Jama.CholeskyDecomposition Class Reference

Inheritance diagram for Jama.CholeskyDecomposition:

Collaboration diagram for Jama.CholeskyDecomposition:

Public Member Functions
	CholeskyDecomposition (Matrix Arg)
boolean	isSPD ()
Matrix	getL ()
Matrix	solve (Matrix B)

Detailed Description

Cholesky Decomposition.

For a symmetric, positive definite matrix A, the Cholesky decomposition is an lower triangular matrix L so that A = L*L'.

If the matrix is not symmetric or positive definite, the constructor returns a partial decomposition and sets an internal flag that may be queried by the isSPD() method.

Constructor & Destructor Documentation

Jama.CholeskyDecomposition.CholeskyDecomposition

(

Matrix

Arg

)

Cholesky algorithm for symmetric and positive definite matrix.

Parameters

A	Square, symmetric matrix.

Returns

Structure to access L and isspd flag.

Member Function Documentation

Matrix Jama.CholeskyDecomposition.getL

(

)

Return triangular factor.

Returns

L

boolean Jama.CholeskyDecomposition.isSPD

(

)

Is the matrix symmetric and positive definite?

Returns

true if A is symmetric and positive definite.

Matrix Jama.CholeskyDecomposition.solve

(

Matrix

B

)

Solve A*X = B

Parameters

B	A Matrix with as many rows as A and any number of columns.

Returns

X so that L*L'*X = B

Exceptions

IllegalArgumentException	Matrix row dimensions must agree.
RuntimeException	Matrix is not symmetric positive definite.

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The documentation for this class was generated from the following file:

• java/Jama/CholeskyDecomposition.java