| Package | Description |
|---|---|
| jebl.math |
| Modifier and Type | Method | Description |
|---|---|---|
static double[][] |
MatrixCalc.choleskyFactor(double[][] inMatrix) |
Cholesky factorization (aka Cholesky Decomposition)
This factorization can be used when square matrix is symmetric and positive definite.
|
http://code.google.com/p/jebl2/