Examples of chol()


Examples of Jama.Matrix.chol()

            errorCount = try_failure(errorCount, "solve()...", e1.getMessage());
        } catch (java.lang.RuntimeException e) {
            errorCount = try_failure(errorCount, "solve()...", e.getMessage());
        }
        A = new Matrix(pvals);
        CholeskyDecomposition Chol = A.chol();
        Matrix L = Chol.getL();

        try {
            check(A, L.times(L.transpose()));
            try_success("CholeskyDecomposition...", "");
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Examples of Jama.Matrix.chol()

                int d = Math.abs(i-j);
                cov[i][j] = (i == j) ? 1 : R[d-1];
            }
        }
        Matrix COV = new Matrix(cov);
        return MU.convert(COV.chol().getL().getArray()[R.length-1]);
    }

    /**
     * @return Autocorrelation for each output
     */
 
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