Example usage for Java org.apache.commons.math3.linear CholeskyDecomposition fields, constructors, methods, implement or subclass
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double | DEFAULT_RELATIVE_SYMMETRY_THRESHOLD Default threshold above which off-diagonal elements are considered too different and matrix not symmetric. |
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. |
double | getDeterminant() Return the determinant of the matrix |
RealMatrix | getL() Returns the matrix L of the decomposition. |
RealMatrix | getLT() Returns the transpose of the matrix L of the decomposition. |
DecompositionSolver | getSolver() Get a solver for finding the A × X = B solution in least square sense. |