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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  • the solve method has been replaced by a {@link * #getSolver() getSolver} method and the equivalent method provided by * the returned {@link DecompositionSolver}.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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