|Constructor and Description|
Creates a Cholesky decomposer with specify threshold for several matrices.
|Modifier and Type||Method and Description|
Get a solver for finding the A × X = B solution in least square sense.
public CholeskyDecomposer(double relativeSymmetryThreshold, double absolutePositivityThreshold)
relativeSymmetryThreshold- threshold above which off-diagonal elements are considered too different and matrix not symmetric
absolutePositivityThreshold- threshold below which diagonal elements are considered null and matrix not positive definite
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