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Class Jampack.Zchol 

java.lang.Object
   |
   +----Jampack.Zchol
public class Zchol
extends Object
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 R
The matrix R is implemented as a Zutmat.

Variable Index

o n
The order of A and R
o R
The Cholesky factor

Constructor Index

o Zchol(Zmat)
Constructs a Zchol from a Zmat A.

Variables

o n 
 public int n
The order of A and R

o R 
 public Zutmat R
The Cholesky factor

Constructors

o Zchol 
 public Zchol(Zmat A) throws JampackException
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.

Parameters:
A - The matrix whose Cholesky decomposition is to be computed.
Returns:
The Cholesky decomposition of A
Throws: JampackException
Thrown if A is not square or Hermitian.
Thrown if the doecomposition does not exist. 
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