320 lines
12 KiB
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320 lines
12 KiB
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<title>Docs For Class CholeskyDecomposition</title>
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<table border="0" cellspacing="0" cellpadding="0" height="48" width="100%">
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<td class="header_top">JAMA</td>
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[ <a href="../classtrees_JAMA.html" class="menu">class tree: JAMA</a> ]
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[ <a href="../elementindex_JAMA.html" class="menu">index: JAMA</a> ]
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[ <a href="../elementindex.html" class="menu">all elements</a> ]
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<b>Packages:</b><br />
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<a href="../li_PHPExcel.html">PHPExcel</a><br />
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<a href="../li_JAMA.html">JAMA</a><br />
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<a href="../li_Math_Stats.html">Math_Stats</a><br />
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<a href="../li_PHPExcel_Writer_Excel2007.html">PHPExcel_Writer_Excel2007</a><br />
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<br /><br />
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<b>Files:</b><br />
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<div class="package">
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<a href="../JAMA/_PHPExcel---Shared---JAMA---examples---benchmark.php.html"> benchmark.php
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</a><br>
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<a href="../JAMA/_PHPExcel---Shared---JAMA---CholeskyDecomposition.php.html"> CholeskyDecomposition.php
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</a><br>
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<a href="../JAMA/_PHPExcel---Shared---JAMA---EigenvalueDecomposition.php.html"> EigenvalueDecomposition.php
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</a><br>
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<a href="../JAMA/_PHPExcel---Shared---JAMA---utils---Error.php.html"> Error.php
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</a><br>
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<a href="../JAMA/_PHPExcel---Shared---JAMA---LUDecomposition.php.html"> LUDecomposition.php
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</a><br>
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<a href="../JAMA/_PHPExcel---Shared---JAMA---examples---MagicSquareExample.php.html"> MagicSquareExample.php
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</a><br>
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<a href="../JAMA/_PHPExcel---Shared---JAMA---utils---Maths.php.html"> Maths.php
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</a><br>
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<a href="../JAMA/_PHPExcel---Shared---JAMA---Matrix.php.html"> Matrix.php
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</a><br>
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<a href="../JAMA/_PHPExcel---Shared---JAMA---QRDecomposition.php.html"> QRDecomposition.php
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</a><br>
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<a href="../JAMA/_PHPExcel---Shared---JAMA---SingularValueDecomposition.php.html"> SingularValueDecomposition.php
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</a><br>
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</div><br />
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<b>Classes:</b><br />
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<div class="package">
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<a href="../JAMA/Benchmark.html">Benchmark</a><br />
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<a href="../JAMA/CholeskyDecomposition.html">CholeskyDecomposition</a><br />
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<a href="../JAMA/EigenvalueDecomposition.html">EigenvalueDecomposition</a><br />
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<a href="../JAMA/MagicSquareExample.html">MagicSquareExample</a><br />
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<a href="../JAMA/PHPExcel_Shared_JAMA_LUDecomposition.html">PHPExcel_Shared_JAMA_LUDecomposition</a><br />
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<a href="../JAMA/PHPExcel_Shared_JAMA_Matrix.html">PHPExcel_Shared_JAMA_Matrix</a><br />
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<a href="../JAMA/PHPExcel_Shared_JAMA_QRDecomposition.html">PHPExcel_Shared_JAMA_QRDecomposition</a><br />
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<a href="../JAMA/SingularValueDecomposition.html">SingularValueDecomposition</a><br />
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</div>
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</td>
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<td>
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<table cellpadding="10" cellspacing="0" width="100%" border="0"><tr><td valign="top">
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<h1>Class: CholeskyDecomposition</h1>
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Source Location: /PHPExcel/Shared/JAMA/CholeskyDecomposition.php<br /><br />
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<table width="100%" border="0">
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<tr><td valign="top">
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<h3><a href="#class_details">Class Overview</a></h3>
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<pre></pre><br />
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<div class="description"></div><br /><br />
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<h4>Author(s):</h4>
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<ul>
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<li>Michael Bommarito</li>
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<li>Paul Meagher</li>
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</ul>
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<h4>Version:</h4>
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<ul>
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<li>1.2</li>
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</ul>
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</td>
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<td valign="top">
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<h3><a href="#class_methods">Methods</a></h3>
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<ul>
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<li><a href="../JAMA/CholeskyDecomposition.html#method__construct">__construct</a></li>
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<li><a href="../JAMA/CholeskyDecomposition.html#methodgetL">getL</a></li>
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<li><a href="../JAMA/CholeskyDecomposition.html#methodisSPD">isSPD</a></li>
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<li><a href="../JAMA/CholeskyDecomposition.html#methodsolve">solve</a></li>
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</ul>
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</td>
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</tr></table>
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<hr />
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<table width="100%" border="0"><tr>
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</tr></table>
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<hr />
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<a name="class_details"></a>
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<h3>Class Details</h3>
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<div class="tags">
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[line <a href="../__filesource/fsource_JAMA__PHPExcelSharedJAMACholeskyDecomposition.php.html#a18">18</a>]<br />
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<br /><br />
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<h4>Tags:</h4>
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<div class="tags">
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<table border="0" cellspacing="0" cellpadding="0">
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<tr>
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<td><b>author:</b> </td><td>Michael Bommarito</td>
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</tr>
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<tr>
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<td><b>author:</b> </td><td>Paul Meagher</td>
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</tr>
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<tr>
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<td><b>version:</b> </td><td>1.2</td>
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</tr>
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</table>
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</div>
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</div><br /><br />
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<div class="top">[ <a href="#top">Top</a> ]</div><br />
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<hr />
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<a name="class_methods"></a>
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<h3>Class Methods</h3>
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<div class="tags">
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<hr />
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<a name="method__construct"></a>
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<h3>constructor __construct <span class="smalllinenumber">[line <a href="../__filesource/fsource_JAMA__PHPExcelSharedJAMACholeskyDecomposition.php.html#a48">48</a>]</span></h3>
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<div class="function">
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<table width="90%" border="0" cellspacing="0" cellpadding="1"><tr><td class="code_border">
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<table width="100%" border="0" cellspacing="0" cellpadding="2"><tr><td class="code">
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<code>CholeskyDecomposition __construct(
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[mixed
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$A = null])</code>
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</td></tr></table>
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</td></tr></table><br />
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CholeskyDecomposition<br /><br /><p>Class constructor - decomposes symmetric positive definite matrix</p><br /><br /><br />
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<h4>Tags:</h4>
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<div class="tags">
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<table border="0" cellspacing="0" cellpadding="0">
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<tr>
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<td><b>access:</b> </td><td>public</td>
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</tr>
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</table>
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</div>
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<br /><br />
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<h4>Parameters:</h4>
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<div class="tags">
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<table border="0" cellspacing="0" cellpadding="0">
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<tr>
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<td class="type">mixed </td>
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<td><b>$A</b> </td>
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<td>Matrix square symmetric positive definite matrix</td>
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</tr>
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</table>
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</div><br />
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<div class="top">[ <a href="#top">Top</a> ]</div>
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</div>
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<hr />
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<a name="methodgetL"></a>
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<h3>method getL <span class="smalllinenumber">[line <a href="../__filesource/fsource_JAMA__PHPExcelSharedJAMACholeskyDecomposition.php.html#a97">97</a>]</span></h3>
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<div class="function">
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<table width="90%" border="0" cellspacing="0" cellpadding="1"><tr><td class="code_border">
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<table width="100%" border="0" cellspacing="0" cellpadding="2"><tr><td class="code">
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<code>Matrix getL(
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)</code>
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</td></tr></table>
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</td></tr></table><br />
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getL<br /><br /><p>Return triangular factor.</p><br /><br /><br />
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<h4>Tags:</h4>
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<div class="tags">
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<table border="0" cellspacing="0" cellpadding="0">
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<tr>
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<td><b>return:</b> </td><td>Lower triangular matrix</td>
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</tr>
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<tr>
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<td><b>access:</b> </td><td>public</td>
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</tr>
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</table>
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</div>
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<br /><br />
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<div class="top">[ <a href="#top">Top</a> ]</div>
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</div>
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<hr />
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<a name="methodisSPD"></a>
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<h3>method isSPD <span class="smalllinenumber">[line <a href="../__filesource/fsource_JAMA__PHPExcelSharedJAMACholeskyDecomposition.php.html#a86">86</a>]</span></h3>
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<div class="function">
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<table width="90%" border="0" cellspacing="0" cellpadding="1"><tr><td class="code_border">
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<table width="100%" border="0" cellspacing="0" cellpadding="2"><tr><td class="code">
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<code>boolean isSPD(
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)</code>
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</td></tr></table>
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</td></tr></table><br />
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Is the matrix symmetric and positive definite?<br /><br /><br /><br />
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<h4>Tags:</h4>
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<div class="tags">
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<table border="0" cellspacing="0" cellpadding="0">
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<tr>
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<td><b>access:</b> </td><td>public</td>
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</tr>
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</table>
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</div>
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<br /><br />
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<div class="top">[ <a href="#top">Top</a> ]</div>
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</div>
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<hr />
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<a name="methodsolve"></a>
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<h3>method solve <span class="smalllinenumber">[line <a href="../__filesource/fsource_JAMA__PHPExcelSharedJAMACholeskyDecomposition.php.html#a108">108</a>]</span></h3>
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<div class="function">
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<table width="90%" border="0" cellspacing="0" cellpadding="1"><tr><td class="code_border">
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<table width="100%" border="0" cellspacing="0" cellpadding="2"><tr><td class="code">
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<code>Matrix solve(
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[$B
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$B = null])</code>
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</td></tr></table>
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</td></tr></table><br />
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Solve A*X = B<br /><br /><br /><br />
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<h4>Tags:</h4>
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<div class="tags">
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<table border="0" cellspacing="0" cellpadding="0">
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<tr>
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<td><b>return:</b> </td><td>L * L' * X = B</td>
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</tr>
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<tr>
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<td><b>access:</b> </td><td>public</td>
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</tr>
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</table>
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</div>
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<br /><br />
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<h4>Parameters:</h4>
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<div class="tags">
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<table border="0" cellspacing="0" cellpadding="0">
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<tr>
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<td class="type">$B </td>
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<td><b>$B</b> </td>
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<td>Row-equal matrix</td>
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</tr>
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</table>
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</div><br />
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<div class="top">[ <a href="#top">Top</a> ]</div>
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</div>
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</div><br />
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<div class="credit">
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<hr />
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Documentation generated on Fri, 12 Oct 2012 00:15:27 +0200 by <a href="http://www.phpdoc.org">phpDocumentor 1.4.4</a>
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