| Package | Description |
|---|---|
| jebl.math |
| Modifier and Type | Method and Description |
|---|---|
static double[][] |
MatrixCalc.choleskyFactor(double[][] inMatrix)
Cholesky factorization (aka Cholesky Decomposition)
This factorization can be used when square matrix is symmetric and positive definite.
|
static double[] |
MatrixCalc.choleskySolve(double[][] matrix,
double[] vector)
Cholesky solve
Once the matrix is decomposed with the above routine, one can solve the triangular factor with backsubstitution.
|
http://code.google.com/p/jebl2/