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/lib/phpspreadsheet/vendor/phpoffice/phpspreadsheet/src/PhpSpreadsheet/Shared/JAMA/ -> CholeskyDecomposition.php (source)

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Defines 1 class

CholeskyDecomposition:: (4 methods):
  __construct()
  isSPD()
  getL()
  solve()


Class: CholeskyDecomposition  - X-Ref

Cholesky decomposition class.

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.

__construct(Matrix $A)   X-Ref
CholeskyDecomposition.

Class constructor - decomposes symmetric positive definite matrix

param: Matrix $A Matrix square symmetric positive definite matrix

isSPD()   X-Ref
Is the matrix symmetric and positive definite?

return: bool

getL()   X-Ref
getL.

Return triangular factor.

return: Matrix Lower triangular matrix

solve(Matrix $B)   X-Ref
Solve A*X = B.

param: $B Row-equal matrix
return: Matrix L * L' * X = B