public class MatthewsDavies extends DenseMatrix
Constructor and Description |
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MatthewsDavies(Matrix H)
Constructs a symmetric, positive definite matrix using the Matthews-Davies algorithm.
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Modifier and Type | Method and Description |
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DiagonalMatrix |
D()
Gets the diagonal matrix D in the LDL decomposition.
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DiagonalMatrix |
Dhat()
Gets the modified diagonal matrix which is positive definite.
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LowerTriangularMatrix |
L()
Gets the lower triangular matrix L in the LDL decomposition.
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UpperTriangularMatrix |
Lt()
Gets the transpose of the lower triangular matrix L in the LDL decomposition.
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public MatthewsDavies(Matrix H)
H
- a non-positive definite matrixpublic LowerTriangularMatrix L()
public UpperTriangularMatrix Lt()
public DiagonalMatrix D()
public DiagonalMatrix Dhat()
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