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File Size: 148 lines (5 kb)
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Defines 1 class

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


Class: CholeskyDecomposition  - X-Ref


__construct($A = null)   X-Ref
CholeskyDecomposition

Class constructor - decomposes symmetric positive definite matrix
param: mixed Matrix square symmetric positive definite matrix

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

return: boolean

getL()   X-Ref
getL

Return triangular factor.
return: Matrix Lower triangular matrix

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

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



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