mikera.matrixx.decompose

Class Cholesky

java.lang.Object

mikera.matrixx.decompose.Cholesky

public class Cholesky
extends java.lang.Object

Class implementing Cholesky decomposition A = L.L* Where: A is a symmetric (actually Hermitian), positive-definite matrix and: L is a lower triangular matrix L* is the conjugate transpose of L (which is equal to its transpose, since A is real in Vectorz) See: http://en.wikipedia.org/wiki/Cholesky_decomposition

Method Summary

Modifier and Type	Method and Description
static ICholeskyResult	decompose(AMatrix a) Decompose a Matrix according the the Cholesky decomposition A = L.L*

Methods inherited from class java.lang.Object

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

Method Detail

decompose

public static final ICholeskyResult decompose(AMatrix a)

Decompose a Matrix according the the Cholesky decomposition A = L.L*

Parameters:

a - Any symmetric, positive definite matrix

Returns:

The decomposition result, or null if not possible