Matrix Decompositions

Available decompositions:

Name	Description
CholeskyDecompositor	This class represents Cholesky decomposition of matrices.
EigenDecompositor	This class represents Eigen decomposition of matrices.
LUDecompositor	This class represents LU decomposition of matrices.
QRDecompositor	This class represents QR decomposition of matrices.
RawLUDecompositor
RawQRDecompositor
SingularValueDecompositor	This class represents singular value decomposition of matrices.

An example of how to decompose a matrix with SVD is below - the other decompositors can be used the same way.

SingularValueDecompositor decomp = new SingularValueDecompositor(matrix);

Matrix[] result = decomp.decompose();

Matrix U = result[0];
Matrix D = result[1];
Matrix V = result[2];