org.jutil.math.matrix
Interface CholeskyDecomposer

All Known Implementing Classes:

DefaultCholeskyDecomposer

public interface CholeskyDecomposer

A class of objects that compute the Cholesky factorization of a symmetric matrix.

Version:

$Revision: 1.3 $

Author:

Marko van Dooren

Field Summary

static java.lang.String

CVS_REVISION

Method Summary

CholeskyDecomposition

decompose(Matrix matrix) public behavior pre matrix != null; pre matrix.isSymmetric(); pre (* matrix is non-singular *); post \result != null; post (* \result.R().times(\result.R()).equals(matrix) *);

Field Detail

CVS_REVISION

public static final java.lang.String CVS_REVISION

Method Detail

decompose

public CholeskyDecomposition decompose(Matrix matrix)

public behavior

pre matrix != null;
pre matrix.isSymmetric();
pre (* matrix is non-singular *);

post \result != null;
post (* \result.R().times(\result.R()).equals(matrix) *);

Return a QR factorization of this matrix.

Parameters:

matrix - The matrix to decompose.