@Test public void test2() { double[][] values = new double[3][]; values[0] = new double[]{1, -1, 1}; values[1] = new double[]{-1, 1, -1}; values[2] = new double[]{1, -1, 2}; Matrix A = new DenseMatrix(values); CholeskyDecomposition cd = new CholeskyDecomposition(A, false); assertEquals(0, cd.getL().times(cd.getL().transpose()).minus(A).aggregate(Functions.PLUS, Functions.ABS), 1.0e-10); cd = new CholeskyDecomposition(A); assertEquals(0, cd.getL().times(cd.getL().transpose()).minus(A).aggregate(Functions.PLUS, Functions.ABS), 1.0e-10); }
public Matrix getL() { return L.getBase(); }
CholeskyDecomposition { public Matrix getL() { return L.getBase(); } }
CholeskyDecomposition { public Matrix getL() { return L.getBase(); } CholeskyDecomposition(Matrix a);  CholeskyDecomposition(Matrix a, boolean pivot); }
CholeskyDecomposition { public Matrix getL() { return L.getBase(); } CholeskyDecomposition(Matrix a);  CholeskyDecomposition(Matrix a, boolean pivot); boolean isPositiveDefinite(); Matrix getL(); PivotedMatrix getPermutedL(); int[] getPivot(); int[] getInversePivot(); Matrix solveLeft(Matrix z); Matrix solveRight(Matrix z); }
CholeskyDecomposition { public Matrix getL() { return L.getBase(); } CholeskyDecomposition(Matrix a);  CholeskyDecomposition(Matrix a, boolean pivot); boolean isPositiveDefinite(); Matrix getL(); PivotedMatrix getPermutedL(); int[] getPivot(); int[] getInversePivot(); Matrix solveLeft(Matrix z); Matrix solveRight(Matrix z);  }