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public interface Cholesky<N extends Number>
If [A] is symmetric and positive definite then the general LU decomposition - [P][L][D][U] - becomes [I][L][D][L]T (or [I][U]T[D][U]). [I] can be left out and [D] is normally split in halves and merged with [L] (and/or [U]). We'll express it as [A] = [R]T[R].
A cholesky decomposition is still/also an LU decomposition where [P][L][D][U] => [R]T[R].
| Method Summary | |
|---|---|
boolean |
computeWithCheck(MatrixStore<N> aStore)
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N |
getDeterminant()
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MatrixStore<N> |
getL()
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boolean |
isSPD()
To use the Cholesky decomposition rather than the LU decomposition the matrix must be symmetric and positive definite. |
| Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition |
|---|
compute, equals, equals, getInverse, invert, isComputed, isFullSize, isSolvable, reset, solve, solve |
| Method Detail |
|---|
boolean isSPD()
boolean computeWithCheck(MatrixStore<N> aStore)
N getDeterminant()
MatrixStore<N> getL()
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