Re: [ojAlgo-user] ojalgo newbie needs help

[Anders P. <an...@op...>]

How about this:


import org.ojalgo.matrix.decomposition.Cholesky;
import org.ojalgo.matrix.decomposition.CholeskyDecomposition;
import org.ojalgo.matrix.store.MatrixStore;


MatrixStore<Double> tmpMtrxA = ...;
MatrixStore<Double> tmpMtrxB = ...;
MatrixStore<Double> tmpMtrxC = ...;

Cholesky<Double> tmpChol = CholeskyDecomposition.makePrimitive();
tmpChol.compute(tmpMtrxA);

MatrixStore<Double> tmpMtrxResult = tmpMtrxC.multiplyLeft(tmpChol.getL 
()).multiplyRight(tmpChol.getL());


/Anders


On 17 apr 2008, at 09.21, Andreas Reim wrote:
> Hello all,
>
> does someone has example code for matrix calculations?
> I used the standard JAMA package before and now want to calculate  
> this:
>
> Basis are the Matrices A and B
>
> 1) CholeskyDecomposition of Matrix A
> 2) Extract Upper Matrix U from CholeskyDecomposition
> 3) Transpose the extracted Matrix U and store it in Ut
> 4) calculate Matrix Ut . C . Ut
>
> I would need a clue about what Classes to use and what Methods to  
> call.
>
> Thank you
> S:\i6070505\Vorlagen\Normal.dot, 17.04.08 -  
> 09:02                                                                  
>                             Seite 1 von 1
>
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