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package JAMA Cholesky decomposition class 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.
author Paul Meagher
author Michael Bommarito
version 1.2

 Methods

CholeskyDecomposition

__construct(mixed $A) 

Class constructor - decomposes symmetric positive definite matrix

Parameters

$A

mixed

Matrix square symmetric positive definite matrix

getL

getL() : \Matrix

Return triangular factor.

Returns

\MatrixLower triangular matrix

Is the matrix symmetric and positive definite?

isSPD() : boolean

Returns

boolean

Solve A*X = B

solve($B) : \Matrix

Parameters

$B

Row-equal matrix

Returns

\MatrixL * L' * X = B

 Properties