| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| |
| package org.apache.commons.math.linear; |
| |
| |
| /** |
| * An interface to classes that implement an algorithm to calculate the |
| * Cholesky decomposition of a real symmetric positive-definite matrix. |
| * <p>This interface is based on the class with similar name from the |
| * <a href="http://math.nist.gov/javanumerics/jama/">JAMA</a> library, with the |
| * following changes:</p> |
| * <ul> |
| * <li>a {@link #getLT() getLT} method has been added,</li> |
| * <li>the <code>isspd</code> method has been removed, the constructors of |
| * implementation classes being expected to throw {@link |
| * NotPositiveDefiniteMatrixException} when a matrix cannot be decomposed,</li> |
| * <li>a {@link #getDeterminant() getDeterminant} method has been added,</li> |
| * <li>the <code>solve</code> method has been replaced by a {@link |
| * #getSolver() getSolver} method and the equivalent method provided by |
| * the returned {@link DecompositionSolver}.</li> |
| * </ul> |
| * |
| * @see <a href="http://mathworld.wolfram.com/CholeskyDecomposition.html">MathWorld</a> |
| * @see <a href="http://en.wikipedia.org/wiki/Cholesky_decomposition">Wikipedia</a> |
| * @version $Revision: 826627 $ $Date: 2009-10-19 12:27:47 +0200 (lun. 19 oct. 2009) $ |
| * @since 2.0 |
| */ |
| public interface CholeskyDecomposition { |
| |
| /** |
| * Returns the matrix L of the decomposition. |
| * <p>L is an lower-triangular matrix</p> |
| * @return the L matrix |
| */ |
| RealMatrix getL(); |
| |
| /** |
| * Returns the transpose of the matrix L of the decomposition. |
| * <p>L<sup>T</sup> is an upper-triangular matrix</p> |
| * @return the transpose of the matrix L of the decomposition |
| */ |
| RealMatrix getLT(); |
| |
| /** |
| * Return the determinant of the matrix |
| * @return determinant of the matrix |
| */ |
| double getDeterminant(); |
| |
| /** |
| * Get a solver for finding the A × X = B solution in least square sense. |
| * @return a solver |
| */ |
| DecompositionSolver getSolver(); |
| |
| } |