Java org.apache.commons.math3.linear CholeskyDecomposition fields, constructors, methods, implement or subclass

Example usage for Java org.apache.commons.math3.linear CholeskyDecomposition fields, constructors, methods, implement or subclass

Introduction

In this page you can find the methods, fields and constructors for org.apache.commons.math3.linear CholeskyDecomposition.

The text is from its open source code.

Field

doubleDEFAULT_RELATIVE_SYMMETRY_THRESHOLD
Default threshold above which off-diagonal elements are considered too different and matrix not symmetric.

Constructor

CholeskyDecomposition(final RealMatrix matrix)
Calculates the Cholesky decomposition of the given matrix.
CholeskyDecomposition(final RealMatrix matrix, final double relativeSymmetryThreshold, final double absolutePositivityThreshold)
Calculates the Cholesky decomposition of the given matrix.

Method

doublegetDeterminant()
Return the determinant of the matrix
RealMatrixgetL()
Returns the matrix L of the decomposition.
RealMatrixgetLT()
Returns the transpose of the matrix L of the decomposition.
DecompositionSolvergetSolver()
Get a solver for finding the A × X = B solution in least square sense.