mikera.matrixx.decompose

Class Cholesky

java.lang.Object

mikera.matrixx.decompose.Cholesky

public class Cholesky
extends 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

Author:

Mike

Constructor Summary

Constructors

Constructor and Description
Cholesky()

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

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

Constructor Detail

Cholesky

public Cholesky()

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