CholeskyDecomposition (Episteme API Documentation)

java.lang.Object

org.episteme.core.mathematics.linearalgebra.matrices.solvers.CholeskyDecomposition

public class CholeskyDecomposition extends Object

Cholesky Decomposition: A = LL^T where L is lower triangular.

This class delegates to the active LinearAlgebraProvider via AlgorithmManager.

Since:: 1.0
Author:: Silvere Martin-Michiellot, Gemini AI (Google DeepMind)

Constructor Summary

Constructors

Constructor

Description

CholeskyDecomposition()
Method Summary

Modifier and Type

Method

Description

static CholeskyResult<Real>

decompose(Matrix<Real> matrix)

Computes Cholesky decomposition using the best available LinearAlgebraProvider.

Methods inherited from class Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- CholeskyDecomposition
  
  public CholeskyDecomposition()
Method Details
- decompose
  
  public static CholeskyResult<Real> decompose(Matrix<Real> matrix)
  
  Computes Cholesky decomposition using the best available LinearAlgebraProvider.
  
  Parameters:
  
  matrix - the symmetric positive definite matrix to decompose
  
  Returns:
  
  the result containing L