package Jampack; /** Zchol implements the Cholesky decomposition of a positive definite matrix. Specifically if A is (Hermitian) positive definite then there is an upper triangular matrix R with positive diagonal elements such that
* A = R^H RThe matrix R is implemented as a Zutmat. @version Pre-alpha @author G. W. Stewart */ public class Zchol{ /** The order of A and R */ public int n; /** The Cholesky factor */ public Zutmat R; /** Constructs a Zchol from a Zmat A. The matrix that is actually decomposed is taken from the upper triangle of $A$ and the imaginary part of its diagonal is set to zero. Throws a JampackException for inconsistent dimensions on failure of the algorithm to complete. @param A The matrix whose Cholesky decomposition is to be computed. @return The Cholesky decomposition of A @exception JampackException Thrown if A is not square or Hermitian.