CholeskyDecomposition (ejml-core 0.39 API)

All Superinterfaces:

DecompositionInterface<MatrixType>

All Known Subinterfaces:

CholeskyDecomposition_F32<MatrixType>, CholeskyDecomposition_F64<MatrixType>, CholeskySparseDecomposition<MatrixType>, CholeskySparseDecomposition_F32<MatrixType>, CholeskySparseDecomposition_F64<MatrixType>
```
public interface CholeskyDecomposition<MatrixType extends Matrix>
extends DecompositionInterface<MatrixType>
```
Cholesky decomposition. It decomposes positive-definite symmetric matrices (real) or hermitian-positive definite (complex) into either upper or lower triangles:

L*L^H=A
R^H*R=A

where L is a lower triangular matrix and R is an upper triangular matrix. This is typically used to invert matrices, such as a covariance matrix.

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	Description
`MatrixType`	`getT(MatrixType T)`	Returns the triangular matrix from the decomposition.
`boolean`	`isLower()`	If true the decomposition was for a lower triangular matrix.

Methods inherited from interface org.ejml.interfaces.decomposition.DecompositionInterface
decompose, inputModified

- Method Detail
  - isLower
```
boolean isLower()
```
    If true the decomposition was for a lower triangular matrix. If false it was for an upper triangular matrix.
    
    Returns:
    
    True if lower, false if upper.
  - getT
```
MatrixType getT(MatrixType T)
```
    Returns the triangular matrix from the decomposition.
    
    If an input is provided that matrix is used to write the results to. Otherwise a new matrix is created and the results written to it.
    
    Parameters:
    
    T - If not null then the decomposed matrix is written here.
    
    Returns:
    
    A lower or upper triangular matrix.