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java.lang.Objectorg.encog.mathutil.matrices.decomposition.CholeskyDecomposition
public class CholeskyDecomposition
Cholesky Decomposition. For a symmetric, positive definite matrix A, the Cholesky decomposition is an lower triangular matrix L so that A = L*L'. If the matrix is not symmetric or positive definite, the constructor returns a partial decomposition and sets an internal flag that may be queried by the isSPD() method. This file based on a class from the public domain JAMA package. http://math.nist.gov/javanumerics/jama/
Constructor Summary | |
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CholeskyDecomposition(Matrix matrix)
Cholesky algorithm for symmetric and positive definite matrix. |
Method Summary | |
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double |
getDeterminant()
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Matrix |
getL()
Return triangular factor. |
Matrix |
inverseCholesky()
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boolean |
isSPD()
Is the matrix symmetric and positive definite? |
Matrix |
solve(Matrix b)
Solve A*X = B. |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public CholeskyDecomposition(Matrix matrix)
matrix
- Square, symmetric matrix.Method Detail |
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public final boolean isSPD()
public final Matrix getL()
public final Matrix solve(Matrix b)
b
- A Matrix with as many rows as A and any number of columns.
public double getDeterminant()
public Matrix inverseCholesky()
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