Package org.apache.commons.math.linear
Interface CholeskyDecomposition
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- 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method has been replaced by agetSolver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
.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double
getDeterminant()
Return the determinant of the matrixRealMatrix
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.
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Method Detail
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getL
RealMatrix getL()
Returns the matrix L of the decomposition.L is an lower-triangular matrix
- Returns:
- the L matrix
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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
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getDeterminant
double getDeterminant()
Return the determinant of the matrix- Returns:
- determinant of the matrix
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getSolver
DecompositionSolver getSolver()
Get a solver for finding the A × X = B solution in least square sense.- Returns:
- a solver
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