| Package | Description | 
|---|---|
| org.ojalgo.matrix.decomposition | 
| Modifier and Type | Interface and Description | 
|---|---|
interface  | 
Cholesky<N extends Number>
 Cholesky: [A] = [L][L]H (or [R]H[R]) 
 | 
interface  | 
Eigenvalue<N extends Number>
[A] = [V][D][V]-1 ([A][V] = [V][D])
 
 [A] = any square matrix.
 [V] = contains the eigenvectors as columns.
 [D] = a diagonal matrix with the eigenvalues on the diagonal (possibly in blocks).
  
 | 
interface  | 
LDL<N extends Number>
 LDL: [A] = [L][D][L]H (or [R]H[D][R]) 
 | 
interface  | 
LDU<N extends Number>
 LDU: [A] = [L][D][U] ( [P1][L][D][U][P2] ) 
 | 
interface  | 
LU<N extends Number>
LU: [A] = [L][U] 
 | 
static interface  | 
MatrixDecomposition.RankRevealing<N extends Number>
A rank-revealing matrix decomposition of a matrix [A] is a decomposition that is, or can be transformed
 to be, on the form [A]=[X][D][Y]T where:
 
 [X] and [Y] are square and well conditioned.
 [D] is diagonal with nonnegative and non-increasing values on the diagonal.
  
 | 
static interface  | 
MatrixDecomposition.Values<N extends Number>
Eigenvalue and Singular Value decompositions can calculate the "values" only, and the resulting
 matrices and arrays can have their elements sorted (descending) or not. 
 | 
interface  | 
QR<N extends Number>
QR: [A] = [Q][R] Decomposes [this] into [Q] and [R] where:
 
 [Q] is an orthogonal matrix (orthonormal columns). 
 | 
interface  | 
SingularValue<N extends Number>
Singular Value: [A] = [Q1][D][Q2]T Decomposes [this] into [Q1], [D] and [Q2] where:
 
 [Q1] is an orthogonal matrix. 
 | 
| Modifier and Type | Class and Description | 
|---|---|
class  | 
HermitianEvD<N extends Number>
Eigenvalues and eigenvectors of a real matrix. 
 | 
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