1/* 2 * Licensed to the Apache Software Foundation (ASF) under one or more 3 * contributor license agreements. See the NOTICE file distributed with 4 * this work for additional information regarding copyright ownership. 5 * The ASF licenses this file to You under the Apache License, Version 2.0 6 * (the "License"); you may not use this file except in compliance with 7 * the License. You may obtain a copy of the License at 8 * 9 * http://www.apache.org/licenses/LICENSE-2.0 10 * 11 * Unless required by applicable law or agreed to in writing, software 12 * distributed under the License is distributed on an "AS IS" BASIS, 13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14 * See the License for the specific language governing permissions and 15 * limitations under the License. 16 */ 17 18package org.apache.commons.math.linear; 19 20 21/** 22 * An interface to classes that implement an algorithm to calculate the 23 * Cholesky decomposition of a real symmetric positive-definite matrix. 24 * <p>This interface is based on the class with similar name from the 25 * <a href="http://math.nist.gov/javanumerics/jama/">JAMA</a> library, with the 26 * following changes:</p> 27 * <ul> 28 * <li>a {@link #getLT() getLT} method has been added,</li> 29 * <li>the <code>isspd</code> method has been removed, the constructors of 30 * implementation classes being expected to throw {@link 31 * NotPositiveDefiniteMatrixException} when a matrix cannot be decomposed,</li> 32 * <li>a {@link #getDeterminant() getDeterminant} method has been added,</li> 33 * <li>the <code>solve</code> method has been replaced by a {@link 34 * #getSolver() getSolver} method and the equivalent method provided by 35 * the returned {@link DecompositionSolver}.</li> 36 * </ul> 37 * 38 * @see <a href="http://mathworld.wolfram.com/CholeskyDecomposition.html">MathWorld</a> 39 * @see <a href="http://en.wikipedia.org/wiki/Cholesky_decomposition">Wikipedia</a> 40 * @version $Revision: 826627 $ $Date: 2009-10-19 12:27:47 +0200 (lun. 19 oct. 2009) $ 41 * @since 2.0 42 */ 43public interface CholeskyDecomposition { 44 45 /** 46 * Returns the matrix L of the decomposition. 47 * <p>L is an lower-triangular matrix</p> 48 * @return the L matrix 49 */ 50 RealMatrix getL(); 51 52 /** 53 * Returns the transpose of the matrix L of the decomposition. 54 * <p>L<sup>T</sup> is an upper-triangular matrix</p> 55 * @return the transpose of the matrix L of the decomposition 56 */ 57 RealMatrix getLT(); 58 59 /** 60 * Return the determinant of the matrix 61 * @return determinant of the matrix 62 */ 63 double getDeterminant(); 64 65 /** 66 * Get a solver for finding the A × X = B solution in least square sense. 67 * @return a solver 68 */ 69 DecompositionSolver getSolver(); 70 71} 72