Class CholeskySparse
- java.lang.Object
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- dev.nm.algebra.linear.matrix.doubles.factorization.triangle.cholesky.CholeskySparse
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- 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.
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Constructor Summary
Constructors Constructor Description CholeskySparse(Matrix A)
Runs the Cholesky decomposition on a real, symmetric (hence square), and positive definite matrix.
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Constructor Detail
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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
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Method Detail
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L
public LowerTriangularMatrix L()
Description copied from interface:Cholesky
Get the lower triangular matrix L.
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