public class Chol extends Object implements Cholesky
chol, cholmod
.Constructor and Description |
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Chol(Matrix A)
Run the Cholesky decomposition on a real, symmetric (hence square), and
positive definite matrix.
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Chol(Matrix A,
boolean isSymmetric)
Run the Cholesky decomposition on a real, symmetric (hence square), and
positive definite matrix.
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Chol(Matrix A,
double epsilon)
Run the Cholesky decomposition on a real, symmetric (hence square), and
positive definite matrix.
|
Modifier and Type | Method and Description |
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LowerTriangularMatrix |
L()
Get the lower triangular matrix L.
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UpperTriangularMatrix |
Lt()
Gets the transpose of the lower triangular matrix, L'.
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public Chol(Matrix A, double epsilon)
A
- a real, symmetric (hence square), and positive definite
matrixepsilon
- a precision parameter: when a number |x| ≤ ε,
it is considered 0IllegalArgumentException
- if A is not symmetricRuntimeException
- if A is not positive definite
matrixpublic Chol(Matrix A, boolean isSymmetric)
A
- a real, symmetric (hence square), and positive
definite matrixisSymmetric
- true
if A
is symmetric to avoid the
symmetry checkRuntimeException
- if A is not positive definite matrixpublic Chol(Matrix A)
A
- a real, symmetric (hence square), and positive definite matrixIllegalArgumentException
- if A is not symmetricRuntimeException
- if A is not positive definite
matrixpublic LowerTriangularMatrix L()
Cholesky
public UpperTriangularMatrix Lt()
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