- 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 * Lt, 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