| Interface | Description |
|---|---|
| LUDecomposition |
LU decomposition decomposes an n x n matrix A so that P * A = L * U.
|
| Class | Description |
|---|---|
| Cholesky |
Cholesky decomposition decomposes a real, symmetric (hence square), and positive definite matrix A into
A = L * Lt, where L is a lower triangular matrix.
|
| Doolittle |
Doolittle algorithm is an LU decomposition of a square matrix.
|
| LDL |
The LDL decomposition decomposes a real and symmetric (hence square) matrix A into A = L * D * Lt.
|
| LU |
LU decomposition decomposes an n x n matrix A so that P * A = L * U.
|