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:

Since:
2.0
Version:
$Revision: 826627 $ $Date: 2009-10-19 06:27:47 -0400 (Mon, 19 Oct 2009) $
See Also:
MathWorld, Wikipedia

Method Summary
 double getDeterminant()
          Return the determinant of the matrix
 RealMatrix getL()
          Returns the matrix L of the decomposition.
 RealMatrix getLT()
          Returns the transpose of the matrix L of the decomposition.
 DecompositionSolver getSolver()
          Get a solver for finding the A × X = B solution in least square sense.
 

Method Detail

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


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