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CholeskyDecomposition (Java Machine Learning Library 0.0.11)
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Class CholeskyDecomposition</H2>
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java.lang.Object
<IMG SRC="../../../../resources/inherit.gif" ALT="extended by "><B>gov.nist.math.jama.CholeskyDecomposition</B>
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<DT><PRE>public class <B>CholeskyDecomposition</B><DT>extends java.lang.Object</DL>
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<P>
Cholesky Decomposition. <P> For a symmetric, positive definite matrix A, the Cholesky decomposition is an lower triangular matrix L so that A = L*L'. <P> 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.
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<TD><CODE><B><A HREF="../../../../gov/nist/math/jama/CholeskyDecomposition.html#CholeskyDecomposition(gov.nist.math.jama.Matrix)">CholeskyDecomposition</A></B>(<A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A> Arg)</CODE>
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Cholesky algorithm for symmetric and positive definite matrix.</TD>
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<CODE> <A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A></CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../gov/nist/math/jama/CholeskyDecomposition.html#getL()">getL</A></B>()</CODE>
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Return triangular factor.</TD>
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<CODE> boolean</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../gov/nist/math/jama/CholeskyDecomposition.html#isSPD()">isSPD</A></B>()</CODE>
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Is the matrix symmetric and positive definite?</TD>
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<CODE> <A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A></CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../gov/nist/math/jama/CholeskyDecomposition.html#solve(gov.nist.math.jama.Matrix)">solve</A></B>(<A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A> B)</CODE>
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Solve A*X = B</TD>
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<A NAME="CholeskyDecomposition(gov.nist.math.jama.Matrix)"><!-- --></A><H3>
CholeskyDecomposition</H3>
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public <B>CholeskyDecomposition</B>(<A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A> Arg)</PRE>
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<DD>Cholesky algorithm for symmetric and positive definite matrix.
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<DT><B>Parameters:</B><DD><CODE>A</CODE> - Square, symmetric matrix.</DL>
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<A NAME="isSPD()"><!-- --></A><H3>
isSPD</H3>
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public boolean <B>isSPD</B>()</PRE>
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<DD>Is the matrix symmetric and positive definite?
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<DD><DL>
<DT><B>Returns:</B><DD>true if A is symmetric and positive definite.</DL>
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<A NAME="getL()"><!-- --></A><H3>
getL</H3>
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public <A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A> <B>getL</B>()</PRE>
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<DD>Return triangular factor.
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<DD><DL>
<DT><B>Returns:</B><DD>L</DL>
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solve</H3>
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public <A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A> <B>solve</B>(<A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A> B)</PRE>
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<DD>Solve A*X = B
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<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><CODE>java.lang.IllegalArgumentException</CODE> - Matrix row dimensions must agree.
<DD><CODE>java.lang.RuntimeException</CODE> - Matrix is not symmetric positive definite.</DL>
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