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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"><!--NewPage--><HTML><HEAD><!-- Generated by javadoc (build 1.5.0_13) on Tue Jul 15 15:48:46 NZST 2008 --><TITLE>CholeskyDecomposition</TITLE><META NAME="keywords" CONTENT="weka.core.matrix.CholeskyDecomposition class"><LINK REL ="stylesheet" TYPE="text/css" HREF="../../../stylesheet.css" TITLE="Style"><SCRIPT type="text/javascript">function windowTitle(){ parent.document.title="CholeskyDecomposition";}</SCRIPT><NOSCRIPT></NOSCRIPT></HEAD><BODY BGCOLOR="white" onload="windowTitle();"><!-- ========= START OF TOP NAVBAR ======= --><A NAME="navbar_top"><!-- --></A><A HREF="#skip-navbar_top" title="Skip navigation links"></A><TABLE BORDER="0" WIDTH="100%" CELLPADDING="1" CELLSPACING="0" SUMMARY=""><TR><TD COLSPAN=2 BGCOLOR="#EEEEFF" CLASS="NavBarCell1"><A NAME="navbar_top_firstrow"><!-- --></A><TABLE BORDER="0" CELLPADDING="0" CELLSPACING="3" SUMMARY=""> <TR ALIGN="center" VALIGN="top"> <TD 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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><A NAME="skip-navbar_top"></A><!-- ========= END OF TOP NAVBAR ========= --><HR><!-- ======== START OF CLASS DATA ======== --><H2><FONT SIZE="-1">weka.core.matrix</FONT><BR>Class CholeskyDecomposition</H2><PRE>java.lang.Object <IMG SRC="../../../resources/inherit.gif" ALT="extended by "><B>weka.core.matrix.CholeskyDecomposition</B></PRE><DL><DT><B>All Implemented Interfaces:</B> <DD>java.io.Serializable, <A HREF="../../../weka/core/RevisionHandler.html" title="interface in weka.core">RevisionHandler</A></DD></DL><HR><DL><DT><PRE>public class <B>CholeskyDecomposition</B><DT>extends java.lang.Object<DT>implements java.io.Serializable, <A HREF="../../../weka/core/RevisionHandler.html" title="interface in weka.core">RevisionHandler</A></DL></PRE><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. <p/> Adapted from the <a href="http://math.nist.gov/javanumerics/jama/" target="_blank">JAMA</a> package.<P><P><DL><DT><B>Version:</B></DT> <DD>$Revision: 1.5 $</DD><DT><B>Author:</B></DT> <DD>The Mathworks and NIST, Fracpete (fracpete at waikato dot ac dot nz)</DD><DT><B>See Also:</B><DD><A HREF="../../../serialized-form.html#weka.core.matrix.CholeskyDecomposition">Serialized Form</A></DL><HR><P><!-- ======== CONSTRUCTOR SUMMARY ======== --><A NAME="constructor_summary"><!-- --></A><TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY=""><TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor"><TH ALIGN="left" COLSPAN="2"><FONT SIZE="+2"><B>Constructor Summary</B></FONT></TH></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD><CODE><B><A HREF="../../../weka/core/matrix/CholeskyDecomposition.html#CholeskyDecomposition(weka.core.matrix.Matrix)">CholeskyDecomposition</A></B>(<A HREF="../../../weka/core/matrix/Matrix.html" title="class in weka.core.matrix">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" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY=""><TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor"><TH ALIGN="left" COLSPAN="2"><FONT SIZE="+2"><B>Method Summary</B></FONT></TH></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"><CODE> <A HREF="../../../weka/core/matrix/Matrix.html" title="class in weka.core.matrix">Matrix</A></CODE></FONT></TD><TD><CODE><B><A HREF="../../../weka/core/matrix/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> java.lang.String</CODE></FONT></TD><TD><CODE><B><A HREF="../../../weka/core/matrix/CholeskyDecomposition.html#getRevision()">getRevision</A></B>()</CODE><BR> Returns the revision string.</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="../../../weka/core/matrix/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="../../../weka/core/matrix/Matrix.html" title="class in weka.core.matrix">Matrix</A></CODE></FONT></TD><TD><CODE><B><A HREF="../../../weka/core/matrix/CholeskyDecomposition.html#solve(weka.core.matrix.Matrix)">solve</A></B>(<A HREF="../../../weka/core/matrix/Matrix.html" title="class in weka.core.matrix">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" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY=""><TR BGCOLOR="#EEEEFF" CLASS="TableSubHeadingColor"><TH ALIGN="left"><B>Methods inherited from class java.lang.Object</B></TH></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD><CODE>equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait</CODE></TD></TR></TABLE> <P><!-- ========= CONSTRUCTOR DETAIL ======== --><A NAME="constructor_detail"><!-- --></A><TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY=""><TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor"><TH ALIGN="left" COLSPAN="1"><FONT SIZE="+2"><B>Constructor Detail</B></FONT></TH></TR></TABLE><A NAME="CholeskyDecomposition(weka.core.matrix.Matrix)"><!-- --></A><H3>CholeskyDecomposition</H3><PRE>public <B>CholeskyDecomposition</B>(<A HREF="../../../weka/core/matrix/Matrix.html" title="class in weka.core.matrix">Matrix</A> Arg)</PRE><DL><DD>Cholesky algorithm for symmetric and positive definite matrix.<P><DL><DT><B>Parameters:</B><DD><CODE>Arg</CODE> - Square, symmetric matrix.</DL></DL><!-- ============ METHOD DETAIL ========== --><A NAME="method_detail"><!-- --></A><TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY=""><TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor"><TH ALIGN="left" COLSPAN="1"><FONT SIZE="+2"><B>Method Detail</B></FONT></TH></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?<P><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="../../../weka/core/matrix/Matrix.html" title="class in weka.core.matrix">Matrix</A> <B>getL</B>()</PRE><DL><DD>Return triangular factor.<P><DD><DL></DL></DD><DD><DL><DT><B>Returns:</B><DD>L</DL></DD></DL><HR><A NAME="solve(weka.core.matrix.Matrix)"><!-- --></A><H3>solve</H3><PRE>public <A HREF="../../../weka/core/matrix/Matrix.html" title="class in weka.core.matrix">Matrix</A> <B>solve</B>(<A HREF="../../../weka/core/matrix/Matrix.html" title="class in weka.core.matrix">Matrix</A> B)</PRE><DL><DD>Solve A*X = B<P><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><CODE>java.lang.IllegalArgumentException</CODE> - Matrix row dimensions must agree.<DD><CODE>java.lang.RuntimeException</CODE> - Matrix is not symmetric positive definite.</DL></DD></DL><HR><A NAME="getRevision()"><!-- --></A><H3>getRevision</H3><PRE>public java.lang.String <B>getRevision</B>()</PRE><DL><DD>Returns the revision string.<P><DD><DL><DT><B>Specified by:</B><DD><CODE><A HREF="../../../weka/core/RevisionHandler.html#getRevision()">getRevision</A></CODE> in interface <CODE><A HREF="../../../weka/core/RevisionHandler.html" title="interface in weka.core">RevisionHandler</A></CODE></DL></DD><DD><DL><DT><B>Returns:</B><DD>the revision</DL></DD></DL><!-- ========= END OF CLASS DATA ========= --><HR><!-- ======= START OF BOTTOM NAVBAR ====== --><A NAME="navbar_bottom"><!-- --></A><A HREF="#skip-navbar_bottom" title="Skip navigation links"></A><TABLE BORDER="0" WIDTH="100%" CELLPADDING="1" CELLSPACING="0" SUMMARY=""><TR><TD COLSPAN=2 BGCOLOR="#EEEEFF" CLASS="NavBarCell1"><A NAME="navbar_bottom_firstrow"><!-- --></A><TABLE BORDER="0" CELLPADDING="0" CELLSPACING="3" SUMMARY=""> <TR ALIGN="center" VALIGN="top"> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../overview-summary.html"><FONT CLASS="NavBarFont1"><B>Overview</B></FONT></A> </TD> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="package-summary.html"><FONT 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