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.

Field Summary
static java.lang.String	CVS_REVISION

 

Method Summary
abstract  CholeskyDecomposition	decompose(Matrix matrix)           Return a QR factorization of this matrix.

 

Field Detail

CVS_REVISION

public static final java.lang.String CVS_REVISION

decompose

public abstract CholeskyDecomposition decompose(Matrix matrix)

Return a QR factorization of this matrix.

Parameters:

matrix - The matrix to decompose.

Specifications:

public behavior
requires matrix != null;
requires matrix.isSymmetric();
requires (* matrix is non-singular *);
ensures \result != null;
ensures (* \result.R().times(\result.R()).equals(matrix) *);