public class CholeskyDecomposition extends Object
A Cholesky decomposition of a semi-positive definite matrix A is a lower triangular matrix L such that L L^* = A. If A is full rank, L is unique. If A is real, then it must be symmetric and R will also be real.
Constructor and Description |
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CholeskyDecomposition(Matrix a) |
CholeskyDecomposition(Matrix a,
boolean pivot) |
Modifier and Type | Method and Description |
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int[] |
getInversePivot() |
Matrix |
getL() |
PivotedMatrix |
getPermutedL() |
int[] |
getPivot() |
boolean |
isPositiveDefinite() |
Matrix |
solveLeft(Matrix z)
Compute inv(L) * z efficiently.
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Matrix |
solveRight(Matrix z)
Compute z * inv(L') efficiently
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public CholeskyDecomposition(Matrix a)
public CholeskyDecomposition(Matrix a, boolean pivot)
public boolean isPositiveDefinite()
public Matrix getL()
public PivotedMatrix getPermutedL()
public int[] getPivot()
public int[] getInversePivot()
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