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:

Since:
2.0
Version:
$Revision: 826627 $ $Date: 2009-10-19 12:27:47 +0200 (lun. 19 oct. 2009) $
See Also:
  • Method Summary

    Modifier and Type
    Method
    Description
    double
    Return the determinant of the matrix
    Returns the matrix L of the decomposition.
    Returns the transpose of the matrix L of the decomposition.
    Get a solver for finding the A × X = B solution in least square sense.
  • 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