atst.base.util.matrix

## Class CholeskyDecomposition

• java.lang.Object
• atst.base.util.matrix.CholeskyDecomposition
• All Implemented Interfaces:
java.io.Serializable

```public class CholeskyDecomposition
extends java.lang.Object
implements java.io.Serializable```
Cholesky Decomposition.

For a symmetric, positive definite matrix A, the Cholesky decomposition is an lower triangular matrix L so that A = L*L'.

If the matrix is not symmetric or positive definite, the constructor returns a partial decomposition and sets an internal flag that may be queried by the isSPD() method.

Serialized Form
• ### Constructor Summary

Constructors
Constructor and Description
`CholeskyDecomposition(Matrix Arg)`
Cholesky algorithm for symmetric and positive definite matrix.
• ### Method Summary

All Methods
Modifier and Type Method and Description
`Matrix` `getL()`
Return triangular factor.
`boolean` `isSPD()`
Is the matrix symmetric and positive definite?
`Matrix` `solve(Matrix B)`
Solve A*X = B
• ### Methods inherited from class java.lang.Object

`clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`
• ### Constructor Detail

• #### CholeskyDecomposition

`public CholeskyDecomposition(Matrix Arg)`
Cholesky algorithm for symmetric and positive definite matrix.
Parameters:
`Arg` - Square, symmetric matrix.
• ### Method Detail

• #### isSPD

`public boolean isSPD()`
Is the matrix symmetric and positive definite?
Returns:
true if A is symmetric and positive definite.
• #### getL

`public Matrix getL()`
Return triangular factor.
Returns:
L
• #### solve

`public Matrix solve(Matrix B)`
Solve A*X = B
Parameters:
`B` - A Matrix with as many rows as A and any number of columns.
Returns:
X so that L*L'*X = B
Throws:
`java.lang.IllegalArgumentException` - Matrix row dimensions must agree.
`java.lang.RuntimeException` - Matrix is not symmetric positive definite.