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.

Field Summary
static java.lang.String	CVS_REVISION

 

Constructor Summary

DefaultCholeskyDecomposer()

 

Method Summary
CholeskyDecomposition	decompose(Matrix matrix)           See superclass The result is computed using the algorithm as defined in the book of Trefethen and Bau.

 

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

DefaultCholeskyDecomposer

public DefaultCholeskyDecomposer()

decompose

public CholeskyDecomposition decompose(Matrix matrix)

See superclass

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

Specifications inherited from overridden method in interface CholeskyDecomposer:

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