C# Class Encog.MathUtil.Matrices.Decomposition.CholeskyDecomposition

Cholesky Decomposition. For a symmetric, positive definite matrix A, the Cholesky decomposition is an lower triangular matrix L so that A = L*L'. If the matrix is not symmetric or positive definite, the constructor returns a partial decomposition and sets an internal flag that may be queried by the isSPD() method. This file based on a class from the public domain JAMA package. http://math.nist.gov/javanumerics/jama/

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Public Methods

Method	Description
CholeskyDecomposition ( System.Matrix matrix ) : System	Cholesky algorithm for symmetric and positive definite matrix.
Solve ( System.Matrix b ) : System.Matrix	Solve A*X = B.

Method Details

CholeskyDecomposition() public method

Cholesky algorithm for symmetric and positive definite matrix.

public CholeskyDecomposition ( System.Matrix matrix ) : System
matrix	System.Matrix	Square, symmetric matrix.
return	System

Solve() public method

Solve A*X = B.

public Solve ( System.Matrix b ) : System.Matrix
b	System.Matrix	A Matrix with as many rows as A and any number of columns.
return	System.Matrix