org.apache.spark.mllib.linalg

## Class CholeskyDecomposition

• Object
• org.apache.spark.mllib.linalg.CholeskyDecomposition

• ```public class CholeskyDecomposition
extends Object```
Compute Cholesky decomposition.
• ### Constructor Summary

Constructors
Constructor and Description
`CholeskyDecomposition()`
• ### Method Summary

All Methods
Modifier and Type Method and Description
`static double[]` ```inverse(double[] UAi, int k)```
Computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U.
`static double[]` ```solve(double[] A, double[] bx)```
Solves a symmetric positive definite linear system via Cholesky factorization.
• ### Methods inherited from class Object

`equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`
• ### Constructor Detail

• #### CholeskyDecomposition

`public CholeskyDecomposition()`
• ### Method Detail

• #### solve

```public static double[] solve(double[] A,
double[] bx)```
Solves a symmetric positive definite linear system via Cholesky factorization. The input arguments are modified in-place to store the factorization and the solution.
Parameters:
`A` - the upper triangular part of A
`bx` - right-hand side
Returns:
the solution array
• #### inverse

```public static double[] inverse(double[] UAi,
int k)```
Computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U. The input arguments are modified in-place to store the inverse matrix.
Parameters:
`UAi` - the upper triangular factor U from the Cholesky factorization A = U**T*U
`k` - the dimension of A
Returns:
the upper triangle of the (symmetric) inverse of A