| Package | Description |
|---|---|
| smile.math.matrix |
Matrix interface, dense and sparse (band or irregular) matrix encapsulation
classes, LU, QR, Cholesky, SVD and eigen decompositions, etc.
|
| Modifier and Type | Method and Description |
|---|---|
CholeskyDecomposition |
Matrix.cholesky()
Returns the Cholesky decomposition.
|
static CholeskyDecomposition |
CholeskyDecomposition.newInstance(double[][] L)
Constructor.
|
CholeskyDecomposition |
QRDecomposition.toCholesky()
Returns the Cholesky decomposition of A'A.
|
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