JAMA
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Class: CholeskyDecomposition

Source Location: /PHPExcel/Shared/JAMA/CholeskyDecomposition.php

Class Overview




Author(s):

  • Michael Bommarito
  • Paul Meagher

Version:

  • 1.2

Methods



Class Details

[line 18]


Tags:

author:  Michael Bommarito
author:  Paul Meagher
version:  1.2


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Class Methods


constructor __construct [line 48]

CholeskyDecomposition __construct( [mixed $A = null])

CholeskyDecomposition

Class constructor - decomposes symmetric positive definite matrix




Tags:

access:  public


Parameters:

mixed   $A   Matrix square symmetric positive definite matrix

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method getL [line 97]

Matrix getL( )

getL

Return triangular factor.




Tags:

return:  Lower triangular matrix
access:  public


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method isSPD [line 86]

boolean isSPD( )

Is the matrix symmetric and positive definite?



Tags:

access:  public


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method solve [line 108]

Matrix solve( [$B $B = null])

Solve A*X = B



Tags:

return:  L * L' * X = B
access:  public


Parameters:

$B   $B   Row-equal matrix

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Documentation generated on Sat, 19 May 2012 14:27:59 +0200 by phpDocumentor 1.4.4