| 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.
|
http://code.google.com/p/jebl2/