Example: Cholesky Factorization

import com.imsl.math.*;

public class CholeskyEx1 {

    public static void main(String args[]) throws com.imsl.IMSLException {
        double a[][] = {
            {1, -3, 2},
            {-3, 10, -5},
            {2, -5, 6}
        };
        double b[] = {27, -78, 64};

        // Compute the Cholesky factorization of A
        Cholesky cholesky = new Cholesky(a);

        // Solve Ax = b
        double x[] = cholesky.solve(b);
        new PrintMatrix("x").print(x);

        // Find the inverse of A.
        double ainv[][] = cholesky.inverse();
        new PrintMatrix("ainv").print(ainv);
    }
}

Output

   x
   0   
0   1  
1  -4  
2   7  

     ainv
   0   1   2   
0  35   8  -5  
1   8   2  -1  
2  -5  -1   1