Examples of mikera.matrixx.decompose.ICholeskyResult

mikera.matrixx.decompose.ICholeskyResult

Interface for results of Cholesky Decomposition

A Cholesky decomposition decomposes positive-definite symmetric matrices into either upper or lower triangles:

L*L^T=A
R^T*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.

@author Peter Abeles

  }
  
  @Test
  public void testNegative() {
    AMatrix a = Matrix.create(new double[][] {{-1}});
    ICholeskyResult r=Cholesky.decompose(a);
    assertNull(r);    
  }

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Related Classes of mikera.matrixx.decompose.ICholeskyResult

mikera.matrixx.algo.TestCholesky

mikera.matrixx.decompose.impl.chol.TestChol

mikera.matrixx.decompose.impl.chol.TestCholInner

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