Class CholeskyDecomposition


  • public class CholeskyDecomposition
    extends java.lang.Object
    Calculates the Cholesky decomposition of a matrix.

    The Cholesky decomposition of a real symmetric positive-definite matrix A consists of a lower triangular matrix L with same size such that: A = LLT. In a sense, this is the square root of A.

    This class is based on the class with similar name from the JAMA library, with the following changes:

    Since:
    2.0 (changed to concrete class in 3.0)
    See Also:
    MathWorld, Wikipedia
    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description
      private static class  CholeskyDecomposition.Solver
      Specialized solver.
    • Constructor Summary

      Constructors 
      Constructor Description
      CholeskyDecomposition​(RealMatrix matrix)
      Calculates the Cholesky decomposition of the given matrix.
      CholeskyDecomposition​(RealMatrix matrix, double relativeSymmetryThreshold, double absolutePositivityThreshold)
      Calculates the Cholesky decomposition of the given matrix.
    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      double getDeterminant()
      Return the determinant of the matrix
      RealMatrix getL()
      Returns the matrix L of the decomposition.
      RealMatrix getLT()
      Returns the transpose of the matrix L of the decomposition.
      DecompositionSolver getSolver()
      Get a solver for finding the A × X = B solution in least square sense.
      • Methods inherited from class java.lang.Object

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