mikera.matrixx.decompose.impl.chol

Class CholeskyCommon

java.lang.Object

mikera.matrixx.decompose.impl.chol.CholeskyCommon

Direct Known Subclasses:

Cholesky, CholeskyInner

public abstract class CholeskyCommon
extends java.lang.Object

This is an abstract class for a Cholesky decomposition. It provides the solvers, but the actual decompsoition is provided in other classes.

A Cholesky Decomposition is a special decomposition for positive-definite symmetric matrices that is more efficient than other general purposes decomposition. It refactors matrices using one of the two following equations:

L*L^T=A
R^T*R=A

where L is a lower triangular matrix and R is an upper traingular matrix.

See Also:

CholeskyDecompositionInner, org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionBlock, org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionLDL

Method Summary

Methods inherited from class java.lang.Object

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