Package org.ojalgo.matrix.decomposition

Interface Summary

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]).
CholeskyDecomposition.CholeskyStore<N extends Number>	Only classes that will act as a delegate to CholeskyDecomposition should implement this interface.
Eigenvalue<N extends Number>	Calculates eigenvalues and eigenvectors (for square matrices).
LU<N extends Number>	Decomposes [this] into [P], [L], [D] and [U] where:
LUDecomposition.LUStore<N extends Number>	Only classes that will act as a delegate to LUDecomposition should implement this interface.
MatrixDecomposition<N extends Number>	Some standard matrix names: [A] could be any matrix. [I] is an identity matrix. [P] is a permutation matrix - an identity matrix with interchanged rows (or columns). [L] is a lower (left) triangular matrix. [D] is a diagonal matrix.
QR<N extends Number>	Decomposes [this] into [Q] and [R] where: [Q] is an orthogonal matrix (orthonormal columns).
QRDecomposition.QRStore<N extends Number>	Only classes that will act as a delegate to QRDecomposition should implement this interface.
SingularValue<N extends Number>	Decomposes [this] into [Q1], [D] and [Q2] where: [Q1] is an orthogonal matrix.

Class Summary

CholeskyDecomposition<N extends Number>
DecomposeAndSolve<N extends Number>
EigenvalueDecomposition<N extends Number>
LUDecomposition<N extends Number>
LUDecomposition.Pivot
QRDecomposition<N extends Number>
SingularValueDecomposition<N extends Number & Comparable<N>>
SingularValueDecomposition.RotateRight<N extends Number>