Package org.biojava.nbio.structure.jama

Class CholeskyDecomposition

java.lang.Object
org.biojava.nbio.structure.jama.CholeskyDecomposition
All Implemented Interfaces:
Serializable
public class CholeskyDecomposition extends Object implements Serializable
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.

See Also:

  • Constructor Details

    • CholeskyDecomposition

      public CholeskyDecomposition(Matrix Arg)
      Cholesky algorithm for symmetric and positive definite matrix.
      Parameters:
      Arg - Square, symmetric matrix.

  • Method Details

    • isSPD

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

    • getL

      public Matrix getL()
      Return triangular factor.
      Returns:
      L

    • solve

      public Matrix solve(Matrix 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.