Package org.apache.commons.math.linear
Interface CholeskyDecomposition
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- All Known Implementing Classes:
 CholeskyDecompositionImpl
public interface CholeskyDecompositionAn 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:
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getLTmethod has been added, - the 
isspdmethod has been removed, the constructors of implementation classes being expected to throwNotPositiveDefiniteMatrixExceptionwhen a matrix cannot be decomposed, - a 
getDeterminantmethod has been added, - the 
solvemethod has been replaced by agetSolvermethod and the equivalent method provided by the returnedDecompositionSolver. 
 
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description doublegetDeterminant()Return the determinant of the matrixRealMatrixgetL()Returns the matrix L of the decomposition.RealMatrixgetLT()Returns the transpose of the matrix L of the decomposition.DecompositionSolvergetSolver()Get a solver for finding the A × X = B solution in least square sense. 
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Method Detail
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getL
RealMatrix getL()
Returns the matrix L of the decomposition.L is an lower-triangular matrix
- Returns:
 - the L matrix
 
 
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getLT
RealMatrix getLT()
Returns the transpose of the matrix L of the decomposition.LT is an upper-triangular matrix
- Returns:
 - the transpose of the matrix L of the decomposition
 
 
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getDeterminant
double getDeterminant()
Return the determinant of the matrix- Returns:
 - determinant of the matrix
 
 
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getSolver
DecompositionSolver getSolver()
Get a solver for finding the A × X = B solution in least square sense.- Returns:
 - a solver
 
 
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