Package org.encog.mathutil.matrices.decomposition

Examples of org.encog.mathutil.matrices.decomposition.CholeskyDecomposition

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        {21,22,23,24},
        {25,27,28,29},
        {37,33,31,30} };
    Matrix matrix2 = new Matrix(m2);
   
    CholeskyDecomposition c = new CholeskyDecomposition(matrix1);
    c.solve(matrix2);

    Matrix mx = c.getL();
   
    Assert.assertEquals(1.0, mx.get(0,0));
    Assert.assertEquals(1.0, mx.get(1,1));
    Assert.assertEquals(1.0, mx.get(2,2));
    Assert.assertEquals(4, mx.getRows());
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        {21,22,23,24},
        {25,27,28,29},
        {37,33,31,30} };
    Matrix matrix2 = new Matrix(m2);
   
    CholeskyDecomposition c = new CholeskyDecomposition(matrix1);
    c.solve(matrix2);

    Matrix mx = c.getL();
   
    Assert.assertEquals(1.0, mx.get(0,0));
    Assert.assertEquals(1.0, mx.get(1,1));
    Assert.assertEquals(1.0, mx.get(2,2));
    Assert.assertEquals(4, mx.getRows());
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  /**
   * Update the covariance.
   * @param covariance The new covariance.
   */
  public void update(final double[][] covariance) {
    this.cd = new CholeskyDecomposition(new Matrix(covariance));
    this.covarianceL = this.cd.getL();
    this.covarianceInv = this.cd.inverseCholesky();
    this.covarianceDet = this.cd.getDeterminant();
  }
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Related Classes of org.encog.mathutil.matrices.decomposition.CholeskyDecomposition

  • org.encog.mathutil.matrices.Matrix
  • org.encog.mathutil.matrices.MatrixError
  • org.encog.matrix.TestDecomp
  • org.encog.ml.hmm.distributions.ContinousDistribution
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