Package mikera.matrixx.decompose.impl.chol

Class Summary

Class	Description
Cholesky	This is an implementation of Cholesky that processes internal submatrices as blocks.
CholeskyCommon	This is an abstract class for a Cholesky decomposition.
CholeskyHelper	A specialized Cholesky decomposition algorithm that is designed to help out CholeskyDecompositionBlock perform its calculations.
CholeskyInner	This implementation of a Cholesky decomposition using the inner-product form.
CholeskyLDU	This variant on the Cholesky decomposition avoid the need to take the square root by performing the following decomposition: L*D*LT=A where L is a lower triangular matrix with zeros on the diagonal.
CholeskyResult
SimpleCholesky	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