org.encog.mathutil.matrices.decomposition
public class CholeskyDecomposition extends Object implements Serializable
Constructor and Description |
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CholeskyDecomposition(Matrix matrix)
Cholesky algorithm for symmetric and positive definite matrix.
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Modifier and Type | Method and Description |
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double |
getDeterminant() |
Matrix |
getL()
Return triangular factor.
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Matrix |
inverseCholesky() |
boolean |
isSPD()
Is the matrix symmetric and positive definite?
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Matrix |
solve(Matrix b)
Solve A*X = B.
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public CholeskyDecomposition(Matrix matrix)
matrix
- Square, symmetric matrix.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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