程序包 weka.core.matrix
类 CholeskyDecomposition
java.lang.Object
weka.core.matrix.CholeskyDecomposition
- 所有已实现的接口:
Serializable
,RevisionHandler
Cholesky Decomposition.
For a symmetric, positive definite matrix A, the Cholesky decomposition is an lower triangular matrix L so that A = L*L'.
If the matrix is not symmetric or positive definite, the constructor returns a partial decomposition and sets an internal flag that may be queried by the isSPD() method.
Adapted from the JAMA package.- 版本:
- $Revision: 1.5 $
- 作者:
- The Mathworks and NIST, Fracpete (fracpete at waikato dot ac dot nz)
- 另请参阅:
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构造器概要
构造器构造器说明Cholesky algorithm for symmetric and positive definite matrix. -
方法概要
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构造器详细资料
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CholeskyDecomposition
Cholesky algorithm for symmetric and positive definite matrix.- 参数:
Arg
- Square, symmetric matrix.
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方法详细资料
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isSPD
public boolean isSPD()Is the matrix symmetric and positive definite?- 返回:
- true if A is symmetric and positive definite.
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getL
Return triangular factor.- 返回:
- L
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solve
Solve A*X = B- 参数:
B
- A Matrix with as many rows as A and any number of columns.- 返回:
- X so that L*L'*X = B
- 抛出:
IllegalArgumentException
- Matrix row dimensions must agree.RuntimeException
- Matrix is not symmetric positive definite.
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getRevision
Returns the revision string.- 指定者:
getRevision
在接口中RevisionHandler
- 返回:
- the revision
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