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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Frameset//EN""http://www.w3.org/TR/REC-html40/frameset.dtd"><!--NewPage--><HTML><HEAD><!-- Generated by javadoc on Mon Sep 11 14:37:19 EDT 2000 --><TITLE>: Class CholeskyDecomposition</TITLE><LINK REL ="stylesheet" TYPE="text/css" HREF="../stylesheet.css" TITLE="Style"></HEAD><BODY BGCOLOR="white"><!-- ========== START OF NAVBAR ========== --><A NAME="navbar_top"><!-- --></A><TABLE BORDER="0" WIDTH="100%" CELLPADDING="1" CELLSPACING="0"><TR><TD COLSPAN=2 BGCOLOR="#EEEEFF" CLASS="NavBarCell1"><A NAME="navbar_top_firstrow"><!-- --></A><TABLE BORDER="0" CELLPADDING="0" CELLSPACING="3"> <TR ALIGN="center" VALIGN="top"> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../overview-summary.html"><FONT ID="NavBarFont1"><B>Overview</B></FONT></A> </TD> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="package-summary.html"><FONT ID="NavBarFont1"><B>Package</B></FONT></A> </TD> <TD BGCOLOR="#FFFFFF" CLASS="NavBarCell1Rev"> <FONT 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VALIGN="top" CLASS="NavBarCell3"><FONT SIZE="-2"> SUMMARY: INNER | FIELD | <A HREF="#constructor_summary">CONSTR</A> | <A HREF="#method_summary">METHOD</A></FONT></TD><TD VALIGN="top" CLASS="NavBarCell3"><FONT SIZE="-2">DETAIL: FIELD | <A HREF="#constructor_detail">CONSTR</A> | <A HREF="#method_detail">METHOD</A></FONT></TD></TR></TABLE><!-- =========== END OF NAVBAR =========== --><HR><!-- ======== START OF CLASS DATA ======== --><H2><FONT SIZE="-1">Jama</FONT><BR>Class CholeskyDecomposition</H2><PRE>java.lang.Object | +--<B>Jama.CholeskyDecomposition</B></PRE><HR><DL><DT>public class <B>CholeskyDecomposition</B><DT>extends java.lang.Object<DT>implements java.io.Serializable</DL><P>Cholesky Decomposition.<P>For a symmetric, positive definite matrix A, the Cholesky decompositionis an lower triangular matrix L so that A = L*L'.<P>If the matrix is not symmetric or positive definite, the constructorreturns a partial decomposition and sets an internal flag that maybe queried by the isSPD() method.<P><DL><DT><B>See Also: </B><DD><A HREF="../serialized-form.html#Jama.CholeskyDecomposition">Serialized Form</A></DL><HR><P><!-- ======== INNER CLASS SUMMARY ======== --><!-- =========== FIELD SUMMARY =========== --><!-- ======== CONSTRUCTOR SUMMARY ======== --><A NAME="constructor_summary"><!-- --></A><TABLE BORDER="1" CELLPADDING="3" CELLSPACING="0" WIDTH="100%"><TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor"><TD COLSPAN=2><FONT SIZE="+2"><B>Constructor Summary</B></FONT></TD></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD><CODE><B><A HREF="../Jama/CholeskyDecomposition.html#CholeskyDecomposition(Jama.Matrix)">CholeskyDecomposition</A></B>(<A HREF="../Jama/Matrix.html">Matrix</A> Arg)</CODE><BR> Cholesky algorithm for symmetric and positive definite matrix.</TD></TR></TABLE> <!-- ========== METHOD SUMMARY =========== --><A NAME="method_summary"><!-- --></A><TABLE BORDER="1" CELLPADDING="3" CELLSPACING="0" WIDTH="100%"><TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor"><TD COLSPAN=2><FONT SIZE="+2"><B>Method Summary</B></FONT></TD></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"><CODE> <A HREF="../Jama/Matrix.html">Matrix</A></CODE></FONT></TD><TD><CODE><B><A HREF="../Jama/CholeskyDecomposition.html#getL()">getL</A></B>()</CODE><BR> Return triangular factor.</TD></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"><CODE> boolean</CODE></FONT></TD><TD><CODE><B><A HREF="../Jama/CholeskyDecomposition.html#isSPD()">isSPD</A></B>()</CODE><BR> Is the matrix symmetric and positive definite?</TD></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"><CODE> <A HREF="../Jama/Matrix.html">Matrix</A></CODE></FONT></TD><TD><CODE><B><A HREF="../Jama/CholeskyDecomposition.html#solve(Jama.Matrix)">solve</A></B>(<A HREF="../Jama/Matrix.html">Matrix</A> B)</CODE><BR> Solve A*X = B</TD></TR></TABLE> <A NAME="methods_inherited_from_class_java.lang.Object"><!-- --></A><TABLE BORDER="1" CELLPADDING="3" CELLSPACING="0" WIDTH="100%"><TR BGCOLOR="#EEEEFF" CLASS="TableSubHeadingColor"><TD><B>Methods inherited from class java.lang.Object</B></TD></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD><CODE>clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait</CODE></TD></TR></TABLE> <P><!-- ============ FIELD DETAIL =========== --><!-- ========= CONSTRUCTOR DETAIL ======== --><A NAME="constructor_detail"><!-- --></A><TABLE BORDER="1" CELLPADDING="3" CELLSPACING="0" WIDTH="100%"><TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor"><TD COLSPAN=1><FONT SIZE="+2"><B>Constructor Detail</B></FONT></TD></TR></TABLE><A NAME="CholeskyDecomposition(Jama.Matrix)"><!-- --></A><H3>CholeskyDecomposition</H3><PRE>public <B>CholeskyDecomposition</B>(<A HREF="../Jama/Matrix.html">Matrix</A> Arg)</PRE><DL><DD>Cholesky algorithm for symmetric and positive definite matrix.<DD><DL><DT><B>Parameters:</B><DD><CODE>A</CODE> - Square, symmetric matrix.</DL></DD></DL><!-- ============ METHOD DETAIL ========== --><A NAME="method_detail"><!-- --></A><TABLE BORDER="1" CELLPADDING="3" CELLSPACING="0" WIDTH="100%"><TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor"><TD COLSPAN=1><FONT SIZE="+2"><B>Method Detail</B></FONT></TD></TR></TABLE><A NAME="isSPD()"><!-- --></A><H3>isSPD</H3><PRE>public boolean <B>isSPD</B>()</PRE><DL><DD>Is the matrix symmetric and positive definite?<DD><DL></DL></DD><DD><DL><DT><B>Returns:</B><DD>true if A is symmetric and positive definite.</DL></DD></DL><HR><A NAME="getL()"><!-- --></A><H3>getL</H3><PRE>public <A HREF="../Jama/Matrix.html">Matrix</A> <B>getL</B>()</PRE><DL><DD>Return triangular factor.<DD><DL></DL></DD><DD><DL><DT><B>Returns:</B><DD>L</DL></DD></DL><HR><A NAME="solve(Jama.Matrix)"><!-- --></A><H3>solve</H3><PRE>public <A HREF="../Jama/Matrix.html">Matrix</A> <B>solve</B>(<A HREF="../Jama/Matrix.html">Matrix</A> B)</PRE><DL><DD>Solve A*X = B<DD><DL></DL></DD><DD><DL><DT><B>Parameters:</B><DD><CODE>B</CODE> - A Matrix with as many rows as A and any number of columns.<DT><B>Returns:</B><DD>X so that L*L'*X = B<DT><B>Throws:</B><DD>java.lang.IllegalArgumentException - Matrix row dimensions must agree.<DD>java.lang.RuntimeException - Matrix is not symmetric positive definite.</DL></DD></DL><!-- ========= END OF CLASS DATA ========= --><HR><!-- ========== START OF NAVBAR ========== --><A NAME="navbar_bottom"><!-- --></A><TABLE BORDER="0" WIDTH="100%" CELLPADDING="1" CELLSPACING="0"><TR><TD COLSPAN=2 BGCOLOR="#EEEEFF" CLASS="NavBarCell1"><A NAME="navbar_bottom_firstrow"><!-- --></A><TABLE BORDER="0" CELLPADDING="0" CELLSPACING="3"> <TR ALIGN="center" VALIGN="top"> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../overview-summary.html"><FONT ID="NavBarFont1"><B>Overview</B></FONT></A> </TD> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="package-summary.html"><FONT 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