/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math.linear; /** * 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:

* * * @see MathWorld * @see Wikipedia * @version $Revision: 826627 $ $Date: 2009-10-19 12:27:47 +0200 (lun. 19 oct. 2009) $ * @since 2.0 */ public interface CholeskyDecomposition { /** * Returns the matrix L of the decomposition. *

L is an lower-triangular matrix

* @return the L matrix */ RealMatrix getL(); /** * Returns the transpose of the matrix L of the decomposition. *

LT is an upper-triangular matrix

* @return the transpose of the matrix L of the decomposition */ RealMatrix getLT(); /** * Return the determinant of the matrix * @return determinant of the matrix */ double getDeterminant(); /** * Get a solver for finding the A × X = B solution in least square sense. * @return a solver */ DecompositionSolver getSolver(); }