public class CholeskyDecompositionextends ObjectCalculates 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 such that: A = LLT. In a sense, this is the square root of A.
This class is based on the class with similar name from the JAMA library, with the following changes:
getLTmethod has been added,
isspdmethod has been removed, since the constructor of this class throws a
NonPositiveDefiniteMatrixExceptionwhen a matrix cannot be decomposed,
getDeterminantmethod has been added,
solvemethod has been replaced by a
getSolvermethod and the equivalent method provided by the returned