$L
$L : array
Decomposition storage.
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.
__construct(\PhpOffice\PhpSpreadsheet\Shared\JAMA\Matrix $A)
CholeskyDecomposition.
Class constructor - decomposes symmetric positive definite matrix
| \PhpOffice\PhpSpreadsheet\Shared\JAMA\Matrix | $A | Matrix square symmetric positive definite matrix |
getL() : \PhpOffice\PhpSpreadsheet\Shared\JAMA\Matrix
getL.
Return triangular factor.
Lower triangular matrix
solve( $B) : \PhpOffice\PhpSpreadsheet\Shared\JAMA\Matrix
Solve A*X = B.
| $B | Row-equal matrix |
L L' X = B