Package 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.

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = DROP API Construction and Usage
• Package = Cholesky Factorization, PCA, and Eigenization

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
CholeskyFactorization()

Method Summary

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

Methods inherited from class java.lang.Object

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

Constructor Details

CholeskyFactorization

public CholeskyFactorization()

Method Details

main

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

Entry Point

Parameters:

astrArgs - Command Line Argument Array

Throws:

java.lang.Exception - Thrown on Error/Exception Situation