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

public class CholeskyDecomposition extends Object implements 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:
  • 构造器详细资料

    • CholeskyDecomposition

      public CholeskyDecomposition(Matrix Arg)
      Cholesky algorithm for symmetric and positive definite matrix.
      参数:
      Arg - Square, symmetric matrix.
  • 方法详细资料

    • isSPD

      public boolean isSPD()
      Is the matrix symmetric and positive definite?
      返回:
      true if A is symmetric and positive definite.
    • getL

      public Matrix getL()
      Return triangular factor.
      返回:
      L
    • solve

      public Matrix solve(Matrix B)
      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.
    • getRevision

      public String getRevision()
      Returns the revision string.
      指定者:
      getRevision 在接口中 RevisionHandler
      返回:
      the revision