Package org.apache.commons.math.linear
Interface CholeskyDecomposition
- All Known Implementing Classes:
CholeskyDecompositionImpl
public interface CholeskyDecomposition
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:
- a
getLT
method has been added, - the
isspd
method has been removed, the constructors of implementation classes being expected to throwNotPositiveDefiniteMatrixException
when a matrix cannot be decomposed, - a
getDeterminant
method has been added, - the
solve
method has been replaced by agetSolver
method and the equivalent method provided by the returnedDecompositionSolver
.
- Since:
- 2.0
- Version:
- $Revision: 826627 $ $Date: 2009-10-19 12:27:47 +0200 (lun. 19 oct. 2009) $
- See Also:
-
Method Details
-
getL
RealMatrix getL()Returns the matrix L of the decomposition.L is an lower-triangular matrix
- Returns:
- the L matrix
-
getLT
RealMatrix getLT()Returns the transpose of the matrix L of the decomposition.LT is an upper-triangular matrix
- Returns:
- the transpose of the matrix L of the decomposition
-
getDeterminant
double getDeterminant()Return the determinant of the matrix- Returns:
- determinant of the matrix
-
getSolver
DecompositionSolver getSolver()Get a solver for finding the A × X = B solution in least square sense.- Returns:
- a solver
-