JAMA

# Class: CholeskyDecomposition Source Location: /PHPExcel/Shared/JAMA/CholeskyDecomposition.php
### Class Overview
#### Author(s): Michael Bommarito Paul Meagher #### Version: 1.2 | ### Variables $isspd $L $m | ### Methods __construct getL isSPD solve
### Class Details [line 18] #### Tags:
author: | Michael Bommarito
author: | Paul Meagher
version: | 1.2
[ Top ] ### Class Variables #### $isspd = true [line 39] Symmetric positive definite flag Symmetric positive definite flag #### Tags:
access: | private
Type: | boolean
[ Top ] #### $L = array() [line 25] Decomposition storage Decomposition storage #### Tags:
access: | private
Type: | array
[ Top ] #### $m = [line 32] Matrix row and column dimension Matrix row and column dimension #### Tags:
access: | private
Type: | int
[ Top ] ### Class Methods ### constructor __construct [line 48]
`CholeskyDecomposition __construct( [mixed $A = null])`
CholeskyDecomposition CholeskyDecomposition Class constructor - decomposes symmetric positive definite matrix #### Tags:
access: | public
#### Parameters:
mixed | $A | Matrix square symmetric positive definite matrix
[ Top ] ### method getL [line 97]
`Matrix getL( )`
getL Return triangular factor. getL Return triangular factor. #### Tags:
return: | Lower triangular matrix
access: | public
[ Top ] ### method isSPD [line 86]
`boolean isSPD( )`
Is the matrix symmetric and positive definite? Is the matrix symmetric and positive definite? #### Tags:
access: | public
[ Top ] ### method solve [line 108]
`Matrix solve( [$B $B = null])`
Solve A*X = B Solve A*X = B #### Tags:
return: | L * L' * X = B
access: | public
#### Parameters:
$B | $B | Row-equal matrix
[ Top ] Documentation generated on Mon, 11 Jan 2010 08:07:13 +0100 by phpDocumentor 1.4.1