diff --git a/matrix.d.ts b/matrix.d.ts index 20a1e5d..8a6b9c7 100644 --- a/matrix.d.ts +++ b/matrix.d.ts @@ -1480,16 +1480,33 @@ export class EigenvalueDecomposition { export { EigenvalueDecomposition as EVD }; /** + * The Cholesky decomposition of a matrix. Given a matrix A, the Cholesky Decomposition of A is L + * such that A = (L)(L.transpose). + * Only works for symmetric, positive definite matrix A. + * * @link https://github.com/lutzroeder/Mapack/blob/master/Source/CholeskyDecomposition.cs */ export class CholeskyDecomposition { /** * - * @param value - The matrix to decompose + * @param value - The matrix A to decompose + * @throws if A is not symmetric */ constructor(value: MaybeMatrix); + /** + * true if A is positive definite (and therefore we could perform the decomposition) + */ isPositiveDefinite(): boolean; + /** + * Given column vector b, solve for x such that Ax=b. + * @param value + * @throws if A is not positive-definite + */ solve(value: Matrix): Matrix; + /** + * A lower triangular matrix L such that A=(L)(L.transpose) + * This will ONLY be the case if A is positive-definite. + */ readonly lowerTriangularMatrix: Matrix; }