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
    See Also:
    MathWorld, Wikipedia
    • 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