Interface Cholesky
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- 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
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description LowerTriangularMatrix
L()
Get the lower triangular matrix L.
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Method Detail
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L
LowerTriangularMatrix L()
Get the lower triangular matrix L.- Returns:
- L
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