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expand javadoc to explain what Cholesky decomposition is

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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1096473 13f79535-47bb-0310-9956-ffa450edef68
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Luc Maisonobe 2011-04-25 13:31:47 +00:00
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src/main/java/org/apache/commons/math/linear/CholeskyDecomposition.java
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@ -21,6 +21,9 @@ package org.apache.commons.math.linear;
/**
* An interface to classes that implement an algorithm to calculate the
* Cholesky decomposition of a real symmetric positive-definite matrix.
* <p>The Cholesky decomposition of a real symmetric positive-definite
* matrix A consists of a lower triangular matrix L with same size that
* satisfy: A = LL<sup>T</sup>Q = I). In a sense, this is the square root of A.</p>
* <p>This interface is based on the class with similar name from the
* <a href="http://math.nist.gov/javanumerics/jama/">JAMA</a> library, with the
* following changes:</p>