Package | Description |
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org.apache.commons.math.linear |
Linear algebra support.
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org.apache.commons.math.random |
Random number and random data generators.
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Constructor and Description |
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CholeskyDecompositionImpl(RealMatrix matrix)
Calculates the Cholesky decomposition of the given matrix.
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CholeskyDecompositionImpl(RealMatrix matrix,
double relativeSymmetryThreshold,
double absolutePositivityThreshold)
Calculates the Cholesky decomposition of the given matrix.
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Constructor and Description |
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CorrelatedRandomVectorGenerator(double[] mean,
RealMatrix covariance,
double small,
NormalizedRandomGenerator generator)
Simple constructor.
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CorrelatedRandomVectorGenerator(RealMatrix covariance,
double small,
NormalizedRandomGenerator generator)
Simple constructor.
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