mikera.matrixx.decompose.impl.chol

Class SimpleCholesky

java.lang.Object

mikera.matrixx.decompose.impl.chol.SimpleCholesky

public class SimpleCholesky
extends Object

Class implementing a standard 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
SimpleCholesky()

Method Summary

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

Methods inherited from class java.lang.Object

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

Constructor Detail

SimpleCholesky

public SimpleCholesky()

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

decompose

public static final ICholeskyResult decompose(Matrix a)