1dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond/* 2dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Licensed to the Apache Software Foundation (ASF) under one or more 3dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * contributor license agreements. See the NOTICE file distributed with 4dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * this work for additional information regarding copyright ownership. 5dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * The ASF licenses this file to You under the Apache License, Version 2.0 6dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * (the "License"); you may not use this file except in compliance with 7dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * the License. You may obtain a copy of the License at 8dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 9dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * http://www.apache.org/licenses/LICENSE-2.0 10dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 11dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Unless required by applicable law or agreed to in writing, software 12dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * distributed under the License is distributed on an "AS IS" BASIS, 13dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * See the License for the specific language governing permissions and 15dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * limitations under the License. 16dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 17dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 18dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondpackage org.apache.commons.math.linear; 19dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 20dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 21dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond/** 22dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * An interface to classes that implement an algorithm to calculate the 23dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Cholesky decomposition of a real symmetric positive-definite matrix. 24dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <p>This interface is based on the class with similar name from the 25dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <a href="http://math.nist.gov/javanumerics/jama/">JAMA</a> library, with the 26dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * following changes:</p> 27dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <ul> 28dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <li>a {@link #getLT() getLT} method has been added,</li> 29dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <li>the <code>isspd</code> method has been removed, the constructors of 30dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * implementation classes being expected to throw {@link 31dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * NotPositiveDefiniteMatrixException} when a matrix cannot be decomposed,</li> 32dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <li>a {@link #getDeterminant() getDeterminant} method has been added,</li> 33dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <li>the <code>solve</code> method has been replaced by a {@link 34dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * #getSolver() getSolver} method and the equivalent method provided by 35dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * the returned {@link DecompositionSolver}.</li> 36dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * </ul> 37dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 38dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @see <a href="http://mathworld.wolfram.com/CholeskyDecomposition.html">MathWorld</a> 39dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @see <a href="http://en.wikipedia.org/wiki/Cholesky_decomposition">Wikipedia</a> 40dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @version $Revision: 826627 $ $Date: 2009-10-19 12:27:47 +0200 (lun. 19 oct. 2009) $ 41dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @since 2.0 42dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 43dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondpublic interface CholeskyDecomposition { 44dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 45dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 46dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Returns the matrix L of the decomposition. 47dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <p>L is an lower-triangular matrix</p> 48dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return the L matrix 49dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 50dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond RealMatrix getL(); 51dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 52dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 53dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Returns the transpose of the matrix L of the decomposition. 54dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <p>L<sup>T</sup> is an upper-triangular matrix</p> 55dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return the transpose of the matrix L of the decomposition 56dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 57dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond RealMatrix getLT(); 58dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 59dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 60dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Return the determinant of the matrix 61dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return determinant of the matrix 62dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 63dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double getDeterminant(); 64dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 65dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 66dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Get a solver for finding the A × X = B solution in least square sense. 67dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return a solver 68dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 69dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond DecompositionSolver getSolver(); 70dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 71dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond} 72