Package 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 positivedefinite 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 throwNotPositiveDefiniteMatrixException
when a matrix cannot be decomposed,  a
getDeterminant
method has been added,  the
solve
method has been replaced by agetSolver
method and the equivalent method provided by the returnedDecompositionSolver
.


Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double
getDeterminant()
Return the determinant of the matrixRealMatrix
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 lowertriangular matrix
 Returns:
 the L matrix

getLT
RealMatrix getLT()
Returns the transpose of the matrix L of the decomposition.L^{T} is an uppertriangular 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

