public class Decompose extends java.lang.Object
Modifier and Type | Class and Description |
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static class |
Decompose.LUDecomposition<T>
Class to hold an LU decomposition result.
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Constructor and Description |
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Decompose() |
Modifier and Type | Method and Description |
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static DoubleMatrix |
cholesky(DoubleMatrix A)
Compute Cholesky decomposition of A
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static Decompose.LUDecomposition<DoubleMatrix> |
lu(DoubleMatrix A)
Compute LU Decomposition of a general matrix.
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public Decompose()
public static Decompose.LUDecomposition<DoubleMatrix> lu(DoubleMatrix A)
A
- general matrixpublic static DoubleMatrix cholesky(DoubleMatrix A)
A
- symmetric, positive definite matrix (only upper half is used)© 2008-2010 by Mikio L. Braun and contributors