Class CholeskyDecomposition

java.lang.Object
org.hipparchus.linear.CholeskyDecomposition

public class CholeskyDecomposition extends Object
Calculates the Cholesky decomposition of a matrix.

The Cholesky decomposition of a real symmetric positive-definite matrix A consists of a lower triangular matrix L with same size such that: A = LLT. In a sense, this is the square root of A.

This class is based on the class with similar name from the JAMA library, with the following changes:

See Also: