public class CholFact
extends java.lang.Object
Constructor and Description |
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CholFact(DblMatrix X)
Default DblMatrix constructor.
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Modifier and Type | Method and Description |
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static DblMatrix |
Chol(DblMatrix A)
Cholesky decomposition
Returns lower triangular matrix L such that input matrix A = L*L'.
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static DblMatrix |
CholBksb(DblMatrix L,
DblMatrix b)
Cholesky back-substitution.
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public CholFact(DblMatrix X)