/* * 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:
*isspd
method has been removed, the constructors of
* implementation classes being expected to throw {@link
* NotPositiveDefiniteMatrixException} when a matrix cannot be decomposed,solve
method has been replaced by a {@link
* #getSolver() getSolver} method and the equivalent method provided by
* the returned {@link DecompositionSolver}.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(); }