky decomposition on a real, symmetric (hence square), and positive definite
matrix.
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public CholeskySparse(Matrix A)
A
- a real, symmetric (hence square), and positive definite matrixRuntimeException
- if A is not positive definite matrixpublic LowerTriangularMatrix L()
Cholesky
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