Package org.hipparchus.linear

Class CholeskyDecomposer

java.lang.Object

org.hipparchus.linear.CholeskyDecomposer

All Implemented Interfaces:

MatrixDecomposer

public class CholeskyDecomposer
extends Object
implements MatrixDecomposer

Matrix decomposer using Cholseky decomposition.

Since:

1.3

Constructor Summary

Constructors

Constructor	Description
CholeskyDecomposer(double relativeSymmetryThreshold, double absolutePositivityThreshold)	Creates a Cholesky decomposer with specify threshold for several matrices.

Method Summary

Modifier and Type	Method	Description
DecompositionSolver	decompose(RealMatrix a)	Get a solver for finding the A × X = B solution in least square sense.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CholeskyDecomposer

public CholeskyDecomposer(double relativeSymmetryThreshold,
                          double absolutePositivityThreshold)

Creates a Cholesky decomposer with specify threshold for several matrices.

Parameters:

relativeSymmetryThreshold - threshold above which off-diagonal elements are considered too different and matrix not symmetric

absolutePositivityThreshold - threshold below which diagonal elements are considered null and matrix not positive definite

Method Detail

decompose

public DecompositionSolver decompose(RealMatrix a)

Get a solver for finding the A × X = B solution in least square sense.

Specified by:

decompose in interface MatrixDecomposer

Parameters:

a - coefficient matrix A to decompose

Returns:

a solver