org.apache.commons.math.linear.CholeskyDecomposition Maven / Gradle / Ivy

/*
 * 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 *   the solve method has been replaced by a {@link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.
     * L^T 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();

}