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/*
* 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.
* This interface is based on the class with similar name from the
* JAMA library, with the
* following changes:
*
* - a {@link #getLT() getLT} method has been added,
* - the
isspd
method has been removed, the constructors of
* implementation classes being expected to throw {@link
* NotPositiveDefiniteMatrixException} when a matrix cannot be decomposed,
* - a {@link #getDeterminant() getDeterminant} method has been added,
* - the
solve
method has been replaced by a {@link
* #getSolver() getSolver} method and the equivalent method provided by
* the returned {@link DecompositionSolver}.
*
*
* @see MathWorld
* @see Wikipedia
* @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.
* L is an lower-triangular matrix
* @return the L matrix
*/
RealMatrix getL();
/**
* Returns the transpose of the matrix L of the decomposition.
* LT is an upper-triangular matrix
* @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();
}
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