Example usage for org.apache.commons.math3.linear RectangularCholeskyDecomposition RectangularCholeskyDecomposition

Introduction

In this page you can find the example usage for org.apache.commons.math3.linear RectangularCholeskyDecomposition RectangularCholeskyDecomposition.

Prototype

public RectangularCholeskyDecomposition(RealMatrix matrix) throws NonPositiveDefiniteMatrixException 

Source Link

Document

Decompose a symmetric positive semidefinite matrix.

Usage

From source file:edu.cmu.tetrad.util.MatrixUtils1.java

/**
 * Return true if the given matrix is symmetric positive definite--that is,
 * if it would make a valid covariance matrix.
 *//*from ww  w .  j av a 2s.  c  om*/
@SuppressWarnings({ "BooleanMethodIsAlwaysInverted" })
public static boolean isPositiveDefinite(TetradMatrix matrix) {
    //        DoubleMatrix2D _matrix = new DenseDoubleMatrix2D(matrix.toArray());
    //        System.out.println(MatrixUtils.toString(new CholeskyDecomposition(_matrix).getL().toArray()));
    //        return new CholeskyDecomposition(_matrix).isSymmetricPositiveDefinite();

    try {
        new RectangularCholeskyDecomposition(matrix.getRealMatrix());
    } catch (NonPositiveDefiniteMatrixException e) {
        return false;
    }

    return true;
}

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