Package org.ejml.alg.dense.decomposition.chol

Examples of org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionInner.decompose()

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    public CovarianceRandomDraw( Random rand , DenseMatrix64F cov )
    {
        r = new DenseMatrix64F(cov.numRows,1);
        CholeskyDecompositionInner choleky = new CholeskyDecompositionInner( true);

        choleky.decompose(cov);

        A = choleky.getT();
        this.rand = rand;
    }
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        CholeskyDecompositionInner chol = new CholeskyDecompositionInner(true);
        if( chol.inputModified() )
            A = A.copy();

        return chol.decompose(A);
    }

    /**
     * <p>
     * Checks to see if the matrix is positive semidefinite:
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