public interface CholeskyLDLDecomposition<MatrixType extends Matrix> extends DecompositionInterface<MatrixType>
Cholesky LDLT decomposition.
A Cholesky LDL decomposition decomposes positive-definite symmetric matrices into:
L*D*LT=A
where L is a lower triangular matrix and D is a diagonal matrix. The main advantage of LDL versus LL or RR Cholesky is that
it avoid a square root operation.
Modifier and Type | Method and Description |
---|---|
MatrixType |
getD(MatrixType D)
Returns the diagonal matrixfrom the decomposition.
|
MatrixType |
getL(MatrixType L)
Returns the lower triangular matrix from the decomposition.
|
decompose, inputModified
MatrixType getL(MatrixType L)
Returns the lower 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.
L
- If not null then the decomposed matrix is written here.MatrixType getD(MatrixType D)
Returns the diagonal matrixfrom 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.
D
- If not null it will be used to store the diagonal matrix