public class LDLt extends Object
Constructor and Description |
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LDLt(Matrix A)
Run the LDL decomposition on a real and symmetric (hence square) matrix.
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LDLt(Matrix A,
double epsilon)
Run the LDL decomposition on a real and symmetric (hence square) matrix.
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Modifier and Type | Method and Description |
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DiagonalMatrix |
D()
Get D the the diagonal matrix in the LDL decomposition.
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LowerTriangularMatrix |
L()
Get L as in the LDL decomposition.
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UpperTriangularMatrix |
Lt()
Get the transpose of L as in the LDL decomposition.
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public LDLt(Matrix A, double epsilon)
A
- a real and symmetric (hence square) matrixepsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0IllegalArgumentException
- if A is not symmetricpublic LDLt(Matrix A)
A
- a real and symmetric (hence square) matrixIllegalArgumentException
- if A is not symmetricpublic LowerTriangularMatrix L()
public UpperTriangularMatrix Lt()
public DiagonalMatrix D()
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