com.joptimizer.util

Class CholeskyFactorization

java.lang.Object

com.joptimizer.util.CholeskyFactorization

public class CholeskyFactorization
extends java.lang.Object

Cholesky factorization and inverse for symmetric and positive matrix.

Constructor Summary

Constructors

Constructor and Description
CholeskyFactorization(double[][] Q)

Method Summary

Modifier and Type	Method and Description
java.util.List<java.lang.Double>	getEigenvalues()
double[][]	getInverse()
double[][]	getL()
double[][]	getLT()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CholeskyFactorization

public CholeskyFactorization(double[][] Q)
                      throws java.lang.Exception

Throws:

java.lang.Exception

Method Detail

getInverse

public double[][] getInverse()

getL

public double[][] getL()

getLT

public double[][] getLT()

getEigenvalues

public java.util.List<java.lang.Double> getEigenvalues()