CholeskyDecomposition
org.apache.commons.math3.linear

Class CholeskyDecomposition



  • public class CholeskyDecompositionextends Object
    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 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:

    See Also:
    MathWorld, Wikipedia

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