Documentation API of the 'jhplot.math.CholeskyDecomposition' Java class
CholeskyDecomposition
jhplot.math

## Class CholeskyDecomposition

• `public class CholeskyDecompositionextends Object`
Cholesky Decomposition.

For a symmetric, positive definite matrix A, the Cholesky decomposition is an lower triangular matrix L so that A = L*L'.

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.

• ### Constructor Summary

Constructors
Constructor and Description
`CholeskyDecomposition(double[][] Arg)`
Cholesky algorithm for symmetric and positive definite matrix.
• ### Method Summary

All Methods
Modifier and TypeMethod and Description
`double[][]``getL()`
Return triangular factor.
`boolean``isSPD()`
Is the matrix symmetric and positive definite?
`double[][]``solve(double[][] B)`
Solve A*X = B
• ### Methods inherited from class java.lang.Object

`equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`
• ### Constructor Detail

• #### CholeskyDecomposition

`public CholeskyDecomposition(double[][] Arg)`
Cholesky algorithm for symmetric and positive definite matrix.
Parameters:
`Arg` - Square, symmetric matrix.
• ### Method Detail

• #### isSPD

`public boolean isSPD()`
Is the matrix symmetric and positive definite?
Returns:
true if A is symmetric and positive definite.
• #### getL

`public double[][] getL()`
Return triangular factor.
Returns:
L
• #### solve

`public double[][] solve(double[][] B)`
Solve A*X = B
Parameters:
`B` - A Matrix with as many rows as A and any number of columns.
Returns:
X so that L*L'*X = B
Throws:
`IllegalArgumentException` - Matrix row dimensions must agree.
`RuntimeException` - Matrix is not symmetric positive definite.

DMelt 1.2 © DataMelt by jWork.ORG

CholeskyDecomposition
jhplot.math

## Class CholeskyDecomposition

• `public class CholeskyDecompositionextends Object`
Cholesky Decomposition.

For a symmetric, positive definite matrix A, the Cholesky decomposition is an lower triangular matrix L so that A = L*L'.

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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