plham.util

Class Cholesky

plham.util.Cholesky

public class Cholesky

Cholesky decomposition of a positive definite matrix. Reference: Numerical Recipes 3rd Ed, p.100.

Constructor Summary

Constructors

Constructor and Description
Cholesky()

Method Summary

Modifier and Type	Method and Description
static Rail<Rail<Double>>	decompose(Rail<Rail<Double>> m) Cholesky decomposition of a positive definite matrix.
static void	main(Rail<String> id$6)

Constructor Detail

Cholesky

public Cholesky()

Method Detail

decompose

public static Rail<Rail<Double>> decompose(Rail<Rail<Double>> m)

Cholesky decomposition of a positive definite matrix. It returns a new array whose lower-triangular store the factors, and whose upper-triangular are all zero. Reference: Numerical Recipes 3rd Ed, p.100.

main

public static void main(Rail<String> id$6)