ThinkPHP/Library/Org/Util/PHPExcel/Shared/JAMA/CholeskyDecomposition.php

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<?php
/**
 *    @package JAMA
 *
 *    Cholesky decomposition class
 *
 *    For a symmetric, positive definite matrix A, the Cholesky decomposition
 *    is an lower triangular matrix L so that A = L*L'.
 *
 *    If the matrix is not symmetric or positive definite, the constructor
 *    returns a partial decomposition and sets an internal flag that may
 *    be queried by the isSPD() method.
 *
 *    @author Paul Meagher
 *    @author Michael Bommarito
 *    @version 1.2
 */
class CholeskyDecomposition
{
    /**
     *    Decomposition storage
     *    @var array
     *    @access private
     */
    private $L = array();

    /**
     *    Matrix row and column dimension
     *    @var int
     *    @access private
     */
    private $m;

    /**
     *    Symmetric positive definite flag
     *    @var boolean
     *    @access private
     */
    private $isspd = true;

    /**
     *    CholeskyDecomposition
     *
     *    Class constructor - decomposes symmetric positive definite matrix
     *    @param mixed Matrix square symmetric positive definite matrix
     */
    public function __construct($A = null)
    {
        if ($A instanceof Matrix) {
            $this->L = $A->getArray();
            $this->m = $A->getRowDimension();

            for ($i = 0; $i < $this->m; ++$i) {
                for ($j = $i; $j < $this->m; ++$j) {
                    for ($sum = $this->L[$i][$j], $k = $i - 1; $k >= 0; --$k) {
                        $sum -= $this->L[$i][$k] * $this->L[$j][$k];
                    }
                    if ($i == $j) {
                        if ($sum >= 0) {
                            $this->L[$i][$i] = sqrt($sum);