📄 choleskydecomposition.html
字号:
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
<!--NewPage-->
<HTML>
<HEAD>
<!-- Generated by javadoc (build 1.6.0_01) on Mon Jul 30 16:05:53 CEST 2007 -->
<TITLE>
CholeskyDecomposition (Java Machine Learning Library 0.0.11)
</TITLE>
<META NAME="date" CONTENT="2007-07-30">
<LINK REL ="stylesheet" TYPE="text/css" HREF="../../../../stylesheet.css" TITLE="Style">
<SCRIPT type="text/javascript">
function windowTitle()
{
if (location.href.indexOf('is-external=true') == -1) {
parent.document.title="CholeskyDecomposition (Java Machine Learning Library 0.0.11)";
}
}
</SCRIPT>
<NOSCRIPT>
</NOSCRIPT>
</HEAD>
<BODY BGCOLOR="white" onload="windowTitle();">
<HR>
<!-- ========= START OF TOP NAVBAR ======= -->
<A NAME="navbar_top"><!-- --></A>
<A HREF="#skip-navbar_top" title="Skip navigation links"></A>
<TABLE BORDER="0" WIDTH="100%" CELLPADDING="1" CELLSPACING="0" SUMMARY="">
<TR>
<TD COLSPAN=2 BGCOLOR="#EEEEFF" CLASS="NavBarCell1">
<A NAME="navbar_top_firstrow"><!-- --></A>
<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="3" SUMMARY="">
<TR ALIGN="center" VALIGN="top">
<TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../overview-summary.html"><FONT CLASS="NavBarFont1"><B>Overview</B></FONT></A> </TD>
<TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="package-summary.html"><FONT CLASS="NavBarFont1"><B>Package</B></FONT></A> </TD>
<TD BGCOLOR="#FFFFFF" CLASS="NavBarCell1Rev"> <FONT CLASS="NavBarFont1Rev"><B>Class</B></FONT> </TD>
<TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="class-use/CholeskyDecomposition.html"><FONT CLASS="NavBarFont1"><B>Use</B></FONT></A> </TD>
<TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="package-tree.html"><FONT CLASS="NavBarFont1"><B>Tree</B></FONT></A> </TD>
<TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../deprecated-list.html"><FONT CLASS="NavBarFont1"><B>Deprecated</B></FONT></A> </TD>
<TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../index-all.html"><FONT CLASS="NavBarFont1"><B>Index</B></FONT></A> </TD>
<TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../help-doc.html"><FONT CLASS="NavBarFont1"><B>Help</B></FONT></A> </TD>
</TR>
</TABLE>
</TD>
<TD ALIGN="right" VALIGN="top" ROWSPAN=3><EM>
</EM>
</TD>
</TR>
<TR>
<TD BGCOLOR="white" CLASS="NavBarCell2"><FONT SIZE="-2">
PREV CLASS
<A HREF="../../../../gov/nist/math/jama/EigenvalueDecomposition.html" title="class in gov.nist.math.jama"><B>NEXT CLASS</B></A></FONT></TD>
<TD BGCOLOR="white" CLASS="NavBarCell2"><FONT SIZE="-2">
<A HREF="../../../../index.html?gov/nist/math/jama/CholeskyDecomposition.html" target="_top"><B>FRAMES</B></A>
<A HREF="CholeskyDecomposition.html" target="_top"><B>NO FRAMES</B></A>
<SCRIPT type="text/javascript">
<!--
if(window==top) {
document.writeln('<A HREF="../../../../allclasses-noframe.html"><B>All Classes</B></A>');
}
//-->
</SCRIPT>
<NOSCRIPT>
<A HREF="../../../../allclasses-noframe.html"><B>All Classes</B></A>
</NOSCRIPT>
</FONT></TD>
</TR>
<TR>
<TD VALIGN="top" CLASS="NavBarCell3"><FONT SIZE="-2">
SUMMARY: NESTED | FIELD | <A HREF="#constructor_summary">CONSTR</A> | <A HREF="#method_summary">METHOD</A></FONT></TD>
<TD VALIGN="top" CLASS="NavBarCell3"><FONT SIZE="-2">
DETAIL: FIELD | <A HREF="#constructor_detail">CONSTR</A> | <A HREF="#method_detail">METHOD</A></FONT></TD>
</TR>
</TABLE>
<A NAME="skip-navbar_top"></A>
<!-- ========= END OF TOP NAVBAR ========= -->
<HR>
<!-- ======== START OF CLASS DATA ======== -->
<H2>
<FONT SIZE="-1">
gov.nist.math.jama</FONT>
<BR>
Class CholeskyDecomposition</H2>
<PRE>
java.lang.Object
<IMG SRC="../../../../resources/inherit.gif" ALT="extended by "><B>gov.nist.math.jama.CholeskyDecomposition</B>
</PRE>
<HR>
<DL>
<DT><PRE>public class <B>CholeskyDecomposition</B><DT>extends java.lang.Object</DL>
</PRE>
<P>
Cholesky Decomposition. <P> For a symmetric, positive definite matrix A, the Cholesky decomposition is an lower triangular matrix L so that A = L*L'. <P> 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.
<P>
<P>
<HR>
<P>
<!-- ======== CONSTRUCTOR SUMMARY ======== -->
<A NAME="constructor_summary"><!-- --></A>
<TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY="">
<TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor">
<TH ALIGN="left" COLSPAN="2"><FONT SIZE="+2">
<B>Constructor Summary</B></FONT></TH>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD><CODE><B><A HREF="../../../../gov/nist/math/jama/CholeskyDecomposition.html#CholeskyDecomposition(gov.nist.math.jama.Matrix)">CholeskyDecomposition</A></B>(<A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A> Arg)</CODE>
<BR>
Cholesky algorithm for symmetric and positive definite matrix.</TD>
</TR>
</TABLE>
<!-- ========== METHOD SUMMARY =========== -->
<A NAME="method_summary"><!-- --></A>
<TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY="">
<TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor">
<TH ALIGN="left" COLSPAN="2"><FONT SIZE="+2">
<B>Method Summary</B></FONT></TH>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
<CODE> <A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A></CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../gov/nist/math/jama/CholeskyDecomposition.html#getL()">getL</A></B>()</CODE>
<BR>
Return triangular factor.</TD>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
<CODE> boolean</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../gov/nist/math/jama/CholeskyDecomposition.html#isSPD()">isSPD</A></B>()</CODE>
<BR>
Is the matrix symmetric and positive definite?</TD>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
<CODE> <A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A></CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../gov/nist/math/jama/CholeskyDecomposition.html#solve(gov.nist.math.jama.Matrix)">solve</A></B>(<A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A> B)</CODE>
<BR>
Solve A*X = B</TD>
</TR>
</TABLE>
<A NAME="methods_inherited_from_class_java.lang.Object"><!-- --></A>
<TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY="">
<TR BGCOLOR="#EEEEFF" CLASS="TableSubHeadingColor">
<TH ALIGN="left"><B>Methods inherited from class java.lang.Object</B></TH>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD><CODE>clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait</CODE></TD>
</TR>
</TABLE>
<P>
<!-- ========= CONSTRUCTOR DETAIL ======== -->
<A NAME="constructor_detail"><!-- --></A>
<TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY="">
<TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor">
<TH ALIGN="left" COLSPAN="1"><FONT SIZE="+2">
<B>Constructor Detail</B></FONT></TH>
</TR>
</TABLE>
<A NAME="CholeskyDecomposition(gov.nist.math.jama.Matrix)"><!-- --></A><H3>
CholeskyDecomposition</H3>
<PRE>
public <B>CholeskyDecomposition</B>(<A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A> Arg)</PRE>
<DL>
<DD>Cholesky algorithm for symmetric and positive definite matrix.
<P>
<DL>
<DT><B>Parameters:</B><DD><CODE>A</CODE> - Square, symmetric matrix.</DL>
</DL>
<!-- ============ METHOD DETAIL ========== -->
<A NAME="method_detail"><!-- --></A>
<TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY="">
<TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor">
<TH ALIGN="left" COLSPAN="1"><FONT SIZE="+2">
<B>Method Detail</B></FONT></TH>
</TR>
</TABLE>
<A NAME="isSPD()"><!-- --></A><H3>
isSPD</H3>
<PRE>
public boolean <B>isSPD</B>()</PRE>
<DL>
<DD>Is the matrix symmetric and positive definite?
<P>
<DD><DL>
<DT><B>Returns:</B><DD>true if A is symmetric and positive definite.</DL>
</DD>
</DL>
<HR>
<A NAME="getL()"><!-- --></A><H3>
getL</H3>
<PRE>
public <A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A> <B>getL</B>()</PRE>
<DL>
<DD>Return triangular factor.
<P>
<DD><DL>
<DT><B>Returns:</B><DD>L</DL>
</DD>
</DL>
<HR>
<A NAME="solve(gov.nist.math.jama.Matrix)"><!-- --></A><H3>
solve</H3>
<PRE>
public <A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A> <B>solve</B>(<A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A> B)</PRE>
<DL>
<DD>Solve A*X = B
<P>
<DD><DL>
<DT><B>Parameters:</B><DD><CODE>B</CODE> - A Matrix with as many rows as A and any number of columns.
<DT><B>Returns:</B><DD>X so that L*L'*X = B
<DT><B>Throws:</B>
<DD><CODE>java.lang.IllegalArgumentException</CODE> - Matrix row dimensions must agree.
<DD><CODE>java.lang.RuntimeException</CODE> - Matrix is not symmetric positive definite.</DL>
</DD>
</DL>
<!-- ========= END OF CLASS DATA ========= -->
<HR>
<!-- ======= START OF BOTTOM NAVBAR ====== -->
<A NAME="navbar_bottom"><!-- --></A>
<A HREF="#skip-navbar_bottom" title="Skip navigation links"></A>
<TABLE BORDER="0" WIDTH="100%" CELLPADDING="1" CELLSPACING="0" SUMMARY="">
<TR>
<TD COLSPAN=2 BGCOLOR="#EEEEFF" CLASS="NavBarCell1">
<A NAME="navbar_bottom_firstrow"><!-- --></A>
<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="3" SUMMARY="">
<TR ALIGN="center" VALIGN="top">
<TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../overview-summary.html"><FONT CLASS="NavBarFont1"><B>Overview</B></FONT></A> </TD>
<TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="package-summary.html"><FONT CLASS="NavBarFont1"><B>Package</B></FONT></A> </TD>
<TD BGCOLOR="#FFFFFF" CLASS="NavBarCell1Rev"> <FONT CLASS="NavBarFont1Rev"><B>Class</B></FONT> </TD>
<TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="class-use/CholeskyDecomposition.html"><FONT CLASS="NavBarFont1"><B>Use</B></FONT></A> </TD>
<TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="package-tree.html"><FONT CLASS="NavBarFont1"><B>Tree</B></FONT></A> </TD>
<TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../deprecated-list.html"><FONT CLASS="NavBarFont1"><B>Deprecated</B></FONT></A> </TD>
<TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../index-all.html"><FONT CLASS="NavBarFont1"><B>Index</B></FONT></A> </TD>
<TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../help-doc.html"><FONT CLASS="NavBarFont1"><B>Help</B></FONT></A> </TD>
</TR>
</TABLE>
</TD>
<TD ALIGN="right" VALIGN="top" ROWSPAN=3><EM>
</EM>
</TD>
</TR>
<TR>
<TD BGCOLOR="white" CLASS="NavBarCell2"><FONT SIZE="-2">
PREV CLASS
<A HREF="../../../../gov/nist/math/jama/EigenvalueDecomposition.html" title="class in gov.nist.math.jama"><B>NEXT CLASS</B></A></FONT></TD>
<TD BGCOLOR="white" CLASS="NavBarCell2"><FONT SIZE="-2">
<A HREF="../../../../index.html?gov/nist/math/jama/CholeskyDecomposition.html" target="_top"><B>FRAMES</B></A>
<A HREF="CholeskyDecomposition.html" target="_top"><B>NO FRAMES</B></A>
<SCRIPT type="text/javascript">
<!--
if(window==top) {
document.writeln('<A HREF="../../../../allclasses-noframe.html"><B>All Classes</B></A>');
}
//-->
</SCRIPT>
<NOSCRIPT>
<A HREF="../../../../allclasses-noframe.html"><B>All Classes</B></A>
</NOSCRIPT>
</FONT></TD>
</TR>
<TR>
<TD VALIGN="top" CLASS="NavBarCell3"><FONT SIZE="-2">
SUMMARY: NESTED | FIELD | <A HREF="#constructor_summary">CONSTR</A> | <A HREF="#method_summary">METHOD</A></FONT></TD>
<TD VALIGN="top" CLASS="NavBarCell3"><FONT SIZE="-2">
DETAIL: FIELD | <A HREF="#constructor_detail">CONSTR</A> | <A HREF="#method_detail">METHOD</A></FONT></TD>
</TR>
</TABLE>
<A NAME="skip-navbar_bottom"></A>
<!-- ======== END OF BOTTOM NAVBAR ======= -->
<HR>
<i>Copyright © 2006-2007 - Thomas Abeel - All Rights Reserved.</i>
</BODY>
</HTML>
⌨️ 快捷键说明
复制代码
Ctrl + C
搜索代码
Ctrl + F
全屏模式
F11
切换主题
Ctrl + Shift + D
显示快捷键
?
增大字号
Ctrl + =
减小字号
Ctrl + -