public interface CholeskyDecomposition<MatrixType extends Matrix> extends DecompositionInterface<MatrixType>
Cholesky decomposition. It decomposes positive-definite symmetric matrices (real)
or hermitian-positive definite (complex) into either upper or lower triangles:
L*LH=A
RH*R=A
where L is a lower triangular matrix and R is an upper triangular matrix. This is typically
used to invert matrices, such as a covariance matrix.
Modifier and Type | Method and Description |
---|---|
MatrixType |
getT(MatrixType T)
Returns the triangular matrix from the decomposition.
|
boolean |
isLower()
If true the decomposition was for a lower triangular matrix.
|
decompose, inputModified
boolean isLower()
MatrixType getT(MatrixType T)
Returns the triangular matrix from the decomposition.
If an input is provided that matrix is used to write the results to. Otherwise a new matrix is created and the results written to it.
T
- If not null then the decomposed matrix is written here.