class CholeskyDecomposition

Methods

__construct(mixed $A = null)

CholeskyDecomposition

isSPD()

Is the matrix symmetric and positive definite?

Matrix
getL()

getL

Matrix
solve($B = null)

Solve A*X = B

Details

at line 56
__construct(mixed $A = null)

CholeskyDecomposition

Class constructor - decomposes symmetric positive definite matrix

Parameters

mixed $A Matrix square symmetric positive definite matrix

at line 94
isSPD()

Is the matrix symmetric and positive definite?

@return boolean

at line 105
Matrix getL()

getL

Return triangular factor.

Return Value

Matrix Lower triangular matrix

at line 116
Matrix solve($B = null)

Solve A*X = B

@param $B Row-equal matrix

Parameters

$B

Return Value

Matrix L * L' * X = B