Class CholeskyDecompositionImpl

  • All Implemented Interfaces:
    CholeskyDecomposition

    public class CholeskyDecompositionImpl
    extends java.lang.Object
    implements CholeskyDecomposition
    Calculates the Cholesky decomposition of a matrix.

    The Cholesky decomposition of a real symmetric positive-definite matrix A consists of a lower triangular matrix L with same size that satisfy: A = LLTQ = I). In a sense, this is the square root of A.

    Since:
    2.0
    Version:
    $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $
    See Also:
    MathWorld, Wikipedia
    • Field Summary

      Fields 
      Modifier and Type Field Description
      static double DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD
      Default threshold below which diagonal elements are considered null and matrix not positive definite.
      static double DEFAULT_RELATIVE_SYMMETRY_THRESHOLD
      Default threshold above which off-diagonal elements are considered too different and matrix not symmetric.
    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      double getDeterminant()
      Return the determinant of the matrix
      RealMatrix getL()
      Returns the matrix L of the decomposition.
      RealMatrix getLT()
      Returns the transpose of the matrix L of the decomposition.
      DecompositionSolver getSolver()
      Get a solver for finding the A × X = B solution in least square sense.
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait