CholeskyDecomposition (math 11.1.5 API)

java.lang.Object
- de.gsi.math.matrix.CholeskyDecomposition

All Implemented Interfaces:

java.io.Serializable
```
public class CholeskyDecomposition
extends java.lang.Object
implements java.io.Serializable
```
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.

See Also:

Serialized Form

Constructor Summary

Constructors
Constructor Description

CholeskyDecomposition(MatrixD Arg)
Cholesky algorithm for symmetric and positive definite matrix.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`MatrixD`	`getL()`	Return triangular factor.
`boolean`	`isSPD()`	Is the matrix symmetric and positive definite?
`MatrixD`	`solve(MatrixD B)`	Solve A*X = B

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - CholeskyDecomposition
```
public CholeskyDecomposition(MatrixD Arg)
```
    Cholesky algorithm for symmetric and positive definite matrix.
    
    Parameters:
    
    Arg - Square, symmetric matrix. Structure to access L and isspd flag.
- Method Detail
  - getL
```
public MatrixD getL()
```
    Return triangular factor.
    
    Returns:
    
    L
  - isSPD
```
public boolean isSPD()
```
    Is the matrix symmetric and positive definite?
    
    Returns:
    
    true if A is symmetric and positive definite.
  - solve
```
public MatrixD solve(MatrixD 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
    
    Throws:
    
    java.lang.IllegalArgumentException - Matrix row dimensions must agree.
    
    java.lang.RuntimeException - Matrix is not symmetric positive definite.