\CholeskyDecomposition

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(  $A = null) 

CholeskyDecomposition

Class constructor - decomposes symmetric positive definite matrix

Parameters

$A

isSPD()

isSPD() : boolean

Is the matrix symmetric and positive definite?

Returns

boolean

getL()

getL() : \Matrix

getL

Return triangular factor.

Returns

\Matrix —

Lower triangular matrix

solve()

solve(  $B = null) : \Matrix

Solve A*X = B

Parameters

$B

Row-equal matrix

Returns

\Matrix —

L L' X = B