File: vendor/Execl/PHPExcel/Shared/JAMA/CholeskyDecomposition.php
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
Class hierarchy: \CholeskyDecomposition

Properties

$L :

Decomposition storage

@var array

$m :

Matrix row and column dimension

@var int

$isspd :

Symmetric positive definite flag

@var boolean

Methods

__construct(  $A = null)

CholeskyDecomposition

Class constructor - decomposes symmetric positive definite matrix

isSPD()

Is the matrix symmetric and positive definite?

@return boolean

getL() : \Matrix

getL

Return triangular factor.

\Matrix —

Lower triangular matrix

solve(  $B = null) : \Matrix

Solve A*X = B

@param $B Row-equal matrix

\Matrix —

L L' X = B