org.apache.commons.math.linear

Interface CholeskyDecomposition

All Known Implementing Classes:

CholeskyDecompositionImpl

public interface CholeskyDecomposition

An interface to classes that implement an algorithm to calculate the Cholesky decomposition of a real symmetric positive-definite matrix.

This interface is based on the class with similar name from the JAMA library, with the following changes:

• a getLT method has been added,
• the isspd method has been removed, the constructors of implementation classes being expected to throw NotPositiveDefiniteMatrixException when a matrix cannot be decomposed,
• a getDeterminant method has been added,
• the solve method has been replaced by a getSolver method and the equivalent method provided by the returned DecompositionSolver.

Since:

2.0

See Also:

MathWorld, Wikipedia

Method Summary

Modifier and Type	Method and Description
double	getDeterminant() Return the determinant of the matrix
RealMatrix	getL() Returns the matrix L of the decomposition.
RealMatrix	getLT() Returns the transpose of the matrix L of the decomposition.
DecompositionSolver	getSolver() Get a solver for finding the A × X = B solution in least square sense.

Method Detail

getL

RealMatrix getL()

Returns the matrix L of the decomposition.

L is an lower-triangular matrix

Returns:

the L matrix

getLT

RealMatrix getLT()

Returns the transpose of the matrix L of the decomposition.

L^T is an upper-triangular matrix

Returns:

the transpose of the matrix L of the decomposition

getDeterminant

double getDeterminant()

Return the determinant of the matrix

Returns:

determinant of the matrix

getSolver

DecompositionSolver getSolver()

Get a solver for finding the A × X = B solution in least square sense.

Returns:

a solver