Class 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:

    2.0 (changed to concrete class in 3.0)
    See Also:
    MathWorld, Wikipedia