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 method has been replaced by a {@link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 &times; X = B solution in least square sense.
67     * @return a solver
68     */
69    DecompositionSolver getSolver();
70
71}
72