Class: CholeskyDecomposition

Source Location: /PHPExcel/Shared/JAMA/CholeskyDecomposition.php

Class Overview

Author(s):

Michael Bommarito
Paul Meagher

Version:

Variables

Methods

Class Details

[line 18]

Tags:

author:	Michael Bommarito
author:	Paul Meagher
version:	1.2

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Class Variables

$isspd = true

[line 38]

Symmetric positive definite flag

Tags:

access:

private

Type:

boolean

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$L = array()

[line 24]

Decomposition storage

Tags:

access:

private

Type:

array

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$m =

[line 31]

Matrix row and column dimension

Tags:

access:

private

Type:

int

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Class Methods

constructor CholeskyDecomposition [line 45]

CholeskyDecomposition CholeskyDecomposition(
[mixed
$A = null])

CholeskyDecomposition

CholeskyDecomposition Class constructor - decomposes symmetric positive definite matrix

Parameters:

mixed

Matrix square symmetric positive definite matrix

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method getL [line 88]

Matrix getL(
)

getL Return triangular factor.

Tags:

return:

Lower triangular matrix

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method isSPD [line 79]

boolean isSPD(
)

Is the matrix symmetric and positive definite?

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method solve [line 97]

Matrix solve(
[$B
$B = null])

Solve A*X = B

Tags:

return:

L * L' * X = B

Parameters:

Row-equal matrix

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Documentation generated on Mon, 05 Jan 2009 20:36:40 +0100 by phpDocumentor 1.4.1