Package org.ejml.interfaces.decomposition

Interface CholeskyDecomposition<MatrixType extends Matrix>

All Superinterfaces:
DecompositionInterface<MatrixType>
All Known Subinterfaces:
CholeskyDecomposition_F32<MatrixType>, CholeskyDecomposition_F64<MatrixType>, CholeskySparseDecomposition<MatrixType>, CholeskySparseDecomposition_F32<MatrixType>, CholeskySparseDecomposition_F64<MatrixType>
public interface CholeskyDecomposition<MatrixType extends Matrix> extends DecompositionInterface<MatrixType>

Cholesky decomposition. It decomposes positive-definite symmetric matrices (real) or hermitian-positive definite (complex) into either upper or lower triangles:

L*LH=A
RH*R=A

where L is a lower triangular matrix and R is an upper triangular matrix. This is typically used to invert matrices, such as a covariance matrix.

  • Method Summary

    Modifier and Type
    Method
    Description
    MatrixType
    getT(MatrixType T)
    Returns the triangular matrix from the decomposition.
    boolean
    isLower()
    If true the decomposition was for a lower triangular matrix.

    Methods inherited from interface org.ejml.interfaces.decomposition.DecompositionInterface

    decompose, inputModified

  • Method Details

    • isLower

      boolean isLower()
      If true the decomposition was for a lower triangular matrix. If false it was for an upper triangular matrix.
      Returns:
      True if lower, false if upper.

    • getT

      MatrixType getT(@Nullable MatrixType T)

      Returns the triangular matrix from the decomposition.

      If an input is provided that matrix is used to write the results to. Otherwise a new matrix is created and the results written to it.

      Parameters:
      T - If not null then the decomposed matrix is written here.
      Returns:
      A lower or upper triangular matrix.