org.jutil.math.matrix
Class DefaultCholeskyDecomposer

java.lang.Object
  |
  +--org.jutil.math.matrix.DefaultCholeskyDecomposer

All Implemented Interfaces:

CholeskyDecomposer

public class DefaultCholeskyDecomposer

extends java.lang.Object

implements CholeskyDecomposer

A class of objects that compute the Cholesky factorization of a symmetric matrix using the algorithm in the book of Trefethen and Bau.

Version:

$Revision: 1.3 $

Author:

Marko van Dooren

Field Summary

static java.lang.String

CVS_REVISION

Constructor Summary

DefaultCholeskyDecomposer()

Method Summary

CholeskyDecomposition

decompose(Matrix matrix) See superclass

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

CVS_REVISION

public static final java.lang.String CVS_REVISION

Constructor Detail

DefaultCholeskyDecomposer

public DefaultCholeskyDecomposer()

Method Detail

decompose

public CholeskyDecomposition decompose(Matrix matrix)

See superclass

The result is computed using the algorithm as defined in the book of Trefethen and Bau.

Specified by:

decompose in interface CholeskyDecomposer

Following copied from interface: org.jutil.math.matrix.CholeskyDecomposer

Parameters:

matrix - The matrix to decompose.