Examples of CholeskyDecomposition

Jama.CholeskyDecomposition
Cholesky Decomposition.
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.
cern.colt.matrix.linalg.CholeskyDecomposition
For a symmetric, positive definite matrix A, the Cholesky decomposition is a 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 isSymmetricPositiveDefinite() method.
org.apache.commons.math.linear.CholeskyDecomposition
nist.gov/javanumerics/jama/">JAMA library, with the following changes:
- a {@link #getLT() getLT} method has been added,
- the isspd method has been removed, the constructors of implementation classes being expected to throw {@link NotPositiveDefiniteMatrixException} when a matrix cannot be decomposed,
- a {@link #getDeterminant() getDeterminant} method has been added,
- the solve method has been replaced by a {@link #getSolver() getSolver} method and the equivalent method provided bythe returned {@link DecompositionSolver}.
@see MathWorld @see Wikipedia @version $Revision: 826627 $ $Date: 2009-10-19 12:27:47 +0200 (lun. 19 oct. 2009) $ @since 2.0
org.apache.commons.math3.linear.CholeskyDecomposition
nist.gov/javanumerics/jama/">JAMA library, with the following changes:
- a {@link #getLT() getLT} method has been added,
- the {@code isspd} method has been removed, since the constructor ofthis class throws a {@link NonPositiveDefiniteMatrixException} when amatrix cannot be decomposed,
- a {@link #getDeterminant() getDeterminant} method has been added,
- the {@code solve} method has been replaced by a {@link #getSolver() getSolver} method and the equivalent method provided by the returned{@link DecompositionSolver}.
@see MathWorld @see Wikipedia @since 2.0 (changed to concrete class in 3.0)
org.apache.mahout.math.CholeskyDecomposition
Cholesky decomposition shamelessly ported from JAMA.
A Cholesky decomposition of a semi-positive definite matrix A is a lower triangular matrix L such that L L^* = A. If A is full rank, L is unique. If A is real, then it must be symmetric and R will also be real.
org.encog.mathutil.matrices.decomposition.CholeskyDecomposition
nist.gov/javanumerics/jama/

Examples of org.encog.mathutil.matrices.decomposition.CholeskyDecomposition

        {21,22,23,24},
        {25,27,28,29},
        {37,33,31,30} };
    Matrix matrix2 = new Matrix(m2);
    
    CholeskyDecomposition c = new CholeskyDecomposition(matrix1);
    c.solve(matrix2);


    Matrix mx = c.getL();
    
    Assert.assertEquals(1.0, mx.get(0,0));
    Assert.assertEquals(1.0, mx.get(1,1));
    Assert.assertEquals(1.0, mx.get(2,2));
    Assert.assertEquals(4, mx.getRows());

View Full Code Here

Examples of org.encog.mathutil.matrices.decomposition.CholeskyDecomposition

  /**
   * Update the covariance. 
   * @param covariance The new covariance.
   */
  public void update(final double[][] covariance) {
    this.cd = new CholeskyDecomposition(new Matrix(covariance));
    this.covarianceL = this.cd.getL();
    this.covarianceInv = this.cd.inverseCholesky();
    this.covarianceDet = this.cd.getDeterminant();
  }

View Full Code Here

0 1 2

TOP

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.