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  •  JAMA Pythagorean Theorem: a = 3 b = 4 r = sqrt(square(a) + square(b)) r = 5 r = sqrt(a^2 + b^2) without under/overflow
  •  PHPExcel
  • package JAMA Cholesky decomposition class For a symmetric, positive definite matrix A, the Cholesky decomposition is an lower triangular matrix L so that A = L*L'. If the matrix is not symmetric or positive definite, the constructor returns a partial decomposition and sets an internal flag that may be queried by the isSPD() method.
    author Paul Meagher
    author Michael Bommarito
    version 1.2

     Methods

    CholeskyDecomposition

    __construct(mixed $A) 

    Class constructor - decomposes symmetric positive definite matrix

    Parameters

    $A

    mixed

    Matrix square symmetric positive definite matrix

    getL

    getL() : \Matrix

    Return triangular factor.

    Returns

    \MatrixLower triangular matrix

    Is the matrix symmetric and positive definite?

    isSPD() : boolean

    Returns

    boolean

    Solve A*X = B

    solve($B) : \Matrix

    Parameters

    $B

    Row-equal matrix

    Returns

    \MatrixL * L' * X = B

     Properties

     

    $L : array
    access private
     

    $isspd : boolean
    access private
     

    $m : int
    access private