Package | Description |
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jebl.math |
Modifier and Type | Method and Description |
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static double[][] |
MatrixCalc.choleskyFactor(double[][] inMatrix)
Cholesky factorization (aka Cholesky Decomposition)
This factorization can be used when square matrix is symmetric and positive definite.
|
static double[] |
MatrixCalc.choleskySolve(double[][] matrix,
double[] vector)
Cholesky solve
Once the matrix is decomposed with the above routine, one can solve the triangular factor with backsubstitution.
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http://code.google.com/p/jebl2/