org.drip.sample.matrix

Class CholeskyFactorization

java.lang.Object

org.drip.sample.matrix.CholeskyFactorization

public class CholeskyFactorization
extends java.lang.Object

CholeskyFactorization demonstrates the Cholesky Factorization and Transpose Reconciliation of the Input Matrix.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CholeskyFactorization()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArg)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CholeskyFactorization

public CholeskyFactorization()

Method Detail

main

public static final void main(java.lang.String[] astrArg)
                       throws java.lang.Exception

Throws:

java.lang.Exception