choleskyDecomposition abstract method

List<Matrix<T>> choleskyDecomposition()

Uses the the Cholesky decomposition algorithm to factor the matrix into the product of a lower triangular matrix and its conjugate transpose. In particular, this method returns the L and L^T matrices of the

• A = L x L^T

relation. The algorithm might fail in case the square root of a negative number were encountered.

The returned list contains L at index 0 and L^T at index 1.

A MatrixException object is thrown if the matrix isn't square.

Implementation

List<Matrix<T>> choleskyDecomposition();