\PhpOffice\PhpSpreadsheet\Shared\JAMACholeskyDecomposition

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.

Summary

Methods
Properties
Constants
__construct()
isSPD()
getL()
solve()
No public properties found
No constants found
No protected methods found
No protected properties found
N/A
No private methods found
$L
$m
$isspd
N/A

Properties

$L

$L : array

Decomposition storage.

Type

array

$m

$m : integer

Matrix row and column dimension.

Type

integer

$isspd

$isspd : boolean

Symmetric positive definite flag.

Type

boolean

Methods

__construct()

__construct(\PhpOffice\PhpSpreadsheet\Shared\JAMA\Matrix  $A) 

CholeskyDecomposition.

Class constructor - decomposes symmetric positive definite matrix

Parameters

\PhpOffice\PhpSpreadsheet\Shared\JAMA\Matrix $A

Matrix square symmetric positive definite matrix

isSPD()

isSPD() : boolean

Is the matrix symmetric and positive definite?

Returns

boolean

getL()

getL() : \PhpOffice\PhpSpreadsheet\Shared\JAMA\Matrix

getL.

Return triangular factor.

Returns

\PhpOffice\PhpSpreadsheet\Shared\JAMA\Matrix —

Lower triangular matrix

solve()

solve(  $B) : \PhpOffice\PhpSpreadsheet\Shared\JAMA\Matrix

Solve A*X = B.

Parameters

$B

Row-equal matrix

Returns

\PhpOffice\PhpSpreadsheet\Shared\JAMA\Matrix —

L L' X = B