Package org.apache.commons.math.linear

Interface DecompositionSolver

public interface DecompositionSolver
Interface handling decomposition algorithms that can solve A × X = B.

Decomposition algorithms decompose an A matrix has a product of several specific matrices from which they can solve A × X = B in least squares sense: they find X such that ||A × X - B|| is minimal.

Some solvers like LUDecomposition can only find the solution for square matrices and when the solution is an exact linear solution, i.e. when ||A × X - B|| is exactly 0. Other solvers can also find solutions with non-square matrix A and with non-null minimal norm. If an exact linear solution exists it is also the minimal norm solution.

Since:
2.0

  • Method Summary

    Modifier and Type
    Method
    Description
    RealMatrix
    getInverse()
    Get the inverse (or pseudo-inverse) of the decomposed matrix.
    boolean
    isNonSingular()
    Check if the decomposed matrix is non-singular.
    double[]
    solve(double[] b)
    Solve the linear equation A × X = B for matrices A.
    RealMatrix
    solve(RealMatrix b)
    Solve the linear equation A × X = B for matrices A.
    RealVector
    solve(RealVector b)
    Solve the linear equation A × X = B for matrices A.