Mapack可用来做矩阵运算 Mapack is a .NET class library for basic linear algebra computations. It supports the following matrix operations and properties: Multiplication, Addition, Subtraction, Determinant, Norm1, Norm2, Frobenius Norm, Infinity Norm, Rank,

实 现 Cholesky-Cholesky

Class for Cholesky decomposition in java