Class CholeskySparse

  • All Implemented Interfaces:
    Cholesky

    public class CholeskySparse
    extends Object
    implements 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. This implementation uses the Cholesky-Banachiewicz algorithm, which starts from the upper left corner of the matrix L and proceeds to calculate the matrix row by row.
    See Also:
    • Constructor Detail

      • CholeskySparse

        public CholeskySparse​(Matrix A)
        Runs the Cholesky decomposition on a real, symmetric (hence square), and positive definite matrix.
        Parameters:
        A - a real, symmetric (hence square), and positive definite matrix
        Throws:
        RuntimeException - if A is not positive definite matrix