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:
- Serialized Form
-
-
Constructor Summary
Constructors Constructor Description CholeskyDecomposition(Matrix Arg)
Cholesky algorithm for symmetric and positive definite matrix.
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Matrix
getL()
Return triangular factor.boolean
isSPD()
Is the matrix symmetric and positive definite?Matrix
solve(Matrix B)
Solve A*X = B
-
-
-
Constructor Detail
-
CholeskyDecomposition
public CholeskyDecomposition(Matrix 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.
-
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.
-
-