CholeskySolver constructor

CholeskySolver({
  1. required RealMatrix matrix,
  2. required List<double> knownValues,
  3. double precision = 1.0e-10,
})

Given an equation in the form Ax = b, A is a square matrix containing n equations in n unknowns and b is the vector of the known values.

  • matrix is the matrix containing the equations;
  • knownValues is the vector with the known values;
  • the matrix must be Hermitian and positive-definite.

Note that, when applicable, the Cholesky decomposition is almost twice as efficient as the LU decomposition when it comes to linear systems solving.

Implementation

CholeskySolver({
  required super.matrix,
  required super.knownValues,
  super.precision,
}) : super();